Lorenzo Bisi - RankMe

17 papers A* 4A 2Journal 7Unranked 3

Year	Rank	Type	Title / Venue / Authors
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
2023	J	`jnl`	Risk-averse optimization of reward-based coherent risk measures. Artif. Intell. Massimiliano Bonetti, Lorenzo Bisi, Marcello Restelli
2023	A*	`conf`	Simultaneously Updating All Persistence Values in Reinforcement Learning. AAAI Luca Sabbioni, Luca Al Daire, Lorenzo Bisi, Alberto Maria Metelli, Marcello Restelli
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	—	`—`	Algorithms for risk-averse reinforcement learning. Lorenzo Bisi
2022	A*	`conf`	Delayed Reinforcement Learning by Imitation. ICML Pierre Liotet, Davide Maran, Lorenzo Bisi, Marcello Restelli
2022	J	`jnl`	Delayed Reinforcement Learning by Imitation. CoRR Pierre Liotet, Davide Maran, Lorenzo Bisi, Marcello Restelli
2022	A	`conf`	Finite Sample Analysis of Mean-Volatility Actor-Critic for Risk-Averse Reinforcement Learning. AISTATS Khaled Eldowa, Lorenzo Bisi, Marcello Restelli
2022	J	`jnl`	Risk-averse policy optimization via risk-neutral policy optimization. Artif. Intell. Lorenzo Bisi, Davide Santambrogio, Federico Sandrelli, Andrea Tirinzoni, Brian D. Ziebart, Marcello Restelli
2022	J	`jnl`	Simultaneously Updating All Persistence Values in Reinforcement Learning. CoRR Luca Sabbioni, Luca Al Daire, Lorenzo Bisi, Alberto Maria Metelli, 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
2020	A*	`conf`	Control Frequency Adaptation via Action Persistence in Batch Reinforcement Learning. ICML Alberto Maria Metelli, Flavio Mazzolini, Lorenzo Bisi, Luca Sabbioni, Marcello Restelli
2020	J	`jnl`	Control Frequency Adaptation via Action Persistence in Batch Reinforcement Learning. CoRR Alberto Maria Metelli, Flavio Mazzolini, Lorenzo Bisi, Luca Sabbioni, Marcello Restelli
2020	—	`conf`	Foreign exchange trading: a risk-averse batch reinforcement learning approach. ICAIF Lorenzo Bisi, Pierre Liotet, Luca Sabbioni, Gianmarco Reho, Nico Montali, Marcello Restelli, Cristiana Corno
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
2017	A	`conf`	Regret Minimization Algorithms for the Followers Behaviour Identification in Leadership Games. UAI Lorenzo Bisi, Giuseppe De Nittis, Francesco Trovò, Marcello Restelli, Nicola Gatti