Our Research Assistant Antonio Riva and PhD Graduate Edoardo Vittori will present their research contributions done in collaboration with our PhD candidates, Martino Bernasconi, Luca Sabbioni and Pierre Liotet together with PhD graduate Lorenzo Bisi, MSc student Stefano Martino and our Research leads Marcello Restelli and Francesco Trovo’ at this year’s ACM’s International Conference on Artificial Intelligence for Finance (ICAIF 2022), on November 2-4, hosted at Sheraton New York Times Square Hotel, New York, NY, USA. They will present the results of two of our many collaborations with Banca Intesa SanPaolo:
- Addressing Non-Stationarity in FX Trading with Online Model Selection of Offline RL Experts
Antonio Riva, Lorenzo Bisi, Pierre Liotet, Luca Sabbioni, Edoardo Vittori, Manco Pinciroli, Michele Trapletti, Marcello Restelli - Dark-Pool Smart Order Routing: A Combinatorial Multi-armed Bandit Approach
Martino Bernasconi, Stefano Martino, Edoardo Vittori, Francesco Trovo’ and Marcello Restelli