Vasily Vladimirovich Karasev
Senior staff scientist
Candidate of Technical Science
Intellectual Integrated System
Laboratory
Institute of Problems
of Mechanical Engineering of Russian Academy
of Science
EDUCATION:
Education period:
September 1990 - February 1996
University:
St.Petersburg State Academy of Aerospace Instruments Making
Faculty:
Devices and automatic machinery of flying machines,
Specialty:
Computer Aided Design
POST
GRADUATE:
Education period:
May 1996
- April 1999
University:
Institute of Problems of Mechanical Engineering of Russian Academy of
Sciences
Laboratory:
Intellectual
Integrated Systems Laboratory
Specialty:
Application
of computers, mathematical simulation and mathematical methods in
scientific research.
ACCOMPLISHMENTS:
In
period of education and diploma work I had developed newest technique of
identification of fraud in business based on methods of logical and
probabilistic simulation.
The
diploma work "The system of logical and
probabilistic simulation and analysis of fraud in business".
The technique of numerical evaluation of fraud
risk in business, the models of some types of frauds were developed, and
research of these models were performed. Also I had developed the
algorithm of fraud risk calculation by logical model using the method of
statistical simulation Monte-Carlo.
I am a
co-author of the books: "The logical and
probabilistic evaluation of bank risks and frauds in business",
"The logical and probabilistic
risk models in banking, business and quality".
I'm participating in International Conference "Instrumentation in
Ecology and Human Safety" (IEHS), and International Scientific School
"Modeling and Analysis of Safety and Risk in Complex System" (MA SR)
in St - Petersburg.
During
my postgraduate activity I had developed the new methodology of risk
evaluation in banks, business and quality management that has twice more
accuracy and seven times more stability than known methods.
The
dissertation is entitled "The development
and research of logical and probabilistic risk models in business and
methods of their identification with account of the groups of
incompatible events". The dissertation was successfully
defended in June, 14, 2000.
I have 11 years experience in the area of logical and probabilistic
simulation and analysis of risk in economic and technical systems. I’m
secretary of Orgcomittee in
International Scientific Schools "Modelling and Analysis of Safety and
Risk in Complex System" (MA SR)
I was developing newest logical and probabilistic technique for credit
risk estimation (Credit Scoring) and software for this technique.
List of main publications:
1.
Solojentsev E.D., Karassev V.V., Solojentsev V.E. Logical and
Probabilistic Estimation of Bank Risks and Frauds in Business. –
St-Petersburg, Politechnika.- 1996 .- 60 pages (In Russian).
2.
Karasev
V.V. Development and Research of Logic-Probabilistic Models of Fraud in
Business / International Conference Instrumentation in Ecology and
Human Safety (IEHS’96) / Proceedings: St.-Petersburg State Academy of
Aerospace Instrumentation, 1996, p.129.
3. Solojentsev E.D, Karassev V.V. About Technique of
Numerical Estimation of Credit Risk of Individuals. – Money and Credit,
2/1998 - pp. 76-79 (In Russian).
4.
Karassev V.V. Logical and Probabilistic Model of Credit Risk /
International Conference Instrumentation in Ecology and Human Safety
(IEHS’98) / Proceedings: St.-Petersburg State University of Aerospace
Instrumentation, 1998, p.179. (In Russian).
5.
Solojentsev E.D., Karassev V.V. The Logic and Probabilistic Method of
Assessment of Credit Risks and Identification of Risk Models /
International ICSC Congress “Computational Intelligence: Method and
Applications (CIMA’99)” / Proceedings: Rochester Institute of
Technology, RIT, Rochester, N.Y., USA, 1999.
6.
Karassev V.V., Solojentsev E.D. Logical and Probabilistic estimation and
analysis of risk (probability) of failure in technical and
organizational systems / The Second International Conference on Problems
of Dynamic Objects Logic-Linguistic Control”, St-Petersburg, June 21-25,
1999., pp.63-70. (In Russian).
7. Solojentsev E., Karassev V. Adaptive optimisation by
slight increment of parameters for identification of the risk logical
and probabilistic models . / 6th Saint Petersburg Symposium on Adaptive
System Theory / dedicated to the memory of Ya. Z. Tsypkin. /
Proceedings, September 7-9, 1999, Saint Petersburg, Russia, p. 190-193.
8.
Solojentsev E.D., Karassev V.V., Solojentsev V.E. Logic and
probabilistic risk models in banks, business and quality / Edited by
E.Solojentsev. SPb.: Nauka, 1999.- 120 p. (In Russian).
9. Solojentsev E.D., Karassev V.V. (2001) Risk logic and
probabilistic models in business and identification of risk models. -
Informatica 25 (2001), pp. 49-55.
10.
Solojentsev E.D., Karassev V.V. Risk logical and probabilistic models in
business and identification of risk models. - Informatica 25 (2001)
49-55.
11.
Karassev V.V. Research of identification of logical and probabilistic
risk models in business // Proc. of the International Scientific School
MA SRQ-2001. - SPb.: Omega, p.p.107-111.
12.
Solojentsev E.D., Karassev V.V. Logical and probabilistic risk models in
business with groupes of incompatible events.- Economics and
mathematical methods, No 4, 2002. (In Russian).
13. Karassev V.V. Technical analysis and logic-probabilistic simulation.
- In the book "Modelling and Analysis of Safety and Risk in Complex
Systems" // Proc. of the Second International Scientific School MA
SR-2002 . - SPb.: Business Press, pp. 295-304. (In Russian).
14.
Karassev V.V., Roukine A.B., Solojentsev E.D. Assesment and Analysis of
Credit Risk with Using of Logical and Probabilistic Model / E-Proc. of
the European Financial Management Association Conference.- London, June
24-27, 2002.
15. Solojentsev E.D., Karassev V.V. Identification of
logic and probabilistic risk model of structure in complex systems with
groups of incompatible events.- Automation and Teleautomatics, No 3 ,
2002, p.p. 97-113 (in Russian and after it is translated in English in
USA).
16.
Karassev V.V., Kuznetsov A.S., Solojentsev E.D.
Logical-and-probabilistic approach for problems of risk in economics /
Proc. of the Third International Scientific School MA SR – 2003,
St-Petersburg, SUAIM, August 20-23, 2003 pp. 111-124.
17.
Solojentsev E.D., Karassev V.V., Moshkantsev I.V. Generalizations of
LP-theory of risk with GIE / Proc. of the Fifth International Scientific
School MA SR – 2005, St-Petersburg, Russia, June 28 – July 1 / SUAI, SPb.,
2005, pp. 28-39.
(In Russian)
18.
Solojentsev E.D., Stepanova N.V. Karasev V.V. Transparency of Techniques
of Estimation of Credit Risks and Ratings. SPb.: Publishing house of
Saint-Petersburg State University, 2005, 196 pages.
(In Russian)
19.
Karassev V.V., Strokov D., Shiryaev A. Formulas and Criteria for
Training of Logical and Probabilistic Credit Risk Model / Proc. of the
Sixth International Scientific School MA SR – 2006, St-Petersburg,
Russia, July 4 – 8 / SUAI, SPb., 2006, pp. 270-276. (In Russian)
20. V.V.
Karasev. LP-Theory Of Risks Of Catastrophes And Bribes / Proceedings of
the Seventh International Scientific School MA SR - 2007
(Saint-Petersburg, Russia, September 4 – 8, 2007) / SUAI. SPb., 2007,
pp. 64-79. (In Russian)
21. V.V.
Karasev, E.D. Solojentsev. Bureau of Credit Risk Estimation and Analysis
/ Proceedings of the Seventh International Scientific School MA SR -
2007 (Saint-Petersburg, Russia, September 4 – 8, 2007) / SUAI. SPb.,
2007, pp. 286-294.
JOB EXPERIENCE:
Period of working:
May 1996
- April 1999
Name
of the company: Institute
of Problems of Mechanical Engineering of RAS
Position:
Post-graduate
Duties:
Research, calculation experiments, simulation, software developments
Period of working:
June
1999 - November 2000
Name
of the company: Institute
of Problems of Mechanical Engineering of RAS
Position:
Junior
staff scientist
Duties:
Data analysis and software development. Research in structural and
parametrical
identification of probabilistic risk models.
Period of working:
November
2000 – December 2002
Name
of the company: Institute
of Problems of Mechanical Engineering of RAS
Position:
Staff
scientist
Duties:
Data analysis, software development.
Research in technical analysis
and portfolio
theory. Work in Orgcomittee of MASR.
Period of working:
January
2003 - present
Name
of the company: Institute
of Problems of Mechanical Engineering of RAS
Position:
Senior staff scientist
Duties:
Research work. Data analysis and software development. Combinatorial
analysis, Data Mining,
classification methods, risk model construction.
Work in Orgcomittee of
MASR.
REAL
EXPERIENCE:
IBM PC,
MS-DOS –
10 years,
WINDOWS
95/98 – 9 years,
WINDOWS
XP – 7 years,
Microsoft Word, Microsoft Excel, Microsoft PowerPoint, VBA, OOP/OOD,
C++, Pascal, Java, Origin 6.0/8.0, HTML-programming, Javascripts, Jasc
Paint Shop Pro v7.02.
PROJECTS:
1.
The system of logical and
probabilistic simulation and analysis of fraud in business.
November, 1995 – January, 1996. MS DOS, Borland C++ 4.0,
Logical and Probabilistic models, Monte-Carlo Simulation, Algorithms,
Programming. The system performs
calculation of risk of fraud according to fraud symptoms in balance
sheets using logical and probabilistic methods and Monte-Carlo
simulation. Development and research of logical and probabilistic models
of risk of fraud for manager, employee, and shady transaction with
investments. Development of interface and software.
2.
The system
of logical and probabilistic evaluation and analysis of credit risks in
banks (Credit Scoring System).
March, 1998 – May, 1998. MS DOS, Borland C++ 4.0, Logical and
Probabilistic models, Algorithms, Programming.
The project was made by request Commercial Bank “Petrovsky”.
Software for bank staff training. Methodology, algorithms and
programming. Development of the mathematical methods of probabilistic
models identification and risk calculation. Interface and software.
3.
Development of
the web-site for travelling agency "INTERLINK".
December, 2000 – February, 2001.
HTML-programming and design. Artwork. Image Processing. Photomontage.
4.
Translation into Russian the book of Japanese scientists Susumu Sato and
Hiromitsu Kumamoto “Re-engineering the Environment”. November, 2001 –
December, 2001.
Scanning, artwork, translation of chapters.
5.
Foundation
and organization of Bureau of Credit Risk Estimation and Analysis.
September-October 2006. Organizational work. Development of
Web-site and HTML-Programming. Development of data transfer technology
and algorithm of interaction. Marketing and advertising actions.
Projects of Agreements.
PERSONAL:
Date of Birthday:
January 1, 1973
Marital Status:
single
Children:
no
Citizenship:
Permanent resident of Russia
FOREIGN
LANGUAGES:
ENGLISH,
reading: good, writing: good, speaking: good.
ADDRESS:
RUSSIA,
St-Petersburg, Grazhdansky avenue, 121/100 - 4, 195299.
Phone:
7(812)
530-00-35; 7(812) 321-47-85;
Fax.:
7(812)
531-49-20;
E-mail:
kvv@cards.lanck.net,
karassev@sapr.ipme.ru .
http://www.ipme.ru/ipme/labs/iisad/staff/karv1.htm
HOBBY:
Water-colours
Painting, Fine Arts, Photography, Hunting with a camera, Tourism
(hiking), History, Athletics.
