PATERLINI, Sandra

Rete di Collaborazioni Statistiche Email Alert RSS Feed

Info

Pubblicazioni (Tutti)

Risultati 1 - 20 di 40 (tempo di esecuzione: 0.0 secondi).

	Titolo	Data di pubblicazione	Autore(i)
1	Using Differential Evolution to improve the accuracy of bank rating systems	2007	KRINK T; S. PATERLINI; RESTI A
2	Tracking hedge funds returns using sparse clones	2016	Giuzio, Margherita; Eichhorn Schott, Kay; Paterlini, Sandra; Weber, Vincent
3	The optimal structure of PD buckets	2008	KRINK T; S. PATERLINI; RESTI A
4	The Maximum Lq-likelihood method: an application to extreme quantile estimation in finance	2009	D. Ferrari; S. Paterlini
5	The Maximum Lq-Likelihood Estimator in Extreme Value Theory, Italian	2007	D. Ferrari; S.Paterlini
6	Technological modelling for graphical models: an approach based on genetic algorithms	2004	Roverato A; Paterlini S
7	Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization	2015	Giuzio, Margherita: Ferrari, Davide; Paterlini, Sandra
8	Risk minimization in multi-factor portfolios: What is the best strategy?	2017	Kremer, Philipp; Talmaciu, Andrea; Paterlini, Sandra
9	Regular(ized) hedge funds	2010	Giamouridis, D.; Paterlini, Sandra
10	Regression Model Selection using Genetic Algorithms	2010	Paterlini, Sandra; Minerva, Tommaso
11	Penalized Least Squares for Optimal Sparse Portfolio Selection	2014	Fastrich, Bjoern; Paterlini, Sandra; Winker, Peter
12	Optimization Heuristics for Determining Internal Rating Grading Scales	2010	Lyra, M.; Paha, J.; Paterlini, Sandra; Winker, P.
13	Operational-Risk Dependencies and the Determination of Risk Capital	2013	S. Mittnik; S.Paterlini; T. Yener
14	Operational Risk Modeling: An Evaluation of Competing Strategies	2010	S. Mittnik; S. Paterlini; T. Yener
15	Multiobjective Optimization using Differential Evolution for Real-World Portfolio Optimization	2011	T.Krink; S.Paterlini
16	Modeling Operational Risk: Estimation and Effects of Dependencies	2010	Mittnik, S.; Paterlini, Sandra; Yener, T.
17	Modeling dependence of operational loss frequencies	2013	Brechmann, E.; Czado, C.; Paterlini, Sandra
18	High Performance Clustering with Differential Evolution	2004	S. PATERLINI; KRINK T
19	Genetic Algorithms in Partitional Clustering: a comparison	2010	Paterlini, Sandra; Minerva, Tommaso
20	A Generalized Description Length Approach for Sparse and Robust Index Tracking	2014	Giuzio, Margherita; Ferrari, Davide; Paterlini, Sandra

Dettaglio

Nome completo:

PATERLINI, Sandra