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Laboratory of Structural Methods of Data Analysis in Predictive Modeling
About the laboratory
The Laboratory of Structural Methods of Data Analysis in Predictive Modeling was organized at the Moscow Institute of Physics and Technology in 2011 to research multivariate statistical analysis and optimization in the presence of additional structures of various kinds, allowing an effective reduction of the dimensionality of the problem. The supervisor of the laboratory is Vladimir Spokoyniy. Four doctors of sciences and four candidates of sciences are among the staff working in the laboratory.
Field of research
The main areas of research of the laboratory are multidimensional data analysis, adaptive nonparametric smoothing and testing ofhypotheses methods, the problems of classification and clustering, the research of non-linear non-stationary time series, the problems of image processing in medicine and statistical methods in financial mathematics.
-Development of methods for predictive modeling and data mining for automatically recognizing and taking into account the specific structure of data.
-Solutions to the practical problems in the technical modeling of aircraft engineering, the problems of risk management, valuation of financial and energy derivatives, pharmacokinetics, etc.
-Development of commercially distributed software products intended for use in high-tech sectors of domestic industry.
Supervisor: Vladimir Spokoiniy
Address: MIPT, 9,Institutskiy per., Dolgoprudny,
Laboratory website: http://premolab.ru/