SABBIONI, LUCA
SABBIONI, LUCA
DIPARTIMENTO DI ELETTRONICA, INFORMAZIONE E BIOINGEGNERIA
Addressing Non-Stationarity in FX Trading with Online Model Selection of Offline RL Experts
2022-01-01 Riva, A.; Bisi, L.; Liotet, P.; Sabbioni, L.; Vittori, E.; Pinciroli, M.; Trapletti, M.; Restelli, M.
Control Frequency Adaptation via Action Persistence in Batch Reinforcement Learning
2020-01-01 Metelli, ALBERTO MARIA; Mazzolini, Flavio; Bisi, Lorenzo; Sabbioni, Luca; Restelli, Marcello
Fast direct calibration of interest rate derivatives pricing models
2020-01-01 Sabbioni, L.; Restelli, M.; Prampolini, A.
Foreign exchange trading: A risk-averse batch reinforcement learning approach
2020-01-01 Bisi, L.; Liotet, P.; Sabbioni, L.; Reho, G.; Montali, N.; Restelli, M.; Corno, C.
Learning FX trading strategies with FQI and persistent actions
2021-01-01 Riva, Antonio; Bisi, Lorenzo; Liotet, PIERRE ETIENNE VALENTIN; Sabbioni, Luca; Vittori, Edoardo; Pinciroli, Marco; Trapletti, Michele; Restelli, Marcello
Risk-Averse Trust Region Optimization for Reward-Volatility Reduction
2020-01-01 Bisi, L.; Sabbioni, L.; Vittori, E.; Papini, M.; Restelli, M.
Simultaneously Updating All Persistence Values in Reinforcement Learning
2023-01-01 Sabbioni, Luca; AL DAIRE, Luca; Bisi, Lorenzo; Metelli, ALBERTO MARIA; Restelli, Marcello
Stepsize Learning for Policy Gradient Methods in Contextual Markov Decision Processes
2023-01-01 Sabbioni, L.; Corda, F.; Restelli, M.
Trust Region Meta Learning for Policy Optimization
2022-01-01 Occorso, Manuel; Sabbioni, Luca; Metelli, ALBERTO MARIA; Restelli, Marcello