Alexander Chernyak

Authors of publications

Curriculum Vitae

1. Name : Chernyak Oleksandr Ivanovych

2. Data of Birth: September 16, 1958, Zaporozhye Region, Ukraine

3. Business Address:

Economic Cybernetics Department, Faculty of Economics,

Kyiv National Taras Schevchenko University, Vasilkivska str. 90a,

Kyiv, 03022, Ukraine.

Phone (Fax): (044) 2597043

E-mail: chernyak@univ.kiev.ua

4. Education : Graduated from the Faculty of Cybernetics Kyiv Taras Shevchenko University in 1980, post – graduate course of the Kyiv University, Applied Statistics Department from 1980- 1983. Received Candidate Degree in Statistics from Kyiv University in 1985. Received Doctor Degree in Economics from Kyiv University in 2005.

Retraining (mobility visits) :

University of Amsterdam (Netherland) , Faculty of Economics and Econometrics, Department of Economic Statistics. Chief - Prof. Dr. Jan De Gooijer (1994).
Katholieke Universiteit Leuven (Belgium), Department Wiskunde.Chief- Prof. Dr. J.L. Teugels (1994).
Ludwig-Maximilians University of Munich (Germany), Seminar of Econometrics and Statistics.Chief - Prof.Dr.H.Schneeweiss (1996).
University of Helsinki (Finland), Department of Mathematics.Chief - Prof.Dr.Esko Valkeila (1998).
University of Umeå (Sweden), Department of Mathematical Statistics. Chief - Prof.Dr. Gunnar Kulldorff (1999).
University of Sunderland (Great Britain), School of Computing and Technology. Chief - Prof. Dr. A.Moscardini (2001).
University of Macedonia (Thessaloniki, Greece). Chief- Prof. Dr.A.Katos ( 2002).
Aristotle University(Thessaloniki, Greece). Chiefs- Prof. Dr.C.Batzios (2004).

5. Professional Career: Scientific researcher of the Probability-Statistical Methods Laboratory Kyiv University -1983-1986. Assistant Professor of Applied Statistics Department, Kyiv University 1986 -1990. Associate professor of Applied Statistics Department and Economic Cybernetics Department - 1990-1996. Head of Economic Cybernetic Department Kyiv Taras Shevchenko University from 1996. Professor from 2005.

6. Fields of Activity: Scientific and teaching activity. Scientific interests are primary in the field of the Statistics, Econometrics, Sampling Technique, Actuarial Mathematics. Reading lectures - general courses «Probability Theory and Mathematical Statistics», «Operation research» and special courses «Sampling Technique», «Actuarial Mathematics» for the students of the Faculty of Economics. Author of 136 papers: 95 articles, 15 textbooks and 26 manuals. 95 наукових статей,13 підручників та навчальних посібників та 2 монографій, 26 навчально-методичних робіт.

7. Practical Experience:

Project “Forecasting of Balance of Payments of Ukraine” with National Bank of Ukraine.
Project “Methods of forecasting profits and loses of enterprises of Ukraine” with Ministry of Economics of Ukraine.
Local Co-ordinator 2 Tempus Tasis Joint European Projects:

T JEP 10353-97- Statistical Aspects of Economics

CD-JEP 21135-2000 – A New Economic Speciality for the Classical Universities of Ukraine.

Member of IASS (International Association of Survey Statisticians).
Local Co-ordinator in Ukraine of ENBIS (European Network for Business and Industrial Statistics).

8. Selection Publications and Patents :

1. Anisimov V.V., Chernyak O.I. Mathematical Statistics. - Kyiv, 1995. - 105 p. (in Ukrainian).

2. Chernyak O.I., Stavytskyy A.V. Dynamic Econometrics. – Kyiv, 2000. - 120 p. .(in Ukrainian).

3. Chernyak O. I., Obushna O.M., Stavytskyy A. V. Collection of Tasks in Theory of Probabilities and Mathematical Statistics. – Kyiv, 2000. – 199 p. (in Ukrainian).

4. Chernyak O.I. Survey Sampling . - Kyiv, 2001. – 248 p. (in Ukrainian).

5. Chernyak O.I., Stavytskyy A.V., Rudenskyy R.A., Ivanov V.V. "Time Series" in "Applied Economics for masters", Vol. 2. – Donezk: 2004, P. 141-272.

6. Heets V.M., Klebanova T.S., Chernyak O.I., Ivanov V.V., Dubrovina N.A., Stavytskyy A.V. Models and Methods of Social and Economic Forecasting. – Kharkiv: 2005, P. 396.

7. Chernyak O.I., Fedorenko I.K., Chornous G.O., Karagodova O.O., Gorbunov О.V. Operation research in Economics. - Kyiv, 2006. (in Ukrainian).

8. Chernyak O.I., Stavytskyy A.V., Chornous G.O. Economic Data Processing Systems. - Kyiv, 2006. (in Ukrainian).

9. Anisimov V.V.,Chernyak O.I. Limit theorems for certain rare functionals on Markov chains and Semi-Markov processes.//Theor.Probability and Math.Statist.-1983, N26.-p.1-6.

10. Anisimov V.V.,Chernyak O.I. Asymptotic behavoir of nonhomogeneous flows of rare events.// Izvestiya Akad.Nauk USSR.Technical Cybernetics - 1983, N6.-p.73-80(in Russian).

11. Chernyak O.I. Limit theorems for summation schemes on a stationary sequence in the schemes of series.// Ukrainian Math. Journal -1985,v.37,N4.-p.531-535(in Russian).

12. Chernyak O.I. The convergence of processes of step sums on processes with mixing.// Ukrain. Math. Journal . - 1990,v.42, N5.- p.634-637.

13. Chernyak O.I., Sztrik J. Asymptotic behavior of a complex renewable standby system with fast repair. // Problems of Control and Information Theory.- 1991,v.20(1).-p.37-44.Budapest,Hungary.

14. Chernyak O.I., Sztrik J. Limit theorems for dependent summation schemes.// Random Operators and Stochastic Equations.-1993,v.1, N 1. - p.29-36.VSP,Utrecht, The Netherlands.

15. Chernyak O.I. Optimal Allocation in Stratified Random Sampling with a Nonlinear cost function. // Visnyk of Kyiv University, Economics, - 1996, N 37. - P. 128 – 133. (in Ukrainian).

16. Chernyak O.I., Himich T.V. Investigation the dependence of some indexes of the balance of payment of Ukraine. // Visnyk of National Bank of Ukraine - 1996, N 6. - P. 50 – 52. (in Ukrainian).

17. Chernyak O.I. Optimal Allocation in Two-Stage Stratified sampling with a Nonlinear cost function. – Abstracts The Second Scandinavian – Ukrainian Conference in Mathematical Statistics.

18. Chernyak O.I., Peshko A.V. The Definition of Optimum Portfolio of Securities and Methods for Taking into Account of Retrospective Data. // Banking, - 1997, N4. – P.58-62.(in Ukrainian).

19. Chernyak O.I., Stavytskyy A. The Definition of the Most Efficient Current Rate of Exchange for Foreign Trade Activities. // Banking, - 1997,N6. – P. 51-54. (in Ukrainian).

20. Chernyak O.I., Kornienko Y.S. The Modification of the macroeconometrics model Morishima-Saito applied to the Ukrainian economy. // Visnyk of National Bank of Ukraine, - 1998, N5. – P. 6 – 9. (in Ukrainian).

21. Chernyak O.I.,Ivanik N.M.,Stavytskyy A. Methodology of Calculation of Balance of Payments Forecast.//Herald of the National Bank of Ukraine.Digest.- 1998,N6.-p.42-46.

22. Chernyak O., Zapechelnyuk A. Investments from the Position of the Theory of Evolutionary Process.// Banking.-1998, N6.-p.42-44.(in Ukrainian).

23. Chernyak O.I.,Stavytskyy A. Optimal Allocation in Stratified Sampling with Convex Cost Function.// Visnyk of Kyiv University,Economics.-1998, N39.- p.42-46.(in Ukrainian).

24. Chernyak O.I. Optimal Allocation in Two-Stage Stratified Sampling with a Nonlinear Cost Function.// Visnyk of Kyiv University, Economics.- 1998, N39.- p.63-67.(in Ukrainian).

25. Chernyak O.I. Allocation Problem in Two-stage Stratified Sampling with a Nonlinear Cost Function.// Theory of Stochastic Processes.-1997,vol. 3(19),N 3.- p.147-153.

26. Chernyak O.I. On training the experts of economic cybernetics at Kyiv Taras Shevchenko University.// Theory of Stochastic Processes.-1999,vol. 5(21),N 1-2.- p.1-5.

27. Chernyak O.I. Optimal Conducting Socio-Economic Survey Sampling with Double Sampling . // Visnyk of Kyiv University, Economics.- 1999, N40.- p.68-70.(in Ukrainian).

28. Chernyak O.I., Chornous G.O. Optimal allocation in stratified sampling with a nonlinear cost function. // Theory of Stochastic Processes. – 2000, V. 6(22), N 3-4. - p. 6-17.

29. Chernyak O.I., Ivanik N.M., Stavytskyy A. The Analysis of Economic Situation in Ukraine by Means of Indices. // Banking.-2000, N1.-p.8-13.(in Ukrainian).

30. Chernyak O.I., Voronova L.V., Stavytskyy A.V. New Possibilities of Exponential Smoothing. // Banking. – 2000, №3. - p. 27-32. .(in Ukrainian).

31. Chernyak O.I., Voronova L.V., Stavytskyy A.V. Methods of forecasting of export and import. // Economics and Forecasting. – 2001, №2. – p. 69-109. .(in Ukrainian).

32. Chernyak O.I., Kornienko Y.S. Forecasting of the Foreign Trade Balance of Ukraine: a Combined Approach Using the VAR-Models.// Visnyk of National Bank of Ukraine - 2001, N11. - p. 17 – 20. (in Ukrainian).

33. Chernyak O.I., Kudinenko M. Analysis and forecast of Ukraine’s GDP dynamics with help of SSA method.// Economics and Forecasting. – 2001, №4. – p. 134-147 .(in Ukrainian).

34. Chernyak O. I. The sampling strategy for banking survey in Ukraine.// Theory of Stochastic Processes. – 2001. – Vol. 7 (23), №1-2. – p. 45-52.

35. Chernyak O. I., Stavytskyy A. V. A Statistical Forecasting of the Balance of Payments of Ukraine .// Theory of Stochastic Processes. – 2001, Vol. 7 (23), №1-2. – p. 53-73.

36. Chernyak O.I., Stavytskyy A.V. Methodic of defining external economic security of Ukraine. // Economic security, reconnaissance, counter-espionage. – 2002, №1. – p. 3-7. .(in Ukrainian).

37. Chernyak O.I. Application of the optimal allocation theory for marketing researches. // Bulletin of Donetsk University. Series C. Economics and Law.- 2003, N 1. – p.55-58. .(in Ukrainian).

38. Vasechko O.O., Chernyak O.I.,Zhuykova E.M.,Nebukin V.O. Application of Sample Survey Technique for Estimation of Small Enterprises Output and Sales Volume. // Statistics of Ukraine/ -2003, N3. – p.4-9. (in Ukrainian).

39. Chernyak O.I., Krehivsky O.V. and others. Display of Enterprise Insolvency Evidence and its Possible Bankruptcy. // Statistics of Ukraine. -2003, N4. – p.87-94. (in Ukrainian).

40. Chernyak O.I. O Optimum sampling fraction among the nonrespondents. // Theoretical and Applied Questions of Economics. – 2004, N 4.- p.120-128. (in Ukrainian).

41. Chernyak O.I., Bazhenova O.V. Application of cointegration and vector error correction model to analysis, modeling and forecasting the social security of Ukraine. // Economic Cybernetics. – 2004, N1-2.- p.21-26. (in Ukrainian).