Center of Market Efficiency and Applied Finance Research

Objectives of the Center

Conducting academic research at an international level
Conducting applied research in key areas of the Center’s work
Implementation of consulting projects and educational programs (development of disciplines Deep Learning and Models with optimizations, Modern Econometric Models in Finance, etc.), including in the field of additional professional education
Development of GSOM’s academic potential in the field of finance: attracting graduate students and young scientists, defending Ph.D. theses by graduate students involved in the Center’s projects

Activities

1
Market efficiency

Cross-border payments under sanctions
Development of payment mechanisms
Application of artificial intelligence to assess market efficiency and AML/CFT

2
Digitalization of finance

Structuring derivatives and digital financial assets (DFAs)
New products and services B2B, B2C based on DFA
Use of smart contracts, digital currency

3
Green finance

ESG transformation of financial and non-financial organizations
Development of new financial instruments that respond to the challenges of climate change and the ESG agenda
Quantitative analysis of ESG risks and their hedging through derivatives

Team

Elena Moiseevna Rogova

Professor, Deputy Head, Department of Finance and Accounting

Vitaly Leonidovich Okulov

Senior Lecturer, Department of Finance and Accounting

Darko B. Vukovic

Chief expert, Research Center for Market Efficiency and Applied Finance, Professor, Department of Finance and Accounting

Contacts

Elena Moiseevna Rogova

Professor, Deputy Head, Department of Finance and Accounting

e.rogova@gsom.spbu.ru

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