People

Head of the Department

Rostyslav Yamnenko, Associate Professor, Doctor of Science in Physics and Mathematics
Research interests: sub-Gaussian random processes and their applications in queueing theory and financial mathematics, computational statistics

Professors

Rostislav Maiboroda, Professor, Doctor of Science in Physics and Mathematics
Research Interests: Statistics of Random Processes and Fields, Applied Statistics

Yuliya Mishura, Professor, Doctor of Science in Physics and Mathematics
Research Interests: functional limit theorems for random fields; martingale theory, stochastic integration; stochastic calculus with fractional Brownian motion; financial mathematics; theory of multiparametric random processes

Kostiantyn Ralchenko, Professor, Doctor of Science in Physics and Mathematics
Research Interests: fractional and multifractional random processes and fields

Associate Professors

Oleksandr Borysenko, Associate Professor, Ph.D. in Physics and Mathematics
Research Interests: theory of stochastic differential equations, actuarial and financial mathematics, computer modeling in financial mathematics, computational statistics

Vitalii Golomoziy, Associate Professor, Doctor of Science in Physics and Mathematics
Research Interests: Stability of heterogeneous Markov chains

Volodymyr Zubchenko, Associate Professor, Ph.D. in Physics and Mathematics
Research Interests: дослідження стохастичних диференціальних рівнянь із неліпшицевою дифузією та з пуассонівськими мірами, стохастичних моделей відсоткових ставок у фінансовій та актуарій математиці

Ludmila Sakhno, Senior Research Fellow, Doctor of Physical and Mathematical Sciences
Research Interests: limit theorems in the theory of random processes and fields, applied statistics

Tetiana Ianevych, Senior Research Fellow, Candidate of Physical and Mathematical Sciences, Associate Dean for Research at the Faculty of Mechanics and Mathematics
Research Interests: theory of random processes, Orlicz spaces

Assistant Professors

Iryna Bodnarchuk, Candidate of Physical and Mathematical Sciences
Research Interests: stochastic differential equations, general stochastic measures

Boris Manikin, Ph.D. (Statistics)
Research Interests: general stochastic measures

Vitaliy Miroshnychenko, Ph.D. (Statistics)
Research Interests: mixture models, regression models, mathematical statistics, machine learning, computer vision, and deep learning

Visiting professors and experts with practical experience

Polina Aleksandrova, Actuary at TAS Insurance Company

Courses:

  • Actuarial Reserves (Master’s Program in “Actuarial and Financial Mathematics”)

Victoria Knopova, Doctor of Physical and Mathematical Sciences, Senior Research Fellow in the Department of Mathematical Physics at the Institute of Mathematics of the National Academy of Sciences of Ukraine

Research Interests: pseudo-differential operators and related Markov processes, Lévy processes, modeling of random processes

Courses:

  • Stochastic modelling

Igor Dzeverin, Doctor of Biological Sciences, Head of the Department of Evolutionary Morphology at the I.I. Shmalgauzen Institute of Zoology of the National Academy of Sciences of Ukraine

Courses:

  • Numerical Methods in Statistics (Master’s Program in “Applied and Theoretical Statistics”)
  • Biostatistics (Ph.D. in Statistics)

Volodymyr Sarioglo, Corresponding Member of the National Academy of Sciences of Ukraine (Information Economics), Doctor of Economics, Professor, Head of the Department of Modeling of Socioeconomic Processes and Structures at the M.V. Ptukha Institute of Demography and Social Research

Courses:

  • Planning of Sampling Surveys (Bachelor’s Students in the “Statistics” Program)

Serhiy Shklyar, Doctor of Physical and Mathematical Sciences, Senior Researcher in the Department of Geospatial Modeling in Aerospace Research at the Scientific Center for Aerospace Earth Research of the Institute of Geological Sciences of the National Academy of Sciences of Ukraine

Courses:

  • Time Series (Master’s Programs in “Applied and Theoretical Statistics,” “Actuarial and Financial Mathematics,” and “Mathematics”)

Lab Assistants

Tetiana Tymoshek, senior laboratory assistant

Ph.D. Students

1st year of study

Yevgeny Azarov
Speciality: Е8 Statistics
Research topic: Supervised Generative Artificial Intelligence Algorithms
Науковий керівник: V. Golomoziy, D.Sc. in Physics and Mathematics, Associate Professor

Dmytro Ivanchenko
Speciality: Е8 Statistics
Research topic: Development of Statistical Tests for Testing Multiple Hypotheses in Linear Regression Models with Random Effects
Research Advisor: R. Yamnenko, D.Sc. in Physics and Mathematics, Associate Professor

Maksym Pushkar
Speciality: Е8 Statistics
Research topic: Diffusion Models in Generative Artificial Intelligence Problems
Research Advisor: V. Golomoziy, D.Sc. in Physics and Mathematics, Associate

Andriy Poberezhets
Speciality: Е7 Mathematics
Research topic: Stochastic Models with Mean Reversion and Stochastic Volatility
Research Advisor: K. Ralchenko, D.Sc. in Physics and Mathematics, Professor

Oleksandr Poberezhets
Speciality: Е7 Mathematics
Research topic: Stochastic Models with Tempered Fractional Brownian Motion
Research Advisor: K. Ralchenko, D.Sc. in Physics and Mathematics, Professor

2nd year of study

Artem Storozhuk
Speciality: 112 Statistics
Research topic: Generalized Fractional Models of Random Processes and Fields
Research Advisor: L.M. Sakhno, D.Sc. in Physics and Mathematics, Senior Researcher

3rd year of study

Denys Platonov
Speciality: 112 Statistics
Research topic: Modeling Lévy-type processes
Research Advisor: V. Knopova, D. in Physics and Mathematics

Dmytro Tykhonenko
Speciality: 112 Statistics
Research topic: A Study of the Properties of Extremum Functionals of φ-Subgaussian Random Processes
Research Advisor: R. Yamnenko, D.Sc. in Physics and Mathematics, Associate Professor

Daniel Horbunov
Speciality: 112 Statistics
Research topic: Nonparametric regression analysis of observations from a mixture
Research Advisor: Prof. R. Maiboroda, D.Sc. in Physics and Mathematics

4th year of study

They worked at the department at different times

  • Iosif Gikhman, Corresponding member of the National Academy of Sciences of Ukraine, Doctor of physical and mathematical sciences, Professor, headed the department from 1962 to 1966
  • Boris Gnedenko, Academician of the National Academy of Sciences of Ukraine, Doctor of physical and mathematical sciences, Professor
  • Yuriy Kozachenko, Doctor of physical and mathematical sciences, Professor, headed the department from 1998 to 2003
  • Volodymyr Korolyuk, Academician of the National Academy of Sciences of Ukraine, Doctor of physical and mathematical sciences, Professor
  • Anatolii Skorokhod, Academician of the National Academy of Sciences of Ukraine, Doctor of physical and mathematical sciences, Professor
  • Mykhailo Yadrenko, Corresponding member of the National Academy of Sciences of Ukraine, Doctor of physical and mathematical sciences, Professor, headed the department from 1966 to 1998

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