3 citations · 5 across the 15 of their papers we have counts for
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q-fin.PM2026
Are Three Matrices All You Need To Beat the Market? Observable Matrix Dynamics for Portfolio Optimization
Igor Halperin
We present a simple framework for dynamic portfolio management that uses nothing but daily prices, trading volumes, and market capitalizations. Its state is three fixed-size matric…
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…