A new grant of 18 million rubles

Innopolis University received a grant from the Russian Science Foundation. Rustam Ibragimov, a visiting professor of the IT University, won the grant competition.

A new grant of 18 million rubles

Rustam Ibragimov and his colleagues deal with research problems related to issues of robustness of economic and financial models to standard assumptions about the independence and homogeneity of the key values in these models and data used in the  statistical analysis. Financial support for the successful grant project will be distributed for 3 years with possible extension.

"Adaptation of robust methods of statistical modeling and analysis developed during research for the purpose of efficient work on high-performance (parallel and distributed) computing systems is an important component of the grant research. These methods will be employed in computer and statistics modeling, in research studies of economic crises and their distribution in the modern financial and economic markets, and in the development of economic recommendations," - commented Rustam Ibragimov.

The project participants promise to present results of their work in research papers that will be published in the leading journals of economics, finance, statistics, computer science, and in their own monographs. Results of Rustam Ibragimov's research on this topic are available in the book titled "Heavy-Tailed Distributions and Robustness in Economics and Finance" written together with M. Ibragimov and J. Walden. The book has been recently published in the Lecture Notes in Statistics by Springer.

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