| Risk-averse trust region optimization for reward-volatility reduction L Bisi, L Sabbioni, E Vittori, M Papini, M Restelli arXiv preprint arXiv:1912.03193, 2019 | 62 | 2019 |
| Control frequency adaptation via action persistence in batch reinforcement learning AM Metelli, F Mazzolini, L Bisi, L Sabbioni, M Restelli International Conference on Machine Learning, 6862-6873, 2020 | 44 | 2020 |
| Foreign exchange trading: A risk-averse batch reinforcement learning approach L Bisi, P Liotet, L Sabbioni, G Reho, N Montali, M Restelli, C Corno Proceedings of the First ACM International Conference on AI in Finance, 1-8, 2020 | 19 | 2020 |
| Learning FX trading strategies with FQI and persistent actions A Riva, L Bisi, P Liotet, L Sabbioni, E Vittori, M Pinciroli, M Trapletti, ... Proceedings of the Second ACM International Conference on AI in Finance, 1-9, 2021 | 10 | 2021 |
| Addressing non-stationarity in fx trading with online model selection of offline rl experts A Riva, L Bisi, P Liotet, L Sabbioni, E Vittori, M Pinciroli, M Trapletti, ... Proceedings of the Third ACM International Conference on AI in Finance, 394-402, 2022 | 7 | 2022 |
| Trust region meta learning for policy optimization M Occorso, L Sabbioni, AM Metelli, M Restelli ECMLPKDD Workshop on Meta-Knowledge Transfer, 62-74, 2022 | 5 | 2022 |
| Stepsize learning for policy gradient methods in contextual markov decision processes L Sabbioni, F Corda, M Restelli Joint European Conference on Machine Learning and Knowledge Discovery in …, 2023 | 1 | 2023 |
| Simultaneously updating all persistence values in reinforcement learning L Sabbioni, L Al Daire, L Bisi, AM Metelli, M Restelli Proceedings of the AAAI Conference on Artificial Intelligence 37 (8), 9668-9676, 2023 | 1 | 2023 |
| Meta learning the step size in policy gradient methods L Sabbioni, F Corda, M Restelli 8th ICML Workshop on Automated Machine Learning (AutoML), 2021 | 1 | 2021 |
| Exploiting hyperparameter optimization and control frequency in reinforcement learning L Sabbioni | | 2022 |
| Fast direct calibration of interest rate derivatives pricing models L Sabbioni, M Restelli, A Prampolini Proceedings of the First ACM International Conference on AI in Finance, 1-8, 2020 | | 2020 |
| Neural network calibration of the two-additive factor Gaussian model. A machine learning approach to swaption pricing L SABBIONI Politecnico di Milano, 2017 | | 2017 |
