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Scholarship program

Dear scholarship recipients, 

We are happy to announce that a sequence of special courses organized by the Vega Institute Foundation for the students of the Faculty of Mechanics and Mathematics, the Faculty of Computational Mathematics and Cybernetics and Moscow School of Economics of Moscow State University will begin on September 20. 

Pursuant to the rules of the scholarship competition, you must attend no less than a half of all courses and disciplines organized for your year of study and faculty throughout the period of your scholarship. 

Below is the list of courses to which you may enroll. We would also like to remind you that you will have to successfully pass tests and exams for your chosen courses (with “good” or “excellent” marks) to receive a credit for the course. 

3rd year of the Specialist’s/Bachelor’s program 

  • Machine Learning Algorithms (Victor Kitov, Victor Antipov)

  • Applied Econometrics (Anatoly Peresetsky, Polina Pogorelova)

4th year of the Specialist’s/Bachelor’s program 

  • Machine Learning Algorithms (Victor Kitov, Victor Antipov)

  • Optimal Transport and Its Applications (Alexander Kolesnikov, Evgeny Kolosov) 

  • Functional Analysis and Measure Theory for Mathematical Finance (Vladimir Bogachev, Konstantin Afonin) 

  • Applied Econometrics (Anatoly Peresetsky, Dean Fantazzini, Polina Pogorelova) 

5-6th year of the Specialist’s program/1-2nd year of the Master’s program

  • Advanced Monte Carlo Methods (Pierre Del Moral, Evgeny Bobrov)

  • Stochastic Analysis (Yuri Kabanov, Arthur Sidorenko)

  • Market Impact and Models of Algorithmic and High-Frequency Trading (Mikhail Urusov, Fedor Dementiev)

  • Optimal Transport and Its Applications (Alexander Kolesnikov, Evgeny Kolosov)

  • Viscosity Solutions of Non-Linear Equations with Partial Derivatives (Svyatoslav Shaposhnikov)

  • Functional Analysis and Measure Theory for Mathematical Finance (Vladimir Bogachev, Konstantin Afonin) 

In addition to the recommended course, you can choose a course geared towards more senior students, and if you pass the exam successfully, you’ll get a credit for it. 

You can also choose a special course recommended for students below you, but in this event, you won’t receive a credit for the passed exam within the framework of the scholarship program. 

Please, use the “Submit application” button on our website to enroll in the courses. 

We’ll be happy to answer all your questions in our Telegram student community group or by email info@vega-institute.org.

___________________

About the competition:

Vega Institute Foundation was established in 2020 to support and advance state-of-the-art financial technology based on pioneering applied mathematical methods such as stochastic calculus, control theory, advanced numerical methods, including machine learning, and much more. 

Our scholarship program aims to support students who aspire to become experts and grow professionally in this area, both academically and in the finance industry.

The competition is open to students of the Faculty of Mechanics and Mathematics, the Faculty of Computational Mathematics and Cybernetics and Moscow School of Economics, beginning with the third year of study. 

To be considered, the applicant must send us an email with application and all the necessary documents attached. The scholarship recipients will be selected by the contest commission* after reviewing their portfolios and holding in-person interviews with the candidates. 

The Foundation’s scholarships will be between 20,000 and 35,000 rubles a month. 

The application process begins on July 1, 2021. Detailed information about selection criteria and competition rules is available here.

The full text of the Competition Rules is available at the link.

By participating in the Competition, the candidate acknowledges that they read the Data Protection Policy and submits Consent to Personal Data Processing together with the scholarship application.

Participation in the program presupposes attendance of our special courses and other educational projects as well as engagement with our research labs.

*Members of the competition committee:

Kirill Klimov, Cand.Sci. in Physics and Mathematics
Member of the Board of Directors of Vega Institute Foundation,
Quantitative Research, VTB Capital

Anastasia Ellanskaya, PhD in Physics and Mathematics
Executive Director of Vega Institute Foundation

Anton Belyakov, PhD (Phys.-Math.​)
Associate Professor, Deputy Head of the Department of General Economic Theory, Moscow School of Economics, Lomonosov Moscow State University

Anastasia Muromskaya, Cand.Sci. in Physics and Mathematics
Assistant of the Department of Probability Theory of the Faculty of Mechanics and Mathematics, Lomonosov Moscow State University

Mikhail Zhitlukhin, Cand.Sci. in Physics and Mathematics
Senior Researcher, Steklov Mathematical Institution of the Russian Academy of Sciences

Igor Rodionov,  Cand.Sci. in Physics and Mathematics

Senior Researcher, Trapeznikov Institute of Control Sciences of the Russian Academy of Sciences