Publications

AI & Trading

Reinforcement Learning in Queue-Reactive Models: Application to Optimal Execution

Authors: Tomas Espana, Yadh Hafsi, Fabrizio Lillo, Edoardo Vittori
Year: 2025
Venue: arXiv

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Leveraging LLMs for Top-Down Sector Allocation in Automated Trading

Authors: Ryan Quek Wei Heng, Edoardo Vittori, Keane Ong, Rui Mao, Erik Cambria, Gianmarco Mengaldo
Year: 2025
Venue: arXiv

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Optimal Execution with Reinforcement Learning

Authors: Yadh Hafsi, Edoardo Vittori
Year: 2024
Venue: arXiv

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Exploiting Risk-Aversion and Size-dependent fees in FX Trading with Fitted Natural Actor-Critic

Authors: Vito Alessandro Monaco, Antonio Riva, Luca Sabbioni, Lorenzo Bisi, Edoardo Vittori, Marco Pinciroli, Michele Trapletti, Marcello Restelli
Year: 2024
Venue: arXiv

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CVA Hedging with Reinforcement Learning

Authors: Roberto Daluiso, Marco Pinciroli, Michele Trapletti, Edoardo Vittori
Year: 2023
Venue: International Conference on AI for Finance Runner-up Best Industrial Paper Award

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Dealer Markets: a Reinforcement Learning Mean Field Game Approach

Authors: Martino Bernasconi De Luca, Edoardo Vittori, Francesco Trovò, Marcello Restelli
Year: 2023
Venue: The North American Journal of Economics and Finance

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Reinforcement Learning for Credit Index Option Hedging

Authors: Francesco Mandelli, Marco Pinciroli, Michele Trapletti, Edoardo Vittori
Year: 2023
Venue: arXiv

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Augmenting Traders with Learning Machines

Authors: Edoardo Vittori
Year: 2022
Venue: PhD dissertation

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Dark-Pool Smart Order Routing: a Combinatorial Multi-armed Bandit Approach

Authors: Martino Bernasconi De Luca, Stefano Martino, Edoardo Vittori, Francesco Trovò, Marcello Restelli
Year: 2022
Venue: International Conference on AI for Finance

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Addressing Non-Stationarity in FX Trading with Online Model Selection of Offline RL Experts

Authors: Antonio Riva, Lorenzo Bisi, Pierre Liotet, Luca Sabbioni, Edoardo Vittori, Marco Pinciroli, Michele Trapletti, Marcello Restelli
Year: 2022
Venue: International Conference on AI for Finance

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MCTS for Trading and Hedging

Authors: Edoardo Vittori, Amarildo Likmeta, Marcello Restelli
Year: 2021
Venue: International Conference on AI for Finance

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Learning FX Trading Strategies with FQI and Persistent Actions

Authors: Antonio Riva, Lorenzo Bisi, Pierre Liotet, Luca Sabbioni, Edoardo Vittori, Marco Pinciroli, Michele Trapletti, Marcello Restelli
Year: 2021
Venue: International Conference on AI for Finance

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Conservative Online Convex Optimization

Authors: Martino Bernasconi De Luca, Edoardo Vittori, Francesco Trovò, Marcello Restelli
Year: 2021
Venue: European Conference on Machine Learning

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Dealing with Transaction Costs in Portfolio Optimization: Online Gradient Descent with Momentum

Authors: Edoardo Vittori, Martino Bernasconi De Luca, Francesco Trovò, Marcello Restelli
Year: 2020
Venue: International Conference on AI for Finance

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Option Hedging with Risk Averse Reinforcement Learning

Authors: Edoardo Vittori, Michele Trapletti, Marcello Restelli
Year: 2020
Venue: International Conference on AI for Finance

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Risk-Averse Trust Region Optimization for Reward-Volatility Reduction

Authors: Lorenzo Bisi, Luca Sabbioni, Edoardo Vittori, Matteo Papini, Marcello Restelli
Year: 2020
Venue: International Joint Conference on Artificial Intelligence

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Space Economy

Is the Lunar Economy Solely for the Space Industry? Opportunities for Nonspace Companies in Lunar Infrastructure Leveraging Technological Synergies

Authors: Christophe Bosquillon, Lari Cujko, Gidon Gautel, Derek Webber, Andrea Conconi, Mattia Pianorsi, Simonetta Di Pippo, Edoardo Vittori
Year: 2024
Venue: New Space

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Preliminary analyses on technical and economic viability of moon-mined propellant for on-orbit refueling

Authors: Andrea Sommariva, Paolo Gaudenzi, Mattia Pianorsi, Michele Pasquali, Edoardo Vittori, Marco Eugeni, Matilde Italiano et al.
Year: 2023
Venue: Acta Astronautica

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GLINT: Gravitational-wave laser INterferometry triangle

Authors: Shafa Aria, Rui Azevedo, Rick Burow, Fiachra Cahill, Lada Ducheckova, Alexa Holroyd, Victor Huarcaya, Emilia Jarvel, Martin Koßagk, Chris Moeckel, Ana Rodriguez, Fabien Royer, Richard Sypniewski, Edoardo Vittori, Madeleine Yttergren
Year: 2017
Venue: Experimental Astronomy

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