VITTORI, EDOARDO
VITTORI, EDOARDO
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.
Conservative Online Convex Optimization
2021-01-01 BERNASCONI de LUCA, Martino; Vittori, E.; Trovo', F.; Restelli, M.
Dark-Pool Smart Order Routing: a Combinatorial Multi-armed Bandit Approach
2022-01-01 BERNASCONI de LUCA, Martino; Vittori, E.; Trovo', F.; Restelli, M.
Dealer markets: A reinforcement learning mean field game approach
2023-01-01 Bernasconi, Martino; Vittori, E.; Trovo, Francesco; Restelli, Marcello
Dealing with Transaction Costs in Portfolio Optimization: Online Gradient Descent with Momentum
2020-01-01 Vittori, E; BERNASCONI de LUCA, Martino; Trovo', Francesco; Restelli, M
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
Monte carlo tree search for trading and hedging
2021-01-01 Vittori, E.; Likmeta, A.; Restelli, M.
Option Hedging with Risk Averse Reinforcement Learning
2020-01-01 Vittori, E.; Trapletti, M.; Restelli, M.
Risk-Averse Trust Region Optimization for Reward-Volatility Reduction
2020-01-01 Bisi, L.; Sabbioni, L.; Vittori, E.; Papini, M.; Restelli, M.