Igor Halperin

Igor Halperin

Cornell Financial Engineering Manhattan 2023 Future of Finance Conference

4.20 – Keynote Debate: Machine Learning in Finance Vs Micropredictions

Igor Halperin, Fidelity Vs Peter Cotton, InTech Investment Management

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Dr. Igor Halperin is one of our favorite Machine Learning minds! Moreover, with a focus on Reinforcement Learning in Investing, Dr. Halperin has inspired many fellow Wall Street minds.

We have a great conversation with the good doctor here:

Reinforcement Learning

Q-Learning Reinforcement Learning

Q-Learning & Black-Scholes

Did Finance Oversleep a Century of Development in Physics?

Machine Learning & Investing : The Good, The Bad & The Ugly

Igor Halperin is an AI Research Associate at Fidelity Investments. His research focuses on using methods of reinforcement learning, information theory, and physics for financial problems such as portfolio optimization, dynamic risk management, and inference of sequential decision-making processes of financial agents. Igor has an extensive industrial and academic experience in statistical and financial modeling, in particular in the areas of option pricing, credit portfolio risk modeling, portfolio optimization, and operational risk modeling. Prior to joining Fidelity, Igor worked as a Research Professor of Financial Machine Learning at NYU Tandon School of Engineering.  

Before that, Igor was an Executive Director of Quantitative Research at JPMorgan, and a quantitative researcher at Bloomberg LP. Igor has published numerous articles in finance and physics journals, and is a frequent speaker at financial conferences. Lastly, he has co-authored the books “Machine Learning in Finance: From Theory to Practice” (Springer 2020) and “Credit Risk Frontiers” (Bloomberg LP, 2012). In conclusion, Igor has a Ph.D. in theoretical high energy physics from Tel Aviv University. Lastly, lastly, has a M.Sc. in nuclear physics from St. Petersburg State Technical University.

Cornell Financial Engineering Manhattan 2023 Future of Finance Conference