Publications

Here you can find my publications:

• Roberto Daluiso, Marco Pinciroli, Michele Trapletti, Edoardo Vittori. CVA Hedging with Reinforcement Learning, International Conference on AI for Finance, 2023. [PDF][Link]
  Awarded Runner-up Best Industrial Paper Award

• Martino Bernasconi De Luca, Edoardo Vittori, Francesco Trovò, Marcello Restelli. Dealer Markets: a Reinforcement Learning Mean Field Game Approach, The North American Journal of Economics and Finance, 2023. [PDF][Link]

• Francesco Mandelli, Marco Pinciroli, Michele Trapletti, Edoardo Vittori. Reinforcement Learning for Credit Index Option Hedging, Arxiv, 2023. [PDF]

• Andrea Sommariva, Paolo Gaudenzi, Mattia Pianorsi, Michele Pasquali, Edoardo Vittori, Marco Eugeni, Matilde Italiano et al. Preliminary analyses on technical and economic viability of moon-mined propellant for on-orbit refueling, Acta Astronautica, 2023.[PDF][Link]

• Edoardo Vittori. Augmenting Traders with Learning Machines, PhD dissertation, 2022. [PDF]

• Martino Bernasconi De Luca, Stefano Martino, Edoardo Vittori, Francesco Trovò, Marcello Restelli. Dark-Pool Smart Order Routing: a Combinatorial Multi-armed Bandit Approach, International Conference on AI for Finance, 2022. [PDF][Link]

• Antonio Riva, Lorenzo Bisi, Pierre Liotet, Luca Sabbioni, Edoardo Vittori, Marco Pinciroli, Michele Trapletti, Marcello Restelli. Addressing Non-Stationarity in FX Trading with Online Model Selection of Offline RL Experts, International Conference on AI for Finance, 2022. [PDF][Link]

• Edoardo Vittori, Amarildo Likmeta, Marcello Restelli. MCTS for Trading and Hedging, International Conference on AI for Finance, 2021. [PDF][Link]

• Antonio Riva, Lorenzo Bisi, Pierre Liotet, Luca Sabbioni, Edoardo Vittori, Marco Pinciroli, Michele Trapletti, Marcello Restelli. Learning FX Trading Strategies with FQI and Persistent Actions, International Conference on AI for Finance, 2021. [PDF][Link]

• Martino Bernasconi De Luca, Edoardo Vittori, Francesco Trovò, Marcello Restelli. Conservative Online Convex Optimization, European Conference on Machine Learning, 2021. [PDF]

• Edoardo Vittori, Martino Bernasconi De Luca, Francesco Trovò, Marcello Restelli. Dealing with Transaction Costs in Portfolio Optimization: Online Gradient Descent with Momentum, International Conference on AI for Finance, 2020. [PDF][Link]

• Edoardo Vittori, Michele Trapletti, Marcello Restelli. Option Hedging with Risk Averse Reinforcement Learning, International Conference on AI for Finance, 2020. [PDF][Link]

• Lorenzo Bisi, Luca Sabbioni, Edoardo Vittori, Matteo Papini, Marcello Restelli. Risk-Averse Trust Region Optimization for Reward-Volatility Reduction, International Joint Conference on Artificial Intelligence, 2020. [PDF]

• 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. GLINT: Gravitational-wave laser INterferometry triangle. Experimental Astronomy. 2017. [PDF]