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Luca Sabbioni
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2020 – today
- 2024
- [i5]Vito Alessandro Monaco, Antonio Riva, Luca Sabbioni, Lorenzo Bisi, Edoardo Vittori, Marco Pinciroli, Michele Trapletti, Marcello Restelli:
Exploiting Risk-Aversion and Size-dependent fees in FX Trading with Fitted Natural Actor-Critic. CoRR abs/2410.23294 (2024) - 2023
- [c9]Luca Sabbioni, Luca Al Daire, Lorenzo Bisi, Alberto Maria Metelli, Marcello Restelli:
Simultaneously Updating All Persistence Values in Reinforcement Learning. AAAI 2023: 9668-9676 - [c8]Luca Sabbioni, Francesco Corda, Marcello Restelli:
Stepsize Learning for Policy Gradient Methods in Contextual Markov Decision Processes. ECML/PKDD (4) 2023: 506-523 - [i4]Luca Sabbioni, Francesco Corda, Marcello Restelli:
Stepsize Learning for Policy Gradient Methods in Contextual Markov Decision Processes. CoRR abs/2306.07741 (2023) - 2022
- [c7]Manuel Occorso, Luca Sabbioni, Alberto Maria Metelli, Marcello Restelli:
Trust Region Meta Learning for Policy Optimization. Meta-Knowledge Transfer @ ECML/PKDD 2022: 62-74 - [c6]Antonio Riva, Lorenzo Bisi, Pierre Liotet, Luca Sabbioni, Edoardo Vittori, Marco Pinciroli, Michele Trapletti, Marcello Restelli:
Addressing Non-Stationarity in FX Trading with Online Model Selection of Offline RL Experts. ICAIF 2022: 394-402 - [i3]Luca Sabbioni, Luca Al Daire, Lorenzo Bisi, Alberto Maria Metelli, Marcello Restelli:
Simultaneously Updating All Persistence Values in Reinforcement Learning. CoRR abs/2211.11620 (2022) - 2021
- [c5]Antonio Riva, Lorenzo Bisi, Pierre Liotet, Luca Sabbioni, Edoardo Vittori, Marco Pinciroli, Michele Trapletti, Marcello Restelli:
Learning FX trading strategies with FQI and persistent actions. ICAIF 2021: 38:1-38:9 - 2020
- [c4]Luca Sabbioni, Marcello Restelli, Andrea Prampolini:
Fast direct calibration of interest rate derivatives pricing models. ICAIF 2020: 6:1-6:8 - [c3]Lorenzo Bisi, Pierre Liotet, Luca Sabbioni, Gianmarco Reho, Nico Montali, Marcello Restelli, Cristiana Corno:
Foreign exchange trading: a risk-averse batch reinforcement learning approach. ICAIF 2020: 26:1-26:8 - [c2]Alberto Maria Metelli, Flavio Mazzolini, Lorenzo Bisi, Luca Sabbioni, Marcello Restelli:
Control Frequency Adaptation via Action Persistence in Batch Reinforcement Learning. ICML 2020: 6862-6873 - [c1]Lorenzo Bisi, Luca Sabbioni, Edoardo Vittori, Matteo Papini, Marcello Restelli:
Risk-Averse Trust Region Optimization for Reward-Volatility Reduction. IJCAI 2020: 4583-4589 - [i2]Alberto Maria Metelli, Flavio Mazzolini, Lorenzo Bisi, Luca Sabbioni, Marcello Restelli:
Control Frequency Adaptation via Action Persistence in Batch Reinforcement Learning. CoRR abs/2002.06836 (2020)
2010 – 2019
- 2019
- [i1]Lorenzo Bisi, Luca Sabbioni, Edoardo Vittori, Matteo Papini, Marcello Restelli:
Risk-Averse Trust Region Optimization for Reward-Volatility Reduction. CoRR abs/1912.03193 (2019)
Coauthor Index
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last updated on 2024-12-01 01:16 CET by the dblp team
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