The laboratory was created to solve interdisciplinary problems in the field of applied mathematics that lie at the intersection of mathematics, data science, physics, economics, finance and sociology.
The laboratory is engaged in the following activities:
- Conducting fundamental and applied research on mathematical modeling of complex systems, the study of synchronization phenomena, sudden changes in modes, quasi-regularities, self- organization, evaluation of the effectiveness of algorithms for predicting rare events and managing complex systems. Studies use the apparatus of differential equations, probability theory, statistics, simulation, pattern recognition, machine learning.
- Implementation of applied research and development works commissioned by commercial companies and government agencies.
- Attracting external researchers to perform work on the subject of the Laboratory.
- Establishing and expanding scientific relationships with leading research centers involved in mathematical modeling of complex systems.
- Involvement in research work of students who have achieved their first academic success, and leading them to help them publish articles in "big" journals.
- Providing support to students at the next step of their academic career, contributing to their admission to the magistracy / graduate school of the best universities in the world.
- The use of the results of the research activities of the Laboratory in the educational process of the HSE.
- Conduct educational activities aimed at introducing the activities of the Laboratory and the educational components of the Faculty of Computer Science in society, including among schoolchildren, and the dissemination of scientific knowledge among a wide audience.
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