Regret Minimization Algorithms for the Followers Behaviour Identification in Leadership Games. - Lorenzo Bisi; Giuseppe De Nittis; Francesco Trovò; Marcello Restelli; Nicola Gatti 001 (UAI, 2017)

Foreign exchange trading: a risk-averse batch reinforcement learning approach. - Lorenzo Bisi; Pierre Liotet; Luca Sabbioni; Gianmarco Reho; Nico Montali; Marcello Restelli; Cristiana Corno (ICAIF, 2020)

Control Frequency Adaptation via Action Persistence in Batch Reinforcement Learning. - Alberto Maria Metelli; Flavio Mazzolini; Lorenzo Bisi; Luca Sabbioni; Marcello Restelli (ICML, 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)

Finite Sample Analysis of Mean-Volatility Actor-Critic for Risk-Averse Reinforcement Learning. - Khaled Eldowa; Lorenzo Bisi; Marcello Restelli (AISTATS, 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)

Delayed Reinforcement Learning by Imitation. - Pierre Liotet; Davide Maran; Lorenzo Bisi; Marcello Restelli (ICML, 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)

Algorithms for risk-averse reinforcement learning. - Lorenzo Bisi (2022)

Simultaneously Updating All Persistence Values in Reinforcement Learning. - Luca Sabbioni; Luca Al Daire; Lorenzo Bisi; Alberto Maria Metelli; Marcello Restelli (AAAI, 2023)

Risk-averse optimization of reward-based coherent risk measures. - Massimiliano Bonetti; Lorenzo Bisi; Marcello Restelli (Artif. Intell., 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)