Igor Ilin

Peter the Great St. Petersburg Polytechnic University

Papers

Total Citations

H-Index

About

Igor Ilin is a distinguished researcher whose work bridges finance, risk management, and algorithmic modeling. His primary research areas include market risk neutral strategies, financial modeling, and the algorithmization of investment approaches. Ilin’s major contribution lies in critically analyzing traditional "buy & hold" strategies, demonstrating their limitations in non-directional or volatile market conditions where trend dynamics are absent. He has advanced the development of risk-neutral frameworks that aim to mitigate market exposure more effectively, offering sophisticated alternatives for uncertain environments. His most-cited paper, "Market Risk Neutral Strategies: Modeling and Algorithmization" (2014), has garnered 13 citations, reflecting its foundational role in prompting further inquiry into adaptive, algorithm-driven financial strategies. Ilin’s work is notable for its practical relevance, providing both theoretical insights and actionable models for researchers and practitioners seeking to enhance portfolio resilience. By highlighting the inefficiencies of conventional approaches, he has contributed to a deeper understanding of how algorithmic solutions can address persistent market risks, making his research a valuable resource for students and professionals in quantitative finance and risk management.