Scientific interests
- The General Theory of Random Processes without "usual" conditions
- Stochastic Analysis and Theory of Optional Martingales
- Statistics of Martingale-type Processes
- Analysis of Financial Time Series
- Stochastic Finansial Mathematics
Education
Institution
Yerevan State University
Faculty
Faculty of Mechanics and Mathematics
Date
-
Degree name
Qualified specialist
Scientific Rank/degree
Institution
Yerevan State University
Date
2005
Degree name
Associate professor
Specialty
Physico-mathematical sciences
Institution
Vilnius State University named after V.Kapsukas
Date
1988
Degree name
Candidate
Specialty
Physico-mathematical sciences
Scientific Supervisor
Leonid Galchouk
Research Topic
Some Questions of the Theory of Optional Semimartingales
Language skills
Հայերեն
Русский
English
Membership
Institution
Scientific Council of the Faculty of Mathematics and Mechanics of Yerevan State University
Period of time
Institution
Methodical council of the faculty of Mathematics and Mechanics of Yerevan State University
Period of time
-
Institution
Armenian Mathematical Society
Period of time
Other information
1978 to 1980 post-graduate student of Armenian Research Institute of Energy, speciality - Probabylity Theory and Mathematical Statistics, supervisor - senior
researcher of the laboratory of Mathematical Statistics of the Moscow State University Leonid Galchouk.
1979 to 1980 trainee - researcher of the laboratory of Mathematical Ststistics of the Moscow State University (head of laboratory academican A.N.Kolmogorov).
Publications
Article
Interval forecasting of garch-type models using the logic behind of the risk metric forecasting method
Manual
ՎԻՃԱԿԱԳՐՈՒԹՅԱՆ ԽՆԴԻՐՆԵՐԻ ԺՈՂՈՎԱԾՈՒ
2017
208
Conference
THE STOCHASTIC CALCULUS IN NONSTANDARD PROBABILITY SPACES
Conference
The optional strong martingales and supermartingales
