Loris Cannelli

activity

20162023

most citedHedging using reinforcement learning: Contextual

k

-Armed Bandit versus

Q

-learning

13 citations · 25 across the 5 of their papers we have counts for

collaborators

Showing 2020Show all

2 papers · 1 filter

math.OC2020

Asynchronous Optimization over Graphs: Linear Convergence under Error Bound Conditions

Loris Cannelli, Francisco Facchinei, Gesualdo Scutari +1

We consider convex and nonconvex constrained optimization with a partially separable objective function: agents minimize the sum of local objective functions, each of which is know…

cs.LG2020★ 13 cited

Hedging using reinforcement learning: Contextual $k$ -Armed Bandit versus $Q$ -learning

Loris Cannelli, Giuseppe Nuti, Marzio Sala +1

The construction of replication strategies for contingent claims in the presence of risk and market friction is a key problem of financial engineering. In real markets, continuous…

Asynchronous Optimization over Graphs: Linear Convergence under Error Bound Conditions

Hedging using reinforcement learning: Contextual k-Armed Bandit versus Q-learning

Hedging using reinforcement learning: Contextual $k$ -Armed Bandit versus $Q$ -learning