Sandra Paterlini
Sandra Paterlini
Department of Economics & Management, University of Trento
Verified email at - Homepage
Cited by
Cited by
Differential evolution and particle swarm optimisation in partitional clustering
S Paterlini, T Krink
Computational statistics & data analysis 50 (5), 1220-1247, 2006
Clustering financial time series: an application to mutual funds style analysis
F Pattarin, S Paterlini, T Minerva
Computational Statistics & Data Analysis 47 (2), 353-372, 2004
High performance clustering with differential evolution
S Paterlini, T Krink
Proceedings of the 2004 Congress on Evolutionary Computation (IEEE Cat. No …, 2004
Multiobjective optimization using differential evolution for real-world portfolio optimization
T Krink, S Paterlini
Computational Management Science 8, 157-179, 2011
Constructing optimal sparse portfolios using regularization methods
B Fastrich, S Paterlini, P Winker
Computational Management Science 12, 417-434, 2015
Differential evolution and combinatorial search for constrained index-tracking
T Krink, S Mittnik, S Paterlini
Annals of Operations Research 172, 153-176, 2009
Flexible dependence modeling of operational risk losses and its impact on total capital requirements
E Brechmann, C Czado, S Paterlini
journal of Banking and Finance, 2013
Cardinality versus q-norm constraints for index tracking
B Fastrich, S Paterlini, P Winker
Quantitative Finance 14 (11), 2019-2032, 2014
Regression model selection using genetic algorithms
S Paterlini, T Minerva
Proceedings of the 11th WSEAS International Conference on RECENT Advances in …, 2010
Evolutionary approaches for cluster analysis
S Paterlini, T Minerva
Soft Computing Applications, 165-176, 2003
Exact and heuristic approaches for the index tracking problem with UCITS constraints
A Scozzari, F Tardella, S Paterlini, T Krink
Annals of Operations Research 205, 235-250, 2013
Adaptive minimax regression estimation over sparse lq-hulls
Z Wang, S Paterlini, F Gao, Y Yang
The Journal of Machine Learning Research 15 (1), 1675-1711, 2014
Using differential evolution to improve the accuracy of bank rating systems
T Krink, S Paterlini, A Resti
Computational Statistics & Data Analysis 52 (1), 68-87, 2007
The influence of corporate elites on women on supervisory boards: Female directorsą inclusion in Germany
J Huang, MR Diehl, S Paterlini
Journal of Business Ethics 165, 347-364, 2020
Sparse portfolio selection via the sorted ℓ1-Norm
PJ Kremer, S Lee, M Bogdan, S Paterlini
Journal of Banking & Finance 110, 105687, 2020
Robust and sparse banking network estimation
G Torri, R Giacometti, S Paterlini
European Journal of Operational Research 270 (1), 51-65, 2018
Network topology and systemic risk: Evidence from the Euro Stoxx market
W Li, U Hommel, S Paterlini
Finance Research Letters 27, 105-112, 2018
Optimization heuristics for determining internal rating grading scales
M Lyra, J Paha, S Paterlini, P Winker
Computational Statistics & Data Analysis 54 (11), 2693-2706, 2010
Regular (ized) hedge fund clones
D Giamouridis, S Paterlini
Journal of Financial Research 33 (3), 223-247, 2010
Operational-risk dependencies and the determination of risk capital
S Mittnik, S Paterlini, T Yener
Center for Quantitative Risk Analysis (CEQURA) Working Paper, 2011
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