Edoardo Vittori

Publication Activity (10 Years)

Years Active: 2019-2023
Publications (10 Years): 12

Top Topics

Online Convex Optimization

Payoff Functions

Transaction Costs

Reinforcement Learning

Top Venues

Publications

Roberto Daluiso, Marco Pinciroli, Michele Trapletti, Edoardo Vittori
CVA Hedging with Reinforcement Learning. ICAIF (2023)
Francesco Mandelli, Marco Pinciroli, Michele Trapletti, Edoardo Vittori
Reinforcement Learning for Credit Index Option Hedging. CoRR (2023)
Antonio Riva, Lorenzo Bisi, Pierre Liotet, Luca Sabbioni, Edoardo Vittori, Marco Pinciroli, Michele Trapletti, Marcello Restelli
Addressing Non-Stationarity in FX Trading with Online Model Selection of Offline RL Experts. ICAIF (2022)
Martino Bernasconi, Stefano Martino, Edoardo Vittori, Francesco Trovò, Marcello Restelli
Dark-Pool Smart Order Routing: a Combinatorial Multi-armed Bandit Approach. ICAIF (2022)
Martino Bernasconi de Luca, Edoardo Vittori, Francesco Trovò, Marcello Restelli
Conservative Online Convex Optimization. ECML/PKDD (1) (2021)
Edoardo Vittori, Amarildo Likmeta, Marcello Restelli
Monte carlo tree search for trading and hedging. ICAIF (2021)
Antonio Riva, Lorenzo Bisi, Pierre Liotet, Luca Sabbioni, Edoardo Vittori, Marco Pinciroli, Michele Trapletti, Marcello Restelli
Learning FX trading strategies with FQI and persistent actions. ICAIF (2021)
Edoardo Vittori, Martino Bernasconi de Luca, Francesco Trovò, Marcello Restelli
Dealing with transaction costs in portfolio optimization: online gradient descent with momentum. ICAIF (2020)
Lorenzo Bisi, Luca Sabbioni, Edoardo Vittori, Matteo Papini, Marcello Restelli
Risk-Averse Trust Region Optimization for Reward-Volatility Reduction. IJCAI (2020)
Edoardo Vittori, Michele Trapletti, Marcello Restelli
Option hedging with risk averse reinforcement learning. ICAIF (2020)
Edoardo Vittori, Michele Trapletti, Marcello Restelli
Option Hedging with Risk Averse Reinforcement Learning. CoRR (2020)
Lorenzo Bisi, Luca Sabbioni, Edoardo Vittori, Matteo Papini, Marcello Restelli
Risk-Averse Trust Region Optimization for Reward-Volatility Reduction. CoRR (2019)