Selected peer-reviewed journal articles
Selected peer-reviewed journal articles
Mattera, R., Franses, P. H. (2026). Spatio-temporal hierarchical clustering of interval time series with application to suicide rates in Europe. Statistical Modelling.
Cerqueti, R., D’Urso, P., & Mattera, R. (2025). Fuzzy group fixed-effects estimation with spatial clustering. AStA Advances in Statistical Analysis.
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.
Cerqueti, R., Mattera, R. (2025). Measuring unit relevance and stability in hierarchical spatio-temporal clustering. Spatial Statistics.
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.
Cerqueti, R., Mattera, R., & Scepi, G. (2024). Multiway clustering with time-varying parameters. Computational Statistics.
Vitale, V., D’Urso, P., De Giovanni, L., & Mattera, R. (2024). Entropy-based fuzzy clustering of interval-valued time series. Advances in Data Analysis and Classification.
Cerqueti, R., & Mattera, R. (2023). Fuzzy clustering of time series with time-varying memory. International Journal of Approximate Reasoning.
Cerqueti, R., Giacalone, M., & Mattera, R. (2021). Model-based fuzzy time series clustering of conditional higher moments. International Journal of Approximate Reasoning.
Mattera, R., & Franses, P. H. (2025). Forecasting house price growth rates with factor models and spatio-temporal clustering. International Journal of Forecasting.
Mattera, R. (2025). Forecasting High-Dimensional Portfolios. Journal of Time Series 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, G., Mattera, R. & Nele, L. (2025). A Forecast-Assisted Approach to Remaining Useful Life Prediction: A Predictive Maintenance Case Study in Hybrid Al/CFRP Stack Drilling. International Journal of Production Research.
Mattera, R., Athanasopoulos, G., & Hyndman, R. (2024). Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering. Quantitative Finance.
Mattera, R., Otto, P. (2024). Network log-ARCH models for forecasting stock market volatility. International Journal of Forecasting.
Mattera, R. (2023). Forecasting binary outcomes in soccer. Annals of Operations Research.
Mattera, R. & Franses, P. H. (2026). Analyzing convergence across African economies while allowing for measurement errors. Socio-Economic Planning Sciences.
Cerqueti, R., Mattera, R., & Storani, S. (2025). Systemic resilience of networked commodities. Energy Economics.
Mattera, R., Sánchez-García, J. (2025). Another look into tail risk connectedness using network modelling: evidence from European stock markets. Studies in Nonlinear Dynamics & Econometrics.
Molero González, L., Cerqueti, R., Mattera, R., & Trinidad Segovia, J. E. (2025). The random matrix-based informative content of correlation matrices in stock markets. Chaos: An Interdisciplinary Journal of Nonlinear Science.
Mattera, R. (2025). Improved precision matrix estimation for mean-variance portfolio selection. Statistics.
Sánchez-García, J., Cruz-Rambaud, S., Cerqueti, R., & Mattera, R. (2024). Measuring financial stability in the presence of energy shocks. Energy Economics.
Mattera, R., Franses, P. H. (2023). Are African business cycles synchronized? Evidence from spatio-temporal modelling. Economic Modelling.
Mattera, R. (2026). Disentangling conditional redshift effects in Quasar–Galaxy photometric classification. Astronomy and Computing.