Sandra Paterlini

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Medförfattare

Tommaso MINERVAFull Professor, University of Modena and Reggio EmiliaVerifierad e-postadress på unimore.it
Peter WinkerJustus-Liebig-University GiessenVerifierad e-postadress på peter-winker.de
Stefan MittnikProfessor of Financial Econometrics, Ludwig-Maximilians-Universität (LMU) MunichVerifierad e-postadress på stat.uni-muenchen.de
Claudia CzadoAssociate Professor for Applied Mathematical StatisticsVerifierad e-postadress på ma.tum.de
Andrea RestiProfessor of FinanceVerifierad e-postadress på unibocconi.it
Rosella GiacomettiUniversity of BergamoVerifierad e-postadress på unibg.it
Gabriele TorriUniversity of BergamoVerifierad e-postadress på unibg.it
Yuhong YangProfessor of Statistics, University of MinnesotaVerifierad e-postadress på umn.edu
Andrea Scozzari - Full ProfessorUniversità degli Studi Niccolò Cusano - RomaVerifierad e-postadress på unicusano.it
Massimiliano CaporinUniversity of Padova - Department of Statistical SciencesVerifierad e-postadress på unipd.it
Malgorzata BogdanUniversity of WroclawVerifierad e-postadress på uwr.edu.pl
Daniel GiamouridisBank of America SecuritiesVerifierad e-postadress på bofa.com
Ulrich HommelProfessor of Finance, Chair of Corporate Finance & Higher Education Finance, EBS Business SchoolVerifierad e-postadress på ebs.edu
Johannes PahaVerifierad e-postadress på wirtschaft.uni-giessen.de
Ben CraigFederal Reserve Bank of ClevelandVerifierad e-postadress på castle-craig.com
Sangkyun LeeSchool of Cybersecurity, Korea UniversityVerifierad e-postadress på korea.ac.kr
Stefano FavaroUniversity of Torino and Collegio Carlo AlbertoVerifierad e-postadress på unito.it
Marjo-Riitta Diehl (Parzefall)Professor of Organizational Behavior, EBS Business SchoolVerifierad e-postadress på ebs.edu
Wulf KaalUniversity of St. Thomas School of LawVerifierad e-postadress på wulfkaal.com
Claudia KlüppelbergVerifierad e-postadress på ma.tum.de

Sandra Paterlini

Department of Economics & Management, University of Trento

Verifierad e-postadress på unitn.it - Startsida

Statistics Machine Learning Econometrics Quantitative Finance Risk Management


Titel Sortera efter citat Sortera efter år Sortera efter titel	Citeras av Citeras av	År
Differential evolution and particle swarm optimisation in partitional clustering S Paterlini, T Krink Computational Statistics & Data Analysis 50 (5), 1220-1247, 2006	405	2006
High performance clustering with differential evolution S Paterlini, T Krink Evolutionary Computation, 2004. CEC2004. Congress on 2, 2004	110	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	97	2004
Multiobjective optimization using differential evolution for real-world portfolio optimization T Krink, S Paterlini Computational Management Science 8 (1), 157-179, 2011	96	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	83	2009
Constructing optimal sparse portfolios using regularization methods B Fastrich, S Paterlini, P Winker Computational Management Science 12 (3), 417-434, 2015	70	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	66	2013
Cardinality versus q-norm constraints for index tracking B Fastrich, S Paterlini, P Winker Quantitative Finance 14 (11), 2019-2032, 2014	53	2014
Evolutionary approaches for cluster analysis S Paterlini, T Minerva Soft Computing Applications, 165-176, 2003	50	2003
Regression model selection using genetic algorithms S Paterlini, T Minerva Proceedings of the 11th WSEAS International Conference on RECENT Advances in …, 2010	43	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	36	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	35	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	35	2013
Regular (ized) hedge fund clones D Giamouridis, S Paterlini Journal of Financial Research 33 (3), 223-247, 2010	26	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	24	2010
The optimal structure of PD buckets T Krink, S Paterlini, A Resti Journal of Banking & Finance 32 (10), 2275-2286, 2008	23	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	19	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	18	2009
Evolutionary approaches for statistical modelling T Minerva, S Paterlini Evolutionary Computation, 2002. CEC'02. Proceedings of the 2002 Congress on …, 2002	18	2002
Robust and sparse banking network estimation G Torri, R Giacometti, S Paterlini European Journal of Operational Research 270 (1), 51-65, 2018	17	2018

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