Lorenzo Bisi

Publication Activity (10 Years)

Years Active: 2017-2023
Publications (10 Years): 15

Top Topics

Parameter Determination

Trading Strategies

Reinforcement Learning

Top Venues

Publications

Massimiliano Bonetti, Lorenzo Bisi, Marcello Restelli
Risk-averse optimization of reward-based coherent risk measures. Artif. Intell. 316 (2023)
Luca Sabbioni, Luca Al Daire, Lorenzo Bisi, Alberto Maria Metelli, Marcello Restelli
Simultaneously Updating All Persistence Values in Reinforcement Learning. AAAI (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)
Khaled Eldowa, Lorenzo Bisi, Marcello Restelli
Finite Sample Analysis of Mean-Volatility Actor-Critic for Risk-Averse Reinforcement Learning. AISTATS (2022)
Luca Sabbioni, Luca Al Daire, Lorenzo Bisi, Alberto Maria Metelli, Marcello Restelli
Simultaneously Updating All Persistence Values in Reinforcement Learning. CoRR (2022)
Lorenzo Bisi, Davide Santambrogio, Federico Sandrelli, Andrea Tirinzoni, Brian D. Ziebart, Marcello Restelli
Risk-averse policy optimization via risk-neutral policy optimization. Artif. Intell. 311 (2022)
Pierre Liotet, Davide Maran, Lorenzo Bisi, Marcello Restelli
Delayed Reinforcement Learning by Imitation. CoRR (2022)
Pierre Liotet, Davide Maran, Lorenzo Bisi, Marcello Restelli
Delayed Reinforcement Learning by Imitation. ICML (2022)
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)
Alberto Maria Metelli, Flavio Mazzolini, Lorenzo Bisi, Luca Sabbioni, Marcello Restelli
Control Frequency Adaptation via Action Persistence in Batch Reinforcement Learning. CoRR (2020)
Lorenzo Bisi, Luca Sabbioni, Edoardo Vittori, Matteo Papini, Marcello Restelli
Risk-Averse Trust Region Optimization for Reward-Volatility Reduction. IJCAI (2020)
Lorenzo Bisi, Pierre Liotet, Luca Sabbioni, Gianmarco Reho, Nico Montali, Marcello Restelli, Cristiana Corno
Foreign exchange trading: a risk-averse batch reinforcement learning approach. ICAIF (2020)
Alberto Maria Metelli, Flavio Mazzolini, Lorenzo Bisi, Luca Sabbioni, Marcello Restelli
Control Frequency Adaptation via Action Persistence in Batch Reinforcement Learning. ICML (2020)
Lorenzo Bisi, Luca Sabbioni, Edoardo Vittori, Matteo Papini, Marcello Restelli
Risk-Averse Trust Region Optimization for Reward-Volatility Reduction. CoRR (2019)
Lorenzo Bisi, Giuseppe De Nittis, Francesco Trovò, Marcello Restelli, Nicola Gatti
Regret Minimization Algorithms for the Followers Behaviour Identification in Leadership Games. UAI (2017)