Igor Halperin

15 papers Journal 15

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	Marketron games: Self-propelling stocks vs dumb money and metastable dynamics of the good, bad and ugly markets. Commun. Nonlinear Sci. Numer. Simul. Igor Halperin, Andrey Itkin
2025	J	`jnl`	Prompt-Response Semantic Divergence Metrics for Faithfulness Hallucination and Misalignment Detection in Large Language Models. CoRR Igor Halperin
2025	J	`jnl`	Semantic Faithfulness and Entropy Production Measures to Tame Your LLM Demons and Manage Hallucinations. CoRR Igor Halperin
2025	J	`jnl`	Topic Identification in LLM Input-Output Pairs through the Lens of Information Bottleneck. CoRR Igor Halperin
2024	J	`jnl`	CAISSON: Concept-Augmented Inference Suite of Self-Organizing Neural Networks. CoRR Igor Halperin
2024	J	`jnl`	Distributional offline continuous-time reinforcement learning with neural physics-informed PDEs (SciPhy RL for DOCTR-L). Neural Comput. Appl. Igor Halperin
2023	J	`jnl`	Model-Free Market Risk Hedging Using Crowding Networks. CoRR Vadim Zlotnikov, Jiayu Liu, Igor Halperin, Fei He, Lisa Huang
2022	J	`jnl`	Combining Reinforcement Learning and Inverse Reinforcement Learning for Asset Allocation Recommendations. CoRR Igor Halperin, Jiayu Liu, Xiao Zhang
2021	J	`jnl`	Distributional Offline Continuous-Time Reinforcement Learning with Neural Physics-Informed PDEs (SciPhy RL for DOCTR-L). CoRR Igor Halperin
2020	J	`jnl`	G-Learner and GIRL: Goal Based Wealth Management with Reinforcement Learning. CoRR Matthew Dixon, Igor Halperin
2020	J	`jnl`	Non-Equilibrium Skewness, Market Crises, and Option Pricing: Non-Linear Langevin Model of Markets with Supersymmetry. CoRR Igor Halperin
2018	J	`jnl`	Market Self-Learning of Signals, Impact and Optimal Trading: Invisible Hand Inference with Free Energy. CoRR Igor Halperin, Ilya Feldshteyn
2018	J	`jnl`	The QLBS Q-Learner Goes NuQLear: Fitted Q Iteration, Inverse RL, and Option Portfolios. CoRR Igor Halperin
2017	J	`jnl`	Inverse Reinforcement Learning for Marketing. CoRR Igor Halperin
2017	J	`jnl`	QLBS: Q-Learner in the Black-Scholes(-Merton) Worlds. CoRR Igor Halperin