Lyudmila Grigoryeva

Associate Professor of Quantitative Methods for Economics, Faculty of Mathematics and Statistics, University of St. Gallen

Professional profile

Prof. Lyudmila Grigoryeva is an Associate Professor of Quantitative Methods for Economics at the Faculty of Mathematics and Statistics, University of St. Gallen, Switzerland. She obtained her PhD in Computational Mathematics at Taras Shevchenko National University of Kyiv and has held academic positions in Ukraine, France, the Czech Republic, Germany, and the United Kingdom. Prior to joining the University of St. Gallen, she was an Associate Professor in the Department of Statistics at the University of Warwick, where she also served as Course Director for Data Science.

Her research focuses on the theoretical foundations of machine learning for dynamic processes - particularly reservoir computing systems - and the modelling, classification, and forecasting of time series using both parametric and non-parametric machine learning models. She is particularly interested in assessing the accuracy of proposed approaches in specific applications, ranging from the natural sciences to the social sciences.

Her work spans disciplines from information technology and data science to economic sciences and finance. She has published in leading journals in machine learning and computational science and has received several awards and research grants, including funding from the Swiss National Science Foundation and the Schlumberger Foundation. She has also held visiting appointments at institutions such as EPFL and Nanyang Technological University.