MATTERA, RAFFAELE
MATTERA, RAFFAELE
DIPARTIMENTO DI SCIENZE SOCIALI ED ECONOMICHE
A Bibliometric Analysis on Agent-Based Models in Finance: Identification of Community Clusters and Future Research Trends
2022 Trinidad Segovia, Juan E.; Di Sciorio, Fabrizio; Mattera, Raffaele; Spano, Maria
A Composite Index for Measuring Stock Market Inefficiency
2022 Mattera, R.; Di Sciorio, F.; Trinidad-Segovia, J. E.
A mixed frequency approach for exchange rates predictions
2021 Mattera, R.; Misuraca, M.; Scepi, G.; Spano, M.
A stochastic model for evaluating the peaks of commodities' returns
2023 Cerqueti, R.; Mattera, R.; Ramponi, A.
A weighted approach for spatio-temporal clustering of COVID-19 spread in Italy
2022 Mattera, Raffaele
Are African business cycles synchronized? Evidence from spatio-temporal modeling
2023 Mattera, R.; Franses, P. H.
Clustering networked funded European research activities through rank-size laws
2023 Cerqueti, R.; Iovanella, A.; Mattera, R.
Distribution-based entropy weighting clustering of skewed and heavy tailed time series
2021 Mattera, R.; Giacalone, M.; Gibert, K.
Economic indicators forecasting in presence of seasonal patterns: time series revision and prediction accuracy
2020 Giacalone, M.; Mattera, R.; Nissi, E.
Entropy-based fuzzy clustering of interval-valued time series
2024 Vitale, Vincenzina; D’Urso, Pierpaolo; De Giovanni, Livia; Mattera, Raffaele
For whom the bell tolls. A spatial analysis of the renewable energy transition determinants in Europe in light of the Russia-Ukraine war
2024 Gatto, A.; Mattera, R.; Panarello, D.
Forecasting binary outcomes in soccer
2021 Mattera, R.
Forecasting VIX with Hurst Exponent
2022 Bianchi, Sergio; Mattera, Raffaele; Di Sciorio, Fabrizio
Fuzzy clustering of financial time series based on volatility spillovers
2023 Cerqueti, Roy; D’Urso, Pierpaolo; DE GIOVANNI, Livia; Mattera, Raffaele; Vitale, Vincenzina
Fuzzy clustering of time series based on weighted conditional higher moments
2023 Cerqueti, Roy; D’Urso, Pierpaolo; DE GIOVANNI, Livia; Mattera, Raffaele; Vitale, Vincenzina
Fuzzy clustering of time series with time-varying memory
2022 Cerqueti, Roy; Mattera, Raffaele
Fuzzy clustering with entropy regularization for interval-valued data with an application to scientific journal citations
2023 D'Urso, P.; De Giovanni, L.; Alaimo, L. S.; Mattera, R.; Vitale, V.
INGARCH-based fuzzy clustering of count time series with a football application
2022 Cerqueti, Roy; D'Urso, Pierpaolo; De Giovanni, Livia; Mattera, Raffaele; Vitale, Vincenzina
Mixed frequency composite indicators for measuring public sentiment in the EU
2022 Mattera, Raffaele; Misuraca, Michelangelo; Spano, Maria; Scepi, Germana
Model-based fuzzy time series clustering of conditional higher moments
2021 Cerqueti, Roy; Giacalone, Massimiliano; Mattera, Raffaele