معرفی
Petr Pavlovich Lukyanchenko is a Senior Lecturer at the Faculty of Computer Science, National Research University Higher School of Economics (HSE), where he has been working since 2009. He is affiliated with the Department of Big Data and Information Retrieval and serves as Head of the Project-based Learning Laboratory "Artificial Intelligence in Mathematical Finance" under the Institute of Artificial Intelligence and Digital Sciences. His academic journey began with dual bachelor's degrees in Computer Science and Business Informatics in 2009, followed by a Master's degree in Economics in 2011.
Lukyanchenko's research focuses on Financial Mathematics, particularly the analysis of financial time series and structural shifts. His work bridges computer science and finance through mathematical modeling and machine learning applications. He has supervised numerous bachelor's theses across multiple departments including the Faculty of Computer Science, Faculty of Economic Sciences, and International College of Economics and Finance.
His recent publications (2022-2023) demonstrate a consistent research trajectory in applying advanced computational methods to financial problems, with particular emphasis on time series analysis, market microstructure, and financial risk modeling. The publications reveal expertise in both theoretical financial mathematics and practical implementation of machine learning solutions.
- Honorary Diploma from the International Institute of Economics and Finance of HSE (October 2023)
- Letter of gratitude from the First Vice-Rector of HSE (March 2023)
- Letter of thanks from the First Vice-Rector of HSE (February 2023)
- Best Teacher award - 2017–2023, 2011
Lukyanchenko has successfully led multiple research projects and organized seminars for the Applied Data Analysis program. His industry experience includes leadership roles at Ecom.Tech (Head of Machine Learning Department since 2023), Moscow Exchange (Head of Liquidity Analysis and Market Maker Relations, 2020-2023), and previous positions at the Russian Energy Agency and Foundation for Advanced Research. He has also contributed to significant projects including the development of a unified software framework for AI applications and forecasting systems for legal case volumes.
He actively participates in academic events including the launch of the 'Artificial Intelligence in Mathematical Finance' laboratory in September 2023, conferences on 'Artificial Intelligence and Society,' and various seminars and workshops connecting academia with industry applications.
