Oleg Kudryavtsev (Preferred)
Oleg E. Kudryavtsev
Олег Евгеньевич Кудрявцев
Oleg Kudryavtsev
Full Professor, I.I. Vorovich Institute of Mathematics, Mechanics and Computer Science, Southern Federal University
Joined
January 2026
Names
,
,
Emails
****@sfedu.ru (Confirmed)
****@mail.ru (Confirmed)
Personal Links
Career & Education History
Full Professor
I.I. Vorovich Institute of Mathematics, Mechanics and Computer Science, Southern Federal University (sfedu.ru)
2014 – Present
Associate Professor
I.I. Vorovich Institute of Mathematics, Mechanics and Computer Science, Southern Federal University (sfedu.ru)
2004 – 2013
Lecturer
I.I. Vorovich Institute of Mathematics, Mechanics and Computer Science, Southern Federal University (sfedu.ru)
2002 – 2004
PhD student
I.I. Vorovich Institute of Mathematics, Mechanics and Computer Science, Southern Federal University (sfedu.ru)
1998 – 2001
Undergrad student
I.I. Vorovich Institute of Mathematics, Mechanics and Computer Science, Southern Federal University (sfedu.ru)
1993 – 1998
Advisors, Relations & Conflicts
Coauthor
Wei Xiao
2025 – Present
Coauthor
Zanette Antonino.
2010 – Present
Expertise
machine learning in finance
2018 – Present
machine learning in risk management
2018 – Present
computational finance
2002 – Present
Monte Carlo methods
2002 – Present
stochastic processes
2002 – Present
numerical methods
2002 – Present