Raffaele Mattera
Citata da
Citata da
Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling
R Cerqueti, M Giacalone, R Mattera
Information Sciences 527, 1-26, 2020
Multicollinearity in regression: an efficiency comparison between Lp-norm and least squares estimators
M Giacalone, D Panarello, R Mattera
Quality & Quantity 52 (4), 1831-1859, 2018
Model-based fuzzy time series clustering of conditional higher moments
R Cerqueti, M Giacalone, R Mattera
International Journal of Approximate Reasoning 134, 34-52, 2021
Weighted score-driven fuzzy clustering of time series with a financial application
R Cerqueti, P D’Urso, L De Giovanni, M Giacalone, R Mattera
Expert Systems with Applications 198, 116752, 2022
Forecasting binary outcomes in soccer
R Mattera
Annals of Operations Research 325 (1), 115-134, 2023
A weighted approach for spatio-temporal clustering of COVID-19 spread in Italy
R Mattera
Spatial and Spatio-temporal Epidemiology 41, 100500, 2022
INGARCH-Based Fuzzy Clustering of Count Time Series with a Football Application
R Cerqueti, P D’Urso, L De Giovanni, R Mattera, V Vitale
Machine Learning with Applications, 1-31, 2022
Distribution-based entropy weighting custering of skewed and heavy tailed time series
R Mattera, M Giacalone, K Gibert
Symmetry 13 (6), 959, 2021
Fuzzy clustering of time series with time-varying memory
R Cerqueti, R Mattera
International Journal of Approximate Reasoning 153, 193-218, 2023
Option Pricing Under Multifractional Process and Long-Range Dependence
R Mattera, F Di Sciorio
Fluctuation and Noise Letters, 2150008, 2021
Well-being analysis of Italian provinces with spatial principal components
M Giacalone, R Mattera, E Nissi
Socio-Economic Planning Sciences 84, 101377, 2022
A composite index for measuring stock market inefficiency
R Mattera, F Di Sciorio, JE Trinidad-Segovia
Complexity 2022, 1-13, 2022
Economic indicators forecasting in presence of seasonal patterns: time series revision and prediction accuracy
M Giacalone, R Mattera, E Nissi
Quality & Quantity 54 (1), 67-84, 2020
Alternative distribution based garch models for bitcoin volatility estimation
R Mattera, M Giacalone
The Empirical Economics Letters 17 (11), 1283-1288, 2018
A Bibliometric Analysis on Agent-Based Models in Finance: Identification of Community Clusters and Future Research Trends
JET Segovia, F Di Sciorio, R Mattera, M Spano
Complexity 2, 3, 2022
Fuzzy clustering with entropy regularization for interval-valued data with an application to scientific journal citations
P D’Urso, L De Giovanni, LS Alaimo, R Mattera, V Vitale
Annals of Operations Research, 1-24, 2023
Do sustainable well-being indicators affect GDP? Evidence from a longitudinal study in Italy based on BES approach
M Giacalone, R Mattera, C Cusatelli
Rivista Italiana di Economia Demografia e Statistica 72 (3), 125-148, 2018
Network log-ARCH models for forecasting stock market volatility
R Mattera, P Otto
International Journal of Forecasting, 2024
Mixed frequency composite indicators for measuring public sentiment in the EU
R Mattera, M Misuraca, M Spano, G Scepi
Quality & Quantity 57 (3), 2357-2382, 2023
Shrinkage estimation with reinforcement learning of large variance matrices for portfolio selection
G Mattera, R Mattera
Intelligent Systems with Applications 17, 200181, 2023
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Articoli 1–20