Halperin, Igor

1. QLBS: Q-Learner in the Black-Scholes(-Merton) Worlds
   2017/12/13 by Halperin, Igor · 3 citations
   #Computational Finance (q-fin.CP) #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG)
2. 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
3. G-Learner and GIRL: Goal Based Wealth Management with Reinforcement Learning
   2020/02/25 by Dixon, Matthew, Halperin, Igor · 1 citation
   #Computational Finance (q-fin.CP) #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Portfolio Management (q-fin.PM)
4. Model-Free Market Risk Hedging Using Crowding Networks
   2023/06/13 by Zlotnikov, Vadim, Liu, Jiayu, Halperin, Igor +2 · 1 citation
   #FOS: Computer and information sciences #FOS: Economics and business #General Finance (q-fin.GN) #Machine Learning (cs.LG) #Portfolio Management (q-fin.PM) #Risk Management (q-fin.RM)
5. "Quantum Equilibrium-Disequilibrium": Asset Price Dynamics, Symmetry Breaking, and Defaults as Dissipative Instantons
   2018/07/31 by Halperin, Igor, Dixon, Matthew · 1 citation
   #FOS: Economics and business #Mathematical Finance (q-fin.MF) #Statistical Finance (q-fin.ST)
6. BSLP: Markovian Bivariate Spread-Loss Model for Portfolio Credit Derivatives
   2009/01/22 by Matthias Arnsdorf, Arnsdorf, Matthias, Igor Halperin +1 · 1 citation
   Economics, Econometrics and Finance · Social Sciences · #Stochastic processes and financial applications #Credit Risk and Financial Regulations #Insurance, Mortality, Demography, Risk Management