Evolutionary approaches for statistical modelling. - Tommaso Minerva; Sandra Paterlini (IEEE Congress on Evolutionary Computation, 2002)

High performance clustering with differential evolution. - Sandra Paterlini; Thiemo Krink (IEEE Congress on Evolutionary Computation, 2004)

Clustering financial time series: an application to mutual funds style analysis. - Francesco Pattarin; Sandra Paterlini; Tommaso Minerva (Comput. Stat. Data Anal., 2004)

Technological modelling for graphical models: an approach based on genetic algorithms. - Alberto Roverato; Sandra Paterlini (Comput. Stat. Data Anal., 2004)

Differential evolution and particle swarm optimisation in partitional clustering. - Sandra Paterlini; Thiemo Krink (Comput. Stat. Data Anal., 2006)

Using differential evolution to improve the accuracy of bank rating systems. - Thiemo Krink; Sandra Paterlini; Andrea Resti (Comput. Stat. Data Anal., 2007)

Differential evolution and combinatorial search for constrained index-tracking. - Thiemo Krink; Stefan Mittnik; Sandra Paterlini (Ann. Oper. Res., 2009)

Modeling Operational Risk: Estimation and Effects of Dependencies. - Stefan Mittnik; Sandra Paterlini; Tina Yener (COMPSTAT, 2010)

Evolutionary Computation for Modelling and Optimization in Finance. - Sandra Paterlini (COMPSTAT, 2010)

Optimization heuristics for determining internal rating grading scales. - Marianna Lyra; Johannes Paha; Sandra Paterlini; Peter Winker (Comput. Stat. Data Anal., 2010)

Multiobjective optimization using differential evolution for real-world portfolio optimization. - Thiemo Krink; Sandra Paterlini (Comput. Manag. Sci., 2011)

The 3rd Special Issue on Optimization Heuristics in Estimation and Modelling Problems. - Dietmar Maringer; Sandra Paterlini; Peter Winker (Comput. Stat. Data Anal., 2012)

Exact and heuristic approaches for the index tracking problem with UCITS constraints. - Andrea Scozzari; Fabio Tardella; Sandra Paterlini; Thiemo Krink (Ann. Oper. Res., 2013)

Adaptive minimax regression estimation over sparse lq-hulls. - Zhan Wang; Sandra Paterlini; Fuchang Gao; Yuhong Yang 002 (J. Mach. Learn. Res., 2014)

Constructing optimal sparse portfolios using regularization methods. - Björn Fastrich; Sandra Paterlini; Peter Winker (Comput. Manag. Sci., 2015)

Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization. - Margherita Giuzio; Davide Ferrari; Sandra Paterlini (Eur. J. Oper. Res., 2016)

Tracking hedge funds returns using sparse clones. - Margherita Giuzio; Kay Eichhorn-Schott; Sandra Paterlini; Vincent Weber (Ann. Oper. Res., 2018)

Risk minimization in multi-factor portfolios: What is the best strategy? - Philipp J. Kremer; Andreea Talmaciu; Sandra Paterlini (Ann. Oper. Res., 2018)

Asset allocation strategies based on penalized quantile regression. - Giovanni Bonaccolto; Massimiliano Caporin; Sandra Paterlini (Comput. Manag. Sci., 2018)

Robust and sparse banking network estimation. - Gabriele Torri; Rosella Giacometti; Sandra Paterlini (Eur. J. Oper. Res., 2018)

Un-diversifying during crises: Is it a good idea? - Margherita Giuzio; Sandra Paterlini (Comput. Manag. Sci., 2019)

Sparse precision matrices for minimum variance portfolios. - Gabriele Torri; Rosella Giacometti; Sandra Paterlini (Comput. Manag. Sci., 2019)

Developing new portfolio strategies by aggregation. - Giovanni Bonaccolto; Sandra Paterlini (Ann. Oper. Res., 2020)

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 001 (WIVACE, 2022)

Constructing banking networks under decreasing costs of link formation. - Dietmar Maringer; Ben Craig; Sandra Paterlini (Comput. Manag. Sci., 2022)

Stock Price Prediction Using Temporal Graph Model with Value Chain Data. - Chang Liu; Sandra Paterlini (CoRR, 2023)

Penalized enhanced portfolio replication with asymmetric deviation measures. - Gabriele Torri; Rosella Giacometti; Sandra Paterlini (Ann. Oper. Res., 2024)

Sparse graphical modelling for global minimum variance portfolio. - Riccardo Riccobello; Giovanni Bonaccolto; Philipp J. Kremer; Piotr Sobczyk; Malgorzata Bogdan; Sandra Paterlini (Comput. Manag. Sci., 2025)