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Ilya Feldshteyn

1 paper hereh-index 114 citations1 works total

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author position
  • last author1

Across the 1 of 1 paper where every author was matched, so the position is known.

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  • q-fin.CP1

identity via Semantic Scholar / OpenAlex

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

2 citations · 2 across the 1 of their papers we have counts for

collaborators

1 paper

q-fin.CP2018★ 2 cited

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

Igor Halperin, Ilya Feldshteyn

We present a simple model of a non-equilibrium self-organizing market where asset prices are partially driven by investment decisions of a bounded-rational agent. The agent acts in…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.