Luca Sabbioni

14 papers A* 3Journal 5Unranked 6
YearRankTypeTitle / 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 A* conf
Simultaneously Updating All Persistence Values in Reinforcement Learning.
AAAI
Luca Sabbioni, Luca Al Daire, Lorenzo Bisi, Alberto Maria Metelli, Marcello Restelli
2023 — conf
Stepsize Learning for Policy Gradient Methods in Contextual Markov Decision Processes.
ECML/PKDD (4)
Luca Sabbioni, Francesco Corda, Marcello Restelli
2023 J jnl
Stepsize Learning for Policy Gradient Methods in Contextual Markov Decision Processes.
CoRR
Luca Sabbioni, Francesco Corda, 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 J jnl
Simultaneously Updating All Persistence Values in Reinforcement Learning.
CoRR
Luca Sabbioni, Luca Al Daire, Lorenzo Bisi, Alberto Maria Metelli, Marcello Restelli
2022 — conf
Trust Region Meta Learning for Policy Optimization.
Meta-Knowledge Transfer @ ECML/PKDD
Manuel Occorso, Luca Sabbioni, 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
Fast direct calibration of interest rate derivatives pricing models.
ICAIF
Luca Sabbioni, Marcello Restelli, Andrea Prampolini
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