Vasily Karasev

GPA: 4.56 out of 5.0
h-index: 3
Russian Scientific Citation Index: 33
More than 80 scientific publications

ACCOMPLISHMENTS:

In period of education and diploma work I had developed newest technology of identification of fraud in business based on methods of logical and probabilistic simulation.

The diploma work "The system of logical and probabilistic simulation and analysis of fraud in business". The technology of numerical evaluation of fraud risk in business and following models of some types of frauds were developed: manager fraud model, employee fraud model, shady transaction with investments. Calculation research of these models were performed. Also I had developed the algorithm of fraud risk calculation by logical model using the method of statistical simulation Monte-Carlo (software realization with Borland C++).

During my postgraduate activity I was engaged in development of new technology of risk estimation in banks, business and quality management that has high accuracy and robustness (stability). I had developed newest logical and probabilistic technology for credit risk estimation (Credit Scoring) and software for this technology. The technology includes logical and probabilistic model of credit risk of individuals, methods of probabilistic model identification by statistical data, technique of risk analysis with use of contributions of initiating events.

The dissertation is entitled "The development and research of logical and probabilistic risk models in business and methods of their identification with account of the groups of incompatible events". The dissertation was successfully defended in June, 14, 2000 in Saint-Petersburg Institute of Informatics of Russian Academy of Sciences.

I have 20 years experience in the area of logical and probabilistic simulation and analysis of risk in economic and technical systems.

I take active part in international conferences:

• "Instrumentation in Ecology and Human Safety" (IEHS), Saint-Petersburg, Russia;
• International Scientific School "Modeling and Analysis of Safety and Risk in Complex System" (MA SR), Saint-Petersburg, Russia;
• International Conference "Regional Informatics" (RI) Saint-Petersburg, Russia; International School-Symposium "Analysis, Modeling,
• Management, Development of Economic Systems" (AMMD) (Crimea, Sevastopol), Scientific and Methodical Conference "Mathematical Methods,
• Models and Informational Technologies in Economics" (Ukraine, Chernivtsy).
  
  

• International Scientific and Practical Conference "Environment. Technology. Resources", Rezekne Academy of Technologies, Rezekne, Latvia;
• International School-Symposium "Analysis, Modeling, Management, Development of Economic Systems" (AMMD) (Crimea, Sevastopol). I'm member of Orgcomittee in International Scientific Conference "Modeling and Analysis of Safety and Risk in Complex System" (MASR), 2001 - 2011, 2014 - 2016 and 2018 - 2019 years.
  
  

  REVIEW:

  I'm reviewer of scientific journals being published by Inderscience Publishers:
  - International Journal of Applied Management Science (IJAMS),
  - International Journal of Computational Science and Engineering (IJCSE),
  - International Journal of Decision Support System,
  - International Journal of Reliability and Safety,
  - International Journal of Risk Assessment and Management (IJRAM).
  and conference:
  - The International Conference on Organizational Strategy, Business Models, and Risk Management (OSBMRM 2015), Islamic Azad University UAE Branch, Dubai, United Arab Emirates March 4-6, 2015.

  
  

  LIST OF MAIN PUBLICATIONS:

  1. Solojentsev E.D., Karasev V.V., Solojentsev V.E. Logical and Probabilistic Estimation of Banking Risks and Frauds in Business. - S-Pb.: Politechnika, 1996. - 60 p. (in Russian)
  2. Karasev V.V. Development and Research of Logic-Probabilistic Models of Fraud in Business / International Conference Instrumentation in Ecology and Human Safety (IEHS): Proceedings / St.-Petersburg State Academy of Aerospace Instrumentation, 1996, p.129-130.
  3. Solojentsev E.D., Karasev V.V. About Technique of Numerical Estimation of Credit Risk for Individuals. - Dengi i Credit, N 2, 1998, pp. 76-79. (in Russian)
  4. Karasev V.V. Logical and Probabilistic Model of Credit Risk / International Conference Instrumentation in Ecology and Human Safety (IEHS): Proceedings / St.-Petersburg State University of Aerospace Instrumentation, 1998, p.179 - 182. (in Russian)
  5. Solojentsev E.D., Karasev V.V. The logic and probabilistic method of assessment of credit risks and identification of risk models / International ICSC Congress "Computational intelligence: method and applications (CIMA'99)" / Proceedings: Rochester Institute of Technology, RIT, Rochester, N.Y., USA, 1999, paper #: 1043-017.
  6. Karasev V.V., Solojentsev E.D. Logical and Probabilistic Estimation and Analysis of Risk (Probability) of Failure in Technical and Organizational Systems. Proceedings of Second International Conference "Logical and Linguistic Dynamic Objects Control", Saint-Petersburg, June 21-25, 1999, pp. 63-70. (in Russian)
  7. Solojentsev E.D., Karasev V.V. Adaptive optimisation by slight increments of parameters for identification of the risk logical and probabilistic models / 6th Saint Petersburg Symposium on Adaptive Systems Theory dedicated to the memory of Ya. Z. Tsypkin. / Proceedings, vol. 1, September 7-9, 1999, Saint Petersburg, Russia, p. 190-193.
  8. Solojentsev E.D., Karasev V.V., Solojentsev V.E. Logical and Probabilistic Risk Models in Banks, Business and Quality / Edited by E.D. Solojentsev. S-Pb.: Nauka, 1999, - 120 p. (in Russian)
  9. Solojentsev E.D., Karasev V.V. Risk logical and probabilistic models in business and identification of risk models. - Informatica 25 (2001) 49-55.
  10. Karasev V.V. Investigation of Identification of Logical and Probabilistic Risk Models in Business. Modelling and Analysis of Safety, Risk and Quality in Complex Systems / Proceedings of the International Scientific School MA SRQ-2001 (Saint-Petersburg, Russia, June 18-22, 2001) - SPb.: Omega, p.107-111.
  11. Karasev V.V., Solozhentsev E.D. Identification of the Logical-and-Probabilistic Risk Models of Structurally Complex Systems with Groups of Incompatible Events. - Automation and Remote Control, Volume 63, No 3, 2002, pp. 433-448.
  12. Karasev V.V. Technical Analysis and Logic-Probabilistic Simulation. Modelling and Analysis of Safety and Risk in Complex Systems / Proceedings of the Second International Scientific School MA SR - 2002 (Saint-Petersburg, Russia, July 2-5, 2002) - SPb.: Business Press, pp. 295-304. (In Russian).
  13. Karasev V.V., Roukine A.B., Solojentsev E.D. Assessment and Analysis of Credit Risk with Using of Logical and Probabilistic Model / E-Proc. of the European Financial Management Association Conference.- London, June 24-27, 2002.
  14. Solojentsev E.D., Karasev V.V. Logical and Probabilistic Risk Models in Business with Groups of Incompatible Events. - Economics and Mathematical Methods, No 1, 2003, pp. 90-105 (In Russian).
  15. Karasev V.V., Kuznetsov A., Solojentsev E.D. Logical and Probabilistic Approach for Problems of Risk in Economics. Modelling and Analysis of Safety and Risk in Complex Systems / Proceedings of the Third International Scientific School MA SR - 2003 (Saint-Petersburg, Russia, August 20-23, 2003) - SPb., SUAI, p. 111-124.
  16. Karasev V.V., Solojentsev E.D., Moshkantsev I.V. The Features of Logical and Probabilistic Theory of Risk Estimation with Groups of Incompatible Events. International Conference - Instrumentation in Ecology and Human Safety (IEHS): Proceedings / St.Petersburg State University of Aerospace Instrumentation (SPUAI), 2004, pp. 334 - 336.
  17. Solojentsev E.D., Karasev V.V., Moshkantsev I.V. Generalization of LP-theory of risk with GIE. Modelling and Analysis of Safety and Risk in Complex Systems / Proceedings of the Fifth International Scientific School MASR-2005 (Saint Petersburg, Russia, June 28 - July 1, 2005) / SUAI. SPb., 2005, p. 28 - 39 (In Russian).
  18. E.D.Solojentsev, N.V.Stepanova, V.V.Karasev. Transparency of Methods for Assessment of Credit Risks and Ratings. - St.Petersburg University Press, 2005. Pages - 197 p., Figures - 27; Tables - 38; Refers - 79. (In Russian).
  19. Karasev V.V., Strokov D., Shiryaev A. Formulas and Criteria for Training of Logical and Probabilistic Credit Risk Model. Modelling and Analysis of Safety and Risk in Complex Systems / Proceedings of the Sixth International Scientific School MA SR - 2006 (St-Petersburg, Russia, July 4 - 8, 2006) / SUAI, SPb., 2006, pp. 270-276. (In Russian)
  20. Karasev V., Strokov D., Shiryaev A. Formulas and Criteria for Training of LP-model of Credit Risk. International Conference - Instrumentation in Ecology and Human Safety (IEHS): Proceedings / St.Petersburg State University of Aerospace Instrumentation (SUAI), 2007, pp. 277-282.
  21. V.V. Karasev. LP-Theory Of Risks Of Catastrophes And Bribes. Modelling and Analysis of Safety and Risk in Complex Systems / Proceedings of the Seventh International Scientific School MA SR - 2007 (Saint-Petersburg, Russia, September 4 - 8, 2007) / SPb.: SUAI, 2007, pp. 64-79. (In Russian)
  22. V.V. Karasev, E.D. Solojentsev. Bureau of Credit Risk Estimation and Analysis. Modelling and Analysis of Safety and Risk in Complex Systems / Proceedings of the Seventh International Scientific School MA SR - 2007 (Saint-Petersburg, Russia, September 4 - 8, 2007) / SPb.: SUAI, 2007, pp. 286-294.
  23. Karasev V.V. Features of LP Risk Theory with GIE and Perspectives of Development. Modelling and Analysis of Safety and Risk in Complex Systems / Proceedings of the Eighth International Scientific School MASR-2008 (Saint Petersburg, Russia, June 24 - 28, 2008) / SPb.: SUAI, 2008, p. 313 - 316.
  24. V.V. Karasev, E.D. Solojentsev. Logical and Probabilistic Risk Models Based on Construction of Knowledge Base under Statistical Data. Analysis, Modeling, Management, Development of Economic Systems / Proceedings of Second International School-Symposium AMMD-2008 (Sevastopol, Ukraine, September 12-18, 2008) / Edited by O.L. Korolev, A.V. Sigal, Simferopol, 2008, pp. 50-60. (In Russian)
  25. Karasev V.V., Solojentsev E.D. Scientific School "Modeling and Analysis of Safety and Risk in Complex Systems" - Actual Approach to Actual Problems. Electronic Journal "Reliability & Risk Analysis: Theory & Applications", Vol. 1, No. 4, December, 2008, Special Issue on International Scientific School "Modeling and Analysis of Safety and Risk in Complex Systems" (MA SR), San Diego, pp. 9-10.
  26. V.V. Karasev, E.D. Solojentsev, E.I. Karaseva. Development of Logical and Probabilistic Approach to Management of Risk and Efficiency in Economics. Modeling and Analysis of Safety and Risk in Complex Systems: Proceedings of the Ninth International Scientific School MA SR - 2009 (Saint-Petersburg, Russia, July 7 - 11, 2009) / SUAI, SPb., 2009, pp. 187-197. (In Russian)
  27. Karasev V.V. Logical and Probabilistic Calculus by I. Ryabinin and Management of Risk and Efficiency in Economics. Theses of lecture in Proceedings of First International Scientific Methodical Conference "Mathematical Methods, Models and Informational Technologies in Economics", Ukraine, Chernovtsy, April 1-4, 2009.
  28. Karaseva E.I., Karasev V.V., Solojentsev E.D. Logical and Probabilistic Calculus by I. Ryabinin and Management of Risk and Efficiency in Economics. Analysis, Modeling, Management, Development of Economic Systems: Proceedings of III International School-Symposium AMMD-2009 (Sevastopol, Ukraine, September 14-20, 2009) / Edited by M.Y. Kussy, A.V. Sigal, Simferopol, 2009, pp. 112-117. (In Russian)
  29. Solojentsev E.D., Karasev V.V. Technologies and Models for Identification of Bribes and Corruption. Problem Analysis And State Administrative Design, Issue 6, vol. 2, 2009, pp. 116 - 128. (In Russian)
  30. Solojentsev E.D., Karasev V.V. International scientific school "MODELING and ANALYSIS of SAFETY and RISK in COMPLEX SYSTEMS". Vestnik RFFI, ? 3-4 (63-64), July - December, 2009, (Appendix to "Informational Bulletin of RFFI" N 17) pp. 52-54. (In Russian)
  31. Solojentsev E.D., Karasev V.V. Technologies and Models for Management of Bank's Risks. Scientific Expert (scientific electronic journal), Issue 10, 2009, pp. 23-37. (In Russian)
  32. Karasev V.V., Solojentsev E.D. Subjects of Research in Logical and Probabilistic Management of Risk and Efficiency in Structural Complex Systems. Informational and Control Systems, N 4(47), 2010, pp. 72-74. (In Russian)
  33. Karasev V.V. Modification of Methods of Logical and Probabilistic Management of Risk and Efficiency in Crediting and Leasing. Lizing, No. 4, 2010, pp. 68-72. (In Russian)
  34. Solojentsev E.D., Karasev V.V. I³-Technology for Counteraction to Bribes and Corruption. Issues of Risk Analysis, vol. 7, No. 2, 2010, pp. 54-65. (The paper was awarded at concourse "The Best Risk Management in Russia and CIS - 2011" in nomination "The Best Scientific Publication in Risk Management")(In Russian)
  35. Karasev V.V., Solojentsev E.D. I³-Technologies of Management of Risk and Efficiency in Economics. Risk Management, No. 1, 2010, pp. 2-10. (In Russian)
  36. Karasev V.V. I³-Technologies of Risk and Efficiency Management in Economics. Modeling and Analysis of Safety and Risk in Complex Systems / Proceedings of the Tenth International Scientific School MA SR - 2010 (Saint-Petersburg, Russia, July 6 - 10, 2010) / SPb.: SUAI, SPb., 2010, pp. 152-161.
  37. Alexeev V.V., Karasev V.V. Training and Testing of Logical and Probabilistic Risk Models under Statistical Data. Modeling and Analysis of Safety and Risk in Complex Systems / Proceedings of the Tenth International Scientific School MA SR - 2010 (Saint-Petersburg, Russia, July 6 - 10, 2010) / SPb.: SUAI, SPb., 2010, pp. 316-327. (in Russian)
  38. Solozhentsev E. D., Karasev V.V. I³-Technologies for Risk Management in Economics. - Journal of Economic Theory, N2, 2010. p. 151-162. (In Russian)
  39. Karasev V.V. Application of I³-Technologies in Economics. Mathematical Methods, Models and Informational Technologies in Economics / Proceedings of II International Scientific and Methodical Conference (Ukraine, Chernivtsy, May 4-6, 2011) / Chernivtsy, DrukArt, 2011, pp113-114. (in Russian)
  40. Solojentsev E.D., Karasev V.V. Risk Management Technologies / Izvestiya GUAP. Aerospace Instrumentation, No. 2, SPb, GUAP, 2011, pp. 78-82. (in Russian)
  41. Karasev V.V. I³-Technologies as Business Object. Modeling and Analysis of Safety and Risk in Complex Systems / Proceedings of the Eleventh International Scientific School MA SR - 2011 (Saint-Petersburg, Russia, June 28 - July 02, 2011) / SPb.: SUAI, SPb., 2011, pp. 221-222. (in Russian)
  42. Karasev V.V. Chapters 1, 3, 13 in book entitled "I³-Technology For Economics" \ Edited by E.D. Solozhentsev. - SPb.: Nauka, 2011, 390 p. (In Russian)
  43. Karaseva E.I., Karasev V.V. One Aspect Of Operational Risk Management in Commercial Bank With Use Of Logical And Probabilistic Models. Analysis, Modeling, Management, Development of Economic Systems: Proceedings of VI International School-Symposium AMMD-2012, Sevastopol, Ukraine, September 17-23, 2012 / Edited by M.Y. Kussy, A.V. Sigal, Simferopol, TNU named V.I. Vernadsky, 2012, pp. 184-187. (In Russian)
  44. Karasev V.V. Chapters 1, 3, 13 and Section 24.4 in book entitled "Risk Management Technologies With Logic and Probabilistic Models" / Edited by E.D. Solozhentsev. - Springer, 2012, 328 p.
  45. Karasev V.V. Logical and Probabilistic Model of Credit Risk Estimation For Natural Persons. Methodological journal "Risk Management in Credit Organization", Moscow, ? 2 (10), 2013, pp. 97-108. (In Russian)
  46. Karasev V.V. Risk Management Technologies on Basis of Logical and Probabilistic Models and Their Components. Proceedings of XVI International Conference on Soft Computing and Measurements (SCM-2013), Russia, Saint-Petersburg, May 23-25: Vol 2., St-Petersburg, SPb "LETI" Publishing, 2013, pp. 150-153. (In Russian)
  47. Karasev V.V. Main Trends Of Risk Management Technologies In Structural Complex Systems On Basis Of Logical and Probabilistic Models. Problems of Management of Security of Complex Systems: Proceedings of XXI International Conference, Russia, Moscow, December, 18, 2013 ?. / Edited by N.I. Arkhipova, V.V. Culba. M.: RSHU, 2013, pp. 440-443. (In Russian)
  48. Solozhentsev E.D., Alexeev V.V., Karasev V.V. Monitoring And Management Of Crediting Process With Use Of Logical And Probabilistic Risk Models. - Issues of Risk Analysis. - Vol. 10, No 6, 2013, pp.78-87. (In Russian)
  49. Karasev V.V. Risk Management Technology With Logical and Probabilistic Models. - Issues of Risk Analysis. - Vol. 11, No 3, 2014, pp.14-21. (In Russian)
  50. Karasev V.V. Organization of Risk Management in Commercial Bank With Use of Logical and Probabilistic Models. Methodological journal "Risk Management in Credit Organization", Moscow, N 2 (14), 2014, pp. 66-74. (In Russian)
  51. Karasev V.V. Risk Management Framework Optimization In Banks With Use of Logical and Probabilistic Methods. Modeling and Analysis of Safety and Risk in Complex Systems / Proceedings of the Twelfth International Scientific School MA SR - 2014 (Saint-Petersburg, Russia, November 18 - 20, 2014) / SUAI, SPb., 2014, pp. 299-305. (in Russian)
  52. Solojentsev E.D., Karasev V.V. Technologies of Management of Risk in Structural Complex Systems. Modeling of Information Systems in Economics: Collection of Scientific Works / edited by V.K. Galitsyn. Ukraine, Kiev, Kiev National Economic University named Vadim Getman, 2014. N 90. pp. 20-33. (in Russian)
  53. Solozhentsev E., Karasev V. Risk Management Technologies in Structural Complex Systems // International Journal of Risk Assessment and Management, Vol. 18, No 3/4, 2015, pp. 307-318. (SCOPUS)
  54. Karasev V. Monitoring and Crediting Process Control with Use of Logical and Probabilistic Risk Model // International Journal of Risk Assessment and Management, Vol. 18, No 3/4, 2015, pp. 222-236. (SCOPUS)
  55. Solojentsev E.D., Karasev V.V. Hybrid Logical and Probabilistic Models for Risk Management of Systems. SPIIRAS Proceedings, 2016, Issue 5(48), pp.124-149 (in Russian) (SCOPUS)
  56. Karasev V.V. Infrastructure Risk Estimation By Logical And Probabilistic Method. Regional Informatics (RI-2016). Jubilee XV Saint-Petersburg International Conference "Regional Informatics (RI-2016)". Saint-Petersburg, October 26-28, 2016: Proceedings \ SPOISU. - SPb., 2016, pp. 508-509. (Theses of Report, in Russian)
  57. Karasev V.V., Karaseva E.I. Management Of Bank Under Integrated Risk Criterion. Regional Informatics (RI-2016). Jubilee XV Saint-Petersburg International Conference "Regional Informatics (RI-2016)". Saint-Petersburg, October 26-28, 2016: Proceedings \ SPOISU. - SPb., 2016, pp. 510. (Theses of Report, in Russian)
  58. Solozhentsev E.D., Karasev V.V. Databases And Management of Risk And Socio-Economic Efficiency Of Systems. Regional Informatics (RI-2016). Jubilee XV Saint-Petersburg International Conference "Regional Informatics (RI-2016)". Saint-Petersburg, October 26-28, 2016: Proceedings \ SPOISU. - SPb., 2016, pp. 512. (Theses of Report, in Russian)
  59. Karasev V.V. The Method Of Infrastructure Risk Estimation And Management Of Investments. Analysis, modeling, management, development of socio-economic systems: Proceedings of X International School-Symposium AMUR-2016, Simferopol - Sudak, September 12-21, 2016 / Edited by A.V. Sigal - Simferopol: CFU named by V.I.Vernadsky, 2016. pp. 169-173. (in Russian)
  60. Solozhentsev E.D., Karasev V.V. Databases And LP-Managemnt Of Risk And Efficiency of Systems. Modeling and Analysis of Safety and Risk in Complex Systems / Proceedings of the Thirteenth International Scientific School MASR-2016 (Saint-Petersburg, Russia, October 25-28, 2016) / SUAI, SPb., 2016, pp. 52-69. (in Russian)
  61. Karasev V.V., Karaseva E.I. Development Of Technology Of Optimal Bank Management Under Integrated Risk Criterion On Basis Of Logical And Probabilistic Method. / Proceedings of the Thirteenth International Scientific School MASR-2016 (Saint-Petersburg, Russia, October 25-28, 2016) / SUAI, SPb., 2016, pp. 183-186. (in Russian)
  62. Karasev V.V. Risk Management In Megalopolis Development Strategy. Regioanl Informatics and Informational Safety. Proceedings. Issue 2 / SPOISU. - SPb, 2016, pp. 173-177. (in Russian)
  63. Karasev V., Karaseva E. Logical And Probabilistic Method For Risk Management In Socio-Economic Systems // "Environment. Technology. Resources.", Proceedings of the 11th International and Practical Conference, June 15-17, 2017, Rezekne, Latvia,Vol. II, pp. 58-66. (SCOPUS)
  64. Karasev V., Karaseva E. Risks And Management Technologies In "Doughnut" Economics. Analysis, Modeling, Management, Development of Socio-Economic Systems: Proceedings of XI International School-Symposium AMUR-2017, Simferopol - Sudak, September 14-27, 2017 / Edited by A.V. Sigal - Simferopol: IP Kornienko A.A., 2017. pp. 189-195. (in Russian)
  65. Solozhentsev E.D., Karasev V.V. Management of Socio-Economic Safety in Russia. ? Congress of Petrovskaya Academy of Sciences and Arts. Section "Economics. Management of Socio-Economic Systems". - Saint-Petersburg, Russia, September 29 - 30, 2017: Strategiya buduschego, 2017, pp. 21-35. (in Russian)
  66. Solozhentsev E.D., Karasev V.V. Management of Socio-Economic Safety in XXI Century. Concepts, objects, models. National Safety and Strategic Planning, ? 3 (19), 2017, pp. 78-92. (in Russian)
  67. Solozhentsev E., Karasev V. Foreword. // Management of Safety In Socio-Economic Systems. Special issue. Edited by E.D. Solozhentsev, V.V. Karasev // Int. J. of Risk Assessment and Management, Vol. 21, Nos. 1/2, 2018, pp. 1-3. (SCOPUS)
  68. Karasev V., Solozhentsev E. Hybrid Logical and Probabilistic Models for Management of Socio-Economic Safety // // Management of Safety In Socio-Economic Systems. Special issue. Edited by E.D. Solozhentsev, V.V. Karasev // Int. J. of Risk Assessment and Management, Vol. 21, Nos. 1/2, 2018, pp. 89-110. (SCOPUS)
  69. Karasev V.V., Solozhentsev E.D. Digital management of Safety of State and Economy. Smirnovskie Chteniya - 2018. Digital Economics and Financial CyberTechnologies: Problems and Perspectives": Proc. of XVII international scientific and practical conference March 22, 2018 - SPb.: Izd-vo "MBI", 2018, pp. 204-207. (in Russian)
  70. Karasev V.V., Karaseva E.I. Logical and Probabilistic Models for Banking Risks Estimation. Uchenye Zapiski Mezhdunarodnogo Bankovskogo Instituta. Issue ?1(23) / Edited by M.V. Sigova. - SPb.: Izd-vo MBI, 2018, pp. 89-107. (in Russian)
  71. Karaseva E.I., Karasev V.V. Process-Event Approach for Estimation of Operational Risk of Enterprise of Real Economy. Analysis, modeling, management, development of socio-economic systems: Proceedings of XII International School-Symposium AMUR-2018, Simferopol - Sudak, September 14-27, 2018 / Edited by A.V. Sigal - Simferopol: IP Kornienko A.A., 2018. pp. 199-207. (in Russian)
  72. Karasev V.V., Trifonova N.D. Comparison CAPM And Holt's Models For Predicting The Profitability Of Securities In The Black-Litterman Portfolio. XVII International Scientific and Practical Conference "Smirnov Readings - 2019. Digital Economy and Financial Cybertechnologies: Problems and Perspectives", Conference Materials, saint-Petersburg, IBI, March 21, 2019 pp. 80-89. (in Russian)
  73. Karasev V., Karaseva E. Process-Event Approach for Operational Risk Estimation // Environment. Technology. Resources. Proceedings of the 12th International Scientific and Practical Conference on June 20-22, 2019. Volume II, Rezekne: Rezekne Academy of Technologies, 2019. pp. 70-73. (SCOPUS)
  74. Karasev V.V. Problem of Logical And Probabilistic Method Adaptation For Aims of Management in Socio-Economic Systems Modeling and Analysis of Safety and Risk in Complex Systems / Proceedings of the Fifteenth International Scientific Conference MASR - 2019 (Saint-Petersburg, Russia, June 19 - 21, 2019). - SPb.: SUAI, 2019. - pp. 106-110. (in Russian)
  75. Trifonova N.D., Karasev V.V. Predicting the Profitability of Securities in the Black-Litterman Portfolio on Basis of CAPM, ARIMA-GARCH and Holt's Models. Analysis, Modeling, Management, Development of Socio-Economic Systems: Proceedings of XIII International School-Symposium AMUR-2019, Simferopol - Sudak, September 14-27, 2019 / Edited by A.V. Sigal - Simferopol: IP Kornienko A.A., 2019, pp. 390 - 393. (in Russian)
  76. Karasev V.V., Karaseva E.I. Digital Assets As Official Payment Means - Is There Any Outlook? Analysis, Modeling, Management, Development of Socio-Economic Systems: Proceedings of XIII International School-Symposium AMUR-2019, Simferopol - Sudak, September 14-27, 2019 / Edited by A.V. Sigal - Simferopol: IP Kornienko A.A., 2019, pp. 187 - 192. (in Russian)
  77. Karaseva E.I., Karasev V.V. Interrelation of Planning Diagrams and Karaseva' Diagram for the Process-Event Management of Operational Risk. Analysis, Modeling, Management, Development of Socio-Economic Systems: Proceedings of XIII International School-Symposium AMUR-2019, Simferopol - Sudak, September 14-27, 2019 / Edited by A.V. Sigal - Simferopol: IP Kornienko A.A., 2019, pp. 192 - 196. (in Russian)
  78. Karasev V.V., Karaseva E.I. Methodological Bases of Digital Management of Safety and Efficiency in Economics // Uchenye Zapiski Mezhdunarodnogo Bankovskogo Instituta. Issue ?1(27), 2019, pp. 21-35. (in Russian)
  79. Uzhga-Rebrov, O., Karaseva E., Karasev, V. The Use of Uncertain Estimates of the Basic Mass of Probability in Evidence Theory. In: 2019 60th International Scientific Conference on Information Technology and Management Science of Riga Technical University (ITMS 2019): Proceedings, Latvia, Riga, 10-11 October, 2019. Piscataway: IEEE, 2019, pp.1-4. ISBN 978-1-7281-5710-8. e-ISBN 978-1-7281-5709-2. Available from: doi:10.1109/ITMS47855.2019.8940706 (SCOPUS).
  80. Uzhga-Rebrov O., Ekaterina Karaseva E/, Karasev V. Computational Procedures of the Evidence Theory for Interval and Fuzzy Assignments of the Basic Probability Masses for Focal Elements. Information Technology and Management Science, Vol 22, 2019, pp. 47-51. https://itms-journals.rtu.lv/article/view/itms-2019-0007
   

  JOB EXPERIENCE:

  Period of working:	May 1996 - April 1999
  Name of the company:	Institute of Problems of Mechanical Engineering of RAS
  Position:	Post-graduate
  Duties:	Research, calculation experiments, simulation, software developments.

  
  

  Period of working:	June 1999 - November 2000
  Name of the company:	Institute of Problems of Mechanical Engineering of RAS
  Position:	Junior staff scientist
  Duties:	Data analysis and software development. Research in structural and parametrical identification of probabilistic risk models.

  
  

  Period of working:	November 2000 - December 2002
  Name of the company:	Institute of Problems of Mechanical Engineering of RAS
  Position:	Staff scientist
  Duties:	Data analysis, software development. Research in technical analysis and security portfolio theory. Work in Orgcomittee of MASR.

  
  

  Period of working:	January 2003 - present
  Name of the company:	Institute of Problems of Mechanical Engineering of RAS
  Position:	Senior staff scientist
  Duties:	Research work. Data analysis and software development. Combinatorial analysis, Data Mining, classification methods, risk model construction. Work in Orgcomittee of MASR.

  
  

  Period of working:	January 2018 - present
  Name of the company:	International Banking Institute
  Position:	Associate Professor
  Duties:	Teaching and guidance of final qualification works with students (bachelors). Guidance of summer practical students works. Disciplines: "Information Systems and Technologies in Economics", "Enterprise Architecture and Business Process Modeling", "Corporate Information Systems", "Software Engineering", "Information Technologies in the Credit and Financial Area", "Applied Informatics in Economics and Management".

  
  

  Period of working:	September 2018 - present
  Name of the company:	ITMO University, Institute of Financial Cyber Technologies
  Position:	Associate Professor
  Duties:	Teaching and guidance of final qualification works with master students. Courses: Mathematical Modeling in Finance, Quality of Critical Program Systems.

  
  
  

  REAL EXPERIENCE:

  IBM PC, MS-DOS - 10 years, WINDOWS 95/98 - 9 years, Windows XP - 7 years, Windows 7 - 2 years.
  Microsoft Word, Microsoft Excel, Microsoft PowerPoint, VBA. OOP/OOD, C++, Pascal, Java, Origin 6.0/8.0, HTML-programming, Web-design, JavaScripts, Jasc Paint Shop Pro v7.02.

  Mathematics

  Probability theory, set theory, discrete mathematics, combinatorial methods, logic, multivalued logic, fuzzy logic, Bayes networks, monotone and not-monotone logical-probabilistic models with groups of incompatible events, statistical methods, classification methods (LDA, QDA, cluster analysis, neural networks), Data Mining, graph theory, frame models, multiextreme and multiparameter optimization (optimization of multiextreme integer function with real arguments).

  Reliability Theory

  Mathematical and statistical reliability theories, tree of events, risk scenario, logical-probabilistic method, Markov chains. Application of methods of estimation and analysis of reliability of complex technical systems to solution of risk estimation problems in social and economic systems.

  Mathematical Simulation

  Risk models in social and economic systems: models of credit and operational risks in banks, fraud models, corruption models.

  Econometrics

  Methods of estimation of security portfolio risk, regression analysis, copula method, scenario simulation, methods of calculation of capital reserved under risk.
  
  
  
  

  PEDAGOGICAL EXPERIENCE:

  2 year experience of pedagogical work. Teaching activity at the International Banking Institute and the ITMO University. Disciplines: Information Systems and Technologies in Economics, Enterprise Architecture and Business Process Modeling, Corporate Information Systems, Software Engineering, Information Technologies in the Credit and Financial Area, Mathematical Modeling in Finance. Guidance of final qualification works.
  
  
  

  PROJECTS:

  1. The system of logical and probabilistic simulation and analysis of fraud in business. November, 1995 - January, 1996. MS DOS, Borland C++ 4.0, Logical and Probabilistic models, Monte-Carlo Simulation, Algorithms, Programming. The system performs calculation of risk of fraud according to fraud symptoms in balance sheets using logical and probabilistic methods and Monte-Carlo simulation. Development and research of logical and probabilistic models of risk of fraud for manager, employee, and shady transaction with investments. Development of interface and software.
  2. The system of logical and probabilistic evaluation and analysis of credit risks in banks (Credit Scoring System). March, 1998 - May, 1998. MS DOS, Borland C++ 4.0, Logical and Probabilistic models, Algorithms, Programming. The project was made by request Commercial Bank "Petrovsky". Software for bank staff training. Methodology, algorithms and programming. Development of the mathematical methods of probabilistic models identification and risk calculation. Interface and software.
  3. Development of the web-site for travelling agency "INTERLINK". December, 2000 - February, 2001. HTML-programming and design. Artwork. Image Processing. Photomontage.
  4. Translation into Russian the book of Japanese scientists Susumu Sato and Hiromitsu Kumamoto "Re-engineering the Environment". November - December, 2001. Scanning, artwork, translation of chapters.
  5. Scientific research of IPME RAS "Development of Theory of Logical and Probabilistic Management of Safety and Risk in Complex Systems" as a part of RAS Fundamental Research Program "Automation and Control", Section 3.1.1. "General Theory of Controlled Processes". 2001 - 2006 years. Development of theory and models, research, methodology, algorithms and programs.
  6. The Project "Scenario Logical and Probabilistic Risk Management in Complex High-Precision Systems" as a part of RAS Fundamental Research Program N 18 "Dynamics and Stability of Multi-Component Mechanical Engineering Systems with Technogenic Safety Consideration". 2003 - 2007 years. Development of models, research, development of algorithms and programs.
  7. RAS Fundamental Research Program "Automation and Control", Section: 3.1.1. General Theory of Controlled Processess. IPME RAS scientific research: 1. Development and Research of I³-Technologies with Logical and Probabilistic (LP) Risk Models and Knowledge Bases for Complex Problem Decision; 2. Development and Research of Technique and Procedures of Forecasting for LP Risk Models Classes; 3. Development and Research of I³-Technologies with LP Risk Models and Knowledge Bases for Management of Risk in Engineering; 4. Development of technique and Procedures of Forecasting in I³-Technologies for Engineering. 2007 - 2011 years. Development of models, calculation experiments, development of technology, research, approbation of models.
  8. The Program of RAS "Dynamics and Stability of Multi-Component Mechanical Engineering Systems with Technogenic Safety Consideration", the Project "Logical and Probabilistic Analysis of Risk and Efficiency of Structural Complex Technical, Social, Economic and Industrial Processes". 2006 - 2008 years. Development of models, research, development of methodology and algorithms.
  9. The Project "Scenario Logical and Probabilistic Management of Risk and Efficiency in Complex Systems" as a part of RAS Fundamental Research Program N 17 "Protectability, Safety, Efficiency of Multi-Component Mechanical Engineering Systems under Criteria of Risk and Utility". 2008 year. Development of models, research, development of methodology and algorithms.
  10. The Project "Management of Risk and Safety of Tests and Exploitations of Complex Power and Technical Systems and Devices by Statistical and Monitoring Data" as a part of RAS Interdisciplinary Fundamental Research Program N 2 "Problems of Management and Safety of Complex Power Engineering and Technical Systems". 2009 year. Development of models, research, development of methodology and algorithms.
  11. RAS Interdisciplinary Fundamental Research Program N 2 "Problems of Management and Safety of Power Engineering and Technical Systems; Active-Adaptive Systems". 2009 - 2011 years. Development of models: logical and probabilistic models of complex problem's decision risk; development test model. Learning and testing of logical and probabilistic models for task of risk and catastrophes forecasting under statistical and monitoring data.
  12. Simulation of Narcotic Situation in Saint-Petersburg (Russia) as a Part of Exploitation of Automated Information System of Narcotic Situation Monitoring for Governmental Requirements. 2013. development models, calculation experiments, research.
  13. Modification and Exploitation of Automated Information System of Narcotic Situation Monitoring in Saint-Petersburg, Russia. 2014. development of modified logical and probabilistic models for estimation, analysis and control of counteraction to narcomania.
  
  

  LANGUAGES:

  English, Russian

  
  

  PERSONAL:

  Date of Birthday: January 1, 1973
  Marital Status: married
  Children: daughter (10 years old), son (2 years old)
  Citizenship: Permanent resident of Russia

  
  

  ADDRESS:

  194358, RUSSIA, St-Petersburg, p. Pargolovo, ul. Mikhaila Dudina, d. 25.
  Phone: office 7(812) 321-47-66;
  Fax.: 7(812) 321-47-71;
  E-mail: vasily.karasev at gmail.com
  http://www.ipme.ru/ipme/labs/iisad/karv1.htm

  
  

  HOBBY:

  Water-colours Painting, Fine Arts, Photography, Hunting with a camera, Tourism (hiking), History.

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  Tel.: 7(812) 321-47-66; Fax.: 7(812) 321-47-71;