Contact: martirosyan.davit(at)gmail.com

I got my PhD at the University of Cergy-Pontoise in 2015 and did 2 years of postdoc after that at the research center INRIA of Paris. I was mainly interested in exponential mixing and large deviations of stochastic PDEs with white noise. I later got interested in trading. Namely, I was wondering if a price path of a stock is a Markov process, in which case trading is a 50/50 game and, considering the commissions, is eventually a losing game. I came to the conclusion that even though it is almost Markovian most of the time, under some conditions the memory is strong enough to have the odds in your favor. I developed some criteria for filtering the stocks that satisfy those conditions and trade using this filter. As for a long-term investment, the best strategy I know is to hodl (buy now, hold forever) an index that mimics the market (say Vanguard 500), since it is very difficult to beat the market in the long run. So why(?) not simply follow it.

Publications

1. Exponential mixing for the white-forced damped nonlinear wave equation, Evol. Equ. Control Theory, 3(4):645-670, 2014. original.pdf

2. Large deviations for stationary measures of stochastic nonlinear wave equation with smooth white noise, Comm. Pure Appl. Math., 70(9):1754-1797, 2017. original.pdf (this is my best article, here is a funny negative report, report.pdf)

3. Local large deviations principle for occupation measures of the damped nonlinear wave equation perturbed by a white noise. With V. Nersesyan. Ann. IHP PS, 54(4), 2018. original.pdf

Thesis. Mixing and large deviations for nonlinear wave equation with white noise. Defended on the 12th of November, 2015. arxiv.pdf

Thesis reports.pdf

4. Large deviations for invariant measures of white-forced 2D Navier-Stokes equation. J. Evol. Equ. (2018) 18: 1245. original.pdf

5. Multiplicative ergodic theorem for a non-irreducible random dynamical system. With V. Nersesyan. Submitted. arxiv.pdf

6. The equilibrium states of large networks of Erlang queues. With P. Robert. Submitted. arxiv.pdf

CV


“The apocalypse is coming. Maybe not tomorrow… maybe never. But it's coming. And soon.” ;) A quote from a well-known character