BibTeX records: Sandra Paterlini

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@article{DBLP:journals/anor/KremerTP18,
  author    = {Philipp J. Kremer and
               Andreea Talmaciu and
               Sandra Paterlini},
  title     = {Risk minimization in multi-factor portfolios: What is the best strategy?},
  journal   = {Annals {OR}},
  volume    = {266},
  number    = {1-2},
  pages     = {255--291},
  year      = {2018},
  url       = {https://doi.org/10.1007/s10479-017-2467-6},
  doi       = {10.1007/s10479-017-2467-6},
  timestamp = {Tue, 05 Jun 2018 01:00:00 +0200},
  biburl    = {https://dblp.org/rec/bib/journals/anor/KremerTP18},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/GiuzioEPW18,
  author    = {Margherita Giuzio and
               Kay Eichhorn{-}Schott and
               Sandra Paterlini and
               Vincent Weber},
  title     = {Tracking hedge funds returns using sparse clones},
  journal   = {Annals {OR}},
  volume    = {266},
  number    = {1-2},
  pages     = {349--371},
  year      = {2018},
  url       = {https://doi.org/10.1007/s10479-016-2371-5},
  doi       = {10.1007/s10479-016-2371-5},
  timestamp = {Fri, 30 Nov 2018 00:00:00 +0100},
  biburl    = {https://dblp.org/rec/bib/journals/anor/GiuzioEPW18},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/BonaccoltoCP18,
  author    = {Giovanni Bonaccolto and
               Massimiliano Caporin and
               Sandra Paterlini},
  title     = {Asset allocation strategies based on penalized quantile regression},
  journal   = {Comput. Manag. Science},
  volume    = {15},
  number    = {1},
  pages     = {1--32},
  year      = {2018},
  url       = {https://doi.org/10.1007/s10287-017-0288-3},
  doi       = {10.1007/s10287-017-0288-3},
  timestamp = {Fri, 30 Nov 2018 00:00:00 +0100},
  biburl    = {https://dblp.org/rec/bib/journals/cms/BonaccoltoCP18},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/eor/TorriGP18,
  author    = {Gabriele Torri and
               Rosella Giacometti and
               Sandra Paterlini},
  title     = {Robust and sparse banking network estimation},
  journal   = {European Journal of Operational Research},
  volume    = {270},
  number    = {1},
  pages     = {51--65},
  year      = {2018},
  url       = {https://doi.org/10.1016/j.ejor.2018.03.041},
  doi       = {10.1016/j.ejor.2018.03.041},
  timestamp = {Fri, 01 Jun 2018 01:00:00 +0200},
  biburl    = {https://dblp.org/rec/bib/journals/eor/TorriGP18},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/eor/GiuzioFP16,
  author    = {Margherita Giuzio and
               Davide Ferrari and
               Sandra Paterlini},
  title     = {Sparse and robust normal and t- portfolios by penalized Lq-likelihood
               minimization},
  journal   = {European Journal of Operational Research},
  volume    = {250},
  number    = {1},
  pages     = {251--261},
  year      = {2016},
  url       = {https://doi.org/10.1016/j.ejor.2015.08.056},
  doi       = {10.1016/j.ejor.2015.08.056},
  timestamp = {Thu, 15 Jun 2017 01:00:00 +0200},
  biburl    = {https://dblp.org/rec/bib/journals/eor/GiuzioFP16},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/FastrichPW15,
  author    = {Bj{\"{o}}rn Fastrich and
               Sandra Paterlini and
               Peter Winker},
  title     = {Constructing optimal sparse portfolios using regularization methods},
  journal   = {Comput. Manag. Science},
  volume    = {12},
  number    = {3},
  pages     = {417--434},
  year      = {2015},
  url       = {https://doi.org/10.1007/s10287-014-0227-5},
  doi       = {10.1007/s10287-014-0227-5},
  timestamp = {Mon, 05 Jun 2017 01:00:00 +0200},
  biburl    = {https://dblp.org/rec/bib/journals/cms/FastrichPW15},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/jmlr/WangPGY14,
  author    = {Zhan Wang and
               Sandra Paterlini and
               Fuchang Gao and
               Yuhong Yang},
  title     = {Adaptive minimax regression estimation over sparse lq-hulls},
  journal   = {Journal of Machine Learning Research},
  volume    = {15},
  number    = {1},
  pages     = {1675--1711},
  year      = {2014},
  url       = {http://dl.acm.org/citation.cfm?id=2638589},
  timestamp = {Sat, 28 Jun 2014 01:00:00 +0200},
  biburl    = {https://dblp.org/rec/bib/journals/jmlr/WangPGY14},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/ScozzariTPK13,
  author    = {Andrea Scozzari and
               Fabio Tardella and
               Sandra Paterlini and
               Thiemo Krink},
  title     = {Exact and heuristic approaches for the index tracking problem with
               {UCITS} constraints},
  journal   = {Annals {OR}},
  volume    = {205},
  number    = {1},
  pages     = {235--250},
  year      = {2013},
  url       = {https://doi.org/10.1007/s10479-012-1207-1},
  doi       = {10.1007/s10479-012-1207-1},
  timestamp = {Mon, 05 Jun 2017 01:00:00 +0200},
  biburl    = {https://dblp.org/rec/bib/journals/anor/ScozzariTPK13},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/csda/MaringerPW12,
  author    = {Dietmar Maringer and
               Sandra Paterlini and
               Peter Winker},
  title     = {The 3rd Special Issue on Optimization Heuristics in Estimation and
               Modelling Problems},
  journal   = {Computational Statistics {\&} Data Analysis},
  volume    = {56},
  number    = {10},
  pages     = {2963--2964},
  year      = {2012},
  url       = {https://doi.org/10.1016/j.csda.2012.05.006},
  doi       = {10.1016/j.csda.2012.05.006},
  timestamp = {Mon, 05 Jun 2017 01:00:00 +0200},
  biburl    = {https://dblp.org/rec/bib/journals/csda/MaringerPW12},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/cms/KrinkP11,
  author    = {Thiemo Krink and
               Sandra Paterlini},
  title     = {Multiobjective optimization using differential evolution for real-world
               portfolio optimization},
  journal   = {Comput. Manag. Science},
  volume    = {8},
  number    = {1-2},
  pages     = {157--179},
  year      = {2011},
  url       = {https://doi.org/10.1007/s10287-009-0107-6},
  doi       = {10.1007/s10287-009-0107-6},
  timestamp = {Mon, 05 Jun 2017 01:00:00 +0200},
  biburl    = {https://dblp.org/rec/bib/journals/cms/KrinkP11},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/csda/LyraPPW10,
  author    = {Marianna Lyra and
               J. Paha and
               Sandra Paterlini and
               Peter Winker},
  title     = {Optimization heuristics for determining internal rating grading scales},
  journal   = {Computational Statistics {\&} Data Analysis},
  volume    = {54},
  number    = {11},
  pages     = {2693--2706},
  year      = {2010},
  url       = {https://doi.org/10.1016/j.csda.2009.03.004},
  doi       = {10.1016/j.csda.2009.03.004},
  timestamp = {Mon, 05 Jun 2017 01:00:00 +0200},
  biburl    = {https://dblp.org/rec/bib/journals/csda/LyraPPW10},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/anor/KrinkMP09,
  author    = {Thiemo Krink and
               Stefan Mittnik and
               Sandra Paterlini},
  title     = {Differential evolution and combinatorial search for constrained index-tracking},
  journal   = {Annals {OR}},
  volume    = {172},
  number    = {1},
  pages     = {153--176},
  year      = {2009},
  url       = {https://doi.org/10.1007/s10479-009-0552-1},
  doi       = {10.1007/s10479-009-0552-1},
  timestamp = {Mon, 05 Jun 2017 01:00:00 +0200},
  biburl    = {https://dblp.org/rec/bib/journals/anor/KrinkMP09},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/csda/KrinkPR07,
  author    = {Thiemo Krink and
               Sandra Paterlini and
               Andrea Resti},
  title     = {Using differential evolution to improve the accuracy of bank rating
               systems},
  journal   = {Computational Statistics {\&} Data Analysis},
  volume    = {52},
  number    = {1},
  pages     = {68--87},
  year      = {2007},
  url       = {https://doi.org/10.1016/j.csda.2007.02.011},
  doi       = {10.1016/j.csda.2007.02.011},
  timestamp = {Mon, 05 Jun 2017 01:00:00 +0200},
  biburl    = {https://dblp.org/rec/bib/journals/csda/KrinkPR07},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/csda/PaterliniK06,
  author    = {Sandra Paterlini and
               Thiemo Krink},
  title     = {Differential evolution and particle swarm optimisation in partitional
               clustering},
  journal   = {Computational Statistics {\&} Data Analysis},
  volume    = {50},
  number    = {5},
  pages     = {1220--1247},
  year      = {2006},
  url       = {https://doi.org/10.1016/j.csda.2004.12.004},
  doi       = {10.1016/j.csda.2004.12.004},
  timestamp = {Mon, 05 Jun 2017 01:00:00 +0200},
  biburl    = {https://dblp.org/rec/bib/journals/csda/PaterliniK06},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/csda/RoveratoP04,
  author    = {Alberto Roverato and
               Sandra Paterlini},
  title     = {Technological modelling for graphical models: an approach based on
               genetic algorithms},
  journal   = {Computational Statistics {\&} Data Analysis},
  volume    = {47},
  number    = {2},
  pages     = {323--337},
  year      = {2004},
  url       = {https://doi.org/10.1016/j.csda.2003.11.006},
  doi       = {10.1016/j.csda.2003.11.006},
  timestamp = {Mon, 05 Jun 2017 01:00:00 +0200},
  biburl    = {https://dblp.org/rec/bib/journals/csda/RoveratoP04},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
@article{DBLP:journals/csda/PattarinPM04,
  author    = {Francesco Pattarin and
               Sandra Paterlini and
               Tommaso Minerva},
  title     = {Clustering financial time series: an application to mutual funds style
               analysis},
  journal   = {Computational Statistics {\&} Data Analysis},
  volume    = {47},
  number    = {2},
  pages     = {353--372},
  year      = {2004},
  url       = {https://doi.org/10.1016/j.csda.2003.11.009},
  doi       = {10.1016/j.csda.2003.11.009},
  timestamp = {Mon, 05 Jun 2017 01:00:00 +0200},
  biburl    = {https://dblp.org/rec/bib/journals/csda/PattarinPM04},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
@inproceedings{DBLP:conf/cec/PaterliniK04,
  author    = {Sandra Paterlini and
               Thiemo Krink},
  title     = {High performance clustering with differential evolution},
  booktitle = {Proceedings of the {IEEE} Congress on Evolutionary Computation, {CEC}
               2004, 19-23 June 2004, Portland, OR, {USA}},
  pages     = {2004--2011},
  year      = {2004},
  crossref  = {DBLP:conf/cec/2004},
  url       = {https://doi.org/10.1109/CEC.2004.1331142},
  doi       = {10.1109/CEC.2004.1331142},
  timestamp = {Sun, 21 May 2017 01:00:00 +0200},
  biburl    = {https://dblp.org/rec/bib/conf/cec/PaterliniK04},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
@proceedings{DBLP:conf/cec/2004,
  title     = {Proceedings of the {IEEE} Congress on Evolutionary Computation, {CEC}
               2004, 19-23 June 2004, Portland, OR, {USA}},
  publisher = {{IEEE}},
  year      = {2004},
  url       = {http://ieeexplore.ieee.org/xpl/mostRecentIssue.jsp?punumber=9256},
  isbn      = {0-7803-8515-2},
  timestamp = {Tue, 29 Apr 2014 15:07:23 +0200},
  biburl    = {https://dblp.org/rec/bib/conf/cec/2004},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}
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