The Department of Probability Theory, Statistics and Actuarial Mathematics is the leading one in Ukraine in training highly qualified specialists in such specialties and specializations as Probability Theory, Statistics, Actuarial and Financial Mathematics.
Future events
Shevchenkivska Vesna – 2026
We invite students, graduate students, young scientists, and high school students to participate in …
Meeting of the scientific seminar “Probability Theory and Mathematical Statistics”
On Thursday, March 12, 2026, at 3 p.m., an online meeting of the scientific seminar of the Departmen…
History of the Department
The first lecture on probability theory at Kyiv University was given in 1863 by Mikhail Vashchenko-Zakharchenko
New international research project!
On May 19, 2025, the COST Actions (European Cooperation in Science and Technology) program approved the project
CA24104 «Stochastic Differential Equations: Calculations, Conclusions, Applications» https://www.cost.eu/actions/CA24104/
Representatives from 18 European countries participate in the project. Project manager is professor Conall Kelly from University College Cork (Ireland) . The application was submitted to COST in October 2023, and on May 19, 2025, it was approved by the COST Committee of Senior Officials, obtaining the maximum possible number of 50 points during the evaluation.The project will focus on large-scale challenges related to stochastic differential equations (SDE) and their applications in science and industry
International Conference “Modern Stochastics: Theory and Applications VI” 2-4 June 2025
International Conference «Modern Stochastics: Theory and Applications. VI» was held on 2-4 June 2025 at the Mechanics and Mathematics Faculty of Taras Shevchenko National University of Kyiv. The conference was organized by the Department of Probability Theory, Statistics and Actuarial Mathematics.
During the conference 36 plenary talks were presented within 4 Special Sessions:
- “Skorokhod” ideas and their development: topology, integral, reflection” dedicated to the application and evolution of research ideas of academician Anatoliy Skorokhod (10.09.1930 – 03.01.2011)
- “Evolution systems, branching processes and renewal theory” dedicated to the development of the main research topics of academician Volodymyr Korolyuk (19.08.1925 – 04.04.2020)
- “Advanced topics in stochastic processes, fractional and related models” related to the newest achievements in the area of research of Professor Yuriy Kozachenko (01.12.1940 – 05.05.2020) and areas of research of the Department of Probability, Statistics and Actuarial Mathematics of Taras Shevchenko National University of Kyiv
- “Fractal Analysis” dedicated to Academician of the National Academy of Sciences of Ukraine Volodymyr Korolyuk and for his support the development of fractal analysis in Ukraine
On June 2, the participants were welcomed by the Dean of the Faculty of Mechanics and Mathematics Professor Oksana Bezushchak, Director of the Institute of Mathematics of the National Academy of Sciences of Ukraine Academician Oleksandr Tymokha, Vice-Rector of the Drahomanov Ukrainian State University, Professor Grygoriy Torbin, and Professor of the Department of Probability Theory, Statistics and Actuarial Mathematics Yuliya Mishura.
The conference was attended by leading scientists from Ukraine and the world, young researchers, graduate students and undergraduates. The total number of participants exceeded 80. The geography of the participants is extremely wide – the conference brought together scientists from 16 countries to discuss the latest results: Australia, Croatia, France, Germany, Hungary, Italy, Japan, Poland, Portugal, Spain, Sweden, Tunisia, Ukraine, United Kingdom, United States, Uzbekistan.
More information is available on the conference website.
The second special issue of the Austrian Journal of Statistics-2025
The second special issue of the Austrian Journal of Statistics-2025, devoted to the modern achievements of Ukrainian scientists in probability and mathematical statistics, has been published. The title of the issue is “Special Issue by the Department of Probability, Statistics and Actuarial Mathematics at TSNU of Kyiv”, Vol. 54, No.1 (2025). Austrian Journal of Statistics is published by the Austrian Statistical Society, indexed in the databases Scopus and Web of Science.
The 2nd issue as well the 1st one, was initiated by the Editor of the Austrian Journal of Statistics Professor Matthias Templ to express solidarity with Ukraine and to support Ukrainian scientists.
The Guest Editors who organized this issue are from Department of Probability Theory, Statistics and Actuarial Mathematics, Faculty of Mechanics and Mathematics, Taras Shevchenko National University of Kyiv: Professor, Doctor of Sciences Yuliya Mishura and Leading scientific researcher, Doctor of Sciences Lyudmyla Sakhno.
We consider very important such support as the publication of a two subsequent special issues of the Austrian Journal of Statistics, dedicated to the achievements of Ukrainian scientists. This issue presents some modern trends of research of the scientific school on Probability Theory and Mathematical Statistics of KNU. In particular, young scientists and PhD students of the university had the opportunity to publish their results. The issue also contains the articles of scientists from the Igor Sikorsky Kyiv Polytechnic Institute, National University of “Kyiv-Mohyla Academy” and of our colleagues who worked during a long time at the Department and now represent Ukrainian science in various universities of Australia, Great Britain, Sweden.
We would like to express our sincere gratitude to Professor Matthias Templ for his support and for organization of this issue.
Congratulations to our colleagues who presented their results in the issue: V.Golomoziy, D.Ivanenko, A.Ivanov, V.Knopova, N.Leonenko, R.Maiboroda, A. Malyarenko, V.Miroshnychenko, Y.Mishura, A.Olenko, K.Ralchenko, I.Rozora, L.Sakhno, N.Schestyuk, O.Sugakova, PhD students O.Dehtyar, V.Hladun, A.Melnyk, D.Platonov, O.Prykhodko.
Special issue of the Austrian Journal of Statistics with the participation of University scientists
Special issue of the Austrian Journal of Statistics has been published, which is devoted to the modern achievements of Ukrainian scientists in the field of probability theory and mathematical statistics. The title of the issue is “Recent Trends in Probability and Statistics in Ukraine”. The journal is published by the Austrian Statistical Society, indexed in the databases Scopus and Web of Science.
The issue was initiated by the Editor of the Austrian Journal of Statistics Professor Matthias Templ to express solidarity with Ukraine and to support Ukrainian scientists.
The Guest Editors who organized this issue are from Taras Shevchenko National University of Kyiv: Professor, Doctor of Sciences Alexander Iksanov (Head of the Department of Operation Research, Faculty of Computer Science and Cybernetics) and Doctor of Sciences Lyudmyla Sakhno (Leading scientific researcher, Department of Probability Theory, Statistics and Actuarial Mathematics, Faculty of Mechanics and Mathematics).
The issue is prepared in collaboration between two faculties, represented by the Guest Editors, and the Editor of the journal, Professor Matthias Templ (University of Applied Sciences and Arts Northwestern Switzerland).
Among other support for Ukrainian scientists, which is currently provided by foreign institutions and organizations, we consider very important such unique support as the publication of a special issue of the Austrian Journal of Statistics, dedicated to the achievements of Ukrainian scientists. The issue presents some modern trends of research of the scientific school on Probability Theory and Mathematical Statistics of KNU. In particular, young scientists and PhD students of the university had the opportunity to publish their results. In total, the authors of the articles are 11 university employees, 5 PhD students and 1 Master degree student. The issue also contains the articles by scientists from the Igor Sikorsky Kyiv Polytechnic Institute and the Kyiv School of Economics.
We would like to express our sincere gratitude to Professor Matthias Templ for his support and for organization of this issue.
Congratulations to our colleagues who presented their results in the issue: V.Golomoziy, K.Ralchenko, L.Sakhno, S.Shklyar, R.Yamnenko, PhD students D.Tykhonenko and M.Yakovliev, Master Degree student O.Moskanova.
Course “Algorithmic Trading and Market Making”
Professor Jan Obloj, Mathematical Institute, University of Oxford, in the autumn semester will deliver a master course
Algorithmic Trading and Market Making
For master students who is specialized in Actuarial and Financial mathematics, Statistics and Mathematics.
The course will be for 10 academic hours. It will be incorporated into the courses “Stochastic processes in Finance and Insurance” and “Risk processes and problems of Actuarial Mathematics” for the 2nd year master students.
Schedule of the lectures:
Tuesday 2-4 pm UK time, 17th Oct, 31st Oct, 7th of Nov, 14th of Nov and 21st of Nov in Microsoft teams
Meeting ID: 357 964 079 315
Passcode: eCwNrm
After lectures there will be a control work, and the results will be incorporated into the points for respective courses.
Course Overview:
This course will cover different aspects of Algorithmic and High Frequency trading. We will look at how the limit order book works and discuss how and why we could model it. We will devise trading algorithms which take market microstructure into the account. In particular, we will look at the problems of optimal liquidation/acquisition and of market making. For the former, we will discuss the classical Almgren-Chriss setting with permanent and instantaneous market impact and discuss the resulting TWAP and VWAP execution strategies. We will also consider a transient price impact model of Obizhaeva-Wang. This will lead us to consider market efficiency and possible notions of no-arbitrage. We will discuss price manipulation strategies and investigate when models allow, or not, for such strategies.
Information about the course “Machine learning algorithms”
The Department of Probability Theory, Statistics and Actuarial Mathematics is pleased to announce the continuation of fruitful cooperation with leading world universities. So, after the extremely successful course “Machine Learning in Finance”, taught in the first semester by Prof. Josef Teichman, we announce the next course, which will be read by teachers of European universities. We are talking about the “Machine Learning Algorithms” course for third-year bachelors.
The curriculum consists of 14 lectures delivered over seven weeks starting on March 13, 2023, as well as four laboratory assignments. It is devoted to an overview of machine learning methods such as regression models, classification models, and basic neural networks.
The course will be read by
- Ralp Rudd, Reykjavik University (Iceland)
Dr Ralph Rudd is an Assistant Professor in Financial Engineering at Reykjavik University. He has a PhD in Quantitative Finance from the African Institute for Financial Markets and Risk Management, a top-100 mathematical finance program worldwide, as rated by Eduniversal. He specializes in numerical and computational methods in finance, with a current interest in neural networks and specifically neural-SDEs. - Ramon Prat Casanovas, Autonomous University of Barcelona (Spain)
Professor Ramon Prat is Adjunct Lecturer of Finance and Capital Markets at the Autonomous University of Barcelona, UAB. He holds an MBA from Esade Business School and a Master of Mathematics of Financial Instruments by the UAB. He works as independent financial consultant and advisor and has experience with projects with leading companies and entrepreneurs. - Petra Posedel Simovic, University of Zagreb (Croatia)
Petra Posedel Simovic, PhD is an Assistant professor at the University of Zagreb, Faculty of Agriculture. Petra’s main scientific interest is in the field of mathematical statistics and data science with a special focus on stochastic volatility models, econometrics and business analytics. She is currently a team member at the Croatian Science Foundation’s Installation Research Projects (HRZZ) Programme “Deep Reinforcement Learning Algorithms for Risk Management – DREAM”.
 |  |  |
| Ralph Rudd | Ramon Prat Casanovas | Petra Posedel Simovic |
The language of teaching is English.
The educational program is coordinated with the program of the course “Algorithms of machine learning”, which was developed and taught at the Kyiv University for students of 3rd year. On the part of the university, the course will be accompanied by teachers and graduate students of the Department of Probability Theory, Statistics and Actuarial Mathematics under the guidance of Vitaly Holomozy. In particular, regular consultations regarding course material and laboratory work will be held in accordance with the current schedule.
Lectures will be held on Mondays and Wednesdays, starting at 2:05 p.m. Detailed curriculum and time table.
Course «Machine learning in finance»
Dear Professor Josef Teichmann,
on behalf of the Faculty of Mechanics and Mathematics and the Department of Probability theory, Statistics and Actuarial mathematics, we would like to express our deep gratitude for your efforts to support Ukraine and our University in such a difficult time.
The course “Machine Learning in Finance” you delivered in autumn-winter 2022 has been accepted with great enthusiasm among the students and University staff. The overall number of registrants was close to one hundred. Among them, we had students, teachers, post-graduate students and even some former students who expressed their willingness to join the course. Unfortunately, many registered participants could not join the live lectures due to problems with the power supply and repeated missiles attack, some of which occurred during the lecture time.
Summarizing the above, we want to thank you for your highly professional and dedicated delivery of the “Machine Learning in Finance” course and your willingness to collaborate, answer questions, and provide additional materials and exercises. We hope and believe this course will give birth to a fruitful collaboration in future!
And finally, we will never forget that you and ETH Zurich University stand with Ukraine in the dark moment in our modern history.
Head of the Department of Probability theory, Statistics and Actuarial mathematics
Prof. Dr. Yuliya Mishura
The department of Probability Theory, Statistics and Actuarial Mathematics at Kyiv University is one of the top statistical departments in Ukraine.
The department has a long record of excellence in teaching, research and consulting connected with challenging applications of statistics, particularly in insurance, finance, and economics.
The department is the largest in the country in terms of undergraduate numbers and places on courses are amongst the most sougth after. Wide-ranging degree programmes with an excellent teaching quality assessment rating are offered.
The department runs a lively programme for PhD where teaching and research are well integrated.
The department has an internationally recognized record of academic research by faculty with wide ranging interests in theoretical and applied fields.