Raffaele Mattera

According to our database, Raffaele Mattera authored at least 12 papers between 2020 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

Fuzzy clustering of time series based on weighted conditional higher moments.

Roy Cerqueti, Pierpaolo D'Urso, Livia De Giovanni, Raffaele Mattera, Vincenzina Vitale

Comput. Stat., September, 2024

Multiway clustering with time-varying parameters.

Roy Cerqueti, Raffaele Mattera, Germana Scepi

Comput. Stat., February, 2024

2023

Forecasting binary outcomes in soccer.

Raffaele Mattera

Ann. Oper. Res., June, 2023

Shrinkage estimation with reinforcement learning of large variance matrices for portfolio selection.

Giulio Mattera, Raffaele Mattera

Intell. Syst. Appl., 2023

Fuzzy clustering of time series with time-varying memory.

Roy Cerqueti, Raffaele Mattera

Int. J. Approx. Reason., 2023

2022

Weighted score-driven fuzzy clustering of time series with a financial application.

Roy Cerqueti, Pierpaolo D'Urso, Livia De Giovanni, Massimiliano Giacalone, Raffaele Mattera

Expert Syst. Appl., 2022

A Bibliometric Analysis on Agent-Based Models in Finance: Identification of Community Clusters and Future Research Trends.

Juan Evangelista Trinidad Segovia, Fabrizio Di Sciorio, Raffaele Mattera, Maria Spano

Complex., 2022

A Composite Index for Measuring Stock Market Inefficiency.

Raffaele Mattera, Fabrizio Di Sciorio, Juan Evangelista Trinidad Segovia

Complex., 2022

2021

Distribution-Based Entropy Weighting Clustering of Skewed and Heavy Tailed Time Series.

Raffaele Mattera, Massimiliano Giacalone, Karina Gibert

Symmetry, 2021

Model-based fuzzy time series clustering of conditional higher moments.

Roy Cerqueti, Massimiliano Giacalone, Raffaele Mattera

Int. J. Approx. Reason., 2021

Frequency Domain Clustering: An Application to Time Series with Time-Varying Parameters.

Raffaele Mattera, Germana Scepi

Proceedings of the Studies in Theoretical and Applied Statistics, 2021

2020

Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling.

Roy Cerqueti, Massimiliano Giacalone, Raffaele Mattera

Inf. Sci., 2020