Aleksandra Zhukova

I am from Moscow, Russia. I am interested in all aspects of mathematical modeling of social and economic systems. I graduated from Moscow Institute of Physics and Technology where I got BSc and MSc in applied mathematics and physics. This spring I defended a Candidate of Physico-mathematical sciences degree (analog of PhD). My thesis title was "Application of sufficient optimality conditions to analysis of dynamic stochastic models of trade in the markets with illiquid assets". Shortly, first part of the thesis was about a portfolio problem where rebalancing may occur only at random moments of time, an extension of Grossman-Laroque model. The second part was about the equilibrium of the market for agents acting like in the first part of the thesis, and an integro-differential equation for the equilibrium price. Pure art and challenge. The third is about a variation of Kiyotaki-Wright search model of exchange where there is a finite number of agents.

At the same time I got a MA in economics from New Economic School. NES has a group of strong mathematicians who teach optimization, microeconomics and game theory. At NES I was doing research in network games and coalitions. After graduation I started teaching microeconomics at HSE.

Now I am a researcher at Computing Centre of Russian Academy of Science and only started looking for new theme for research. I also continue to work on inter-temporal equilibrium models in macroeconomic analysis.

I am here for new ideas and tools for research. Especially eager to learn computational methods such as simulation and agent-based modelling. After several years of analysing steady and limiting states, infinite-horizon problems and stationary equilibria it is time to look what transition states look like. I am also curious about one evolutionary finance result that Kelly's portfolio rule is in some sense unbeatable. It is interesting to find a way to look what simulations would show.

Apart from research, I also do sports like volleyball, orienteering, cross-country skiing, football.