| Risk-averse trust region optimization for reward-volatility reduction L Bisi, L Sabbioni, E Vittori, M Papini, M Restelli arXiv preprint arXiv:1912.03193, 2019 | 71 | 2019 |
| Control frequency adaptation via action persistence in batch reinforcement learning AM Metelli, F Mazzolini, L Bisi, L Sabbioni, M Restelli International Conference on Machine Learning, 6862-6873, 2020 | 51 | 2020 |
| Foreign Exchange Trading: A Risk-Averse Batch Reinforcement Learning Approach L Bisi, P Liotet, L Sabbioni, G Reho, N Montali, M Restelli, C Corno 1st ACM International Conference on AI in Finance (ICAIF), 2020 | 21 | 2020 |
| Regret minimization algorithms for the follower's behavior identification in leadership games L Bisi Politecnico di Milano, 2016 | 16 | 2016 |
| Addressing non-stationarity in FX trading with online model selection of offline rl experts A Riva, L Bisi, P Liotet, L Sabbioni, E Vittori, M Pinciroli, M Trapletti, ... Proceedings of the Third ACM International Conference on AI in Finance, 394-402, 2022 | 14 | 2022 |
| Delayed reinforcement learning by imitation P Liotet, D Maran, L Bisi, M Restelli International Conference on Machine Learning, 13528-13556, 2022 | 12 | 2022 |
| Learning FX trading strategies with FQI and persistent actions A Riva, L Bisi, P Liotet, L Sabbioni, E Vittori, M Pinciroli, M Trapletti, ... Proceedings of the Second ACM International Conference on AI in Finance, 1-9, 2021 | 11 | 2021 |
| Risk-averse policy optimization via risk-neutral policy optimization L Bisi, D Santambrogio, F Sandrelli, A Tirinzoni, BD Ziebart, M Restelli Artificial Intelligence 311, 103765, 2022 | 9 | 2022 |
| Risk-averse optimization of reward-based coherent risk measures M Bonetti, L Bisi, M Restelli Artificial Intelligence 316, 103845, 2023 | 4 | 2023 |
| Finite sample analysis of mean-volatility actor-critic for risk-averse reinforcement learning K Eldowa, L Bisi, M Restelli International Conference on Artificial Intelligence and Statistics, 10028-10066, 2022 | 4 | 2022 |
| Algorithms for risk-averse reinforcement learning L Bisi | 2 | 2021 |
| Simultaneously updating all persistence values in reinforcement learning L Sabbioni, L Al Daire, L Bisi, AM Metelli, M Restelli Proceedings of the AAAI Conference on Artificial Intelligence 37 (8), 9668-9676, 2023 | 1 | 2023 |
| Online Follower’s Behaviour Identification in Leadership Games L Bisi, G De Nittis, F Trovò, M Restelli, N Gatti Proceedings of the 16th European Conference on Multi-Agent Systems, 1-15, 2018 | 1 | 2018 |
| Exploiting Risk-Aversion and Size-dependent fees in FX Trading with Fitted Natural Actor-Critic VA Monaco, A Riva, L Sabbioni, L Bisi, E Vittori, M Pinciroli, M Trapletti, ... arXiv preprint arXiv:2410.23294, 2024 | | 2024 |
Marcello RestelliAssociate Professor, Politecnico di MilanoVerified email at polimi.it
