Valeriia Baklanova
- Doctoral Student:Faculty of Economic Sciences / Department of Financial Market Infrastructure
- Junior Research Fellow:Faculty of Economic Sciences / Centre for Financial Research & Data Analytics
- Valeriia Baklanova has been at HSE University since 2020.
Postgraduate Studies
2nd year of study
Approved topic of thesis: Modelling the influence of sentiment on the stock characteristics of cryptocurrencies
Academic Supervisor: Teplova, Tamara
Courses (2023/2024)
Data Analysis and Crypto Asset Market Modeling (Master’s programme; Faculty of Economic Sciences; field of study "38.04.08. Финансы и кредит", field of study "38.04.08. Финансы и кредит"; 2 year, 1, 2 module)Rus
- Data Analysis and Crypto Asset Market Modeling (Mago-Lego; 1, 2 module)Rus
- Data Analysis and Crypto Asset Market Modeling (Master’s programme; Faculty of Economic Sciences; 1 year, 1, 2 module)Rus
- Past Courses
Publications3
- Article Baklanova V., Kurkin A., Teplova T. Investor sentiment and the NFT hype index: to buy or not to buy? // China Finance Review International. 2023 doi (in press)
- Article Teplova T., Kurkin A., Baklanova V. Investor sentiment and the NFT market: Prediction and interpretation of daily NFT sales volume // Annals of Operations Research. 2023 doi (in press)
- Chapter Erlygin L., Zholobov V., Baklanova V., Sokolovskiy E., Zaytsev A. Surrogate uncertainty estimation for your time series forecasting black-box: learn when to trust, in: 2023 IEEE International Conference on Data Mining Workshops (ICDMW) 1–4 December 2023, Shanghai, China. Shanghai : IEEE Computer Society, 2023. doi P. 1247-1258. doi