1 citations · 1 across the 3 of their papers we have counts for
3 papers
q-fin.PM2026
SciPhy Reinforcement Learning for Portfolio Optimization
Igor Halperin, Andrey Itkin
This paper introduces a dynamic portfolio optimization framework for large institutional investors using Scientific Physics-Informed Reinforcement Learning (SciPhyRL). Formulated i…
q-fin.PR2025
Marketron Through the Looking Glass: From Equity Dynamics to Option Pricing in Incomplete Markets
Igor Halperin, Andrey Itkin
The Marketron model, introduced by [Halperin, Itkin, 2025], describes price formation in inelastic markets as the nonlinear diffusion of a quasiparticle (the marketron) in a multid…
q-fin.MF2025★ 1 cited
Marketron games: Self-propelling stocks vs dumb money and metastable dynamics of the Good, Bad and Ugly markets
I. Halperin, A. Itkin
We present a model of price formation in an inelastic market whose dynamics are partially driven by both money flows and their impact on asset prices. The money flow to the market…