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Igor Halperin

Model-Free Market Risk Hedging Using Crowding Networks

Jun 13, 2023
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Combining Reinforcement Learning and Inverse Reinforcement Learning for Asset Allocation Recommendations

Jan 06, 2022
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Distributional Offline Continuous-Time Reinforcement Learning with Neural Physics-Informed PDEs (SciPhy RL for DOCTR-L)

Apr 02, 2021
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Non-Equilibrium Skewness, Market Crises, and Option Pricing: Non-Linear Langevin Model of Markets with Supersymmetry

Nov 09, 2020
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G-Learner and GIRL: Goal Based Wealth Management with Reinforcement Learning

Feb 25, 2020
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Market Self-Learning of Signals, Impact and Optimal Trading: Invisible Hand Inference with Free Energy

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May 16, 2018
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The QLBS Q-Learner Goes NuQLear: Fitted Q Iteration, Inverse RL, and Option Portfolios

Jan 17, 2018
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QLBS: Q-Learner in the Black-Scholes(-Merton) Worlds

Dec 17, 2017
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Inverse Reinforcement Learning for Marketing

Dec 13, 2017
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