Michele Trapletti

Publication Activity (10 Years)

Years Active: 2020-2023
Publications (10 Years): 6

Top Topics

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)
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, 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)