Dealing with transaction costs in portfolio optimization: online gradient descent with momentum. - Edoardo Vittori; Martino Bernasconi de Luca; Francesco Trovò; Marcello Restelli (ICAIF, 2020)

Option hedging with risk averse reinforcement learning. - Edoardo Vittori; Michele Trapletti; Marcello Restelli (ICAIF, 2020)

Risk-Averse Trust Region Optimization for Reward-Volatility Reduction. - Lorenzo Bisi; Luca Sabbioni; Edoardo Vittori; Matteo Papini; Marcello Restelli (IJCAI, 2020)

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 (ICAIF, 2021)

Monte carlo tree search for trading and hedging. - Edoardo Vittori; Amarildo Likmeta; Marcello Restelli (ICAIF, 2021)

Conservative Online Convex Optimization. - Martino Bernasconi de Luca; Edoardo Vittori; Francesco Trovò; Marcello Restelli (ECML/PKDD (1), 2021)

Dark-Pool Smart Order Routing: a Combinatorial Multi-armed Bandit Approach. - Martino Bernasconi; Stefano Martino; Edoardo Vittori; Francesco Trovò; Marcello Restelli (ICAIF, 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 (ICAIF, 2022)

Augmenting traders with learning machines. - Edoardo Vittori (2022)

CVA Hedging with Reinforcement Learning. - Roberto Daluiso; Marco Pinciroli; Michele Trapletti; Edoardo Vittori (ICAIF, 2023)

Reinforcement Learning for Credit Index Option Hedging. - Francesco Mandelli; Marco Pinciroli; Michele Trapletti; Edoardo Vittori (CoRR, 2023)

Exploiting Risk-Aversion and Size-dependent fees in FX Trading with Fitted Natural Actor-Critic. - Vito Alessandro Monaco; Antonio Riva; Luca Sabbioni; Lorenzo Bisi; Edoardo Vittori; Marco Pinciroli; Michele Trapletti; Marcello Restelli (CoRR, 2024)

Optimal Execution with Reinforcement Learning. - Yadh Hafsi; Edoardo Vittori (CoRR, 2024)

Leveraging LLMS for Top-Down Sector Allocation In Automated Trading. - Ryan Quek Wei Heng; Edoardo Vittori; Keane Ong; Rui Mao 010; Erik Cambria; Gianmarco Mengaldo (CoRR, 2025)