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Raffaele Mattera
Raffaele Mattera
University of Campania “Luigi Vanvitelli”
Verified email at unicampania.it - Homepage
Title
Cited by
Cited by
Year
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
712018
Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling
R Cerqueti, M Giacalone, R Mattera
Information Sciences 527, 1-26, 2020
662020
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
252021
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
212022
Forecasting binary outcomes in soccer
R Mattera
Annals of Operations Research 325 (1), 115-134, 2023
202023
A weighted approach for spatio-temporal clustering of COVID-19 spread in Italy
R Mattera
Spatial and Spatio-temporal Epidemiology 41, 100500, 2022
172022
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
152022
Fuzzy clustering of time series with time-varying memory
R Cerqueti, R Mattera
International Journal of Approximate Reasoning 153, 193-218, 2023
142023
Well-being analysis of Italian provinces with spatial principal components
M Giacalone, R Mattera, E Nissi
Socio-Economic Planning Sciences 84, 101377, 2022
132022
For whom the bell tolls. A spatial analysis of the renewable energy transition determinants in Europe in light of the Russia-Ukraine war
A Gatto, R Mattera, D Panarello
Journal of Environmental Management 352, 119833, 2024
122024
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
122023
Distribution-based entropy weighting custering of skewed and heavy tailed time series
R Mattera, M Giacalone, K Gibert
Symmetry 13 (6), 959, 2021
122021
Network log-ARCH models for forecasting stock market volatility
R Mattera, P Otto
International Journal of Forecasting, 2024
112024
Shrinkage estimation with reinforcement learning of large variance matrices for portfolio selection
G Mattera, R Mattera
Intelligent Systems with Applications 17, 200181, 2023
112023
A composite index for measuring stock market inefficiency
R Mattera, F Di Sciorio, JE Trinidad-Segovia
Complexity 2022 (1), 9838850, 2022
92022
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
92020
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
82023
Clustering networked funded European research activities through rank-size laws
R Cerqueti, A Iovanella, R Mattera
Annals of Operations Research, 1-29, 2023
82023
Option Pricing Under Multifractional Process and Long-Range Dependence
R Mattera, F Di Sciorio
Fluctuation and Noise Letters, 2150008, 2021
82021
Alternative distribution based garch models for bitcoin volatility estimation
R Mattera, M Giacalone
The Empirical Economics Letters 17 (11), 1283-1288, 2018
82018
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