Vladimir Spokoiny
> Curriculum Vitae

Personal

Date and place of birth:
November 7, 1959, Moscow, USSR
Citizenship:
German
Home address:
Jägerstraße 15, 12621 Berlin, Germany
Work address:
Weierstrass Institute for Applied Analysis and Stochastics
Mohrenstr. 39, 10117 Berlin, Germany
e-mail:
spokoiny (at) wias-berlin.de
Marital status:
Married, six children.

Education

1976-1981
student of the Moscow Institute of Railway Engineering, Department of Technical Cybernetics. Moscow, Russia.
1984-1987
doctorate at the Lomonosov Moscow State University, Department of Mechanics and Mathematics, Moscow, Russia.

Diplomas

1981
M.Sc. Degree in applied mathematics, at the Moscow Institute of Railway Engineering, Department of Technical Cybernetics, Moscow, Russia.
1988
Ph.D. (mathematics) "Asymptotically optimal sequential experimental design", supervisors M.B. Maljutov and A.N. Shiryaev, at the Lomonosov Moscow State University, Department of Mechanics and Mathematics. Moscow, Russia.
1996
Habilitation "Statistical Experiments and Decisions: Asymptotic Theory", Humboldt University, Faculty of Natural Sciences, Unter den Linden 6, 10099 Berlin, Germany.

Current Research Directions

Professional Career

10.1981-9.1984
Researcher. All-Union Institute of Railway Transport, Moscow, Russia.
10.1988-4.1990
Senior researcher. All-Union Institute of Railway Transport, Moscow, Russia.
5.1990-//
Senior researcher. Institute for Information Transmission Problems, Russian Academy of Sciences. Bolshoj Karetnyj 19, Moscow, Russia.
10.1993-3.1997
Senior researcher. Institute for Applied Analysis and Statistics. Mohrenstr. 39. 10117 Berlin, Germany.
4.1997-9.1998
Associate Professor. Humboldt University, Unter den Linden 6, 10099, Berlin, Germany.
10.98-03.99
Senior researcher. Institute for Applied Analysis and Statistics, Mohrenstr. 39, 10117 Berlin, Germany.
04.99-03.00
Professor (Lehrstuhlvertretung), University of Würzburg, Sanderring 2, 97070 Würzburg, Germany.
04.00-//
Head of Research Group, Weierstrass Institute, Mohrenstr. 39, 10117 Berlin, Germany.
01.2002-//
Professor at the Humboldt University, Berlin.

Teaching

10.1984-9.1987
Assistant Professor in the Lomonosov Moscow State University.
4.1997-9.1998
Visiting Professor, Humboldt University, Berlin
4.1999-3.2000
Professor, University of Würzburg, Germany
4.2000-//
Professor, Humboldt University, Germany

Visiting

10.1991-06.1992
post doctoral at the Université Paris Sud, Orsay, France.
February 2000
visiting professor at the Institut de Statistique, Université Catholique de Louvain, Belgium
June 2002
visiting professor at the Université de Bretagne Sud, Vannes, France
February 2005
visiting professor at the University of Singapore
June 2005
visiting professor at the Université Aix-Marseille, France
September 2006
visiting professor at the Université Aix-Marseille, France

PhD Supervision

  1. Oliver Reiss, "Mathematical Methods for the efficient Assessment of Market and Credit Risk", 2003
  2. Danilo Mercurio, "Adaptive Estimation for Financial Time Series", 2004.
  3. Ying Chen, "Adaptive Risk Management: Volatility Estimation and Hyperbolic, 2006 Distribution"
  4. Elmar Diederichs, "Non-Gaussian Component Analysis with Applications to Biomolecular Confirmations", 2009.
  5. Mstislav Elagin, "Robustness and sensitivity in time series forecasting", 2010

Professional activities

Membership in professional societies

Languages