Research output per year
Research output per year
Personal profile
Further information
Additional Information
Current teaching:
Mathematical Economics, Mathematical Finance
Biography
Degrees:
- MSc in Mathematics, Moscow State University, 1971.
- PhD in Mathematics (Mathematical Economics), Economics and Mathematics Institute, Academy of Sciences of Russia, Moscow, 1974.
- Dr. Sci. in Mathematics (Probability and Statistics) from the University of Vilnius, Lithuania, 1988.
Employment:
- Economics and Mathematics Institute, Academy of Sciences of Russia, Moscow. Research Scientist, March 1974 - March 2001.
- Economics, School of Social Sciences, University of Manchester, from March 2001. Professor of Mathematical Economics, from April 2004.
Long-term visiting positions:
- Economics Department, University of Bonn. Research Professor, September 1991 - June 1993.
Research interests
Research interests:
Mathematical Economics, Mathematical Finance, Random dynamical systems, Stochastic optimization and games.
Current research projects:
Behavioural and Evolutionary Finance. Joint work with R. Amir, Economics Department, University of Iowa, T. Hens, Swiss Institute of Banking, University of Zurich, and K.R. Schenk-Hoppé, Economics Department, University of Manchester.
Von Neumann-Gale dynamical systems with applications in Economics and Finance. Joint work with K.R. Schenk-Hoppé, Economics Department, University of Manchester, and S.A. Pirogov, Institute for Information Transmission Problems, Russian Academy of Sciences.
Controlled random fields: theory and applications. Joint work with S.A. Pirogov, Institute for Information Transmission Problems, Russian Academy of Sciences.
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Research Beacons, Institutes and Platforms
- Digital Futures
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Evolutionary Finance: A model with endogenous asset payoffs
Evstigneev, I., Hens, T., Vanaei, M. J. & Zhitlukhin, M. V., 1 Aug 2023, In: Journal of Bioeconomics. 27 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Survival strategies in an evolutionary finance model with endogenous asset payoffs
Evstigneev, I., Tokaeva, A., Vanaei, M. J. & Zhitlukhin, M. V., 27 Nov 2023, (E-pub ahead of print) In: Annals of Operations Research. 21 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile11 Downloads (Pure) -
Unbeatable strategies
Amir, R., Evstigneev, I. & Potapova, V., 22 Sept 2023, (E-pub ahead of print) In: Economic Theory. 30 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile15 Downloads (Pure) -
A multidimensional Fatou lemma for conditional expectations
Babaei Khezerloo, E., Evstigneev, I. & Schenk-Hoppe, K., 29 Mar 2021, In: Positivity.Research output: Contribution to journal › Article › peer-review
Open AccessFile89 Downloads (Pure) -
Evolution in Pecunia
Amir, R., Evstigneev, I., Hens, T., Potapova, V. & Schenk-Hoppé, K. R., 5 Feb 2021, (Accepted/In press) In: Proceedings of the National Academy of Sciences.Research output: Contribution to journal › Article › peer-review
Impacts
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Mathematical Behavioural Finance
Igor Evstigneev (Participant), Thorsten Hens (Participant), Klaus Rainer Schenk-Hoppé (Participant) & Rabah Amir (Participant)
Impact: Economic impacts, Societal impacts