Edoardo Vittori

17 papers A* 1Journal 7Unranked 8
YearRankTypeTitle / Venue / Authors
2025 J jnl
Leveraging LLMS for Top-Down Sector Allocation In Automated Trading.
CoRR
Ryan Quek Wei Heng, Edoardo Vittori, Keane Ong, Rui Mao, Erik Cambria, Gianmarco Mengaldo
2025 J jnl
Reinforcement Learning in Queue-Reactive Models: Application to Optimal Execution.
CoRR
Tomás España, Yadh Hafsi, Fabrizio Lillo, Edoardo Vittori
2024 J jnl
Exploiting Risk-Aversion and Size-dependent fees in FX Trading with Fitted Natural Actor-Critic.
CoRR
Vito Alessandro Monaco, Antonio Riva, Luca Sabbioni, Lorenzo Bisi, Edoardo Vittori, Marco Pinciroli, Michele Trapletti, Marcello Restelli
2024 J jnl
Optimal Execution with Reinforcement Learning.
CoRR
Yadh Hafsi, Edoardo Vittori
2023 — conf
CVA Hedging with Reinforcement Learning.
ICAIF
Roberto Daluiso, Marco Pinciroli, Michele Trapletti, Edoardo Vittori
2023 J jnl
Reinforcement Learning for Credit Index Option Hedging.
CoRR
Francesco Mandelli, Marco Pinciroli, Michele Trapletti, Edoardo Vittori
2022 — conf
Addressing Non-Stationarity in FX Trading with Online Model Selection of Offline RL Experts.
ICAIF
Antonio Riva, Lorenzo Bisi, Pierre Liotet, Luca Sabbioni, Edoardo Vittori, Marco Pinciroli, Michele Trapletti, Marcello Restelli
2022 — —
Augmenting traders with learning machines.
Edoardo Vittori
2022 — conf
Dark-Pool Smart Order Routing: a Combinatorial Multi-armed Bandit Approach.
ICAIF
Martino Bernasconi, Stefano Martino, Edoardo Vittori, Francesco Trovò, Marcello Restelli
2021 — conf
Conservative Online Convex Optimization.
ECML/PKDD (1)
Martino Bernasconi de Luca, Edoardo Vittori, Francesco Trovò, Marcello Restelli
2021 — conf
Learning FX trading strategies with FQI and persistent actions.
ICAIF
Antonio Riva, Lorenzo Bisi, Pierre Liotet, Luca Sabbioni, Edoardo Vittori, Marco Pinciroli, Michele Trapletti, Marcello Restelli
2021 — conf
Monte carlo tree search for trading and hedging.
ICAIF
Edoardo Vittori, Amarildo Likmeta, Marcello Restelli
2020 — conf
Dealing with transaction costs in portfolio optimization: online gradient descent with momentum.
ICAIF
Edoardo Vittori, Martino Bernasconi de Luca, Francesco Trovò, Marcello Restelli
2020 J jnl
Option Hedging with Risk Averse Reinforcement Learning.
CoRR
Edoardo Vittori, Michele Trapletti, Marcello Restelli
2020 — conf
Option hedging with risk averse reinforcement learning.
ICAIF
Edoardo Vittori, Michele Trapletti, Marcello Restelli
2020 A* conf
Risk-Averse Trust Region Optimization for Reward-Volatility Reduction.
IJCAI
Lorenzo Bisi, Luca Sabbioni, Edoardo Vittori, Matteo Papini, Marcello Restelli
2019 J jnl
Risk-Averse Trust Region Optimization for Reward-Volatility Reduction.
CoRR
Lorenzo Bisi, Luca Sabbioni, Edoardo Vittori, Matteo Papini, Marcello Restelli