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Анатолия Наумова

(Anatoly Naumov Home Page)


( Ph.D. in Engineering System Control, Docent )


E-mail  address:   a_a_naumov@mail.ru








Department:  Economical informatics







Novosibirsk State Technical University (NSTU), Department of Applied Mathematics, Qualification Engineer-Mathematician , Honour Diploma.

Scietific degree:

Ph.D. in Engineering System Control, the theme of the dissertation "Unbiased Design of Experiments " , scientific chief -  V.I. Denisov.


Scientific rank:




Graduated Novosibirsk State Technical University (Novosibirsk Institute of Electrical Engineering ) in 1973 according to speciality "Applied Mathematics" with Honour Diploma.
From 1973 till 1976  a Assistant Professor at the Department of Applied Mathematics of NSTU.
From 1976 till 1979  post-graduated course; in 1980  received Ph.D. degree in Engineering System Control . The Theme of  the Dissertation is "Unbiased Design of Experiments".
From 1983  a Docent of the Department of Applied Mathematics of NSTU.
From 1993 a Docent of the Department of Applied Mathematics Novosibirsk State Academy of Building and Siberian Humanitarian University.
Since 1995  a Docent of the Department of Economical Informatics of NSTU.


Taught disciplines:

1) Courses:

- Theory of Probability and Mathematical

   Statistics; (AM;Soft&Econ)
- Mathematical Programming and Operation

- Software of CAD/CAM; (AM;Soft&Econ;Com)

- Design of Experiments and

  Identification; (AM;Eng;PG;Com;MT)
- Mathematical Modelling; (AM;Com)
- Mathematical Logic and Formal Grammars and Languages;

- Linear Algebra;(AM)
- Theory of Graphs and Combinatorics; (AM;MT;LPS-PC)
- Applied Models in Economics;(Soft&Econ;Com;MT)
- Econometrics; (Soft&Econ;Mag;Com;MT)
- Numerical Methods; (M;Eng;Soft&Econ;Com)
- Economical Modeling; (Soft&Econ;Econ;Com;MT)
- Economical Statistics; (Econ;OVP)
- PC's Languages: Pascal,C,Algol. (AM;Eng;Com;MT)

2)The majors of the students:
AM- applied mathematicians;
Eng- engineers;
Soft&Econ- software&economists;
Mag- Magistrants;
PG- Postgraduate (Aspirants).

3)The technologies in teaching:
Com- Computers;
OVP- Overhead Projector;
MT- Methodical Textbooks;
LPS-PC- Learning Program System for PC.


Sphere of scientific interests:

1. Design of Experiments and Applied Statistics.
2. OR and Methods of Optimization.
3. Models of complex Processes and Systems.
4. Econometrical and Financial Models.
5. Real-time Systems and Identification.
6. Numerical Methods.
7. Models of optimal portfolio.
8. Monitoring and Diagnostic problems.
9. CTC *-Method for Classification; Learning of Diagnostic Systems; Quickly Methods of Change- Point Detection.

Almost 350 scientific papers . Member of IASC. Scientific interests:
1. New approach and technologies to the problems of experiment design.
2. Robust schemes in active identification and data processing.
3. Active identification of real-time systems and effective data processing (Direct Product Method ,recurrent Schemes of Estimation with aid of direct Product Method , Control Problems and Active Identification etc.).
4. Optimal and effective observations .
5. Nonparametric Models and Effective Experiments.
6. Evolution and Adaptive Control Problems.
7. Immersion Method of Active Identification.
8. Statistical models of econometrics and financial problems.
9. Methods for Classification and Diagnostic.

Scientific and practical experiences.
Optimal Control of Portfolio; New approach to Markowitz-Kelly's Problems; Software and Program for PC; Dynamic Optimal Investment Strategies; Dynamic Portfolio of Investments; Variation Prices Models; Optimal Stock Portfolio; Estimation of Risk Investments; Risk and Income of Financial Operation.
 23 articles.

The Problems of Monitoring; Diagnostics; Change-Point Detection; Method of Fixed Coordinate Systems; Real-Time Diagnostics; CTC*-Method for Classification and Diagnostics; Learning of Diagnostics Systems; Quick Methods of Change-Point Detection; Adaptive Diagnostics Systems.
Monitoring and Diagnostics for Medical Data in Institute for Medical Statistics and Epidemiology (the team of Prof. L.Fahrmeir, Dr. M.Daumer),.



Scientific works:

1. Naumov A.A. To optimal descriptive design of experiments.// Deponir. VINITI, N 241-79,1979, 17 pp. (in Russian).
2. Korobkin A.D., Naumov A.A. K-simplex method for solution of linear programming problems. //Application of computers for optimal planning and design, Novosibirsk, NSTU, 1974. (in Russian).
3. Korobkin A.D., Naumov A.A. Active restrictions methods for optimization of large systems. //In: Optimization of technical systems, Novosibirsk, 1976. (in Russian).
4. Naumov A.A. Software of optimal design of experiments //NIR N 76072132,1979, 285 pp.(in Russian).
5. Denisov V.I., Naumov A.A. Optimal unbiased design of experiments. //Deponir. VINITI, N 2977-78, 1978, 18 pp. (in Russian).
6.Naumov A.A., Shibaev E.O., Dynamical models of optimal portfolio, Siberian financial School,1998,No. 3-4,41-46 (in Russian).
7.Naumov A.A., Shibaev E.O., Dynamical models of optimal portfolio, 3rd Siberian Congress of applied and indastrial mathematics, Novosibirsk, 1998,140 (in Russian).
8.Naumov A.A., Shibaev E.O., Naumov V.B., The Method of variation prices in wholesale trades, Herald of Khakassiya University, Mathematics and informatics, 1997, 100-102 (in Russian).
9.Naumov A.A., Shibaev E.O., The Development of the optimal portfolio problem, Herald of Khakassiya University, Mathematics and informatics, 1997, 102-106 (in Russian).
10.Naumov A.A., Naumova A.A., Oleinik A.A., New approach to optimal portfolio problems, IV International Conference , Novosibirsk, 1998,Vol. 16, 25-31.
11.Naumov A.A., Shibaev E.O., The Models of optimal portfolio, IV International Conference , Novosibirsk, 1998, Vol. 16, 32-37.
12. Naumov A.A., Ponomarenko N.V., The Control and Insurance of the Risks in the problem of optimal portfolio, IV International Conference , Novosibirsk, 1998, Vol. 16, 38-43.
13. Naumov A.A., To robust experimenting, 22nd European Meeting of Statistics , Vilnius, TEV, 1998, 349.
14.Naumov A., Daumer M., To detection of Change-Points, 1999,( in print).
15.Naumov A., Daumer M., The method of parametrization and learning for the problems of diagnostics ,1999.
16.Naumov A.A., Naumova A.A. Control of bond portfolio. In: Herald of Khakassiya University, Mathematics and informatics,1999, 140-145 (in Russian).
17.Naumov A., Fahrmeir L., Daumer M., Detection in the diagnostics problems ,In:Third International Symposium on Mathematical Modelling, (3rd MATHMOD),February 2-4, 2000,Vienna University of Technology,Vien.
18. Naumov A.A., Djurabaev K.T. Factor analysis of economical parameters. //In: Problems of effective business organization, Novosibirsk, NSTU, 2000, pp. 123-125. (in Russian).
19. Naumov A.A. Diagnostics of economical systems.// In: Problems of effective business organization, Novosibirsk, NSTU, 2000, pp. 239-241. (in Russian).
19. Naumov A.A. To signals sigmentation problem.//In: Information systems and technologies, Novosibirsk, NSTU, 2000, pp. 579-582. (in Russian).
20. Naumov A.A. Learning and detection on basis of moving window algorithm.// In: XIV COMPSTAT, 21-25 August, 2000, The Netherlands.
21. Naumov A.A. CTC*-method for diagnostics. // In: Royal Statistical Conference, RSS-2000, 11-15 September, 2000, Reading, UK.


Student's books:

1.Naumov A., Kravchenko A., Econometrics: Applied models and parameters estimation, Novosibirsk, NSTU, 1997.
2.Naumov A., Harvey C., Applied models of economics, Novosibirsk, NSTU, 1998.
3.Naumov A., Applied models of economics: Models of optimal portfolio, Novosibirsk, NSTU, 1999.
4.Naumov A., Economical modelling and forecasting, Novosibirsk, SGA, 1994.
5.Naumov A., Theory and practice of engineering experiments, Novosibirsk, NGAS, 1995.
6.Naumov A., Informatics, Novosibirsk, NSTU, 1991.
7.Kagan V., Naumov A., Theory of algorithms and formal languages, Novosibirsk, NSTU, 1983; 1987.
8.Mushat T., Naumov A., Theory of graphs and combinatorics, Novosibirsk, NSTU, 1986;1987.
9.Denisov V., Naumov A. Information network and systems, Novosibirsk, NSTU, 1999.


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