Kamil A. Dzhafarov

RESUMÉ

Kamil A. Dzhafarov

2012

BIOGRAPHICAL DATA

Address: (office) Department of Applied Mathematics and Computer Sciences I 422

College of Highest Mathematics

Novosibirsk State Technical University

Novosibirsk, 680053

Email:

Degrees: Doctor of Philosophy, 1992, Saint-Petersburg State University.

Ph.D. major: Theory of Probabilities and Mathematical Statistics.

Minors: Limit theorems, Random fields

Master of Science in Theory of Probabilities and Mathematical Statistics with

Great Distinction and Honors, 1982, Saint-Petersburg State University.

Teaching Theory of Probabilities and Mathematical Statistics

interests: Logistics

Financial Mathematics

Games Theory

Queueing Theory

Econometrics

Advertising Research: theory and practice

RESEARCH

Scientific works:

· “Summation of independent, equally distributed random variables’ double sequence”, Vestnik of LSU (Saint-Petersburg State University), Ser.1, 1p; Saint-Petersburg: 1990.

· “Abel and Chezaro summation methods of random variables with double index sequence”, Vestnik of LSU, Ser.1, 6p; Saint-Petersburg: 1991.

· “The principle of compression of multiple numbers consisting of independent stochastic elements”, Vestnik of LSU, Ser.1, 8p; Saint-Petersburg: 1991.

· “The compression principle and multiple random numbers’ summation methods”,

International Council for Scientific and Technical Information, (9p, N186, B92, LSU annotation: 01.16.1992).

· “Summation of random fields with regular methods”, Author’s abstract, 13p; Saint-Petersburg: 1992.

· “Strong approximations of random variables with two-dimensional index’ weighed sums”, Vestnik of SPbSU (Saint-Petersburg State University), Ser.1, 4p; Saint-Petersburg: 1992.

· “Approximations of random variables with two-dimensional indexes’ weighed sums”, Probability methods of discrete mathematics, 11p; Moscow: 1994.

· “Strong approximations for some methods of random fields’ summation”, Vestnik of SPbSU, Ser.1, 8p, Saint-Petersburg: 1996.

· “The principle of invariance for some of the random variables’ summation methods”, Works of the International scientific and technical conference “Scientific bases of high technologies” Vol. 6. H. 2p. 1997.

· “Kantorovich distance between probability measures”, Abstracts from the Third Russian-Korean International Symposium on Science and High Technologies , Vol.2, 1p. 1999.

· “About using experience of modern good’s identification technologies in logistics”. Abstracs from the International Symposium on Actual Finance and Accountancy Problems , 3p. 2006.

Instructional publications, teaching aids and textbooks of methodics.

· Integral calculation of one-variable function (with coauthors, Novosibirsk State Technical University (NSTU) Publishing, 1994).

· Sample of one-variable function integral calculation (with coauthor, NSTU Publishing, 1995).

· Probability theory and mathematical statistics. Textbook. (with V.M.Borodikhin, and A.P. Putintseva, published by IM SB RAS (Siberian Branch of Russian Academy of Science), Novosibirsk, 1997).

· Elements of game theory. Lecture course (with A.A. Mogulskiy, published by IM SB RAS, Novosibirsk, 1997).

· Elements of queuing theory. Lecture course (with A.A. Mogulskiy, published by IM SB RAS, Novosibirsk, 1997).

· Syllabus and control tasks (for part-time students) (with A.P. Putintseva, NSTU Publishing, 1998).

· Instruments of financial market. Lecture course (NSTU Publishing, 2000).

· Probability theory and mathematical statistics. Textbook (with O.V. Ryazanovskaya, GUPP “Baraba”, 2002).

· Financial mathematics. Lecture course (with A.V. Shmakov, NSTU Publishing, 2003).

· Logistics. Authorized course (published by Siberian University of Consumers’ Cooperation, 2005).

· Game Theory models in economics (with A.A. Fedorov , NSTU Publishing, 2009)

TEACHING EXPERIENCE

Saint-Petersburg State University (1982-1992)

Theory of Probabilities and Mathematical Statistics. This was a required classical course “Theory of probabilities and mathematical statistics” for all economics majors at Saint-Petersburg State University. This course included following parts: Random (Chance) Events and its probabilities, Random (Chance) Events and its distributions, Bernoulli Tests, Markov Chains, Limit Theorems, Sample characteristics of a random event, Parameterization, Testing of statistical hypothesis. Students were to complete several learning activities such as: creating spreadsheet programs for processing statistical data using Excel, processing statistical package programs.

Novosibirsk State Technical University (since 1993)

Theory of Probabilities and Mathematical Statistics. This is a required classical course “Theory of probabilities and mathematical statistics” for all economics majors at Novosibirsk State Technical University. This course includes following parts: Random (Chance) Events and its probabilities, Random (Chance) Events and its distributions, Bernoulli Tests, Markov Chains, Limit Theorems, Sample characteristics of a random event, Parameterization, Testing of statistical hypothesis. Students are to complete learning activities such as: create spreadsheet programs for processing statistical data using Excel, process statistical package programs.

Game Theory. This is a course that includes following parts: Zero-sum games, Nonzero-sum games, Positional Games. Students are offered to do the worksheet assignments where they are perfecting some socio-economic conflict situations using the Game Theory apparatus.

Queueing Theory. Classical “Queueing Theory” (economics majors) course that includes following parts: Definition of stationary characteristics of Queueing Theory systems, Idle Queueing Theory Systems, Fault Queueing Theory Systems, Cost characteristics of Queueing Theory Systems, Practical Applications of Queueing Theory Systems. Students are usually to explore real world cases on queueing systems that function inefficiently. They are required to perform total analysis of those systems using Queueing Theory, and point out ways to optimize those inefficiently working systems.

Econometrics. This is a required course for all economics majors that includes: Regression analysis, Correlation analysis, Dispersion analysis, Analysis of covariance, Time-series analysis. Students are offered to conduct the time-series analysis of some economical processes with the aim to forecast those processes. The analysis is regularly conducted with the use of trend models that check-up the adequacy and the accuracy of a chosen model. In case of the absence of a trend for analysis and further forecasting students use other methods, for instance Brown’s adaptive methods

Financial Mathematics. This is a course that includes: Financial arrangements methodology, Interest Rate Theory, Analysis of Credit Operations, Forfeit Operations, Risk analysis on Equity Market, Risk analysis on Investment Funds (Projects), Methods of Risk analysis, Stochastic Financial mathematics. Students are asked to perform risk analysis on real economic units and on example of concrete securities, which allows students to master their knowledge received in lectures.

Logistics. This course includes following parts: Organizing of Logistics system in companies, Demand making of materials flow (Inventory Management), Purchases logistics, Warehousing logistics, Transportational Logistics, Distribution Logistics, Informational Logistics, as well as Capital Investments and Risks in Logistics, Efficiency rating of Logistics systems. Students are to estimate efficiency of a given system on examples of existing companies. They perform the error analysis and indicate subsequent advices for improving efficiency of a given system.

PROFESSIONAL AND UNIVERSITY SERVICE ACTIVITIES

Professional:

· Saint-Petersburg State University:

Worked as an engineer at the faculty (1982-1989), then worked as a TA at the Theory of Probabilities and Mathematical Statistics department, while being enrolled in graduate school. As a student, took part in the several yearly science conferences among University students. During post-graduate school participated in the ‘Young Scientists” conference at the University, and also took part in the International Council for Scientific and Technical Information conference in 1992.

· Novosibirsk State Technical University:

Worked as a TA at College of Highest Mathematics (1992-1995), after that have been working as the associate professor (1995-present). Repeatedly participated in science conferences Russian-Korean International Symposium on Science and Technology (1997, 1999, 2001). .