Lorenzo Bisi

According to our database, Lorenzo Bisi authored at least 12 papers between 2017 and 2023.

Collaborative distances:

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

2023

Risk-averse optimization of reward-based coherent risk measures.

Massimiliano Bonetti, Lorenzo Bisi, Marcello Restelli

Artif. Intell., March, 2023

Simultaneously Updating All Persistence Values in Reinforcement Learning.

Luca Sabbioni, Luca Al Daire, Lorenzo Bisi, Alberto Maria Metelli, Marcello Restelli

Proceedings of the Thirty-Seventh AAAI Conference on Artificial Intelligence, 2023

2022

Algorithms for risk-averse reinforcement learning.

Lorenzo Bisi

PhD thesis, 2022

Risk-averse policy optimization via risk-neutral policy optimization.

Lorenzo Bisi, Davide Santambrogio, Federico Sandrelli, Andrea Tirinzoni, Brian D. Ziebart, Marcello Restelli

Artif. Intell., 2022

Delayed Reinforcement Learning by Imitation.

Pierre Liotet, Davide Maran, Lorenzo Bisi, Marcello Restelli

Proceedings of the International Conference on Machine Learning, 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

Finite Sample Analysis of Mean-Volatility Actor-Critic for Risk-Averse Reinforcement Learning.

Khaled Eldowa, Lorenzo Bisi, Marcello Restelli

Proceedings of the International Conference on Artificial Intelligence and Statistics, 2022

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

Control Frequency Adaptation via Action Persistence in Batch Reinforcement Learning.

Alberto Maria Metelli, Flavio Mazzolini, Lorenzo Bisi, Luca Sabbioni, Marcello Restelli

Proceedings of the 37th International Conference on Machine Learning, 2020

Foreign exchange trading: a risk-averse batch reinforcement learning approach.

Lorenzo Bisi, Pierre Liotet, Luca Sabbioni, Gianmarco Reho, Nico Montali, Marcello Restelli, Cristiana Corno

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

2017

Regret Minimization Algorithms for the Followers Behaviour Identification in Leadership Games.

Lorenzo Bisi, Giuseppe De Nittis, Francesco Trovò, Marcello Restelli, Nicola Gatti

Proceedings of the Thirty-Third Conference on Uncertainty in Artificial Intelligence, 2017