Alexeev Vadim Vjacheslavovich

PhD, researcher of Integrated Systems of Automated Design Laboratory (ISAD)

Bolshoy 61, V.O., St-Petersburg, 199178, RUSSIA
Tel.: (+7-812)-321-47-66; Fax:(+7-812)-321-47-71; E-mail: esokar@gmail.com

RUS


Education

In 2004 graduated from Saint-Petersburg University of Aerospace Instrumentation on the specialty "Computer Aided Design". Since 2004 till 2007 took post graduate courses in Intelligent Integrated Systems of Automated Design Laboratory of Institute of Problems of Mechanical Engineering of Russian Academy of Science. In 2009 at Saint-Petersburg University of Aerospace Instrumentation defended his thesis on "Development of logical-and-probabilistic models methods and algorithms for risk and efficiency management in structural-complex systems".


Job

Since 2004 till 2009 was software engineer in Intelligent Integrated Systems of Automated Design Laboratory (IISAD) of Institute of Problems of Mechanical Engineering of Russian Academy of Science.
In 2010 moved to position of researcher.


Research Interests

Modeling analysis and forecast of risk in structural-complex economical and engineering systems basing on logical-and-probabilistic approach.


Main publications

  1. Alexeev V. V. Logical-and-probabilistic approach to risk and efficiency management in structural-complex systems / V. V. Alexeev, E. D. Solojentsev // Information and Control Systems. St. Petersburg, 2009. Issue 6. pp. 67-71. (In Russian)
  2. Alexeev V. V. Logical-and-probabilistic modeling of risk of security portfolio as a structural-complex object. / V. V. Alexeev // Scientific Session of SUAI. Summary reports in 3 parts: Part 2. Engineering. SUAI. St. Petersburg, 2008. pp. 52-55. (In Russian)
  3. Alexeev V. V. Logical-and-probabilistic modeling of security portfolio risk / V. V. Alexeev, E. D. Solojentsev // Information and Control Systems. St. Petersburg, 2007. Issue 6. pp. 49-56. (In Russian)
  4. Alexeev V. V. Guidance for laboratory works "Logical-and-probabilistic theory of security portfolio risk" / V. V. Alexeev, E. D. Solojentsev, V. V. Shokolov. SUAI. St. Petersburg, 2007. 48 p. (In Russian)
  5. Alexeev V. V. Logical-and-probabilistic modeling of security portfolio risk using copulas / V. V. Alexeev, V. V. Shokolov, E. D. Solojentsev // Financial risk management. St. Petersburg, 2006. Issue 3. pp. 272-274. (In Russian)
  6. Alexeev V. V. Logical-and-probabilistic modeling of security portfolio and copulas / V. V. Alexeev, V. V. Shokolov, E. D. Solojentsev // Mathematical Economics. Wroclaw. Issue 10. 2006. pp.73-88.
  7. Alexeev V. V. Logical and probabilistic risk management of security portfolio / V. V. Alexeev, V. V. Shokolov // Proceedings of the Fourth Int. Scientific School "Modeling and Analysis of Safety and Risk in Complex Systems". St. Petersburg: SPUASE, 2005. pp. 165-178.
  8. Alexeev V. V. Research of LP-VaR optimization of security portfolio structure / V. V. Alexeev // Proceedings of International Conference on Engineering and Human Safety. SUAI. St. Petersburg, 2004. pp. 337-345. (In Russian)
  9. Alexeev V. V. Logical-and-probabilistic approach to security portfolio risk / V. V. Alexeev // 6th Scientific Session of post-graduates of SUAI. Summary reports in 3 parts: Part 2. Engineering. SUAI. St. Petersburg, 2003. pp. 3-7. (In Russian)
  10. Solojentsev E. D. Logic-and-probabilistic theory of security portfolio risk / E. D. Solojentsev, V. Alexeev // Proceedings of the Third International Scientific School "Modeling and Analysis of Safety and Risk in Complex Systems". St. Petersburg: SPSUASI, 2003. pp. 32-51.


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Phone: 7(812) 321 47 66; Fax: 7(812) 321 47 71;

E-mail: esokar@gmail.com