| 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 | 74 | 2019 |
| Option hedging with risk averse reinforcement learning E Vittori, M Trapletti, M Restelli Proceedings of the first ACM international conference on AI in finance, 1-8, 2020 | 33 | 2020 |
| 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 | 14 | 2022 |
| 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 | 12 | 2021 |
| Dealing with transaction costs in portfolio optimization: Online gradient descent with momentum E Vittori, MB de Luca, F Trovò, M Restelli Proceedings of the First ACM International Conference on AI in Finance, 1-8, 2020 | 10 | 2020 |
| Cva hedging with reinforcement learning R Daluiso, M Pinciroli, M Trapletti, E Vittori Proceedings of the Fourth ACM International Conference on AI in Finance, 261-269, 2023 | 7 | 2023 |
| Monte carlo tree search for trading and hedging E Vittori, A Likmeta, M Restelli Proceedings of the Second ACM International Conference on AI in Finance, 1-9, 2021 | 7 | 2021 |
| Conservative online convex optimization M Bernasconi de Luca, E Vittori, F Trovò, M Restelli Machine Learning and Knowledge Discovery in Databases. Research Track …, 2021 | 6 | 2021 |
| Reinforcement Learning for Credit Index Option Hedging F Mandelli, M Pinciroli, M Trapletti, E Vittori arXiv preprint arXiv:2307.09844, 2023 | 3 | 2023 |
| Dark-pool smart order routing: a combinatorial multi-armed bandit approach M Bernasconi, S Martino, E Vittori, F Trovò, M Restelli Proceedings of the Third ACM International Conference on AI in Finance, 352-360, 2022 | 2 | 2022 |
| CVA Hedging by Risk-Averse Stochastic-Horizon Reinforcement Learning R Daluiso, M Pinciroli, M Trapletti, E Vittori arXiv preprint arXiv:2312.14044, 2023 | 1 | 2023 |
| Dealer markets: A reinforcement learning mean field game approach M Bernasconi, E Vittori, F Trovò, M Restelli The North American Journal of Economics and Finance 68, 101974, 2023 | 1 | 2023 |
| Preliminary analyses on technical and economic viability of moon-mined propellant for on-orbit refueling A Sommariva, P Gaudenzi, M Pianorsi, M Pasquali, E Vittori, M Eugeni, ... Acta Astronautica 204, 425-433, 2023 | 1 | 2023 |
| Augmenting traders with learning machines E Vittori | 1 | 2022 |
| Dealer markets: A reinforcement learning mean field approach MB de Luca, E Vittori, F Trovò, M Restelli Working paper, Politecnico di Milano, Milan, 2021 | 1 | 2021 |
| Online gradient descent for online portfolio optimization with transaction costs M RESTELLI, E VITTORI, F TROVO Politecnico di Milano, 2018 | 1 | 2018 |
| Optimal Execution with Reinforcement Learning Y Hafsi, E Vittori arXiv preprint arXiv:2411.06389, 2024 | | 2024 |
| Exploiting Risk-Aversion and Size-dependent fees in FX Trading with Fitted Natural Actor-Critic VA Monaco, A Riva, L Sabbioni, L Bisi, E Vittori, M Pinciroli, M Trapletti, ... arXiv preprint arXiv:2410.23294, 2024 | | 2024 |
| Is the Lunar Economy Solely for the Space Industry? Opportunities for Nonspace Companies in Lunar Infrastructure Leveraging Technological Synergies C Bosquillon, L Cujko, G Gautel, D Webber, A Conconi, M Pianorsi, ... New Space 12 (3), 174-187, 2024 | | 2024 |
| MCTS for Trading and Hedging E Vittori, A Likmeta, M Restelli | | 2021 |
Marcello RestelliAssociate Professor, Politecnico di MilanoBestätigte E-Mail-Adresse bei polimi.it