Scholarship program

Course request

* - required fields

Password changing

The new password
was sent

We have sent you an email with a password

Scholarship program

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 January 18th, 2022. 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. 

line.png

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 February 7. 

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*                                                 

  • Блокчейн и криптовалюты (Ростислав Березовский, Деан Фантаццини) 
  • Выпуклый анализ и выпуклая оптимизация (Владимир Протасов, Татьяна Зайцева) 
  • Модели стохастической волатильности (Михаил Житлухин, Виктор Антипов, Игорь Удовиченко)
  • Функциональный анализ и теория меры для финансовой математики. Часть II (Владимир Богачёв, Константин Афонин)

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

  • Блокчейн и криптовалюты (Ростислав Березовский, Деан Фантаццини) 
  • Выпуклый анализ и выпуклая оптимизация (Владимир Протасов, Татьяна Зайцева) 
  • Модели стохастической волатильности (Михаил Житлухин, Виктор Антипов, Игорь Удовиченко) 
  • Функциональный анализ и теория меры для финансовой математики. Часть II Владимир Богачёв, Константин Афонин) 
  • Введение в теорию игр (Василий Колокольцов, Лариса Кораблёва) 
  • Дополнительные главы машинного обучения (Евгений Бурнаев, Алексей Зайцев, Нарек Геворгян)

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

  • Модели стохастической волатильности (Михаил Житлухин, Виктор Антипов, Игорь Удовиченко) 
  • Функциональный анализ и теория меры для финансовой математики. Часть II Владимир Богачёв, Константин Афонин) 
  • Введение в теорию игр (Василий Колокольцов, Лариса Кораблёва) 
  • Дополнительные главы машинного обучения (Евгений Бурнаев, Алексей Зайцев, Нарек Геворгян) 
  • Процентные ставки и модели кредитного риска (Юрий Хинц) 
  • Игры среднего поля (Станислав Шапошников) 
  • Статистика скрытых марковских процессов (непрерывное время) (Юрий Кутоянц, Евгений Колосов) 
  • Дополнительные главы стохастического анализа (Эндрю Лясов, Артур Сидоренко)
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. 

*Students of the Higher School of Economics of any year of study (starting from the 3rd) can choose any of the ten courses presented regardless of the grading above.

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.

line.png

*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

Alexey KurbatskyPhD (Phys.-Math.​)
Associate Professor, Deputy Head of the Department of Econometrics
and Mathematical methods of Economics, 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 ZhitlukhinCand.Sci. in Physics and Mathematics
Senior Researcher, Steklov Mathematical Institution
of the Russian Academy of Sciences

Igor Rodionov, Doct.Sci. in Physics and Mathematics
Senior Researcher, Trapeznikov Institute of Control Sciences
of the Russian Academy of Sciences