Lorenzo Bisi

Here is a list of our publications at international conferences:

• Massimiliano Bonetti, Lorenzo Bisi, Marcello Restelli, Risk-averse optimization of reward-based coherent risk measures , AIJ Special Issue on Risk-Aware Autonomous Systems: Theory and Practice.
• Lorenzo Bisi, Davide Santambrogio, Federico Sandrelli, Andrea Tirinzoni, Brian D. Ziebart, Marcello Restelli, Risk-averse policy optimization via risk-neutral policy optimization , AIJ Special Issue on Risk-Aware Autonomous Systems: Theory and Practice.
• Antonio Riva, Lorenzo Bisi, Pierre Liotet, Luca Sabbioni, Marco Pinciroli, Michele Trapletti, Marcello Restelli, Addressing Non-Stationarity in FX Trading with Online Model Selection of Offline RL Experts , ICAIF 2022.
• Pierre Liotet, Davide Maran, Lorenzo Bisi, Marcello Restelli, Delayed Reinforcement Learning by Imitation , ICML 2022.
• Khaled Eldowa, Lorenzo Bisi, Marcello Restelli, Finite Sample Analysis of Mean-Volatility Actor-Critic for Risk-Averse Reinforcement Learning, AISTATS 2022.
• 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, ICAIF 2021.
• Lorenzo Bisi, Luca Sabbioni, Edoardo Vittori, Matteo Papini, Marcello Restelli, Risk-Averse Trust Region Optimization for Reward-Volatility Reduction, IJCAI 2020.
• Alberto Maria Metelli, Flavio Mazzolini, Lorenzo Bisi , Luca Sabbioni, Marcello Restelli, Control Frequency Adaptation via Action Persistence in Batch Reinforcement Learning, ICML 2020.
• Lorenzo Bisi, Pierre Liotet, Luca Sabbioni, Gianmarco Reho, Nico Montali, Cristiana Corno, Marcello Restelli, Foreign Exchange Trading: A Risk-Averse Batch Reinforcement Learning Approach, ICAIF 2020.
• Lorenzo Bisi, Giuseppe De Nittis, Francesco Trovo, Marcello Restelli, Nicola Gatti, Regret Minimization Algorithms for the Follower’s Behaviour Identification in Leadership Games, UAI 2017.