Sandra Paterlini

According to our database, Sandra Paterlini authored at least 27 papers between 2002 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Penalized enhanced portfolio replication with asymmetric deviation measures.

Gabriele Torri, Rosella Giacometti, Sandra Paterlini

Ann. Oper. Res., January, 2024

2023

Stock Price Prediction Using Temporal Graph Model with Value Chain Data.

Chang Liu, Sandra Paterlini

CoRR, 2023

2022

Constructing banking networks under decreasing costs of link formation.

Dietmar Maringer, Ben Craig, Sandra Paterlini

Comput. Manag. Sci., 2022

Spread of Perturbations in Supply Chain Networks: The Effect of the Bow-Tie Organization on the Resilience of the Global Automotive System.

Elisa Flori, Yi Zhu, Sandra Paterlini, Francesco Pattarin, Marco Villani

Proceedings of the Artificial Life and Evolutionary Computation - 16th Italian Workshop, 2022

2020

Developing new portfolio strategies by aggregation.

Giovanni Bonaccolto, Sandra Paterlini

Ann. Oper. Res., 2020

2019

Sparse precision matrices for minimum variance portfolios.

Gabriele Torri, Rosella Giacometti, Sandra Paterlini

Comput. Manag. Sci., 2019

Un-diversifying during crises: Is it a good idea?

Margherita Giuzio, Sandra Paterlini

Comput. Manag. Sci., 2019

2018

Robust and sparse banking network estimation.

Gabriele Torri, Rosella Giacometti, Sandra Paterlini

Eur. J. Oper. Res., 2018

Asset allocation strategies based on penalized quantile regression.

Giovanni Bonaccolto, Massimiliano Caporin, Sandra Paterlini

Comput. Manag. Sci., 2018

Risk minimization in multi-factor portfolios: What is the best strategy?

Philipp J. Kremer, Andreea Talmaciu, Sandra Paterlini

Ann. Oper. Res., 2018

Tracking hedge funds returns using sparse clones.

Margherita Giuzio, Kay Eichhorn-Schott, Sandra Paterlini, Vincent Weber

Ann. Oper. Res., 2018

2016

Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization.

Margherita Giuzio, Davide Ferrari, Sandra Paterlini

Eur. J. Oper. Res., 2016

2015

Constructing optimal sparse portfolios using regularization methods.

Björn Fastrich, Sandra Paterlini, Peter Winker

Comput. Manag. Sci., 2015

2014

Adaptive minimax regression estimation over sparse lq-hulls.

Zhan Wang, Sandra Paterlini, Fuchang Gao, Yuhong Yang

J. Mach. Learn. Res., 2014

2013

Exact and heuristic approaches for the index tracking problem with UCITS constraints.

Andrea Scozzari, Fabio Tardella, Sandra Paterlini, Thiemo Krink

Ann. Oper. Res., 2013

2012

The 3rd Special Issue on Optimization Heuristics in Estimation and Modelling Problems.

Dietmar Maringer, Sandra Paterlini, Peter Winker

Comput. Stat. Data Anal., 2012

2011

Multiobjective optimization using differential evolution for real-world portfolio optimization.

Thiemo Krink, Sandra Paterlini

Comput. Manag. Sci., 2011

2010

Optimization heuristics for determining internal rating grading scales.

Marianna Lyra, Johannes Paha, Sandra Paterlini, Peter Winker

Comput. Stat. Data Anal., 2010

Evolutionary Computation for Modelling and Optimization in Finance.

Sandra Paterlini

Proceedings of the 19th International Conference on Computational Statistics, 2010

Modeling Operational Risk: Estimation and Effects of Dependencies.

Stefan Mittnik, Sandra Paterlini, Tina Yener

Proceedings of the 19th International Conference on Computational Statistics, 2010

2009

Differential evolution and combinatorial search for constrained index-tracking.

Thiemo Krink, Stefan Mittnik, Sandra Paterlini

Ann. Oper. Res., 2009

2007

Using differential evolution to improve the accuracy of bank rating systems.

Thiemo Krink, Sandra Paterlini, Andrea Resti

Comput. Stat. Data Anal., 2007

2006

Differential evolution and particle swarm optimisation in partitional clustering.

Sandra Paterlini, Thiemo Krink

Comput. Stat. Data Anal., 2006

2004

Technological modelling for graphical models: an approach based on genetic algorithms.

Alberto Roverato, Sandra Paterlini

Comput. Stat. Data Anal., 2004

Clustering financial time series: an application to mutual funds style analysis.

Francesco Pattarin, Sandra Paterlini, Tommaso Minerva

Comput. Stat. Data Anal., 2004

High performance clustering with differential evolution.

Sandra Paterlini, Thiemo Krink

Proceedings of the IEEE Congress on Evolutionary Computation, 2004

2002

Evolutionary approaches for statistical modelling.

Tommaso Minerva, Sandra Paterlini

Proceedings of the 2002 Congress on Evolutionary Computation, 2002