Sandra Paterlini
Sandra Paterlini
Department of Economics & Management, University of Trento
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Differential evolution and particle swarm optimisation in partitional clustering
S Paterlini, T Krink
Computational Statistics & Data Analysis 50 (5), 1220-1247, 2006
High performance clustering with differential evolution
S Paterlini, T Krink
Evolutionary Computation, 2004. CEC2004. Congress on 2, 2004
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
Multiobjective optimization using differential evolution for real-world portfolio optimization
T Krink, S Paterlini
Computational Management Science 8 (1), 157-179, 2011
Differential evolution and combinatorial search for constrained index-tracking
T Krink, S Mittnik, S Paterlini
Annals of Operations Research 172 (1), 153-176, 2009
Constructing optimal sparse portfolios using regularization methods
B Fastrich, S Paterlini, P Winker
Computational Management Science 12 (3), 417-434, 2015
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
Evolutionary approaches for cluster analysis
S Paterlini, T Minerva
Soft Computing Applications, 165-176, 2003
Regression model selection using genetic algorithms
S Paterlini, T Minerva
Proceedings of the 11th WSEAS International Conference on RECENT Advances in …, 2010
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
Adaptive minimax regression estimation over sparse lq-hulls.
Z Wang, S Paterlini, F Gao, Y Yang
Journal of Machine Learning Research 15 (1), 1675-1711, 2014
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 (1), 235-250, 2013
Regular (ized) hedge fund clones
D Giamouridis, S Paterlini
Journal of Financial Research 33 (3), 223-247, 2010
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
The optimal structure of PD buckets
T Krink, S Paterlini, A Resti
Journal of Banking & Finance 32 (10), 2275-2286, 2008
Operational-risk dependencies and the determination of risk capital
S Mittnik, S Paterlini, T Yener
Preprint, http://papers. ssrn. com/sol3/papers. cfm, 2011
The maximum Lq-likelihood method: an application to extreme quantile estimation in finance
D Ferrari, S Paterlini
Methodology and Computing in Applied Probability 11 (1), 3-19, 2009
Evolutionary approaches for statistical modelling
T Minerva, S Paterlini
Evolutionary Computation, 2002. CEC'02. Proceedings of the 2002 Congress on …, 2002
Robust and sparse banking network estimation
G Torri, R Giacometti, S Paterlini
European Journal of Operational Research 270 (1), 51-65, 2018
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Artiklar 1–20