Luca Sabbioni

Publication Activity (10 Years)

Years Active: 2019-2023
Publications (10 Years): 13

Top Topics

Parameter Determination

Reinforcement Learning

Top Venues

Publications

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