Peer-reviewed journal articles (selection)
Cerqueti, R., Ficcadenti, V. and Mattera, R. (2024).
Investors' attention and network spillover for commodity market forecasting.
Socio-Economic Planning Sciences, Forthcoming.
Ebrahimi, P., Matano, F., Amato, V., Mattera, R. and Scepi, G. (2024).
A field-based thickness measurement dataset of fallout pyroclastic deposits in the peri-volcanic areas of Campania region (Italy): Statistical combination of different predictions for spatial thickness estimation.
Earth System Science Data, Forthcoming.
Fernandez Aviles, G., Mattera, R. and Scepi, G. (2024).
Factor-Augmented Autoregressive Neural Network to forecast Nox in the city of Madrid.
Socio-Economic Planning Sciences, 1-35.
D'Urso, P., De Giovanni, L., Mattera, R. and Vitale, V. (2024).
Entropy-based fuzzy clustering of interval-valued time series.
Advances in Data Analysis and Classification. 1-27.
Mattera, R. and Otto, P. (2024).
Network log-ARCH models for forecasting stock market volatility.
International Journal of Forecasting. 1-17.
Cerqueti, R., Mattera, R., and Scepi, G. (2024).
Multiway clustering with time-varying parameters.
Computational Statistics, 39, 51-92.
Cerqueti, R., Mattera, R. and 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
Mattera, R. and 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. and Vitale, V. (2023).
Fuzzy clustering of time series based on weighted conditional higher moments.
Computational Statistics. 1-23.
Cerqueti, R., D'Urso, P., De Giovanni, L., Mattera, R. and Vitale, V. (2023).
Fuzzy clustering of financial time series based on volatility spillovers.
Annals of Operations Research. 1-20.
Cerqueti, R., Iovanella, A. and Mattera, R. (2023).
Clustering networked European research projects through rank-size laws.
Annals of Operations Research. 1-29.
Mattera, G. and Mattera, R. (2023).
Shrinkage estimation of large variance matrices with reinforcement learning for portfolio selection.
Intelligent Systems with Applications. 200181. [Data]
D'Urso, P., De Giovanni, L., Alaimo, L., Mattera, R. and 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. and 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. and Vitale, V. (2022).
INGARCH-based clustering of count time series with a football application.
Machine Learning with Applications, 10, 100417.
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. and Mattera, R. (2022).
Weighted score-driven fuzzy clustering of time series with a financial application.
Expert Systems with Applications, 198, 116752. [Weighted score-driven clustering.zip]
Mattera, R., Misuraca, M., Scepi, G. and Spano, M. (2022).
Mixed frequency composite indicators for measuring public sentiment about the economy in EU.
Quality & Quantity, 1-26.
Well-being analysis of Italian provinces with Spatial Principal Components.
Socio-Economic Planning Sciences, 84, 101377.
Mattera, R., Di Sciorio, F. and Trinidad Segovia, J. E. (2022).
A composite index for measuring stock market inefficiency.
Complexity, 9838850.
Cerqueti, R., Giacalone, M. and Mattera, R. (2021).
Model-based fuzzy time series clustering of conditional higher moments.
International Journal of Approximate Reasoning, 134, 34-52. [Data]
Mattera, R., Giacalone, M. and Gibert, K. (2021).
Distribution-based entropy weighting clustering of skewed and heavy-tailed time series.
Symmetry, 13 (6). 1-28. [FTSE100 data] [S&P500 Industrials data]
Giacalone, M., Mattera, R. and 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. and Mattera, R. (2020).
Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling.
Information Sciences, 527, 1-26.
Working papers
Mattera, R., Athanasopoulos, G. and Hyndman, R. J. (2023).
Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering.