Edoardo Vittori

17 papers A* 1Journal 7Unranked 8

Year	Rank	Type	Title / 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