Dr Roberto Colomboni
BSc, MSc, PhD
Expertise
Mathematician working in theoretical machine learning, focusing on online learning, sequential decision-making under uncertainty, and applications to digital markets such as pricing, auctions, and trade.
Current positions
Lecturer in Statistical Science and AI
School of Mathematics
Contact
Press and media
Many of our academics speak to the media as experts in their field of research. If you are a journalist, please contact the University’s Media and PR Team:
Research interests
Statistical Learning, Online Learning, Multi-Armed Bandits
Publications
Recent publications
28/04/2025AN ONLINE LEARNING THEORY OF TRADING-VOLUME MAXIMIZATION
13th International Conference on Learning Representations, ICLR 2025
A Parametric Contextual Online Learning Theory of Brokerage
Proceedings of Machine Learning Research
A Tight Regret Analysis of Non-Parametric Repeated Contextual Brokerage
Proceedings of Machine Learning Research
Market Making without Regret
Proceedings of the 38th Conference on Learning Theory
Adaptive Maximization of Social Welfare
Econometrica