Igor Halperin

zbMath Openhalperin.igorMaRDI QIDQ1571899

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
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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