Financial

Offerings and Solutions

Quant Support

In-House Education

Graduate Works: All the course graduates had to carry out and present some research, many of which have significant scientific and practical value. Abstracts of some of them are presented below: P.B. Goldin – Analytical Results for Evaluation of Stock Options with Stochastic Volatility R.R. Schastlivtsev, A.M. Kuznetsov – Prediction of Crashes and Critical Points on the US Stock Market Using the Method of Modified Local Hölder Coefficients E.A Shalaginov – Prediction of Financial Data Volatility Using the Multifractal MSM Model P.A. Valinevich – Using Modified Multifractal MMAR Model for Predicting Financial Data Volatility

In-House Educational Programs

Apart form the production activity DataArt also participates and organizes various educational programs, IT competitions, etc. One of the programs organized and sponsored by DataArt together with the faculty of physics of the St.Petersburg State University is the IT, Econo-Physics, and Complex Systems Management course. The goal of the course was to train the high level specialists in such fields as modeling, identification, control, and management of complex systems in such innovative areas as quantitative analysis and financial risks management, data mining, network technologies and complex organizations management.

The course program consisted of several sections.

General Courses

• Elements of the probability theory and mathematical statistics
• Software tools and systems
• Introduction to physical and mathematical modeling
• Complexity in economics and finance

Basic Courses

• Computational methods
• Functional modeling of information systems and business-processes
• Neuronet technologies in business and finance
• Complex systems dynamics
• Risk management
• Innovation and knowledge management

Optional Courses

• Introduction to financial market and derivatives
• Data management technologies
• Software engineering
• Introduction to the modern development technologies
• Windows applications development
• Data visualization and computer graphics basics
• Market technical analysis methods
• Alternative option pricing using Monte-Carlo method
• Credit risk analysis using copulas

Intended professional activity after the course includes use of information technologies and econo-physics in such areas as risk management, economic systems self-organization, present-day financial analytics, neuromodeling in business and finance.