Edoardo Vittori

According to our database, Edoardo Vittori authored at least 11 papers between 2020 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Reinforcement Learning for Credit Index Option Hedging.

Francesco Mandelli, Marco Pinciroli, Michele Trapletti, Edoardo Vittori

CoRR, 2023

CVA Hedging with Reinforcement Learning.

Roberto Daluiso, Marco Pinciroli, Michele Trapletti, Edoardo Vittori

Proceedings of the 4th ACM International Conference on AI in Finance, 2023

2022

Augmenting traders with learning machines.

Edoardo Vittori

PhD thesis, 2022

Addressing Non-Stationarity in FX Trading with Online Model Selection of Offline RL Experts.

Antonio Riva, Lorenzo Bisi, Pierre Liotet, Luca Sabbioni, Edoardo Vittori, Marco Pinciroli, Michele Trapletti, Marcello Restelli

Proceedings of the 3rd ACM International Conference on AI in Finance, 2022

Dark-Pool Smart Order Routing: a Combinatorial Multi-armed Bandit Approach.

Martino Bernasconi, Stefano Martino, Edoardo Vittori, Francesco Trovò, Marcello Restelli

Proceedings of the 3rd ACM International Conference on AI in Finance, 2022

2021

Conservative Online Convex Optimization.

Martino Bernasconi de Luca, Edoardo Vittori, Francesco Trovò, Marcello Restelli

Proceedings of the Machine Learning and Knowledge Discovery in Databases. Research Track, 2021

Monte carlo tree search for trading and hedging.

Edoardo Vittori, Amarildo Likmeta, Marcello Restelli

Proceedings of the ICAIF'21: 2nd ACM International Conference on AI in Finance, Virtual Event, November 3, 2021

Learning FX trading strategies with FQI and persistent actions.

Antonio Riva, Lorenzo Bisi, Pierre Liotet, Luca Sabbioni, Edoardo Vittori, Marco Pinciroli, Michele Trapletti, Marcello Restelli

Proceedings of the ICAIF'21: 2nd ACM International Conference on AI in Finance, Virtual Event, November 3, 2021

2020

Risk-Averse Trust Region Optimization for Reward-Volatility Reduction.

Lorenzo Bisi, Luca Sabbioni, Edoardo Vittori, Matteo Papini, Marcello Restelli

Proceedings of the Twenty-Ninth International Joint Conference on Artificial Intelligence, 2020

Option hedging with risk averse reinforcement learning.

Edoardo Vittori, Michele Trapletti, Marcello Restelli

Proceedings of the ICAIF '20: The First ACM International Conference on AI in Finance, 2020

Dealing with transaction costs in portfolio optimization: online gradient descent with momentum.

Edoardo Vittori, Martino Bernasconi de Luca, Francesco Trovò, Marcello Restelli

Proceedings of the ICAIF '20: The First ACM International Conference on AI in Finance, 2020