Igor Halperin

Available identifiers

zbMath Open halperin.igorMaRDI QIDQ1571899

List of research outcomes

Publication	Date of Publication	Type
Reinforcement Learning and Stochastic Optimization: A Unified Framework for Sequential Decisions	2023-06-20	Paper
``Quantum equilibrium-disequilibrium: asset price dynamics, symmetry breaking, and defaults as dissipative instantons	2022-08-15	Paper
Non-equilibrium skewness, market crises, and option pricing: non-linear Langevin model of markets with supersymmetry	2022-03-17	Paper
Machine Learning in Finance	2020-04-22	Paper
The QLBS Q-Learner goes NuQLear: fitted Q iteration, inverse RL, and option portfolios	2019-09-26	Paper
Pricing options on illiquid assets with liquid proxies using utility indifference and dynamic-static hedging	2014-09-05	Paper
PRICING ILLIQUID OPTIONS WITH N + 1 LIQUID PROXIES USING MIXED DYNAMIC-STATIC HEDGING	2014-02-11	Paper
BSLP: Markovian bivariate spread-loss model for portfolio credit derivatives	2009-04-28	Paper
``Integrating in and effective Lagrangian for non-supersymmetric Yang-Mills theory	2000-07-12	Paper
Quantum KAM technique and Yang-Mills quantum mechanics	1996-07-07	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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