Peer-reviewed journal articles (selection)
Peer-reviewed journal articles (selection)
Molero-Gonzalez, L., Cerqueti, R., Mattera, R. & Trinidad-Segovia, J. (2025). The Random Matrix-based informative content of correlation matrices in stock markets. Chaos.
Mattera, G., Mattera, R. & Otto, P. (2025). Hybrid Statistical Process Monitoring of Wire Arc Additive Manufacturing with Frequency Informed Deep Learning. Quality and Reliability Engineering International.
Mattera, R. & Sanchez Garcia, J. (2025). Another Look into Tail Risk Connectedness Using Network Modelling: Evidence from European Stock Markets. Studies in Nonlinear Dynamics & Econometrics.
Mattera, R., Scepi, G., & Kaur, P. (2025). Forecasting human development with an improved theta method based on forecast combination. Annals of Operations Research.
Mattera, R. (2025). Forecasting high-dimensional portfolios. Journal of Time Series Econometrics.
Mattera, R., Scepi, G., & Kaur, P. (2025). Time series clustering for high-dimensional portfolio selection: a comparative study. Soft Computing.
Mattera, G., Mattera, R., Vespoli, S., & Salatiello, E. (2025). Anomaly Detection in Manufacturing Systems with Temporal Networks and Unsupervised Machine Learning. Computers & Industrial Engineering, 203, 111023.
Morelo Gonzalez, L., Cerqueti, R., Mattera, R., Sanchez Granero, M., & Trinidad Segovia, J. (2025). Analyzing clustered factors in the cryptocurrency market with Random Matrix Theory. Physica A: Statistical Mechanics and its Applications, 665, 130473.
Colombo, P., Mattera, R., & Otto, P. (2025). Simple yet effective: a comparative study of statistical models for yearly hurricane forecasting. Environmetrics, 36 (3), e70009.
Cerqueti, R., Mattera, R., & Storani, S. (2025). Systemic resilience of networked commodities. Energy Economics, 143, 108270.
Mattera, R. (2025). Improved precision matrix estimation for mean-variance portfolio selection. Statistics, 1–21.
Cerqueti, R., D'Urso, P., & Mattera, R. (2025). Fuzzy group fixed effects estimation with spatial clustering. AStA Advances in Statistical Analysis, 1–32.
Cerqueti, R., Maranzano, P., & Mattera, R. (2025). Spatially-clustered spatial autoregressive models with application to agricultural market concentration in Europe. Journal of Agricultural, Biological and Environmental Statistics, 1–35.
Cerqueti, R., Ferraro, G., Mattera, R., & Storani, S. (2025). Mapping socio-environmental policy integration in the European Union: A multilayer network approach. Journal of Cleaner Production, 491, 144792.
Cerqueti, R., & Mattera, R. (2025). Measuring unit relevance and stability in hierarchical spatio-temporal clustering. Spatial Statistics, 66, 100880.
Mattera, R., & Franses, P. H. (2025). Forecasting house price growth rates with factor models and spatio-temporal clustering. International Journal of Forecasting, 41(1), 398–417.
Mattera, R., Athanasopoulos, G., & Hyndman, R. (2024). Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering. Quantitative Finance, 24(11), 1641–1667.
Mattera, R., & Franses, P. H. (2024). Spatio-temporal hierarchical clustering of interval time series with application to suicide rates in Europe. Statistical Modelling, 1–33.
Sanchez Garcia, J., Cruz Rambaud, S., Cerqueti, R., & Mattera, R. (2024). Measuring financial stability in the presence of energy shocks. Energy Economics, 139(1), 107922.
Cerqueti, R., Ficcadenti, V., & Mattera, R. (2024). Radar charts and Kendall correlations to include Goal For and Goal Against in soccer rankings. Computational Statistics, 1–24.
Mattera, R., & Otto, P. (2024). Network log-ARCH models for forecasting stock market volatility. International Journal of Forecasting, 40(4), 1539–1555.
Cerqueti, R., Iovanella, A., Mattera, R., & Storani, S. (2024). Improving the explainability of autoencoder factors for commodities through forecast-based Shapley values. Scientific Reports, 14(1), 19622.
Cerqueti, R., Ficcadenti, V., & Mattera, R. (2024). Investors' attention and network spillover for commodity market forecasting. Socio-Economic Planning Sciences, 95, 102023.
Fernandez Aviles, G., Mattera, R., & Scepi, G. (2024). Factor-Augmented Autoregressive Neural Network to forecast Nox in the city of Madrid. Socio-Economic Planning Sciences, 95, 101958.
Cerqueti, R., Mattera, R., & Scepi, G. (2024). Multiway clustering with time-varying parameters. Computational Statistics, 39(1), 51–92.
D'Urso, P., De Giovanni, L., Mattera, R., & Vitale, V. (2024). Entropy-based fuzzy clustering of interval-valued time series. Advances in Data Analysis and Classification, 1–27.
Cerqueti, R., Mattera, R., & Ramponi, A. (2024). A stochastic model for evaluating the peaks of the commodity returns. Applied Stochastic Models in Business and Industry, 40(2), 331–347.
Cerqueti, R., Iovanella, A., & Mattera, R. (2024). Clustering networked European research projects through rank-size laws. Annals of Operations Research, 342(1), 1707–1735.
Cerqueti, R., D'Urso, P., De Giovanni, L., Mattera, R., & Vitale, V. (2024). Fuzzy clustering of time series based on weighted conditional higher moments. Computational Statistics, 39(1), 3091–3114.
Mattera, R., & Franses, P. H. (2023). Are African business cycles synchronized? Evidence from spatio-temporal modelling. Economic Modelling, 128(1), 106485.
Cerqueti, R., D'Urso, P., De Giovanni, L., Mattera, R., & Vitale, V. (2023). Fuzzy clustering of financial time series based on volatility spillovers. Annals of Operations Research, 1–20.
Mattera, G., & Mattera, R. (2023). Shrinkage estimation of large variance matrices with reinforcement learning for portfolio selection. Intelligent Systems with Applications, 17(1), 1–11.
D'Urso, P., De Giovanni, L., Alaimo, L., Mattera, R., & Vitale, V. (2023). Fuzzy clustering with entropy regularization for interval-valued data with an application to scientific journal citations. Annals of Operations Research, 1–24.
Cerqueti, R., & Mattera, R. (2023). Fuzzy clustering of time series with time-varying memory. International Journal of Approximate Reasoning, 153, 193–218.
Mattera, R. (2023). Forecasting binary outcomes in soccer. Annals of Operations Research, 325(1), 115–134.
Cerqueti, R., D'Urso, P., De Giovanni, L., Mattera, R., & Vitale, V. (2022). INGARCH-based clustering of count time series with a football application. Machine Learning with Applications, 10, 100417.
Mattera, R. (2022). A weighted approach for spatio-temporal clustering of COVID-19 spread in Italy. Spatial and Spatio-Temporal Epidemiology, 41, 100500.
Cerqueti, R., D'Urso, P., De Giovanni, L., Giacalone, M., & Mattera, R. (2022). Weighted score-driven fuzzy clustering of time series with a financial application. Expert Systems with Applications, 198, 116752.
Mattera, R., Misuraca, M., Scepi, G., & Spano, M. (2022). Mixed frequency composite indicators for measuring public sentiment about the economy in EU. Quality & Quantity, 1–26.
Giacalone, M., Mattera, R., & Nissi, E. (2022). Well-being analysis of Italian provinces with Spatial Principal Components. Socio-Economic Planning Sciences, 84, 101377.
Cerqueti, R., Giacalone, M., & Mattera, R. (2021). Model-based fuzzy time series clustering of conditional higher moments. International Journal of Approximate Reasoning, 134, 34–52.
Mattera, R., Giacalone, M., & Gibert, K. (2021). Distribution-based entropy weighting clustering of skewed and heavy-tailed time series. Symmetry, 13(6), 1–28.
Giacalone, M., Mattera, R., & Nissi, E. (2020). Economic indicators forecasting in presence of seasonal patterns: time series revision and prediction accuracy. Quality & Quantity, 54, 67–84.
Cerqueti, R., Giacalone, M., & Mattera, R. (2020). Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling. Information Sciences, 527, 1–26.