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Gleb V. Nosovsky

Gleb V. Nosovsky

Candidate of Physical and Mathematical Sciences (PhD), Docent

Department of Differential Geometry and Applications
Faculty of Mechanics and Mathematics, Lomonosov Moscow State University
Main Building, 1 Leninskiye Gory, Moscow 119991, GSP-1, Russia

E-mail: gleb.nosovskiy@gmail.com  ·  Phone: +7 (495) 939-39-40

Full list of publications

1. Life and career

Gleb V. Nosovsky was born on 26 January 1958 in Moscow. He graduated from the Faculty of Applied Mathematics of the Moscow Institute of Electronics and Mathematics (MIEM) in 1981 in applied mathematics.

In 1987 he completed the full-time postgraduate programme of the Division of Mathematics of the Faculty of Mechanics and Mathematics of MSU in specialty 01.01.05 (probability theory and mathematical statistics). He defended his candidate dissertation “Control of diffusion processes on manifolds without boundary” at Moscow State University on 1 April 1988; his scientific advisor was Professor N. V. Krylov.

He is Docent at the Department of Differential Geometry and Applications of the Faculty of Mechanics and Mathematics of MSU (Main Building, zone A, room 16-19).

2. Degrees and positions

Born26 January 1958, Moscow.
EducationMoscow Institute of Electronics and Mathematics (MIEM), Faculty of Applied Mathematics, 1975–1981; postgraduate programme of the Division of Mathematics, MSU, 1984–1987.
Candidate of Physical and Mathematical Sciences (PhD)1988, MSU; advisor Professor N. V. Krylov. Thesis: “Control of diffusion processes on manifolds without boundary”.
PositionDocent, Department of Differential Geometry and Applications, Faculty of Mechanics and Mathematics, MSU.
Research fieldsProbability theory; stochastic analysis; optimal control of diffusion-type processes; degenerate elliptic partial differential equations (Hamilton–Jacobi–Bellman equations); applied mathematical statistics; cluster analysis; computer geometry; modelling of complex systems; data analysis; discrete models of financial mathematics.

3. Research

The scientific interests of G. V. Nosovsky are probability theory, stochastic analysis, optimal control of diffusion-type processes, non-linear partial differential equations of degenerate elliptic type (Hamilton–Jacobi–Bellman equations), applied mathematical statistics, cluster analysis, computer geometry, modelling of complex systems, data analysis and discrete models of financial mathematics.

He has also taken part in the applied projects of the Department on data analysis, including the geometrically-probabilistic approach to estimating the dimension of a manifold in the manifold hypothesis and the recognition of anomalies of a previously unknown type.

4. Teaching

G. V. Nosovsky gives the compulsory course “Financial and Economic Management” (discrete-time models in problems of forecasting financial time series; half-year course for the fourth-year students of the financial stream of the Faculty of Mechanics and Mathematics). The programme covers the classification of securities from the point of view of mathematical modelling, the notion of a (B,S)-market, various ways of defining profitability, types of time series of profitability arising in financial practice, and their statistical characteristics.

5. Publications

Full list of publications — 86 records (department page and ISTINA profile)

The full list of publications (86 records) is given on the Full list of publications page.

Selected joint publications with the Department:

  1. A. Ivanov, G. Nosovskiy, A. Chekunov, D. Fedoseev, V. Kibkalo, M. Nikulin, P. Popelensky, S. Komkov, I. Mazurenko, A. Petiushko. Manifold hypothesis in data analysis: double geometrically-probabilistic approach to manifold dimension estimation. arXiv:2107.03903 [cs.LG; stat.ML].
  2. A. O. Ivanov, G. V. Nosovskiy, V. A. Kibkalo, M. A. Nikulin, F. Yu. Popelensky, D. A. Fedoseev, I. V. Gribushin, V. V. Zlobin, S. S. Kuzin, I. L. Mazurenko. Recognition of anomalies of a previously unknown type. Chebyshevskii Sbornik, 23:5 (2022), pp. 227–240.