Sandra Paterlini

Publication Activity (10 Years)

Years Active: 2002-2024
Publications (10 Years): 12

Top Topics

Quantile Regression

Dense Motion Estimation

Stock Price Prediction

Allocation Strategies

Top Venues

Comput. Manag. Sci.

Ann. Oper. Res.

Eur. J. Oper. Res.

Publications

Gabriele Torri, Rosella Giacometti, Sandra Paterlini
Penalized enhanced portfolio replication with asymmetric deviation measures. Ann. Oper. Res. 332 (1) (2024)
Chang Liu, Sandra Paterlini
Stock Price Prediction Using Temporal Graph Model with Value Chain Data. CoRR (2023)
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)
Dietmar Maringer, Ben Craig, Sandra Paterlini
Constructing banking networks under decreasing costs of link formation. Comput. Manag. Sci. 19 (1) (2022)
Giovanni Bonaccolto, Sandra Paterlini
Developing new portfolio strategies by aggregation. Ann. Oper. Res. 292 (2) (2020)
Margherita Giuzio, Sandra Paterlini
Un-diversifying during crises: Is it a good idea? Comput. Manag. Sci. 16 (3) (2019)
Gabriele Torri, Rosella Giacometti, Sandra Paterlini
Sparse precision matrices for minimum variance portfolios. Comput. Manag. Sci. 16 (3) (2019)
Philipp J. Kremer, Andreea Talmaciu, Sandra Paterlini
Risk minimization in multi-factor portfolios: What is the best strategy? Ann. Oper. Res. 266 (1-2) (2018)
Giovanni Bonaccolto, Massimiliano Caporin, Sandra Paterlini
Asset allocation strategies based on penalized quantile regression. Comput. Manag. Sci. 15 (1) (2018)
Margherita Giuzio, Kay Eichhorn-Schott, Sandra Paterlini, Vincent Weber
Tracking hedge funds returns using sparse clones. Ann. Oper. Res. 266 (1-2) (2018)
Gabriele Torri, Rosella Giacometti, Sandra Paterlini
Robust and sparse banking network estimation. Eur. J. Oper. Res. 270 (1) (2018)
Margherita Giuzio, Davide Ferrari, Sandra Paterlini
Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization. Eur. J. Oper. Res. 250 (1) (2016)
Björn Fastrich, Sandra Paterlini, Peter Winker
Constructing optimal sparse portfolios using regularization methods. Comput. Manag. Sci. 12 (3) (2015)
Zhan Wang, Sandra Paterlini, Fuchang Gao, Yuhong Yang
Adaptive minimax regression estimation over sparse lq-hulls. J. Mach. Learn. Res. 15 (1) (2014)
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) (2013)
Dietmar Maringer, Sandra Paterlini, Peter Winker
The 3rd Special Issue on Optimization Heuristics in Estimation and Modelling Problems. Comput. Stat. Data Anal. 56 (10) (2012)
Thiemo Krink, Sandra Paterlini
Multiobjective optimization using differential evolution for real-world portfolio optimization. Comput. Manag. Sci. 8 (1-2) (2011)
Sandra Paterlini
Evolutionary Computation for Modelling and Optimization in Finance. COMPSTAT (2010)
Marianna Lyra, J. Paha, Sandra Paterlini, Peter Winker
Optimization heuristics for determining internal rating grading scales. Comput. Stat. Data Anal. 54 (11) (2010)
Stefan Mittnik, Sandra Paterlini, Tina Yener
Modeling Operational Risk: Estimation and Effects of Dependencies. COMPSTAT (2010)
Thiemo Krink, Stefan Mittnik, Sandra Paterlini
Differential evolution and combinatorial search for constrained index-tracking. Ann. Oper. Res. 172 (1) (2009)
Thiemo Krink, Sandra Paterlini, Andrea Resti
Using differential evolution to improve the accuracy of bank rating systems. Comput. Stat. Data Anal. 52 (1) (2007)
Sandra Paterlini, Thiemo Krink
Differential evolution and particle swarm optimisation in partitional clustering. Comput. Stat. Data Anal. 50 (5) (2006)
Francesco Pattarin, Sandra Paterlini, Tommaso Minerva
Clustering financial time series: an application to mutual funds style analysis. Comput. Stat. Data Anal. 47 (2) (2004)
Sandra Paterlini, Thiemo Krink
High performance clustering with differential evolution. IEEE Congress on Evolutionary Computation (2004)
Alberto Roverato, Sandra Paterlini
Technological modelling for graphical models: an approach based on genetic algorithms. Comput. Stat. Data Anal. 47 (2) (2004)
Tommaso Minerva, Sandra Paterlini
Evolutionary approaches for statistical modelling. IEEE Congress on Evolutionary Computation (2002)