Konstantin Zuev

California Institute of Technology

Konstantin Zuev is a Special Lecturer in Computing and Mathematical Sciences at the California Institute of Technology. He obtained his PhD in Mathematics (2008) from Moscow State University and PhD in Civil Engineering (2009) from the Hong Kong University of Science and Technology. Before joining Caltech in 2015, he was an NTT Assistant Professor of Mathematics at the University of Southern California (2011-2013) and a Research Associate at the Northeastern University (2014-2015). His research spans topics in the interdisciplinary areas of network science, computational statistics, and reliability engineering. In particular, he is interested in critical infrastructure networks, Markov chain Monte Carlo algorithms, and rare event estimation. He is also currently an Honorary Supervisor at the Institute of Risk and Uncertainty, University of Liverpool, UK; a Guest Editor for the ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems; and a chair of the Committee on Probability and Statistics in the Physical Sciences, one of the standing committees of the Bernoulli Society for Mathematical Statistics and Probability. Webpage: http://www.its.caltech.edu/~zuev/

Articles by Konstantin Zuev

Original research

Causality networks of financial assets

Through financial network analysis, this paper ascertains the existence of important causal behavior between certain financial assets, as inferred from eight different causality methods.

04 Jul 2017

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