3 citations · 5 across the 15 of their papers we have counts for
4 papers · 1 filter
Physicists Are Still Joking
Igor Halperin
This volume, \textbf{Physicists Are Still Joking}, serves as a definitive almanac of scientific humor spanning sixty years. It traces the evolution of professional folklore across…
Non-Linear and Meta-Stable Dynamics in Financial Markets: Evidence from High Frequency Crypto Currency Market Makers
Igor Halperin
This work builds upon the long-standing conjecture that linear diffusion models are inadequate for complex market dynamics. Specifically, it provides experimental validation for th…
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…
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…