Sandra Paterlini

30 papers B 2Journal 25Unranked 3

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	An ℓ Stat. Comput. Alessandro Fulci, Sandra Paterlini, Emanuele Taufer
2026	J	`jnl`	Smoothed semicovariance estimation for portfolio selection. Ann. Oper. Res. Davide Ferrari, Sandra Paterlini, Andrea Rigamonti, Alex Weissensteiner
2025	J	`jnl`	Sparse graphical modelling for global minimum variance portfolio. Comput. Manag. Sci. Riccardo Riccobello, Giovanni Bonaccolto, Philipp J. Kremer, Piotr Sobczyk, Malgorzata Bogdan, Sandra Paterlini
2024	J	`jnl`	Penalized enhanced portfolio replication with asymmetric deviation measures. Ann. Oper. Res. Gabriele Torri, Rosella Giacometti, Sandra Paterlini
2023	J	`jnl`	Stock Price Prediction Using Temporal Graph Model with Value Chain Data. CoRR Chang Liu, Sandra Paterlini
2022	J	`jnl`	Constructing banking networks under decreasing costs of link formation. Comput. Manag. Sci. Dietmar Maringer, Ben Craig, Sandra Paterlini
2022	—	`conf`	Spread of Perturbations in Supply Chain Networks: The Effect of the Bow-Tie Organization on the Resilience of the Global Automotive System. WIVACE Elisa Flori, Yi Zhu, Sandra Paterlini, Francesco Pattarin, Marco Villani
2020	J	`jnl`	Developing new portfolio strategies by aggregation. Ann. Oper. Res. Giovanni Bonaccolto, Sandra Paterlini
2019	J	`jnl`	Sparse precision matrices for minimum variance portfolios. Comput. Manag. Sci. Gabriele Torri, Rosella Giacometti, Sandra Paterlini
2019	J	`jnl`	Un-diversifying during crises: Is it a good idea? Comput. Manag. Sci. Margherita Giuzio, Sandra Paterlini
2018	J	`jnl`	Asset allocation strategies based on penalized quantile regression. Comput. Manag. Sci. Giovanni Bonaccolto, Massimiliano Caporin, Sandra Paterlini
2018	J	`jnl`	Risk minimization in multi-factor portfolios: What is the best strategy? Ann. Oper. Res. Philipp J. Kremer, Andreea Talmaciu, Sandra Paterlini
2018	J	`jnl`	Robust and sparse banking network estimation. Eur. J. Oper. Res. Gabriele Torri, Rosella Giacometti, Sandra Paterlini
2018	J	`jnl`	Tracking hedge funds returns using sparse clones. Ann. Oper. Res. Margherita Giuzio, Kay Eichhorn-Schott, Sandra Paterlini, Vincent Weber
2016	J	`jnl`	Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization. Eur. J. Oper. Res. Margherita Giuzio, Davide Ferrari, Sandra Paterlini
2015	J	`jnl`	Constructing optimal sparse portfolios using regularization methods. Comput. Manag. Sci. Björn Fastrich, Sandra Paterlini, Peter Winker
2014	J	`jnl`	Adaptive minimax regression estimation over sparse lq-hulls. J. Mach. Learn. Res. Zhan Wang, Sandra Paterlini, Fuchang Gao, Yuhong Yang
2013	J	`jnl`	Exact and heuristic approaches for the index tracking problem with UCITS constraints. Ann. Oper. Res. Andrea Scozzari, Fabio Tardella, Sandra Paterlini, Thiemo Krink
2012	J	`jnl`	The 3rd Special Issue on Optimization Heuristics in Estimation and Modelling Problems. Comput. Stat. Data Anal. Dietmar Maringer, Sandra Paterlini, Peter Winker
2011	J	`jnl`	Multiobjective optimization using differential evolution for real-world portfolio optimization. Comput. Manag. Sci. Thiemo Krink, Sandra Paterlini
2010	—	`conf`	Evolutionary Computation for Modelling and Optimization in Finance. COMPSTAT Sandra Paterlini
2010	—	`conf`	Modeling Operational Risk: Estimation and Effects of Dependencies. COMPSTAT Stefan Mittnik, Sandra Paterlini, Tina Yener
2010	J	`jnl`	Optimization heuristics for determining internal rating grading scales. Comput. Stat. Data Anal. Marianna Lyra, Johannes Paha, Sandra Paterlini, Peter Winker
2009	J	`jnl`	Differential evolution and combinatorial search for constrained index-tracking. Ann. Oper. Res. Thiemo Krink, Stefan Mittnik, Sandra Paterlini
2007	J	`jnl`	Using differential evolution to improve the accuracy of bank rating systems. Comput. Stat. Data Anal. Thiemo Krink, Sandra Paterlini, Andrea Resti
2006	J	`jnl`	Differential evolution and particle swarm optimisation in partitional clustering. Comput. Stat. Data Anal. Sandra Paterlini, Thiemo Krink
2004	J	`jnl`	Clustering financial time series: an application to mutual funds style analysis. Comput. Stat. Data Anal. Francesco Pattarin, Sandra Paterlini, Tommaso Minerva
2004	B	`conf`	High performance clustering with differential evolution. IEEE Congress on Evolutionary Computation Sandra Paterlini, Thiemo Krink
2004	J	`jnl`	Technological modelling for graphical models: an approach based on genetic algorithms. Comput. Stat. Data Anal. Alberto Roverato, Sandra Paterlini
2002	B	`conf`	Evolutionary approaches for statistical modelling. IEEE Congress on Evolutionary Computation Tommaso Minerva, Sandra Paterlini