Dean Fantazzini at HSE Perm

On September 19-22, Dean Fantazzini, Associate Professor, Deputy Head of Moscow School of Economics, Moscow State University’s Chair of Econometrics and Mathematical Methods in Economics, visited HSE Perm. This visit was organized by Agata Lozinskaia, Associate Professor of the School of Economics and Finance, and was aimed at developing research cooperation and enriching educational programmes.

The schedule of the visit was very tight: Dean gave lectures to students from the Master’s programme in Finance and the Bachelor’s programme in Economics, presented his paper at the 6^th International Conference on Applied Research in Economics (iCare6) and conducted a number of research consultations for the HSE Perm faculty.

Dean Fantazzini is a world renowned researcher in cryptocurrencies. He has developed an unique course on Bitcoin Econometriсs, topics from which were presented to the students at the lectures. Dean spoke about the nature of cryptocurrencies and bitcoin, about basic approaches to estimating the fundamental value of bitcoin and about useful sources of information for cryptocurrencies. He also mentioned the basic types of time series models which can be used to predict the dynamics of cryptocurrency rates, the basics of credit risk in cryptocurrency trading and ways to identify economic bubbles.

A series of master classes from Dean Fantazzini sparked lively discussion among the students who were interested in investment strategies and ways of converting dollars into cryptocurrency. Dean also acted as moderator for the ‘Cryptocurrencies’ session  at the 6^th International Conference on Applied Research in Economics (iCare6) and presented a paper written together withStephan Zimin. His research raises an important question, what is the market and credit risk for cryptocurrencies and how are they related to each other?

A number of research consultations with the HSE Perm faculty identified areas for further cooperation. In 2019 a master class from Dean is scheduled for the HSE Perm faculty and research fellows.