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Luca Sabbioni
Luca Sabbioni
Verified email at polimi.it
Title
Cited by
Cited by
Year
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
642019
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
452020
Foreign exchange trading: A risk-averse batch reinforcement learning approach
L Bisi, P Liotet, L Sabbioni, G Reho, N Montali, M Restelli, C Corno
Proceedings of the First ACM International Conference on AI in Finance, 1-8, 2020
192020
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
102021
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
72022
Trust region meta learning for policy optimization
M Occorso, L Sabbioni, AM Metelli, M Restelli
ECMLPKDD Workshop on Meta-Knowledge Transfer, 62-74, 2022
52022
Stepsize learning for policy gradient methods in contextual markov decision processes
L Sabbioni, F Corda, M Restelli
Joint European Conference on Machine Learning and Knowledge Discovery in …, 2023
12023
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
12023
Meta learning the step size in policy gradient methods
L Sabbioni, F Corda, M Restelli
8th ICML Workshop on Automated Machine Learning (AutoML), 2021
12021
Exploiting hyperparameter optimization and control frequency in reinforcement learning
L Sabbioni
2022
Fast direct calibration of interest rate derivatives pricing models
L Sabbioni, M Restelli, A Prampolini
Proceedings of the First ACM International Conference on AI in Finance, 1-8, 2020
2020
Neural network calibration of the two-additive factor Gaussian model. A machine learning approach to swaption pricing
L SABBIONI
Politecnico di Milano, 2017
2017
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Articles 1–12