Igor Halperin

Publication Activity (10 Years)

Years Active: 2017-2024
Publications (10 Years): 10

Top Topics

Reinforcement Learning

Asset Allocation

Partially Observable Domains

Top Venues

Neural Comput. Appl.

Publications

Igor Halperin
Distributional offline continuous-time reinforcement learning with neural physics-informed PDEs (SciPhy RL for DOCTR-L). Neural Comput. Appl. 36 (9) (2024)
Vadim Zlotnikov, Jiayu Liu, Igor Halperin, Fei He, Lisa Huang
Model-Free Market Risk Hedging Using Crowding Networks. CoRR (2023)
Igor Halperin, Jiayu Liu, Xiao Zhang
Combining Reinforcement Learning and Inverse Reinforcement Learning for Asset Allocation Recommendations. CoRR (2022)
Igor Halperin
Distributional Offline Continuous-Time Reinforcement Learning with Neural Physics-Informed PDEs (SciPhy RL for DOCTR-L). CoRR (2021)
Matthew Dixon, Igor Halperin
G-Learner and GIRL: Goal Based Wealth Management with Reinforcement Learning. CoRR (2020)
Igor Halperin
Non-Equilibrium Skewness, Market Crises, and Option Pricing: Non-Linear Langevin Model of Markets with Supersymmetry. CoRR (2020)
Igor Halperin
The QLBS Q-Learner Goes NuQLear: Fitted Q Iteration, Inverse RL, and Option Portfolios. CoRR (2018)
Igor Halperin, Ilya Feldshteyn
Market Self-Learning of Signals, Impact and Optimal Trading: Invisible Hand Inference with Free Energy. CoRR (2018)
Igor Halperin
Inverse Reinforcement Learning for Marketing. CoRR (2017)
Igor Halperin
QLBS: Q-Learner in the Black-Scholes(-Merton) Worlds. CoRR (2017)