202 reputation
15
bio website saveitep.org
location Moscow, Russia
age 40
visits member for 1 year, 9 months
seen 18 hours ago

Mathematician

http://ru.linkedin.com/pub/alexander-chervov/57/447/a93

http://mathoverflow.net/users/10446/alexander-chervov

http://arxiv.org/find/all/1/all:+chervov/0/1/0/all/0/1

http://saveitep.org
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, previosly 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


Jun
5
comment Usage of Bollinger bands
Thank you very much!
Jun
1
comment Mathematical theories of (sub)-optimal trading strategies under “idealized” assumption - price is random process known to trader
Thank you very much! Let me think over it. May I kindly ask you to look at mathoverflow.net/questions/132430/…
Jun
1
comment Mathematical theories of (sub)-optimal trading strategies under “idealized” assumption - price is random process known to trader
@Ilya Thank you for your comment, if you can extend more on it would be very helpful. PS " I would say that one needs to know joint probabilities rather than 1-time-moment distributions." Yes, I meant joint probability of the event p(t_k) =p_k k=1...N
May
30
comment Statistical models for exchange rates?
Thank you very much !
May
30
comment Statistical models for exchange rates?
Thank you very much !
May
12
comment Distribution of profit/loss for retail traders in FX
What is the reason for downvote ?