Alexey Masyutin
- Director :Faculty of Computer Science / AI and Digital Science Institute
- Department Head, Associate Professor:Faculty of Computer Science / Joint Department with Sberbank ‘Financial Technologies and Data Analysis’
- Project Head:Faculty of Computer Science
- Assistant Professor:International College of Economics and Finance
- Programme Academic Supervisor:Financial Technologies and Data Analysis
- Member of the HSE Academic Council
- Alexey Masyutin has been at HSE University since 2010.
Education and Degrees
- 2018
Candidate of Sciences* (PhD)
HSE University - 2013
Master's
HSE University - 2013
Master's
HSE University, Economics - 2011
Bachelor's
HSE University, Economics
According to the International Standard Classification of Education (ISCED) 2011, Candidate of Sciences belongs to ISCED level 8 - "doctoral or equivalent", together with PhD, DPhil, D.Lit, D.Sc, LL.D, Doctorate or similar. Candidate of Sciences allows its holders to reach the level of the Associate Professor.
Areas of Research
- Data-Driven Decision Making
- Credit Scoring Based on Social Data
- Lazy Classification and Regression Algorithms
- Hyperparameters optimization in complex models
Courses (2023/2024)
- Mentor's Seminar "Financial Technologies and Data Analysis" (Master’s programme; Faculty of Computer Science; 1 year, 1-4 module)Rus
- R Programming and Applications to Finance (Mago-Lego; 3 module)Eng
- R Programming and Applications to Finance (Master’s programme; International College of Economics and Finance; 2 year, 3 module)Eng
- Venture Ecosystem (Mago-Lego; 1, 2 module)Rus
- Venture Ecosystem (Master’s programme; Faculty of World Economy and International Affairs; 2 year, 1, 2 module)Rus
- Past Courses
Courses (2022/2023)
- Machine Learning in Finance (Master’s programme; Faculty of Computer Science; 1 year, 2 module)Rus
- Mentor's Seminar "Financial Technologies and Data Analysis" (Master’s programme; Faculty of Computer Science; 1 year, 1-4 module)Rus
- Venture Ecosystem (Master’s programme; Faculty of World Economy and International Affairs; 2 year, 1, 2 module)Rus
Courses (2021/2022)
- Bank Finances (Master’s programme; Faculty of Computer Science; 1 year, 4 module)Rus
- Banking IT-infrastructure (Master’s programme; Faculty of Computer Science; 2 year, 2 module)Rus
- Project Seminar (Master’s programme; Faculty of Computer Science; 1 year, 2 module)Rus
- Venture Ecosystem (Master’s programme; Faculty of World Economy and International Affairs; 2 year, 1, 2 module)Rus
Courses (2020/2021)
- Bank Finances (Master’s programme; Faculty of Computer Science; 1 year, 4 module)Rus
- Banking IT-infrastructure (Master’s programme; Faculty of Computer Science; 2 year, 2 module)Rus
- Financial Technology (Master’s programme; Faculty of Computer Science; 1 year, 3 module)Rus
Courses (2019/2020)
- Bank Finances (Master’s programme; Faculty of Computer Science; 1 year, 3 module)Rus
- Banking IT-infrastructure (Master’s programme; Faculty of Computer Science; 2 year, 3 module)Rus
- Research Seminar (Master’s programme; Faculty of Computer Science; 1 year, 4 module)Rus
Conferences
- 201524th International Joint Conference on Artificial Intelligence, IJCAI 2015 (Buenos Aires). Presentation: Lazy Classication with Interval Pattern Structures: Application to Credit Scoring.
- 2014The 3rd International Conference on Analysis of Images, Social Networks, and Texts (AIST 2014) (Екатеринбург). Presentation: Alternative Ways for Loss-Given-Default Estimation in Retail Banking.
Publications8
- Article Масютин А. А., Савченко А. В., Наумов А. А., Самсонов С. В., Тяпкин Д. Н., Беломестный Д. В., Морозова Д. С., Бадьина Д. А. О разработке прикладных решений на основе искусственного интеллекта для обеспечения технологической безопасности // Доклады Российской академии наук. Математика, информатика, процессы управления (ранее - Доклады Академии Наук. Математика). 2022. Т. 508. № 106. С. 23-27. doi
- Article Тихонов Р. Ю., Масютин А. А., Анпилогов В. В. Взаимосвязь финансового результата банка и качества моделей кредитного скоринга // Деньги и кредит. 2021. № 2. С. 76-95. doi
- Chapter Masyutin A., Kashnitsky Y. Query-Based Versus Tree-Based Classification: Application to Banking Data, in: Foundations of Intelligent Systems. Warsz. : Springer, 2017. P. 664-673. doi
- Chapter Masyutin A., Kuznetsov S. Continuous target variable prediction with augmented interval pattern structures: Lazy algorithm, in: CLA 2016: Proceedings of the Thirteenth International Conference on Concept Lattices and Their Applications. CEUR Workshop Proceedings / Ed. by M. Huchard, S. Kuznetsov. Vol. 1624. M. : Higher School of Economics, National Research University, 2016. P. 273-284.
- Chapter Masyutin A., Kashnitsky Y., Kuznetsov S. Lazy Classication with Interval Pattern Structures: Application to Credit Scoring, in: Proceedings of the International Workshop "What can FCA do for Artificial Intelligence?" (FCA4AI at IJCAI 2015) / Ed. by Sergei O. Kuznetsov, A. Napoli, S. Rudolph. Buenos Aires : , 2015. P. 43-54.
- Article Andreev M., Pilnik N., Pospelov I. G., Vrzheshch V. P., Masyutin A. Intertemporal Three-Product General Equilibrium Model of Russian Economy // International Journal of Arts and Sciences. 2013. Vol. 06. No. 1. P. 125-145.
- Chapter Вржещ В. П., Масютин А. А., Поспелов И. Г., Пильник Н. П. Параллельные расчеты по трехпродуктовой модели равновесия экономики России // В кн.: Труды 55-й научной конференции МФТИ "Проблемы фундаментальных и прикладных естественных и технических наук в современном информационном обществе", Научной конференции "Современные проблемы фундаментальных и прикладных наук в области физики и астрономии" , Всероссийской молодёжной научной конференции "Современные проблемы фундаментальных и прикладных наук" Т. 1: Управление и прикладная математика. Долгопрудный : МФТИ, 2012. С. 58-59.
- Chapter Родина В. А., Масютин А. А., Белякова А. С. Рыночная эффективность и возможности индексного арбитража на ММВБ: фьючерсный контракт на Индекс ММВБ // В кн.: Фондовый рынок. Тенденции развития фондового рынка в посткризисный период. Восьмая Межвузовская научная конференция, Москва, 19 апреля 2011 г. / Науч. ред.: Н. И. Берзон, В. Д. Газман. М. : Бизнес Элайнмент, 2011.
Artificial Intelligence as a Driver of Digital Transformation
In December, the HSE Institute for Statistical Studies and Economics of Knowledge and the HSE AI Research Centre participated in UNCTAD eWeek to discuss the future of the emerging digital economy. One of the topics discussed during the conference was artificial intelligence and its applications in driving the digital transformation of industry sectors. The session was co-organised by HSE University.
HSE University Holds HSE Sber ML Hack
On November 17-19, The HSE Faculty of Computer Science, SBER and cloud technology provider Cloud.ru organised HSE Sber ML Hack, a hackathon based around machine learning. More than 350 undergraduate and graduate students from 54 leading Russian universities took part in the competition.
HSE Faculty of Computer Science Launches ‘AI in Mathematical Finance’ Laboratory
At the end of September, the HSE University Faculty of Computer Science launched the laboratory ‘Artificial Intelligence in Mathematical Finance’, which brought together more than 70 participants. Representatives of the laboratory told students and staff about the key tasks and goals of the new research department.
From the Laboratory to the Market: Key Points of Promoting AI Research Centre Activity
HSE AI Research Centre works on achieving applied results, striving not only to develop innovative algorithms and models, but also to put them into practice to solve real-world problems and tasks. Alexey Masyutin, Head of the AI Research Centre, spoke about some of the the specifics of applying AI technologies in various fields.
Days of Computer Science Held as HSE University
Every spring, HSE University’s Faculty of Computer Science, which this year turns nine years old, traditionally opens its doors and invites everyone to a festival. This time, more than 20 events with over 2,000 registered participants were held between April 8th and 16th as part of the Days of Computer Science.
Second Congress of Young Scientists: Students Are Ready to Implement Breakthrough Projects
The 2nd Congress of Young Scientists was held at the Sirius Park of Science and Art in Sochi. HSE University representatives took an active part in it, working at various venues where a wide range of topics were discussed—from university development to machine learning and scientific cinema.
HSE Researchers Contribute to Artificial Intelligence Journey Conference
The AI Journey international conference is a major platform for sharing cutting-edge innovations in artificial intelligence and machine learning. In late November 2022, AIJ was once again hosted by Sber. The conference was attended by HSE researchers from the Faculty of Computer Science and the Centre for Artificial Intelligence.
HSE Academic Council Meets for the Last Time This Academic Year
The meeting was held in person for the first time in over two years. It was attended by Sergey Kravtsov, Russian Minister of Education, and Dmitry Smyslov, Vice President of VK. The Council discussed HSE University’s breakthrough projects in engineering and artificial intelligence and elected new distinguished and tenured professors.
From Drones to Diagnosing Dyslexia in Children: The Activities of the HSE AI Centre
The HSE Centre for Artificial Intelligence, together with its partners in industry, is working on 25 applied projects in the fields of telecommunications, finance, education, medicine, etc. The results of the work by researchers and developers were recently presented at a meeting of a Russian government working group. That meeting summed up the initial results of the federal Artificial Intelligence project, part of the national Digital Economy programme.
First Cohort Graduates from the Joint Master’s Programme of HSE’s Faculty of Computer Science and Sberbank
The master’s programme 'Financial Technologies and Data Analysis' combines information technology, mathematics, and economics. The programme puts particular emphasis on hands-on experience: as early as the first year, half of the programme’s first-year master's students receive full-time employment in data science departments of financial companies.