Igor Halperin

According to our database, Igor Halperin authored at least 9 papers between 2017 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Distributional offline continuous-time reinforcement learning with neural physics-informed PDEs (SciPhy RL for DOCTR-L).

Igor Halperin

Neural Comput. Appl., 2024

2023

Model-Free Market Risk Hedging Using Crowding Networks.

Vadim Zlotnikov, Jiayu Liu, Igor Halperin, Fei He, Lisa Huang

CoRR, 2023

2022

Combining Reinforcement Learning and Inverse Reinforcement Learning for Asset Allocation Recommendations.

Igor Halperin, Jiayu Liu, Xiao Zhang

CoRR, 2022

2020

Non-Equilibrium Skewness, Market Crises, and Option Pricing: Non-Linear Langevin Model of Markets with Supersymmetry.

Igor Halperin

CoRR, 2020

G-Learner and GIRL: Goal Based Wealth Management with Reinforcement Learning.

Matthew Dixon, Igor Halperin

CoRR, 2020

2018

Market Self-Learning of Signals, Impact and Optimal Trading: Invisible Hand Inference with Free Energy.

Igor Halperin, Ilya Feldshteyn

CoRR, 2018

The QLBS Q-Learner Goes NuQLear: Fitted Q Iteration, Inverse RL, and Option Portfolios.

Igor Halperin

CoRR, 2018

2017

Inverse Reinforcement Learning for Marketing.

Igor Halperin

CoRR, 2017

QLBS: Q-Learner in the Black-Scholes(-Merton) Worlds.

Igor Halperin

CoRR, 2017