School of Finance Welcomes Alexander Grigoriev of Maastricht University

On the last week of November, Alexander Grigoriev (Maastricht University, the Netherlands) visited the School of Finance.

Alexander Grigoriev, Associate Professor at the Department of Quantitative Economics, School of Business and Economics, Maastricht University, conducted two academic events at the School of Finance.

Research seminar for 2nd-year students of the master's programme in Financial Markets and Institutions

Title: Monte-Carlo simulations for finance problems using Maastricht University Simulation Tool

Abstract: Using an extremely simple case from a standard textbook, we show the power and shortcomings of the Monte-Carlo simulation applied to a finance problem. For a simulation software we use a very intuitive and easy-to-run (homemade) Microsoft Excel Add-In called "Maastricht University Simulation (UMS) Tool". Using the tool, we first solve the textbook exercise. Then, we consider possible extensions of the case and discuss implementability of the extended models in UMS (actually, in any market available simulation software).

 download the paper (PDF, 772 Кб)

Research seminar at the Department of Finance

Title: Applications of Big Data Analytic in Finance

Abstract: We discuss new trends and needs in Data Analytic applied to the problems in general and corporate finance. In particular, we consider classification, clustering and ranking problems on Big Data, providing insights on complexity of the problems and algorithmic tools to tackle them. We also briefly address Big Data forecasting techniques and Big Data simulation tools with potential applications in corporate finance.

 download the paper (PDF, 628 Кб)

 

About Alexander Grigoriev

Associate Professor
Department of Quantitative Economics
School of Business and Economics
Maastricht University - See more at: http://researchers-sbe.unimaas.nl/alexandergrigoriev/#sthash.6QDdNUzE.dpuf

EDUCATION:

1986-1988: Specialized Physical and Mathematical School at Novosibirsk State University, Russia
1988-1992: BSc, Department of Mathematics, Novosibirsk State University
1992-1994: MSc, Department of Mathematics, Novosibirsk State University
1999-2003: PhD, Operations Research group, Department of Quantitative Economics, Maastricht University SBE

EXPERIENCE:

1991-1999: part-time researcher at Sobolev Institute of Mathematics, Russia
1994: business analyst at Siberian Trade Bank, Novosibirsk, Russia
1994-1999: head of R&D department at "Zolotaya Korona" (Golden Crown)
2003-2005: postdoc at Maastricht University (NWO TACO-project: Treewidth And Combinatorial Optimization)
2005-2010: assistant professor, Maastricht University
2010-: associate professor, Maastricht University