Past events
PWS 2016 materials
| Lecture | Docs | Video | 
| 
                       
                        Art of Yield Curve Modelling:  
                      Joint Consistency of Russian Government Bond Quotes 
                        Victor Lapshin (FERM Lab HSE) | joint work with Marat
                          Kurbangaleev
                       
                     | 
                    ||
| 
                       
                        Art of Regulation:  
                      A case of the Fundamental Review of the Trading Book revisited 
                        Alexey Lobanov (Bank of Russia)
                       
                     | 
                    Video | |
| 
                       
                        Financial and economic networks
                       
                      
                        Rosario Mantegna (Central European University)
                       
                     | 
                    Video | |
| 
                       Art of Risk Management 
                      
                        Henry Penikas (Higher School of Economics)
                       
                     | 
                    Video | |
| 
                       Art of Risk Management 
                      
                        Olga Stepanova (PROGNOZ)
                       
                     | 
                    Video | |
| 
                       
                        The Interbank market and the core-periphery structure in
                        networks
                       
                      
                        Rosario Mantegna (Central European University)
                       
                     | 
                    Video | |
| 
                       
                        Blockchain Settlement: Protocols and Scalability Issues
                       
                      
                        Mikhail Nikulin (Lykke)
                       
                     | 
                    Video | |
| 
                       Global Marketplace Design 
                      
                        Richard Olsen (Lykke)
                       
                     | 
                    Video | |
| 
                       
                        Contagious Markets: On Crowd Psychology and
                        High-Frequency Trading
                       
                      
                        Ann-Christina Lange (Copenhagen Business
                          School)
                       
                     | 
                    Video | |
| 
                       TRADING & RISK LAB 
                      
                        
                          Vyacheslav Arbuzov (Prognoz Risk Lab),
                           
                    Ann-Christina Lange (Copenhagen Business School), Yevgeniy Vasin (Quantstellation), Polina Mikhailova (Psychologist)  | 
                    Video | |
| 
                       ART & SCIENCE LAB 
                      
                        Daria Parkhomenko (Laboratoria Art&Science
                          Space)
                       
                     | 
                    Video | |
| 
                       MUSIC & THEATRE LAB 
                      
                        
                          Georgiy Mansurov (MusicAeterna),
                           
                    Alexey Sergunin (Composer)  | 
                    Video | |
| 
                       RESEARCH SESSION 
                     | 
                    Video |