Igor Halperin

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Marketron games: self-propelling stocks vs dumb money and metastable dynamics of the good, bad and ugly markets Communications in Nonlinear Science and Numerical Simulation	2026-01-15	Paper
Reinforcement Learning and Stochastic Optimization: A Unified Framework for Sequential Decisions Quantitative Finance	2023-06-20	Paper
``Quantum equilibrium-disequilibrium'': asset price dynamics, symmetry breaking, and defaults as dissipative instantons Physica A	2022-08-15	Paper
Non-equilibrium skewness, market crises, and option pricing: non-linear Langevin model of markets with supersymmetry Physica A	2022-03-17	Paper
Machine learning in finance. From theory to practice	2020-04-22	Paper
The QLBS Q-Learner goes NuQLear: fitted Q iteration, inverse RL, and option portfolios Quantitative Finance	2019-09-26	Paper
Pricing options on illiquid assets with liquid proxies using utility indifference and dynamic-static hedging Quantitative Finance	2014-09-05	Paper
Pricing illiquid options with N+1 liquid proxies using mixed dynamic-static hedging International Journal of Theoretical and Applied Finance	2014-02-11	Paper
BSLP: Markovian bivariate spread-loss model for portfolio credit derivatives The Journal of Computational Finance	2009-04-28	Paper
``Integrating in'' and effective Lagrangian for non-supersymmetric Yang-Mills theory Nuclear Physics B	2000-07-12	Paper
Quantum KAM technique and Yang-Mills quantum mechanics Annals of Physics	1996-07-07	Paper

Research outcomes over time

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