Dr. Kirill V. Golubnichiy

Texas Tech University

Welcome to my page

I obtained my Ph.D. in 2022 from the University of Washington, Seattle, under the supervision of Kenneth Bube and Michael V. Klibanov.

Research

My research focuses on the analysis of PDEs, Inverse problems in physics, and Computational methods for financial mathematics. My research interests are twofold: (1) I develop mathematical tools to analyze the partial differential equations (PDEs) that govern the pricing of financial assets, and I also work on inverse problems with broad applications in physics; (2) I develop computational, statistical (GARCH), and machine learning algorithms to analyze the forecasting power of these analytic methods. More specifically, the problem of solving PDEs that govern asset prices forward in time is ill-posed. This means that small perturbations in the initial conditions (noise) can result in drastically different behavior of solutions (future prices). I use regularization methods to solve these ill-posed problems and then apply machine learning methods to reduce the effect of noise, thereby decreasing the probability of non-profitable transactions.

Teaching

Spring 2025: MATH 2450-114 and MATH 2450-111 – University Calculus III.

Summer 2025: MATH 3350-D22 – Higher Mathematics for Engineers and Scientists I (Introduction to Differential Equations).

Research Grants

  • NSF, Applied Mathematics: Inverse Problems for Equations from Mathematical Finance and Physics, submitted (NSF Proposal Number 2511553, requested amount: $239,226), November 2024.

Graduate Students (Includes Co-Supervisions)

Doctoral

  • Benjamin Jiang, PhD, Mathematics, University of Alberta, Canada (expected 2030).

Master's

  • Wanchaloem Wenkaew, MSc, Mathematical Finance, Johns Hopkins University, USA (expected 2026).

Graduate school Service:

Committee Member

  • Interdisciplinary Studies Final Comprehensive Component Master’s Defense, Graduate School, Texas Tech University, 2025.

Service/ Professional Activities:

Organizer for AIP 2025

  • Minisymposium at the Applied Inverse Problems (AIP) Conference 2025, Rio de Janeiro, Brazil, July 28–August 1, 2025: Inverse Problems for Partial Differential Equations – Advances and Applications.

Books

  • Tsarai I. Gutsunaev, Aleksandr A. Shaideman, Kirill V. Golubnichiy. New Euclidon Method of Generating Stationary Vacuum Einstein Fields. World Scientific Publishing Co. Pte Ltd, 5 Toh Tuck Link, Singapore 596224, URL , accepted (appears in November 2025).
  • Kirill V. Golubnichiy. Higher Mathematics for Colleges. The manual, the book of problems. Moscow State University of Economics, Statistics, and Computer Science (MESI), Moscow, Russia, 2007. (in Russian).
  • Kirill V. Golubnichiy, Andrey O. Shishanin, Edwin R. Benavente. Higher Mathematics. (Second edition, revised and enlarged). The manual, the book of problems, for students of higher technical schools, Peoples' Friendship University of Russia (PFUR), URL , Moscow, 2009. (in Russian).
  • Kirill V. Golubnichiy, Andrey O. Shishanin, Edwin R. Benavente. Higher Mathematics. (Third edition, revised and enlarged). The manual, the book of problems, for students of higher technical schools, Peoples' Friendship University of Russia (PFUR), Moscow, 2010. (in Russian).
  • Galina V. Shadrina, Kirill V. Golubnichiy. Economic Analysis: Textbook for Universities. (4th revised and expanded edition). Yurait Publishing, Higher Education, ISBN: 978-5-534-16899-0, URL, Accessed Date: 28.06.2023.
  • Galina V. Shadrina, Kirill V. Golubnichiy. Financial and Economic Activity Analysis: Textbook for Universities. (4th revised and expanded edition). Yurait Publishing, Higher Education, ISBN: 978-5-534-16899-0, URL, Accessed Date: 28.06.2023.
  • Galina V. Shadrina, Kirill V. Golubnichiy. Managerial and Financial Analysis: Textbook for Universities. (2nd revised and expanded edition). Yurait Publishing, Higher Education, ISBN: 978-5-534-16899-0, URL, Accessed Date: 28.06.2023.
  • Galina V. Shadrina, Kirill V. Golubnichiy. Theory of Economic Analysis: Textbook for Universities. (2nd revised and expanded edition). Yurait Publishing, Higher Education, ISBN: 978-5-534-16899-0, URL, Accessed Date: 28.06.2023.

Selected publications

  • Mikhail V. Klibanov, Mikhail Yu. Kokurin, and Kirill V. Golubnichiy. Corruption via Mean Field Games. arXiv:2504.06430, 2025. SIAM Journal on Applied Mathematics, submitted.
  • Mikhail V. Klibanov, Aleksander A. Shananin, Kirill V. Golubnichiy, Sergey Kravchenko. Forecasting of Stock Option Prices via the Solution of an Ill-Posed Problem. arXiv:2202.07174, Inverse Problems, 38 (11), 2022.
  • Michael V. Klibanov, Andrey V. Kuzhuget, Kirill V. Golubnichiy. An ill-posed problem for the Black-Scholes equation for a profitable forecast of prices of stock options on real market data. Inverse Problems, 32 (1), 2016.
  • Mikhail V. Klibanov, Kirill V. Golubnichiy, Andrey V. Nikitin. Quasi-Reversibility Method and Neural Network Machine Learning for Forecasting of Stock Option Prices. arXiv:2111.06642, AMS Contemporary Mathematics, Volume 784, 2023.
  • Zheng Cao, Wenyu Du, Kirill V. Golubnichiy. Application of Convolutional Neural Networks with Quasi-Reversibility Method Results for Option Forecasting. arXiv:2208.14385, SAI, Volume 2, LNNS 739, 2023.
  • Benjamin Jiang, Matthieu Durieux, Kirill V. Golubnichiy. Solving the Stock Option Forecast problem by a numerical method for the Black-Scholes Equation with Machine Learning Classification Model. arXiv:2209.03512, Lecture Notes in Networks and Systems, accepted, 2025.
  • Wanchaloem Wunkaew, Yuqing Liu, Kirill V. Golubnichiy. Using the Newton-Raphson Method with Automatic Differentiation to Numerically Solve Implied Volatility of Stock Option through Binomial Model. arXiv:2207.09033, Communications on Analysis and Computation (CAC), accepted, 2025.
  • Zheng Cao, Raymond Guo, Wenyu Du, Jiayi Gao, Kirill V. Golubnichiy. Optimizing Stock Option Forecasting with the Assembly of Machine Learning Models and Improved Trading Strategies. arXiv preprint arXiv:2211.15912, Future of Information and Communication Conference (FICC), Volume 920, pp 610–620, 2024.
  • Aleksandr A. Shaideman, Kirill V. Golubnichiy. Stationary multiple Euclidean solutions to the vacuum Einstein equations. arXiv preprint arXiv:2502.03675, 2025. Reviews in Mathematical Physics, submitted.
  • Kirill V. Golubnichiy, Tianyang Wang, Andrey V. Nikitin. An Evaluation of Novel Method of Ill-Posed Problem for the Black-Scholes Solution. Preprint, arXiv, November 18, 2020.
  • Mikhail V. Klibanov, Kirill V. Golubnichiy, Kenneth Bube. Globally Strictly Convex Tikhonov-like Functional for a Coefficient Inverse Problem for 1-D Hyperbolic Equation. In progress.
  • Kirill V. Golubnichiy. Inverse Problems for the Nonlinear Modified Transfer Equation. Preprint, arXiv, December 6, 2019.
  • Kirill V. Golubnichiy. On One of the Controllability Problems for Modified Transfer Equation. Proceedings of the Voronezh Winter School of Mathematics under S.G. Crain, VSU, Voronezh, pp 87-95, 2008. (in Russian).
  • Kirill V. Golubnichiy. The Inverse Problem for the Nonlinear Modified Transfer Equation. Mathematical Notes. (In press, in Russian).
  • Kirill V. Golubnichiy. Inverse Problems for the Nonlinear Modified Transfer Equation with Final Overriding. Differential Equations. (In press, in Russian).
  • Kirill V. Golubnichiy, Galina V. Shadrina. Basic Methods for Forecast Development of Managing Subject. Scientific Bulletin of the Volgograd Branch RANHiGS. Series: Economy, 2015.

Conference Papers

  • Kirill V. Golubnichiy. Klibanov’s Method of Ill-Posed Problem for the Black-Scholes Equation Solution and Machine Learning. Moscow Institute of Physics and Technology, The Conference devoted to the 75th anniversary of the Moscow Institute of Physics and Technology, Moscow Region, Dolgoprudny, Russia, June 30–July 9, online, 2021, Abstract, p. 55.
  • Kirill V. Golubnichiy. About one theorem for non-linear transport equation. SIAM Front Range Student Conference, 2015.
  • Kirill V. Golubnichiy, Galina V. Shadrina. About one theorem for non-linear transport equation. Anniversary Meeting of the MAA Rocky Mountain Section in Colorado Springs, 2014.
  • Kirill V. Golubnichiy. About one Theorem for nonlinear transport equation. International Conference on Differential and Difference Equations and Applications 2010 (CDDEA 2012), Strechno, Slovak Republic, June 2012.
  • Kirill V. Golubnichiy. About two Theorems for nonlinear transfer equation. International Conference on Differential and Difference Equations and Applications 2010 (CDDEA 2010), Strechno, Slovak Republic, June 21-25, 2010.
  • Kirill V. Golubnichiy. About the theorem for the nonlinear transfer equation. Voronezh Winter School of Mathematics under S.G. Crain, Voronezh, January 2010, Book of Abstracts, VSU 2010, pp. 165-166.
  • Kirill V. Golubnichiy. About a theorem for the modified nonlinear transfer equation. Abstracts of the XLV Russian conference on mathematics, information science, physics, and chemistry problems (Moscow, Peoples' Friendship University of Russia, 2009), Book of Abstracts, Moscow, PFUR 2009, pp. 24-25. (in Russian).
  • Kirill V. Golubnichiy. On one of the controllability problems for the modified transfer equation. International Conference on Differential and Difference Equations and Applications 2008 (CDDEA 2008), Strechno, Slovak Republic, June 23-27, 2008, p. 24.
  • Kirill V. Golubnichiy. The controllability problems for the modified transfer equation. Differential Equations and Topology Dedicated to the Centennial Anniversary of Lev Semenovich Pontryagin (1908-1988), Abstracts, Moscow, June 17-22, 2008, MSU, p. 118. (in Russian).
  • Kirill V. Golubnichiy. The controllability problems for the modified transfer equation. Abstracts of the XLIV Russian conference on mathematics, information science, physics, and chemistry problems (Moscow, Peoples' Friendship University of Russia, 2008), Book of Abstracts, Moscow, PFUR, p. 4. (in Russian).
  • Kirill V. Golubnichiy. The controllability problems for the modified transfer equation. Voronezh Winter School of Mathematics under S.G. Crain, Voronezh, January 2008, Book of Abstracts, VSU 2008, p. 41. (in Russian).
  • Kirill V. Golubnichiy. The controllability problems for the modified transfer equation. MIPT, Abstracts of the 3rd International Conference dedicated to the 85th anniversary of the corresponding member of the Russian Academy of Sciences, Prof. L.D. Kudriavzev, “Functional Spaces, Differential Operators and their Applications, General Topology.” MIPT, PFUR, Moscow 2008, p. 247. (in Russian).
  • Kirill V. Golubnichiy. The controllability problems for the modified transfer equation. International conference "Differential Equation and Related Topics," dedicated to the memory of I.G. Petrovskii, XXII joint session of Moscow Mathematical Society and I.G. Petrovskii Seminar, Moscow, May 21-26, 2007, Book of Abstracts, Moscow, MSU 2007, p. 106. (in Russian).
  • Kirill V. Golubnichiy. The controllability problems for the modified transfer equation. Abstracts of the XLII Russian conference on mathematics, information science, physics, and chemistry problems (Moscow, Peoples' Friendship University of Russia, 2007), Book of Abstracts, Moscow, PFUR 2007, p. 11. (in Russian).

Symposium

  • Talk, Seminar: Mathematical Finance Seminar, Texas Tech University, Lubbock, TX, USA, November 22, 2024.
  • Talk, Seminar: Analysis, Texas Tech University, Lubbock, TX, USA, November 18, 2024.
  • Talk, Colloquium, The George Washington University, Washington, DC, USA, March 15, online, 2024.
  • Talk, Colloquium, Umeå University, Umeå, Sweden, March 8, online, 2024.
  • Talk, Colloquium, The University of Akron, Akron, OH, USA, February 13, 2024.
  • Talk, Colloquium, Texas Tech University, Lubbock, TX, USA, January 24, online, 2024.
  • Talk, Quasilinear Equations, Inverse Problems and Their Applications, MIPT, Moscow, Russia, December 4-6, online, 2023.
  • Talk, The Canadian Mathematical Society (CMS), Winter Meeting, Montréal, Quebec, Canada, December 1-4, 2023.
  • Talk, Fin-ML 5th Anniversary, HEC Montréal, Quebec, Canada, November 7-8, 2023.
  • Talk, Colloquium, Department of Mathematics and Statistics, UNCC, Charlotte, NC, USA, October 6, 2023.
  • Talk, BIRS Workshop on "Nonlinear Inverse Problems", Banff International Research Station, Alberta, Canada, July 16-21, 2023.
  • Talk, The Canadian Mathematical Society (CMS), Summer Meeting, University of Ottawa, Ottawa, Ontario, Canada, June 2-5, 2023.
  • Talk, Annual Alberta Mathematics Dialogue (AMD) 2023, Pacific Institute for The Mathematical Sciences, Calgary, Alberta, Canada, May 4-5, 2023.
  • Talk, Colloquium, Department of Mathematics and Statistics, University of Calgary, Calgary, Alberta, Canada, December 6, 2022.
  • Talk, Mathematical Physics, Dynamical Systems and Infinite-Dimensional Analysis–2021, Moscow Institute of Physics and Technology, Moscow Region, Dolgoprudny, Russia, June 30–July 9, online, 2021.
  • Talk, MATH+X Symposium on Inverse Problems and Deep Learning in Space Exploration, Rice University, Houston, TX, USA, January 23-25, 2019.
  • Talk, MATH+X Symposium on Data Science and Inverse Problems in Geophysics, Rice University, Houston, TX, USA, January 24-26, 2018.

Workshop

  • The 13th Montreal Industrial Problem Solving Workshop, organized by the CRM and IVADO, Montreal, Canada, August 21-25, 2023.
  • BIRS Workshop on "Nonlinear Inverse Problems", Banff International Research Station, Alberta, Canada, July 16-21, 2023.
  • The Canadian Mathematical Society (CMS), Summer Meeting, University of Ottawa, Ottawa, Ontario, Canada, June 2-5, 2023.
  • Math Industry, Pacific Institute for the Mathematical Sciences, University of British Columbia, University of Calgary, University of Alberta, August 2020 (remote).
  • MATH+X Symposium on Data Science and Inverse Problems in Geophysics, Rice University, Houston, TX, USA, January 22-24, 2018.

Contact

Email: kgolubni@ttu.edu

Office: MA 249, Texas Tech University