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ORCIDSandra Paterlini
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- affiliation: University of Minnesota, USA
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2020 – today
- 2024
[j21]Gabriele Torri
, Rosella Giacometti, Sandra Paterlini:
Penalized enhanced portfolio replication with asymmetric deviation measures. Ann. Oper. Res. 332(1): 481-531 (2024)- 2023
- [i1]Chang Liu, Sandra Paterlini:
Stock Price Prediction Using Temporal Graph Model with Value Chain Data. CoRR abs/2303.09406 (2023) - 2022
- [j20]Dietmar Maringer, Ben Craig, Sandra Paterlini:
Constructing banking networks under decreasing costs of link formation. Comput. Manag. Sci. 19(1): 41-64 (2022) - [c5]Elisa Flori, Yi Zhu, Sandra Paterlini, Francesco Pattarin, Marco Villani:
Spread of Perturbations in Supply Chain Networks: The Effect of the Bow-Tie Organization on the Resilience of the Global Automotive System. WIVACE 2022: 40-57 - 2020
- [j19]Giovanni Bonaccolto, Sandra Paterlini:
Developing new portfolio strategies by aggregation. Ann. Oper. Res. 292(2): 933-971 (2020)
2010 – 2019
- 2019
- [j18]Gabriele Torri, Rosella Giacometti, Sandra Paterlini:
Sparse precision matrices for minimum variance portfolios. Comput. Manag. Sci. 16(3): 375-400 (2019) - [j17]Margherita Giuzio, Sandra Paterlini:
Un-diversifying during crises: Is it a good idea? Comput. Manag. Sci. 16(3): 401-432 (2019) - 2018
- [j16]Philipp J. Kremer, Andreea Talmaciu, Sandra Paterlini:
Risk minimization in multi-factor portfolios: What is the best strategy? Ann. Oper. Res. 266(1-2): 255-291 (2018) - [j15]Margherita Giuzio, Kay Eichhorn-Schott, Sandra Paterlini, Vincent Weber:
Tracking hedge funds returns using sparse clones. Ann. Oper. Res. 266(1-2): 349-371 (2018) - [j14]Giovanni Bonaccolto, Massimiliano Caporin, Sandra Paterlini:
Asset allocation strategies based on penalized quantile regression. Comput. Manag. Sci. 15(1): 1-32 (2018) - [j13]Gabriele Torri, Rosella Giacometti, Sandra Paterlini:
Robust and sparse banking network estimation. Eur. J. Oper. Res. 270(1): 51-65 (2018) - 2016
- [j12]Margherita Giuzio, Davide Ferrari, Sandra Paterlini:
Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization. Eur. J. Oper. Res. 250(1): 251-261 (2016) - 2015
- [j11]Björn Fastrich, Sandra Paterlini, Peter Winker:
Constructing optimal sparse portfolios using regularization methods. Comput. Manag. Sci. 12(3): 417-434 (2015) - 2014
- [j10]Zhan Wang, Sandra Paterlini, Fuchang Gao, Yuhong Yang:
Adaptive minimax regression estimation over sparse lq-hulls. J. Mach. Learn. Res. 15(1): 1675-1711 (2014) - 2013
- [j9]Andrea Scozzari, Fabio Tardella, Sandra Paterlini, Thiemo Krink:
Exact and heuristic approaches for the index tracking problem with UCITS constraints. Ann. Oper. Res. 205(1): 235-250 (2013) - 2012
- [j8]Dietmar Maringer, Sandra Paterlini, Peter Winker:
The 3rd Special Issue on Optimization Heuristics in Estimation and Modelling Problems. Comput. Stat. Data Anal. 56(10): 2963-2964 (2012) - 2011
- [j7]Thiemo Krink, Sandra Paterlini:
Multiobjective optimization using differential evolution for real-world portfolio optimization. Comput. Manag. Sci. 8(1-2): 157-179 (2011) - 2010
- [j6]Marianna Lyra, Johannes Paha, Sandra Paterlini, Peter Winker:
Optimization heuristics for determining internal rating grading scales. Comput. Stat. Data Anal. 54(11): 2693-2706 (2010) - [c4]Sandra Paterlini:
Evolutionary Computation for Modelling and Optimization in Finance. COMPSTAT 2010: 265-274 - [c3]Stefan Mittnik, Sandra Paterlini, Tina Yener:
Modeling Operational Risk: Estimation and Effects of Dependencies. COMPSTAT 2010: 541-548
2000 – 2009
- 2009
- [j5]Thiemo Krink, Stefan Mittnik, Sandra Paterlini:
Differential evolution and combinatorial search for constrained index-tracking. Ann. Oper. Res. 172(1): 153-176 (2009) - 2007
- [j4]Thiemo Krink, Sandra Paterlini, Andrea Resti:
Using differential evolution to improve the accuracy of bank rating systems. Comput. Stat. Data Anal. 52(1): 68-87 (2007) - 2006
- [j3]Sandra Paterlini, Thiemo Krink:
Differential evolution and particle swarm optimisation in partitional clustering. Comput. Stat. Data Anal. 50(5): 1220-1247 (2006) - 2004
- [j2]Alberto Roverato, Sandra Paterlini:
Technological modelling for graphical models: an approach based on genetic algorithms. Comput. Stat. Data Anal. 47(2): 323-337 (2004) - [j1]Francesco Pattarin, Sandra Paterlini, Tommaso Minerva:
Clustering financial time series: an application to mutual funds style analysis. Comput. Stat. Data Anal. 47(2): 353-372 (2004) - [c2]Sandra Paterlini, Thiemo Krink:
High performance clustering with differential evolution. IEEE Congress on Evolutionary Computation 2004: 2004-2011 - 2002
- [c1]Tommaso Minerva, Sandra Paterlini:
Evolutionary approaches for statistical modelling. IEEE Congress on Evolutionary Computation 2002: 2023-2028
Coauthor Index
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