Michele Trapletti

According to our database, Michele Trapletti authored at least 6 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

Reinforcement Learning for Credit Index Option Hedging.

Francesco Mandelli, Marco Pinciroli, Michele Trapletti, Edoardo Vittori

CoRR, 2023

CVA Hedging with Reinforcement Learning.

Roberto Daluiso, Marco Pinciroli, Michele Trapletti, Edoardo Vittori

Proceedings of the 4th ACM International Conference on AI in Finance, 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

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

Option hedging with risk averse reinforcement learning.

Edoardo Vittori, Michele Trapletti, Marcello Restelli

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