Martino Bernasconi de Luca

Publication Activity (10 Years)

Years Active: 2020-2023
Publications (10 Years): 4

Top Topics

Financial Time Series

Portfolio Selection

Online Convex Optimization

Top Venues

Publications

Tommaso Paladini, Martino Bernasconi de Luca, Michele Carminati, Mario Polino, Francesco Trovò, Stefano Zanero
Advancing Fraud Detection Systems Through Online Learning. ECML/PKDD (6) (2023)
Martino Bernasconi de Luca, Edoardo Vittori, Francesco Trovò, Marcello Restelli
Conservative Online Convex Optimization. ECML/PKDD (1) (2021)
Martino Bernasconi de Luca, Federico Cacciamani, Simone Fioravanti, Nicola Gatti, Alberto Marchesi, Francesco Trovò
Exploiting Opponents Under Utility Constraints in Sequential Games. NeurIPS (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)