Rostyslav Yamnenko

• Doctor of Sciences in Mathematics (Taras Shevchenko National University of Kyiv, 2020). Thesis title: "Investigation of storage processes from Orlich spaces".
  
• Ph.D. in Mathematics (Taras Shevchenko National University of Kyiv, 2006). Thesis title: "Exponential estimates of distribution of some functionals on $\varphi$-sub-Gaussian random processes".
  
• Master of Mathematics, specialty "Probability theory and Mathematical Statistics" - Taras Shevchenko National University of Kyiv, 2002.
  

• Senior R&D Engineer, Software MacKiev, 2015 - now
  
• Lead R&D Engineer, Samsung Research and Development Institute Ukraine, 2011 - 2014
  

• φ-sub-Gaussian random processes with applications in financial mathematics and queueing theory
  
• Generalized processes of fractional Brownian motion
  
• Actuarial mathematics and risk theory
  
• Computer statistics
  

• Executive secretary of Technical Committee 70 “Applications of statistical methods”
  
• Member of Kyiv Mathematical society
  

• 2005-2008: Joint European Tempus Project IB-JEP-25054-2004 "Training Center for Actuaries and Financial Analysts"
• 2002-2004: Tempus-Tacis Network Project NP-22012-2001 "Improvement of Education in Statistical Applications in Economics"
  

• The award named after Taras Shevchenko of Kyiv National Taras Shevchenko University in the category "Young scientists for a series of papers", 2009.
• Diploma of the Presidium of the National Academy of Sciences of Ukraine for a series of works «$\varphi$-sub-Gaussian random processes", 2014.
• Diploma of Taras Shevchenko Kyiv National University for achievements in educational, scientific, and educational work, 2023.
  

Conferences

• XXII International Scientific – Practical Conference «Shevchenkivska Vesna – 2024», Kyiv, Ukraine (2024)
  Title of the talk: On one inequality characterizing the space $Sub_varphi(Omega)$ of random variables (with M. Matvieiev)
• XXII International Scientific – Practical Conference «Shevchenkivska Vesna – 2024», Kyiv, Ukraine (2024)
  Title of the talk: Derivatives of likelihood functions for a linear mixed model (with S. Lukashevych)
• XXII International Scientific – Practical Conference «Shevchenkivska Vesna – 2024», Kyiv, Ukraine (2024)
  Title of the talk: Estimating the bankruptcy probability of a negatively binomially distributed number of ϕ-sub-Gaussian claims (with V. Levchenko)
• Workshop "Mechmat readings (Мехматівські читання)", Kyiv, Ukraine (2023)
  Title of the talk: Sub-Gaussian storage processes
• Ukraine Algebra Conference "At the End of the Year 2023", Kyiv, Ukraine (2023)
  Title of the talk: On Distribution of Extremum Functionals of Weighted Sum of Random Processes from class $V(\varphi,\psi)$ (with T. Yanevych)
• XIX International Scientific Mykhailo Kravchuk Conference, Kyіv, Ukraіne (2023)
  Title of the talk: Supremum Distribution of Weighted Sum of Sub-Gaussian Random Processes with Continuous Deviation
• 6th Baltic-Nordic Conference on Survey Statistics, Helsinki, Finland (2023)
  Title of the talk: Multiple hypothesis testing for coronavirus disease in Ukraine (with I. Kosareva)
• XXI International Scientific – Practical Conference «Shevchenkivska Vesna – 2023», Kyiv, Ukraine (2023)
  Title of the talk: Властивостi зважених сум випадкових процесiв iз класiв 𝑉(𝜙, 𝜓) (разом з Д. Тихоненком)
• XXI International Scientific – Practical Conference «Shevchenkivska Vesna – 2023», Kyiv, Ukraine (2023)
  Title of the talk: Прикладне застосування швидкого перетворення Фур’є та вейвлет перетворення (разом з Д. Курдоманенком)
• Перша всенаукова $pi$-конференція, Київ, Україна (2023)
• International conference «Modern Stochastics: Theory and Applications. V», Kyiv, Ukraine (2021)
  Title of the talk: On estimate of supremum distribution of drifted Orlicz process of exponential type
• International conference «Modern Stochastics: Theory and Applications. IV», Kyiv, Ukraine (2018)
  Title of the talk: On some properties of $\gamma$-reflected processes with sub-Gaussian input
• International Conference on Differential Equations, Mathematical Physics and Applications, Cherkasy, Ukraine (2017)
  Title of the talk: Some properties of random processes from Orlicz spaces of exponential type
• International Conference Stochastic Processes in Abstract Spaces dedicated to the 80th anniversary of Professor A.Ya. Dorogovtsev, Kyiv, Ukraine (2015)
  Title of the talk: Method of majorizing measures and extremal functionals of stochastic processes from Orlicz spaces
• Probability, reliability and stochastic optimization, Kyiv, Ukraine (2015)
  Title of the talk: Some properties of a queue with $\varphi$-sub-Gaussian input
• International Conference of Young Mathematicians, Kyiv, Ukraine (2015)
  Title of the talk: Some properties of a generalized $\varphi$-sub-Gaussian process of FBM
• XV International Scientific Mykhailo Kravchuk Conference, Kyiv, Ukraine (2014)
  Title of the talk: Моделі накопичення з входом із просторів $V(\varphi, \psi)$
• 11th International Vilnius Conference on Probability and Mathematical Statistics, Vilnius, Lithuania (2014)
  Title of the talk: $\varphi$-sub-Gaussian FBM queueing model
• IV Annual conference of the Georgian Mathematical Union, Batumi, Georgia (2013)
  Title of the talk: Storage models with stochastic input from the class V(φ, ψ)
• International Conference "Modern Stochastics: Theory And Applications IІI", Kyiv, Ukraine (2012)
  Title of the talk: Some functionals of φ-sub-Gaussian storage processes
• International Conference "Modern Stochastics: Theory And Applications II", Kyiv, Ukraine (2010)
  Title of the talk: Storage processes from the class V(φ, ψ)
• XI International Summer School “Insurance and Finance: Science, Practice and Education”, Foros, Ukraine (2008)
  Title of the talk: Some applications of φ-sub-Gaussian random processes
• Workshop on Actuarial Mathematics, Cologne, Germany (2008)
  Title of the talk: Generalized φ -sub-Gaussian Brownian motion
• X International Summer School “Insurance and Finance: Science, Practice and Education”, Foros, Ukraine (2007)
  Title of the talk: φ-sub-Gaussian risk processes
• 4th Conference in Actuarial Science & Finance in Samos, Samos, Greece (2006)
  Title of the talk: Some properties of φ-sub-Gaussian random processes
• International Conference "Modern Stochastics: Theory And Applications", Kyiv, Ukraine (2006)
  Title of the talk: Some properties of φ-sub-Gaussian queues
• IX International Summer School “Insurance and Finance: Science, Practice and Education”, Foros, Ukraine (2006)
  Title of the talk: On some properties of generalized φ-sub-Gaussian fractional Brownian motion

Publications

Monographs

• Ямненко Р.Є. "Дослідження процесів накопичення з просторів Орліча". Дисертація на здобуття наукового ступеня доктора фізико-математичних наук , 307 p. - 2020
• Vasylyk, O.I., Kozachenko, Yu.V. & Yamnenko, R.E. "$\varphi$-sub-Gaussian random processes ($\varphi$–субгауссові випадкові процеси: монографія)". Kyiv: Vydavnycho-Poligrafichnyi Tsentr, Kyivskyi Universytet (ISBN 978-966-439-051-1), 231 p. - 2008

Textbooks and tutorials

• Зубченко В.П., Ямненко Р.Є. "Статистичні методи у ризиковому страхуванні". К.: "Видавництво Людмила", 331 p. - 2023
• Моклячук М.П., Ямненко Р.Є. "Теорія вибору та прийняття рішень". К. : ВПЦ "Київський університет", 528 p. - 2013
• Ямненко Р.Є. "Дискретна математика. Навчальний посібник". К.: Четверта хвиля, 104 p. - 2010
• Василик О.І., Карташов М.В., Шевченко Г.М., Ямненко Р.Є. "Теорія ймовірностей: Методичні вказівки до лабораторних та самостійних робіт". К.: ВПЦ "Київський університет", 60 p. - 2008
• Моклячук М.П., Ямненко Р.Є. "Дослідження операцій. Методичні вказівки до лабораторних та самостійних робіт". К.: ВПЦ "Київський університет", 135 p. - 2008
• Василик О.І., Розора І.В., Ямненко Р.Є. "Завдання до лабораторних занять з курсу “Математична статистика”". К.: ЕМЦ, 71 p. - 2008
• Моклячук М.П., Ямненко Р.Є. "Лекції з теорії вибору та прийняття рішень". К.: ВПЦ "Київський університет", 256 p. - 2007

Articles

2024
• V. Zubchenko, R. Yamnenko "Features of using VBA in teaching actuarial mathematics". Physical and Mathematical Education, Vol.39, Iss.3 pp. 61 - 67, - 2024
2023
• S. Lukashevych, R. Yamnenko "Likelihood function derivatives for a linear mixed model with compound symmetry assumption". Mohyla Mathematical Journal, Vol.6, Iss. pp. 24 - 27, - 2023
• Borysenko O., Zubchenko V., Mishura Yu., Perestyuk M., Yamnenko R., Yanevych T. "Mykhailo Moklyachuk - to the 75thanniversary of his birth". Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics&Mathematics, Vol.2, Iss. pp. 13 - 15, - 2023
• Tykhonenko, D., & Yamnenko, R. "Supremum Distribution of Weighted Sum of Random Processes from Orlicz Spaces of Exponential Type with Continuous Deviation". Austrian Journal of Statistics, Vol.52(SI), Iss. pp. 94 - 106, - 2023
2022
• A. Lamin, R. Yamnenko "Estimation of ruin probability for binomially distributed number of φ-sub-Gaussian claims". Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics & Mathematics, Vol.2, Iss. pp. 20 - 27, - 2022
2020
• O. I. Vasylyk, Yu. S. Mishura, M. P. Moklyachuk, M. O. Perestyuk, I. V. Rozora, L. M. Sakhno, R. Ye. Yamnenko "Professor Yu.V. Kozachenko (01.12.1940 - 05.05.2020) - prominent scientist and teacher". Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics & Mathematics, Vol.3, Iss. pp. 9 - 29, - 2020
• O. I. Vasylyk, R. E. Yamnenko, T. O. Ianevych "Estimation of probability of exceeding acurve by a strictly $varphi$-sub-Gaussian quasishot noise proces". Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics & Mathematics, pp. 49 - 56, - 2020
• Kollie, O., Yamnenko, R. "Alternative estimate of curve exceeding probability of sub-Gaussian random process". Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics & Mathematics, pp. 37 - 39, - 2020
• А. I. Моца, Г. I. Сливка-Тилищак, Ю. Ю. Млавець, Р. Є. Ямненко "Козаченко Юрiй Васильович — до 80-ти рiччя вiд дня народження". Науковий вісник Ужгородського університету. Серія «Математика і інформатика», Vol.37, Iss.2 pp. 7 - 14, - 2020
• R. Yamnenko, N. Yurchenko "On an estimate of probability of exceeding a line by weighted aggregate of sub-Gaussian random processes". Scientific Bulletin of Uzhhorod University. Series of Mathematics and Informatics, Vol.37, Iss.2 pp. 122 - 129, - 2020
2018
• Yamnenko, R. "On Supremum Distribution of Averaged Deviations of Random Orlicz Processes from the Class 𝚫𝟐.". Contemporary Mathematics and Statistics, Vol.4, Iss.1 pp. 41 - 56, - 2018
2017
• Yamnenko, R. "On distribution of supremum of γ-reflected random process with input process from some Orlicz spaces of exponential type". Theor. Probability and Math. Statist., Vol.94, Iss. pp. 185 - 201, - 2017
2016
• Yamnenko, R. "Averaged deviations of Orlicz processes and majorizing measures". Modern Stochastics: Theory and Applications, Vol.3, Iss.3 pp. 249 - 268, - 2016
• Yamnenko, R. "On distribution of supremum of γ-reflected sub-Gaussian process of fractional Brownian motion". Nauk. visnyk Uzngorod. Un-ty, Vol.28, Iss.1 pp. 140 - 149, - 2016
2015
• Yamnenko R. "On distribution of the norm of deviation of a sub-Gaussian random process in Orlicz spaces". Random Operators and Stochastic Equations, Vol.23, Iss.3 pp. 187 - 194, - 2015
• Rostyslav E. Yamnenko "A Bound for Norms in Lp(T) of Deviations of $\varphi$-sub-Gaussian Stochastic Processes". Lithuanian Mathematical Journal, Vol.55, Iss.2 pp. 291 - 300, - 2015
2014
• R. Yamnenko, Yu. Kozachenko, D. Bushmitch "Generalized sub-Gaussian fractional Brownian motion queueing model". Queueing Systems, Vol.77, Iss.1 pp. 75 - 96, - 2014
• Kozachenko, Yu., Yamnenko, R. "Application of $\varphi$-sub-Gaussian random processes in Queuing Theory". Modern trends in Stochastics (Springer Optimization and Its Applications), pp. 21 - 38, - 2014
2013
• Saienko M.I., Yamnenko R.E. "Sub-Gaussian risk processes with dependent moments of claims incoming and contracts signing". Nauk. visnyk Uzngorod. Un-ty, Vol.24, Iss.2 pp. 176 - 184, - 2013
2012
• Yamnenko, R. "On properties of strorage processes generated by sub-Gaussian Ornstein-Uhlenbeck processes". Nauk. visnyk Uzhgorod. Un-ty, Vol.23, Iss.2 pp. 171 - 176, - 2012
• Yamnenko, R. "Bounds for the distribution of some functionals of processes with $ \varphi$-sub-Gaussian increments". Theor. Probability and Math. Statist., Vol.85, Iss.0 pp. 181 - 197, - 2012
• Yamnenko, R. "Modeling of a smoothed Brownian bridge from Orlicz spaces via wavelet expansions". Visn., Ser. Fiz.-Mat. Nauky, Kyiv. Univ. Im. Tarasa Shevchenka, Vol.3, Iss.0 pp. 50 - 54, - 2012
2011
• Yamnenko, R. E.; Shramko O.S. "On the distribution of storage processes from the class $V(\phi,\psi)$". Theory Probab. Math. Statist., Vol.83, Iss.0 pp. 191 - 206, - 2011
• Городній М.Ф., Перестюк М.О., Мішура Ю.С., Мелешко В.В., Моклячук М.П., Самойленко В.Г., Карташов М.В., Майборода Р.Є., Ямненко Р.Є "До 70-річчя від дня народження Козаченка Юрія Васильовича". Вісник Київського національного університету імені Тараса Шевченка. Математика. Механіка, Vol.25, Iss. - 2011
2010
• Krenevych, A.P. & Yamnenko, R.E. "Asymptotic equivalence of nonlinear differential systems not solved relative to the derivative". Visn., Ser. Fiz.-Mat. Nauky, Kyiv. Univ. Im. Tarasa Shevchenka, Vol.1, Iss.0 pp. 33 - 36, - 2010
2009
• Yamnenko, R.E.; Krenevych, A.P. "On the distribution of the supremum of generalized FBM with Hurst parameter H<0.5". Visn., Ser. Fiz.-Mat. Nauky, Kyiv. Univ. Im. Tarasa Shevchenka, Vol.3, Iss.0 pp. 51 - 54, - 2009
• Yakovenko, T. & Yamnenko, R. "Convergence rate for wavelet expansions of generalized accumulated Ornstein-Uhlenbeck processes". Visn., Ser. Fiz.-Mat. Nauky, Kyiv. Univ. Im. Tarasa Shevchenka, Vol.4, Iss.0 pp. 26 - 30, - 2009
2008
• Yakovenko, T. & Yamnenko, R. "Generalized fractional Brownian motion in Orlicz spaces". Theory Stoch. Process., Vol.14, Iss.3-4 pp. 174 - 188, - 2008
• Shramko, O.S. & Yamnenko, R.E. "On an application of generalized $\varphi$-sub-Gaussian fractional Browinian motion". Visn., Ser. Fiz.-Mat. Nauky, Kyiv. Univ. Im. Tarasa Shevchenka, Vol.2, Iss.0 pp. 40 - 44, - 2008
2007
• Vasylyk, O. & Yamnenko, R. "Some properties of random Poisson sums with $varphi$-sub-Gaussian terms". Prykl. Stat., Aktuarna Finans. Mat., Vol.1, Iss. pp. 133 - 148, - 2007
• Olga Vasylyk, Rostyslav Yamnenko "Random process from the class $V(\varphi,\psi)$: exceeding a curve". Theory of Stochastic Processes, Vol.13(29), Iss.4 pp. 219 - 232, - 2007
2006
• Yamnenko, R. "An estimate of the probability that the queue length exceeds the maximum for a queue that is a generalized Ornstein-Uhlenbeck stochastic process". Theor. Probability and Math. Statist., Vol.73, Iss.0 pp. 181 - 194, - 2006
• Yamnenko, R. "Ruin probability for generalized $\varphi$-sub-Gaussian fractional Brownian motion". Theory Stoch. Process., Vol.12(28), Iss.3-4 pp. 261 - 275, - 2006
2005
• Yamnenko, R. "On probability of crossing for a sum of $\varphi$-sub-Gaussian random processes.". Visn., Ser. Fiz.-Mat. Nauky, Kyiv. Univ. Im. Tarasa Shevchenka, Vol.2, Iss.0 pp. 74 - 82, - 2005
• Kozachenko, Yu., Vasylyk, O. & Yamnenko, R. "Upper estimate of overrunning by $\text{Sub}_{\varphi}(\Omega)$ random process the level specified by continuous function". Random Oper. Stoch. Equ., Vol.13, Iss.2 pp. 111 - 128, - 2005
2004
• Yamnenko, R. "On the probability of exceeding some curve by trajectories of a $\varphi$-sub-Gaussian random process". Visn., Ser. Fiz.-Mat. Nauky, Kyiv. Univ. Im. Tarasa Shevchenka, Vol.3, Iss.0 pp. 82 - 86, - 2004
2003
• Kozachenko, Yu., Vasylyk, O. & Yamnenko, R. "On the probability of exceeding some curve by $\varphi$-subGaussian random process". Theory Stoch. Process., Vol.9(25), Iss.3-4 pp. 70 - 80, - 2003

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