Alexander Chervov
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Registered User
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http://ru.linkedin.com/pub/alexander-chervov/57/447/a93
Started as A.A. Kirillov's student in rerpresentation theory in Moscow State University. Got PhD in 1999. Worked in ITEP Moscow for 10 years somewhere in between representation theory, integrable systems and algebraic geometry, in particular geometric Lanlgands and its connection to Hitchin-Gaudin integrable systems. Currently in industry: quantitative finance, previously in wireless telecommunication doing applied math.: information theory, error-correcting codes, statistical estimation theory, numerical algorithms. Deeply worried about the ITEP very unfortunate situation: http://saveitep.org http://n-vetlitskaya.livejournal.com/241846.html Leading Russian research center is in danger. More than 850 scientists signed letter to president and prime-minister asking for help. Fields medalists M. Atiyah, L. Lafforgue, E. Witten, Nobel Prize winner D. Gross, mathematicians A. Beilinson, I. Cherednik, B. Dubrovin, P. Etingof, B. Feigin, A. Kirillov, I. Krichever, N. Reshetikhin, E. Vinberg, physicists J. Cardy (Oxford), M. Douglas, J. Froehlich, J. Maldacen (IAS), N. Nekrasov(IHES, ITEP), B. de Wit, are among them. You can join support letter here: https://sites.google.com/site/itep2012/english Nature, 27.01.2012 , Geoff Brumfiel 'Russian physicists protest government consolidation' http://www.nature.com/news/russian-physicists-protest-government-consolidation-1.9921 I worked in ITEP more than 10 years, I learned a lot from these people and it is really one the best institutes in Russia and world. Like many colleagues I am really afraid that current situation is step by step programm of killing ITEP. Last year newly instead director made from research institute "GULAG-light" as said Prof. Stan Brodsky from Stanford said after seeing all this. My name Alexander Chervov al. mysurname at gmail dot com |
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10h |
awarded | ● Nice Answer |
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Jun 11 |
asked | Random walk - what are touch barrier probability and average touching time ? |
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Jun 3 |
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How much one can earn on a white noise ? "Thus, the decision maker can concentrate only on the decision maximizing her single period profit. " This is somehow not very much obvious to me.... May be I just need to get accustomed to it. |
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Jun 3 |
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How much one can earn on a white noise ? Hm, but why are you sure it is optimal strategy - naively I may think that I want: not just positive increment, but increment > threshold, i.e. I do not want to earn small money, but will wait for some "good" money. |
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Jun 3 |
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How much one can earn on a white noise ? Waldemar, I am sorry, you are right. It seems you gave the answer I hoped, let me think for some time. |
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Jun 3 |
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How much one can earn on a white noise ? Thank you, nevertheles I guess in this particular case the answer can be obtained without general theories. |
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Jun 3 |
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How much one can earn on a white noise ? In this question I am intentionally consider NOT the increments to be N(0,1), but the price itself. Let us forget about - is it relevant to real world or not (I think it is relevant in "trend case"). The question is mathematically well-defined on its own. About the increments there is another question - "One can earn nothing on the Brownian motion, true ?" mathoverflow.net/questions/132581/… |
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Jun 2 |
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One can earn nothing on the Brownian motion, true ? in the example Strategy 1 is exactly - keep until it is +1. But since I stop at fixed Time n=N. We may never get +1. |
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Jun 2 |
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One can earn nothing on the Brownian motion, true ? It might be you are right. Let me think. Thank you. |
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Jun 2 |
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How much one can earn on a white noise ? Related: mathoverflow.net/questions/132581/… "One can earn nothing on the Brownian motion, true ?" |
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Jun 2 |
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One can earn nothing on the Brownian motion, true ? Related: mathoverflow.net/questions/132430/… "How much one can earn on white noise ?" |
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Jun 2 |
asked | One can earn nothing on the Brownian motion, true ? |
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Jun 1 |
awarded | ● Popular Question |
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Jun 1 |
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How much one can earn on a white noise ? Steven trend plus noise model is approximation can be used to catch trends. There is no model which can be used universally. |
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Jun 1 |
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famous papers/results by non professional mathematicians @fedja Notifier: you wrote in comment to my question: " the conjecture is, indeed, true for every symmetric distribution." please can you say more on that ? I would accept answer proving it. I am very interested. |
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Jun 1 |
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How much one can earn on a white noise ? @fedja " the conjecture is, indeed, true for every symmetric distribution." please can you say more on that ? I would accept answer proving it. I am very interested. |
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May 31 |
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How much one can earn on a white noise ? added 1109 characters in body; added 1 characters in body |
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May 31 |
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How much one can earn on a white noise ? Thank you for your comments, it helps me to improve (hopefully) the question. I sincerely hope you will modify yours answer accordingly. |
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May 31 |
revised |
How much one can earn on a white noise ? deleted 1 characters in body; added 11 characters in body |
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May 31 |
asked | How much one can earn on a white noise ? |
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May 27 |
accepted | On Geometric Langlands Correspondence |
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May 26 |
answered | On Geometric Langlands Correspondence |
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May 25 |
answered | Why don’t more mathematicians improve Wikipedia articles? |
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Apr 28 |
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Probability of random (0,1) Toeplitz matrix being invertible It does not depend on size n? Hmmm... |
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Apr 28 |
asked | Mathematical properties of financial prices |
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Apr 23 |
accepted | Inverse Hankel Transform |
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Apr 21 |
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Examples of applications of the Freyd-Mitchell embedding theorem. What is multiplication on stable homotopy groups of spheres? (To make them ring? ) |
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Apr 10 |
accepted | classification for coadjoint orbits of lower or upper triangular matrices |
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Apr 10 |
accepted | A direct proof of the Harer-Zagier recursion enumerating the ways to paste a 2n-gon to get a genus g surface? |
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Apr 10 |
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Finite Unipotent Groups: References And also mathoverflow.net/questions/127010/… classification for coadjoint orbits of lower or upper triangular matrices |
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Apr 10 |
answered | classification for coadjoint orbits of lower or upper triangular matrices |
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Apr 9 |
revised |
Finite Unipotent Groups: References added 63 characters in body |
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Apr 9 |
revised |
Finite Unipotent Groups: References tag finite-groups |
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Apr 9 |
answered | Finite Unipotent Groups: References |
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Apr 9 |
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Finite Unipotent Groups: References And also mathoverflow.net/questions/68207/… irreducible-representations-of-the-unitriangular-group |
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Apr 9 |
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Irreducible Degrees and the Order of a Finite Group Let me mention: mathoverflow.net/questions/108406/… |
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Apr 9 |
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Representation theory of p-groups in particular upper tringular matrices over F_p Related question: mathoverflow.net/questions/126932/… |
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Apr 9 |
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Finite Unipotent Groups: References Related question mathoverflow.net/questions/106521/… in comments under it I have collected some references, which might be of interest |
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Apr 1 |
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Darboux like theorem for non-degenerate 3-forms in 6-manifolds What is nondegenerate? aa |
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Apr 1 |
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Anick resolution mathoverflow.net/questions/81415/… here is nice application given by Vladimir Dotsenko |
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Mar 29 |
revised |
P-group with abelian centralzer tag |
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Mar 28 |
answered | A direct proof of the Harer-Zagier recursion enumerating the ways to paste a 2n-gon to get a genus g surface? |
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Mar 20 |
revised |
Open problems in PDEs, dynamical systems, mathematical physics tags |
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Mar 17 |
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$h$-adic Completion of $U_q(\frak{sl}_2)$? Second Cohomology of semisinple lie alg vanishes. So any deformation is trivial. So the two algs are isomorphic. |
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Mar 9 |
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Role of applications in modern mathematics META discussion meta.mathoverflow.net/discussion/1551/… |
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Mar 7 |
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Role of applications in modern mathematics Thank you for the answer. My question is about applications of math outside math. I do not see the sense of specifying the "application" very precisely - hope everybody understands vague meaning and that is enough. I "assume a good will" - if some one thinks it is worth to write an in the answer about what he thinks deserves to be shared with the community - go on... |
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Mar 6 |
asked | Role of applications in modern mathematics |
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Mar 2 |
revised |
Generators of p-groups tag |
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Mar 1 |
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D-modules as quantization of modules on cotangent bundle look also at quantization of lagrangian submanifolds |
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Feb 26 |
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Statistical properties of principal components and their convergence rates. Be aware of stats.stackexchange.com |
