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Edoardo Vittori, PhD
Edoardo Vittori, PhD
Intesa Sanpaolo
Verified email at polimi.it - Homepage
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
Option hedging with risk averse reinforcement learning
E Vittori, M Trapletti, M Restelli
Proceedings of the first ACM international conference on AI in finance, 1-8, 2020
232020
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
Dealing with transaction costs in portfolio optimization: Online gradient descent with momentum
E Vittori, MB de Luca, F Trov˛, M Restelli
Proceedings of the First ACM International Conference on AI in Finance, 1-8, 2020
92020
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
Monte carlo tree search for trading and hedging
E Vittori, A Likmeta, M Restelli
Proceedings of the Second ACM International Conference on AI in Finance, 1-9, 2021
62021
Conservative online convex optimization
M Bernasconi de Luca, E Vittori, F Trov˛, M Restelli
Machine Learning and Knowledge Discovery in Databases. Research Tracká…, 2021
52021
Cva hedging with reinforcement learning
R Daluiso, M Pinciroli, M Trapletti, E Vittori
Proceedings of the Fourth ACM International Conference on AI in Finance, 261-269, 2023
32023
Reinforcement Learning for Credit Index Option Hedging
F Mandelli, M Pinciroli, M Trapletti, E Vittori
arXiv preprint arXiv:2307.09844, 2023
32023
Dark-pool smart order routing: a combinatorial multi-armed bandit approach
M Bernasconi, S Martino, E Vittori, F Trov˛, M Restelli
Proceedings of the Third ACM International Conference on AI in Finance, 352-360, 2022
22022
Preliminary analyses on technical and economic viability of moon-mined propellant for on-orbit refueling
A Sommariva, P Gaudenzi, M Pianorsi, M Pasquali, E Vittori, M Eugeni, ...
Acta Astronautica 204, 425-433, 2023
12023
Augmenting traders with learning machines
E Vittori
12022
Dealer markets: A reinforcement learning mean field approach
MB de Luca, E Vittori, F Trov˛, M Restelli
Working paper, Politecnico di Milano, Milan, 2021
12021
CVA Hedging by Risk-Averse Stochastic-Horizon Reinforcement Learning
R Daluiso, M Pinciroli, M Trapletti, E Vittori
arXiv preprint arXiv:2312.14044, 2023
2023
Dealer markets: A reinforcement learning mean field game approach
M Bernasconi, E Vittori, F Trov˛, M Restelli
The North American Journal of Economics and Finance 68, 101974, 2023
2023
Is the Lunar Economy Solely for the Space Industry? Opportunities for Non-Space Companies in Lunar Infrastructure Leveraging Technological Synergies
C Bosquillon, L Cujko, G Gautel, D Webber, A Conconi, M Pianorsi, ...
Proceedings of the International Astronautical Congress, IAC 2023, 2023
2023
MCTS for Trading and Hedging
E Vittori, A Likmeta, M Restelli
2021
On-orbit refuelling. Technical and economic viability of Moon-mined propellant transportation, storage, and distribution
A Sommariva, P Gaudenzi, M Pianorsi, E Vittori, M Pasquali, M Eugeni, ...
19th IAA Symposium on Visions and Strategies 2021 at the 72nd Internationalá…, 2021
2021
Online gradient descent for online portfolio optimization with transaction costs
M RESTELLI, E VITTORI, F TROVO
Politecnico di Milano, 2018
2018
GLINT: Gravitational-wave Laser INterferometry Triangle
S Aria, R Azevedo, R Burow, F Cahill, L Ducheckova, A Holroyd, ...
Experimental Astronomy 44 (2), 181-208, 2017
2017
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