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)

Fast direct calibration of interest rate derivatives pricing models. - Luca Sabbioni; Marcello Restelli; Andrea Prampolini (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)

Trust Region Meta Learning for Policy Optimization. - Manuel Occorso; Luca Sabbioni; Alberto Maria Metelli; Marcello Restelli (Meta-Knowledge Transfer @ ECML/PKDD, 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)

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

Stepsize Learning for Policy Gradient Methods in Contextual Markov Decision Processes. - Luca Sabbioni; Francesco Corda; Marcello Restelli (ECML/PKDD (4), 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)