Igor Halperin
- Baryogenesis with QCD Domain Walls
1998/08/28 by Robert Brandenberger, R. Brandenberger, I. Halperin +6 · 1 citation
Economics, Econometrics and Finance · Physics and Astronomy · #Astrophysics (astro-ph) #Complex Systems and Time Series Analysis #FOS: Physical sciences #High Energy Physics - Phenomenology (hep-ph) #High Energy Physics - Theory (hep-th) #Quantum Chromodynamics and Particle Interactions #Theoretical and Computational Physics #astro-ph #hep-ph #hep-th
- Market Self-Learning of Signals, Impact and Optimal Trading: Invisible\n Hand Inference with Free Energy
2018/05/16 by Igor Halperin, Ilya Feldshteyn, Halperin, Igor +1 · 2 citations
Decision Sciences · Economics, Econometrics and Finance · #Adaptation and Self-Organizing Systems (nlin.AO) #Artificial Intelligence (cs.AI) #Complex Systems and Time Series Analysis #Computational Finance (q-fin.CP) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Physical sciences #Financial Markets and Investment Strategies #Machine Learning (cs.LG) #Portfolio Management (q-fin.PM) #Stock Market Forecasting Methods
- G-Learner and GIRL: Goal Based Wealth Management with Reinforcement\n Learning
2020/02/25 by Matthew Dixon, Dixon, Matthew, Igor Halperin +1 · 1 citation
Business, Management and Accounting · Decision Sciences · Economics, Econometrics and Finance · #Computational Finance (q-fin.CP) #Economic theories and models #FOS: Computer and information sciences #FOS: Economics and business #Financial Literacy, Pension, Retirement Analysis #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Portfolio Management (q-fin.PM) #Stock Market Forecasting Methods
- BSLP: Markovian Bivariate Spread-Loss Model for Portfolio Credit Derivatives
2009/01/22 by Matthias Arnsdorf, Igor Halperin, Arnsdorf, Matthias +1 · 1 citation
Economics, Econometrics and Finance · Social Sciences · #Stochastic processes and financial applications #Credit Risk and Financial Regulations #Insurance, Mortality, Demography, Risk Management
- Marketron games: Self-propelling stocks vs dumb money and metastable dynamics of the Good, Bad and Ugly markets
2025/01/22 by Igor Halperin, Andrey Itkin, Halperin, I. +1 · 2 citations
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis
- Observable Matrix Dynamics of Stocks
2026/07/21 by Igor Halperin · 1 voice · 1 citation
#q-fin.ST #cs.CE #q-fin.GN #q-fin.PM
- SciPhy Reinforcement Learning for Portfolio Optimization
2026/07/16 by Igor Halperin, Andrey Itkin · 1 voice
#q-fin.PM #cs.NA #math.AP #math.NA #q-fin.CP #q-fin.MF
- Are Three Matrices All You Need To Beat the Market? Observable Matrix Dynamics for Portfolio Optimization
2026/07/29 by Igor Halperin
Economics, Econometrics and Finance · #q-fin.PM #q-fin.RM #q-fin.ST