 | Victor V. Zhorin
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| Research areas: scientific computings, financial systems and growth, deep uncertainty quantification, big (complex) data analysis |
Research Projects
New PapersWhy Financial Event Sequences Require Temporal Transformers: Necessity Theorems for Default Prediction, January 2026, Available at SSRN: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=6154026 , DOI: 10.13140/RG.2.2.35041.10084 The theoretical framework identifies minimal requirements for financial sequence modeling and explains observed performance gaps between sequential and tabular approaches in credit scoring. Causal Set Topology for Transformer Architectures: From Planck Scale to Human Life, December 2025, DOI: 10.5281/ZENODO.18449228 
Mathematical unification connecting causal set theory in quantum gravity to temporal modeling of human trajectories. The same tensor operations describing discrete spacetime describe a patient evolving through clinical events. |
Socioeconomic modeling Climate-economic linkages, detection of economic growth patterns using sattelite data, VVUQ for economic models with financial sectors |
Robust Decision Making Numerical analysis of robust stochastic macroeconomic models in continuous time with optimal control and financial sector |
Work in progress: tensor-based computing
