Raffaele Pesenti

Ca Foscari University of Venice - Department of Management

San Giobbe, Cannaregio 873

Venice, 30121

Italy

SCHOLARLY PAPERS

3

DOWNLOADS

91

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

A Comparison among Reinforcement Learning Algorithms in Financial Trading Systems

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. No. 33/WP/2019
Number of pages: 36 Posted: 23 Jan 2020
Ca Foscari University of Venice - Dipartimento di Economia, Ca Foscari University of Venice - Department of Management, Independent and Ca Foscari University of Venice - Department of Management
Downloads 46 (424,793)

Abstract:

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Reinforcement Learning, SARSA, Q-Learning, Greedy-GQ, Financial Trading System, Italian FTSE Mib Stock Market

2.

Metaheuristic Algorithms for the Simultaneous Slot Allocation Problem

Department of Management, Università Ca' Foscari Venezia Working Paper No. 9/2011
Number of pages: 41 Posted: 10 Apr 2012
Paola Pellegrini, Lorenzo Castelli and Raffaele Pesenti
French Institute of Science and Technology for Transport, Development and Networks (IFSTTAR), Università degli Studi di Trieste and Ca Foscari University of Venice - Department of Management
Downloads 45 (421,012)

Abstract:

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air traffic management, airport slot allocation, metaheuristics, integer linear programming

3.

A Novel Initialization of PSO for Costly Portfolio Selection Problems

Department of Management, Università Ca' Foscari Venezia Working Paper No. 2015 / 04
Posted: 23 Aug 2015
Ca Foscari University of Venice - Dipartimento di Economia, Ca Foscari University of Venice - Dipartimento di Economia, Ca Foscari University of Venice - Department of Management and Ca Foscari University of Venice - Department of Management

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Deterministic PSO, Global Optimization, Portfolio Selection Problems, Exact Penalty functions