Vladimir Spokoiny - Curriculum Vitae

Personal

Date and place of birth:: November 7, 1959, Moscow, USSR
Citizenship:: German
Home address:: Jägerstraße 15, 12621 Berlin, Germany
Work address:: Weierstrass Institute for Applied Analysis and Stochastics
Mohrenstr. 39, 10117 Berlin, Germany
e-mail:: spokoiny (at) wias-berlin.de
Marital status:: Married, six children.

1976-1981: student of the Moscow Institute of Railway Engineering, Department of Technical Cybernetics. Moscow, Russia.
1984-1987: doctorate at the Lomonosov Moscow State University, Department of Mechanics and Mathematics, Moscow, Russia.

1981: M.Sc. Degree in applied mathematics, at the Moscow Institute of Railway Engineering, Department of Technical Cybernetics, Moscow, Russia.
1988: Ph.D. (mathematics) "Asymptotically optimal sequential experimental design", supervisors M.B. Maljutov and A.N. Shiryaev, at the Lomonosov Moscow State University, Department of Mechanics and Mathematics. Moscow, Russia.
1996: Habilitation "Statistical Experiments and Decisions: Asymptotic Theory", Humboldt University, Faculty of Natural Sciences, Unter den Linden 6, 10099 Berlin, Germany.

10.1981-9.1984: Researcher. All-Union Institute of Railway Transport, Moscow, Russia.
10.1988-4.1990: Senior researcher. All-Union Institute of Railway Transport, Moscow, Russia.
5.1990-//: Senior researcher. Institute for Information Transmission Problems, Russian Academy of Sciences. Bolshoj Karetnyj 19, Moscow, Russia.
10.1993-3.1997: Senior researcher. Institute for Applied Analysis and Statistics. Mohrenstr. 39. 10117 Berlin, Germany.
4.1997-9.1998: Associate Professor. Humboldt University, Unter den Linden 6, 10099, Berlin, Germany.
10.98-03.99: Senior researcher. Institute for Applied Analysis and Statistics, Mohrenstr. 39, 10117 Berlin, Germany.
04.99-03.00: Professor (Lehrstuhlvertretung), University of Würzburg, Sanderring 2, 97070 Würzburg, Germany.
04.00-//: Head of Research Group, Weierstrass Institute, Mohrenstr. 39, 10117 Berlin, Germany.
01.2002-//: Professor at the Humboldt University, Berlin.

10.1984-9.1987: Assistant Professor in the Lomonosov Moscow State University.
4.1997-9.1998: Visiting Professor, Humboldt University, Berlin
4.1999-3.2000: Professor, University of Würzburg, Germany
4.2000-//: Professor, Humboldt University, Germany

10.1991-06.1992: post doctoral at the Université Paris Sud, Orsay, France.
February 2000: visiting professor at the Institut de Statistique, Université Catholique de Louvain, Belgium
June 2002: visiting professor at the Université de Bretagne Sud, Vannes, France
February 2005: visiting professor at the University of Singapore
June 2005: visiting professor at the Université Aix-Marseille, France
September 2006: visiting professor at the Université Aix-Marseille, France

Oliver Reiss, "Mathematical Methods for the efficient Assessment of Market and Credit Risk", 2003
Danilo Mercurio, "Adaptive Estimation for Financial Time Series", 2004.
Ying Chen, "Adaptive Risk Management: Volatility Estimation and Hyperbolic, 2006 Distribution"
Elmar Diederichs, "Non-Gaussian Component Analysis with Applications to Biomolecular Confirmations", 2009.
Mstislav Elagin, "Robustness and sensitivity in time series forecasting", 2010

Associate Editor of The Annals of Statistics, 2004-.
Associate Editor of Statistics and Decisions, 2002-.
Associate Editor of J. of Statistical Planning and Inference, 2002-2004.
Referee for
- Annals of Statistics,
- Bernoulli,
- Econometrica,
- J. of American Stat. Ass.,
- J. of Multivariate Analysis,
- J. of Statistical Planning and Inference,
- Probab. Theory Related Fields,
- Scandinavian J. of Statistics,
- Statistica Sinica,
- Stochastic Processes and their Applications, etc.
Grant Proposals Reviewed for:
Organizer and Member of Programm Committee of various conferences and workshops.
Chair for various sessions of conferences and workshops.