University of Minnesota
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Efficient and robust estimation for financial returns: an approach based on q-entropy
Sandra Paterlini, University of Modena

Biography:

Sandra Paterlini is an Assistant Professor in Statistics at the Faculty of Economics, University of Modena and Reggio E. since 2002. She is a member of the ERCIM (European Consortium for Informatics and Mathematics) Working group in Optimization Heuristics in Estimation and Modelling, of CEFIN and RECent. She holds a MSc Financial Mathematics from the University of Warwick (UK) and a PhD in Computational Methods for Financial and Economic Decision and Forecasting from the University of Bergamo (IT). She has been visiting scientist at EVALife Group, Dept. of Computer Science, University of Aarhus (DK) and at the Chair of Financial Econometrics, Department of Statistics, LMU Munich.

She has extensive teaching experience as instructor on postgraduate and undergraduate courses on statistics, financial times series analysis, derivatives, computational finance and data-mining. She has been consultant on business projects related to style analysis, portfolio optimization and the development of an internal credit rating model for bank clients.

 

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