BibTeX records: Sandra Paterlini

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@article{DBLP:journals/anor/TorriGP24,
  author       = {Gabriele Torri and
                  Rosella Giacometti and
                  Sandra Paterlini},
  title        = {Penalized enhanced portfolio replication with asymmetric deviation
                  measures},
  journal      = {Ann. Oper. Res.},
  volume       = {332},
  number       = {1},
  pages        = {481--531},
  year         = {2024}
}

@article{DBLP:journals/corr/abs-2303-09406,
  author       = {Chang Liu and
                  Sandra Paterlini},
  title        = {Stock Price Prediction Using Temporal Graph Model with Value Chain
                  Data},
  journal      = {CoRR},
  volume       = {abs/2303.09406},
  year         = {2023}
}

@article{DBLP:journals/cms/MaringerCP22,
  author       = {Dietmar Maringer and
                  Ben Craig and
                  Sandra Paterlini},
  title        = {Constructing banking networks under decreasing costs of link formation},
  journal      = {Comput. Manag. Sci.},
  volume       = {19},
  number       = {1},
  pages        = {41--64},
  year         = {2022}
}

@inproceedings{DBLP:conf/wivace/FloriZPP022,
  author       = {Elisa Flori and
                  Yi Zhu and
                  Sandra Paterlini and
                  Francesco Pattarin and
                  Marco Villani},
  title        = {Spread of Perturbations in Supply Chain Networks: The Effect of the
                  Bow-Tie Organization on the Resilience of the Global Automotive System},
  booktitle    = {{WIVACE}},
  series       = {Communications in Computer and Information Science},
  volume       = {1780},
  pages        = {40--57},
  publisher    = {Springer},
  year         = {2022}
}

@article{DBLP:journals/anor/BonaccoltoP20,
  author       = {Giovanni Bonaccolto and
                  Sandra Paterlini},
  title        = {Developing new portfolio strategies by aggregation},
  journal      = {Ann. Oper. Res.},
  volume       = {292},
  number       = {2},
  pages        = {933--971},
  year         = {2020}
}

@article{DBLP:journals/cms/TorriGP19,
  author       = {Gabriele Torri and
                  Rosella Giacometti and
                  Sandra Paterlini},
  title        = {Sparse precision matrices for minimum variance portfolios},
  journal      = {Comput. Manag. Sci.},
  volume       = {16},
  number       = {3},
  pages        = {375--400},
  year         = {2019}
}

@article{DBLP:journals/cms/GiuzioP19,
  author       = {Margherita Giuzio and
                  Sandra Paterlini},
  title        = {Un-diversifying during crises: Is it a good idea?},
  journal      = {Comput. Manag. Sci.},
  volume       = {16},
  number       = {3},
  pages        = {401--432},
  year         = {2019}
}

@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      = {Ann. Oper. Res.},
  volume       = {266},
  number       = {1-2},
  pages        = {255--291},
  year         = {2018}
}

@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      = {Ann. Oper. Res.},
  volume       = {266},
  number       = {1-2},
  pages        = {349--371},
  year         = {2018}
}

@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. Sci.},
  volume       = {15},
  number       = {1},
  pages        = {1--32},
  year         = {2018}
}

@article{DBLP:journals/eor/TorriGP18,
  author       = {Gabriele Torri and
                  Rosella Giacometti and
                  Sandra Paterlini},
  title        = {Robust and sparse banking network estimation},
  journal      = {Eur. J. Oper. Res.},
  volume       = {270},
  number       = {1},
  pages        = {51--65},
  year         = {2018}
}

@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      = {Eur. J. Oper. Res.},
  volume       = {250},
  number       = {1},
  pages        = {251--261},
  year         = {2016}
}

@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. Sci.},
  volume       = {12},
  number       = {3},
  pages        = {417--434},
  year         = {2015}
}

@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      = {J. Mach. Learn. Res.},
  volume       = {15},
  number       = {1},
  pages        = {1675--1711},
  year         = {2014}
}

@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      = {Ann. Oper. Res.},
  volume       = {205},
  number       = {1},
  pages        = {235--250},
  year         = {2013}
}

@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      = {Comput. Stat. Data Anal.},
  volume       = {56},
  number       = {10},
  pages        = {2963--2964},
  year         = {2012}
}

@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. Sci.},
  volume       = {8},
  number       = {1-2},
  pages        = {157--179},
  year         = {2011}
}

@article{DBLP:journals/csda/LyraPPW10,
  author       = {Marianna Lyra and
                  Johannes Paha and
                  Sandra Paterlini and
                  Peter Winker},
  title        = {Optimization heuristics for determining internal rating grading scales},
  journal      = {Comput. Stat. Data Anal.},
  volume       = {54},
  number       = {11},
  pages        = {2693--2706},
  year         = {2010}
}

@inproceedings{DBLP:conf/compstat/Paterlini10,
  author       = {Sandra Paterlini},
  title        = {Evolutionary Computation for Modelling and Optimization in Finance},
  booktitle    = {{COMPSTAT}},
  pages        = {265--274},
  publisher    = {Physica-Verlag},
  year         = {2010}
}

@inproceedings{DBLP:conf/compstat/MittnikPY10,
  author       = {Stefan Mittnik and
                  Sandra Paterlini and
                  Tina Yener},
  title        = {Modeling Operational Risk: Estimation and Effects of Dependencies},
  booktitle    = {{COMPSTAT}},
  pages        = {541--548},
  publisher    = {Physica-Verlag},
  year         = {2010}
}

@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      = {Ann. Oper. Res.},
  volume       = {172},
  number       = {1},
  pages        = {153--176},
  year         = {2009}
}

@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      = {Comput. Stat. Data Anal.},
  volume       = {52},
  number       = {1},
  pages        = {68--87},
  year         = {2007}
}

@article{DBLP:journals/csda/PaterliniK06,
  author       = {Sandra Paterlini and
                  Thiemo Krink},
  title        = {Differential evolution and particle swarm optimisation in partitional
                  clustering},
  journal      = {Comput. Stat. Data Anal.},
  volume       = {50},
  number       = {5},
  pages        = {1220--1247},
  year         = {2006}
}

@article{DBLP:journals/csda/RoveratoP04,
  author       = {Alberto Roverato and
                  Sandra Paterlini},
  title        = {Technological modelling for graphical models: an approach based on
                  genetic algorithms},
  journal      = {Comput. Stat. Data Anal.},
  volume       = {47},
  number       = {2},
  pages        = {323--337},
  year         = {2004}
}

@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      = {Comput. Stat. Data Anal.},
  volume       = {47},
  number       = {2},
  pages        = {353--372},
  year         = {2004}
}

@inproceedings{DBLP:conf/cec/PaterliniK04,
  author       = {Sandra Paterlini and
                  Thiemo Krink},
  title        = {High performance clustering with differential evolution},
  booktitle    = {{IEEE} Congress on Evolutionary Computation},
  pages        = {2004--2011},
  publisher    = {{IEEE}},
  year         = {2004}
}

@inproceedings{DBLP:conf/cec/MinervaP02,
  author       = {Tommaso Minerva and
                  Sandra Paterlini},
  title        = {Evolutionary approaches for statistical modelling},
  booktitle    = {{IEEE} Congress on Evolutionary Computation},
  pages        = {2023--2028},
  publisher    = {{IEEE}},
  year         = {2002}
}