Baku, Azerbaijan

Samir Orujov

Assistant Professor of Mathematics and Statistics, ADA University · Head of the Statistics Unit, ICTA

I build statistical methods for data that misbehaves — volatile financial series, heavy-tailed distributions, national telecom measurements — and I teach the theory behind them.

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Ph.D. Applied Mathematics University of Southern Brittany, 2024
M.Sc. Economics CERGE-EI, Prague
Teaching at ADA University Since 2019
Regulatory statistics ICTA, Azerbaijan

I am an Assistant Professor of Mathematics and Statistics at ADA University’s School of Business, and I head the Statistics Unit at Azerbaijan’s Information and Communication Technologies Agency. The two roles feed each other: the regulator supplies messy, high-frequency data at national scale, and the university supplies the time to work out what can honestly be inferred from it.

My doctorate, completed at the University of Southern Brittany in 2024, dealt with statistical methods for conditional volatility modelling in finance. Before that I read economics at CERGE-EI in Prague, and law in Berlin and Baku — a route into statistics that still shapes how I think about evidence and regulation.

I work mainly in Python and R, teach mathematical statistics with interactive lecture material, and write occasional poetry in Azerbaijani.

Research

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Conditional volatility

GARCH-type models for financial time series, and variable selection inside them — the log-TGARCHX family and its estimation.

Nonparametric inference

Anti-modes, distributional gaps and the Fisher information profile: estimating where a density thins out, and testing whether the gap is real.

Income distributions

Glass barriers — thresholds in earnings distributions that are crossed far less often than a smooth model would predict.

Telecom and broadband policy

Demand elasticity, measurement bias and quality-of-service statistics built from national Speedtest data.

Selected work

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2026
Anti-Modes, Distributional Gaps, and the Fisher Information Profile: Nonparametric Estimation and Inference
Working paper
Paper
2026
Glass Barriers in Income Distributions
Working paper
Paper DOI
2026
Ensemble Exhaustive-Subsample Partitioning: What Subsample Ensembles Estimate in Clusterwise Least Squares, and When They Are Worth Using
Working paper
Paper DOI
2025
VS-LTGARCHX: A Flexible Variable Selection in Log-TGARCHX Models
Journal of Time Series Econometrics
Paper DOI Code

Teaching now

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Fall 2026

Mathematical Statistics I

Probability from the axioms upward: counting, conditional probability, discrete and continuous random variables, and multivariate distributions, worked throughout in economic and financial settings.

Undergraduate course
ADA University, School of Business

Course page →