Luca Sabbioni

According to our database, Luca Sabbioni authored at least 10 papers between 2020 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

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

2023

Stepsize Learning for Policy Gradient Methods in Contextual Markov Decision Processes.

Luca Sabbioni, Francesco Corda, Marcello Restelli

Proceedings of the Machine Learning and Knowledge Discovery in Databases: Research Track, 2023

Simultaneously Updating All Persistence Values in Reinforcement Learning.

Luca Sabbioni, Luca Al Daire, Lorenzo Bisi, Alberto Maria Metelli, Marcello Restelli

Proceedings of the Thirty-Seventh AAAI Conference on Artificial Intelligence, 2023

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

Proceedings of the 3rd ACM International Conference on AI in Finance, 2022

Trust Region Meta Learning for Policy Optimization.

Manuel Occorso, Luca Sabbioni, Alberto Maria Metelli, Marcello Restelli

Proceedings of the ECML/PKDD Workshop on Meta-Knowledge Transfer, 2022

2021

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

Proceedings of the ICAIF'21: 2nd ACM International Conference on AI in Finance, Virtual Event, November 3, 2021

2020

Risk-Averse Trust Region Optimization for Reward-Volatility Reduction.

Lorenzo Bisi, Luca Sabbioni, Edoardo Vittori, Matteo Papini, Marcello Restelli

Proceedings of the Twenty-Ninth International Joint Conference on Artificial Intelligence, 2020

Control Frequency Adaptation via Action Persistence in Batch Reinforcement Learning.

Alberto Maria Metelli, Flavio Mazzolini, Lorenzo Bisi, Luca Sabbioni, Marcello Restelli

Proceedings of the 37th International Conference on Machine Learning, 2020

Fast direct calibration of interest rate derivatives pricing models.

Luca Sabbioni, Marcello Restelli, Andrea Prampolini

Proceedings of the ICAIF '20: The First ACM International Conference on AI in Finance, 2020

Foreign exchange trading: a risk-averse batch reinforcement learning approach.

Lorenzo Bisi, Pierre Liotet, Luca Sabbioni, Gianmarco Reho, Nico Montali, Marcello Restelli, Cristiana Corno

Proceedings of the ICAIF '20: The First ACM International Conference on AI in Finance, 2020