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Yarkova Olga N.

Position

Acting head of department
Associate professor

Academic degree

PhD of Economic Sciences (2010)

Academic title

Associate professor (2013)

Faculty

Faculty of Civil Engineering

Department

Department of Information Systems and Technologies

Address

Office 203-C, 4, 2nd Krasnoarmeiskaya Str., St Petersburg, 190005

Phone +7 (812) 575-05-49
E-mail pmi@spbgasu.ru

Basic information

Education

SpecialtySoftware for computer technology and automated systems QualificationEngineer (Orenburg State University, 2000)

Professional development

  • Using the resources of the electronic information and educational environment of the Orenburg State University in the implementation of educational programs of the Federal State Educational Standard of Higher Education (Orenburg State University, 2017)
  • Information security in computer systems (Orenburg State University, 2017)
  • Formation of pedagogical competencies of university teachers. Accompanying the learning process for people with disabilities and people with health disorders (Orenburg State University, 2019)
  • Game theory (Egor Gaidar charitable foundation for support of science, education, culture and enlightenment, 2019)
  • Using the resources of the electronic information and educational environment of the Orenburg State University in educational and scientific activities in the field of economics (Orenburg State University, 2019)
  • Analysis and interpretation of big data (St Petersburg State University, 2020)
  • Management aspects of the activities of the heads of structural divisions of the university in the framework of the strategic development program "Priority-2030" (Orenburg State University, 2021)
  • Prevention of the spread of radical and other destructive ideologies in educational organizations (Orenburg State University, 2021)
  • Fundamentals of information security of automated systems (Orenburg State University, 2021)
  • Implementation of the educational policy of the university, taking into account new accreditation indicators (Orenburg State University, 2022)
  • Econometrics of cause-and-effect relationships (Egor Gaidar charitable foundation for support of science, education, culture and enlightenment, 2022)

Retraining

  • Methods of applied mathematics (Orenburg State University, 2019)

Teaching

  • Information technologies
  • Supercomputers and parallel data processing
  • Probabilistic and simulation modeling
  • ERP systems

Professional interests

  • Programming languages and technologies
  • Parallel and distributed programming
  • Computational mathematics, operations research
  • Math modeling
  • Random processes
  • Simulation
  • Mathematical theory of risk
  • Cryptographic methods of information protection

Research interests

  • Methods and models of decision support in economics
  • Mathematical modeling of financial risks of financial organizations
  • Simulation modeling of socio-economic processes and systems

Scientific conferences

Olga Yarkova has participated in more than 30 scientific conferences.

Publications

Olga Yarkova is the author and co-author of more than 70 published scientific and educational works.

The most significant publications

Textbooks

  1. Methods for making optimal decisions: textbook. Part 1 / R. M. Bezborodnikova, S. T. Denisova, T. A. Zelenina, A. V. Ramenskaya, A. G. Renner, O. N. Yarkova; ed.by  A. G. Renner. - Orenburg: OGU, 2016. - 245 p. – ISBN 978-5-4417-0635-3.
  2. Mathematical methods and models of operations research: textbook / O. N. Yarkova [et al.]; ed. by A. G. Renner. - Orenburg: OGU, 2021. - 296 p. – ISBN 978-5-7410-2669-4. - State registration No. 322103943.
  3. Yarkova, O. N. Methods of data mining. Decision trees: textbook / O. N. Yarkova, A. V. Ramenskaya, O. S. Chudinova. - Orenburg: OGU, 2022. - 196 p. – ISBN 978-5-7410-2742-4. - State registration No. 0322201958.

Monographs

  1. Buresh, O. V. Mathematical risk management in insurance / O. V. Buresh, A. G. Renner, O. N. Yarkova. - Moscow: Your printing partner, 2012. - 189 p. – ISBN 978-5-4253-0353-0.
  2. Yarkova, O. N., Renner A. G., Buresh A. I. Modeling the investment portfolio of an insurance company in statics and dynamics; ed. by A. G. Renner. - Samara: Publishing House of SamNTs RAS, 2014. - 207 p. – ISBN 978-5-93424-705-9.

Articles

Scopus

  1. Renner A. G., Yarkova O. N. Modeling the Ruin Probability of a Non-state Pension Fund Taking into Account Risky Investments // Smart Innovation, Systems and Technologies. 2020. Vol. 138. Р. 528–539. DOI: 10.1007/978-3-030-15577-3_50 
  2. Chudinova O. S., Renner A. G., Yarkova O. N. Mathematical Modeling of Population Mobility by Income // 2020 International Multi-Conference on Industrial Engineering and Modern Technologies (FarEastCon), Vladivostok, Russia, 2020. P. 1–7. DOI: 10.1109/FarEastCon50210.2020.9271507

In refereed journals

  1. Yarkova O.N. Modeling the labor market in the region / O.N. Yarkova, A.G. Renner // Bulletin of Orenburg State University. – 2002. – No. 4. – P. 117–120.
  2. Renner A.G. Analysis of the solvency of an insurance company, taking into account investment in risky assets / A.G. Renner, O.N. Yarkova // Bulletin of Orenburg State University. – 2009. – No. 8. – P. 83–87. 
  3. Yarkova O. N. Study of the probability of non-ruin of an insurance company, taking into account the diversification of investments and reinsurance / O.N. Yarkova // Bulletin of Orenburg State University. – 2009. – No. 9. – P. 79–82. 
  4. On the issue of modeling the membership function / Yu. A. Renner, O. N. Olkhovaya, R. M. Shayakhmetova, O. N. Yarkova // Bulletin of Orenburg State University. – 2010. – No. 13. – P. 276–280. 
  5. Renner A.G. Automated software package "Analysis of the solvency of an insurance company" / A. G. Renner, O. N. Yarkova // Applied informatics. – 2009. – No. 5 (23). – P. 9–15.
  6. Buresh A. I. Optimization of the investment strategy of an insurance company in the case of several risky assets / A. I. Buresh, A. G. Renner, O. N. Yarkova // Bulletin of Orenburg State University. – 2012. – No. 1. – P. 84–88.
  7. Yarkova O.N. Secure system of electronic voting based on cryptographic algorithms / O.N. Yarkova, A.A. Osipova // Bulletin of UrFO. Information Security. – 2014. – No. 2 (12). – P. 9–15. https://elibrary.ru/item.asp?id=23235141
  8. Yarkova O.N. Modeling the strategy for carrying out a complex of works on the project of installation of power supply networks / O. N. Yarkova, O. A. Velichko // Northern region: science, education, culture. – 2014. – No. 2 (30). – P. 60–68.
  9. Yarkova O.N. Simulation modeling of the passenger service system for departing flights on the example of Orenburg airport / O. N. Yarkova // Applied informatics. – 2016. – V. 11, No. 4 (64). – P. 103–114.
  10. Yarkova O.N. Simulation modeling of financial resources of a commercial bank / O. N. Yarkova, A. G. Renner, K. V. Pivovarova // Applied informatics. – 2017. – V. 12, No. 4 (70). – P. 5–14.
  11. Yarkova O.N. Toolkit for modeling the dynamics of the capital of financial organizations / O. N. Yarkova, O. S. Chudinova // Applied informatics. – 2021. – V. 16, No. 5. – P. 48–65. DOI: 10.37791/2687-0649-2021-16-5-48-65.
  12. Yarkova O. N. Mathematical modeling of the client base of a non-state pension fund / O. N. Yarkova, T. E. Bondarenko // Vector of Economics. – 2022. – No. 5. DOI 10.51691/2500-3666_2022_5_12.
  13. Ramenskaya A. V. Simulation modeling of the process of issuing a loan in a regional commercial bank / A. V. Ramenskaya, O. N. Yarkova // Digital economics. – 2022. – No. 2 (18). – P. 72–81. DOI: 10.34706/DE-2022-02-08
  14. Yarkova, O. N. Mathematical model of risk assessment of a non-state pension fund / O. N. Yarkova, O. S. Chudinova, A. V. Ramenskaya // Digital Economy. – 2022. – No. 4 (20). – P. 42–52. DOI: 10.34706/DE-2022-04-06
  15. Renner, A. G. Properties of time series described by a two-sided linear difference equation / A. G. Renner, O. N. Yarkova, L. M. Tuktamysheva // Soft measurements and calculations. – 2023. – No. 3. – P. 5–17. DOI: 10.36871/2618-9976.2023.03.001
  16. Yarkova, O. N. Data imputation by statistical modeling methods / O. N. Yarkova // Engineering Bulletin of the Don. – 2023. – No. 6.

Patents

  1. Software complex for solving problems "Game theory" / A. G. Renner, O. N. Yarkova. Registered in UFAP OGU No. 36 dated 12.03.2004.
  2. Automated software package for studying the probability of non-ruin of insurance companies / O. N. Yarkova; Certificate No. 10870. State reg. No. 50200801351 dated 01.07.2008.
  3. Automated software package "Analysis of the characteristics of the solvency of an insurance company" / A. G. Renner, O. N. Yarkova. Registered in the register of computer programs No. 2009614611 dated 28.08.2009, Federal Service for Intellectual Property, Patents and Trademarks.
  4. Automated manual "Solving linear algebra problems with sparse matrices" / A. G. Renner, O. N. Yarkova; Certificate No. 3286. State  reg. No. 50200400269 dated 16.04.2004.
  5. Automated software package for the study of Markov chains and queuing systems / O. N. Yarkova, D. V. Ponomarev, V. N. Konstantinov; Certificate No. 7905, State reg. No. 50200700556 dated 13.03.2007.
  6. Automated software package "Optimization of the investment and reinsurance strategy of an insurance company" / O. N. Yarkova, A. I. Buresh. Registered in VNTIC No. 5020.1 251102 dated 30.08.12.
  7. Modeling of random vectors: application program / O. N. Yarkova, O. A. Chesnokova, A. I. Buresh. Registered in the State Information Fund of Unpublished Documents, Moscow. No. 50201650453 dated 25.10.2016.
  8. Simulation modeling of the investment portfolio of an insurance company: an application program [Electronic resource] / O. N. Yarkova, O. A. Chesnokova, A. I. Buresh. Registered in the State Information Fund of Unpublished Documents, Moscow. No. 50201650455 dated 27.10.2016.
  9. Yarkova, O.N. Control and training program "Statistical games and games with nature": application program [Electronic resource] / O. N. Yarkova, A. R. Manbetov, L. V. Burlakova. Registered in the State Information Fund of Unpublished Documents, Moscow. No. 50201650488 dated 10.11.2016.
  10. Application program "Protection of information during transmission over communication channels using cryptographic algorithms on the example of an electronic voting system" [Electronic resource] / O. N. Yarkova, A. A. Osipova. Registered in USITO OSU, No. 985 dated 20.06.2014. Orenburg: OSU, 2014.
  11. Application program "Imitation modeling of the system of queuing passengers at the airport" / O. N. Yarkova. Registered in the State Information Fund of Unpublished Documents, Moscow. No. 50201750018 16.01.2017.
  12. Yarkova, O. N., Khramova, K. V., Rotova, A. M. Data clustering: certificate of state. registration of the computer program No. 2021613750, RF dated 31.03.2021.
  13. Yarkova, O. N., Chaganova, O. B. Automated decision support system "Credit scoring": certificate of state registration of the computer program No. 2021611877, RF dated 20.02.2021.
  14. Yarkova, O. N. Simulation modeling of financial resources of commercial organizations [Electronic resource]: certificate of state registration of the computer program No. 2021614685, RF dated 12.04.2021.