Astakhova Alyona
- Research Assistant:Faculty of Economic Sciences / Laboratory of Financial Innovation and Risk Management
- Doctoral Student:Faculty of Economic Sciences / School of Finance
- Senior Lecturer:Joint Department with the Bank of Russia
- Astakhova Alyona has been at HSE University since 2020.
Postgraduate Studies
3rd year of study
Approved topic of thesis: Improving methods and models for assessing credit risk of companies in the growth sector
Academic Supervisor: Karminsky, Alexander M.
Courses (2021/2022)
Risk Management in Financial Institutions (Master’s programme; Faculty of Economic Sciences; field of study "38.04.08. Финансы и кредит", field of study "38.04.01. Экономика"; 2 year, 1, 2 module)Rus
- Past Courses
Courses (2020/2021)
- Research Project Seminar (Optional course (faculty); Faculty of Economic Sciences; 1-3 module)Rus
- Risk Management in Financial Institutions (Master’s programme; Faculty of Economic Sciences; 2 year, 1, 2 module)Rus
Publications3
- Article Alyona Astakhova, Sergei Grishunin, Gennadii Pomortsev. Developing a Scoring Credit Model Based on the Methodology of International Credit Rating Agencies // Journal of Corporate Finance Research. 2023. Vol. 17. No. 1. P. 5-16. doi
- Chapter Grishunin S., Bukreeva Alesya, Alyona A. Analysing the Determinants of Insolvency and Developing the Rating System for Russian Insurance Companies, in: The 8th International Conference on Information Technology and Quantitative Management (ITQM 2020 & 2021): Developing Global Digital Economy after COVID-19 Vol. 199: The 8th International Conference on Information Technology and Quantitative Management (ITQM 2020 & 2021): Developing Global Digital Economy after COVID-19. Manchester : Elsevier, 2022. P. 190-197. doi
- Article Поморцев Г. С., Alyona A. Сравнительный анализ факторов, определяющих кредитный рейтинг нефинансовых компаний различных отраслей // Russian Management Journal. 2022. No. 20(3). P. 361-384.
Conferences
Analytics for Management and Economics Conference (AMEC)
20.10.2020 - 30.01.2020 Российская Федерация, St. Petersburg
форма участия: докладчик
- 2022XXIII Ясинская (Апрельская) международная научная конференция по проблемам развития экономики и общества НИУ ВШЭ (Москва). Presentation: Оценка предсказательной силы ансамблевых моделей машинного обучения при прогнозировании вероятности дефолта российских финансовых институтов