Cerqueti, R., Iovanella, A. and Mattera, R. (2023). Clustering networked European research projects through rank-size laws. Annals of Operations Research. Forthcoming.

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.

Cerqueti, R., Mattera, R., and Scepi, G. (2022). Multiway clustering with time-varying parameters. Computational Statistics, 1-42.

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.

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. 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.

Giacalone, M., Mattera, R., and Nissi, E. (2022). Well-being analysis of Italian provinces with Spatial Principal Components. Socio-Economic Planning Sciences, 1-10.

Mattera, R., Di Sciorio, F. and Trinidad-Segovia, J. (2022). A composite index for measuring stock market inefficiency. Complexity, 2022, 9838850.

Trinidad-Segovia, J. , Di Sciorio, F., Mattera, R., and Spano, M. (2022). A Bibliometric Analysis on Agent-Based Models in Finance: Identification of Community Clusters and Future Research Trends. Complexity, 2022, 4741566 .

Caiazzo, E., Chino, C., Mattera, R. and Scarfato, C. (2022). Social Pressure and Home Bias in Football: Evidence From Italy. Economics Bulletin. Forthcoming.

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]

Mattera, R. (2021). Forecasting binary outcomes in soccer. Annals of Operations Research, 1-20. 

Mattera, R., Misuraca, M., Scepi, G. and Spano, M. (2021). A mixed frequency approach for exchange rates predictions. Electronic Journal of Applied Statistical Analysis, 141 (1), 230-253.

Mattera, R. and Di Sciorio, F. (2021). Option Pricing Under Multifractional Process and Long-Range Dependence. Fluctuations and Noise Letters, 20 (1), 2150008. 

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. 

Giacalone, M., Panarello, D. and Mattera, R. (2018). Multicollinearity in regression: an efficiency comparison between Lp-norm and least squares estimators. Quality & Quantity, 52 (4), 1831-1859.

Bianchi, S., Di Sciorio, F. and Mattera, R.  (2022). Forecasting VIX with Hurst Exponent. In: Corazza, M., Perna, C., Pizzi, C., Sibillo, M. (eds) Mathematical and Statistical Methods for Actuarial Sciences and Finance. MAF 2022. Springer, Cham. 

Mattera, R., Misuraca, M., Scepi, G., & Spano, M. (2022). Clustering of financial time series: a bibliometric analysis. In Proceedings of the 16th International Conference on Statistical Analysis of Textual Data. Vol. 2, pp. 584-590. VADISTAT Press. ISBN: 9791280153319

 Cerqueti, R, D'Urso, P., De Giovanni, L., Mattera, R. and Vitale, V. (20XX). Time series clustering based on weighted conditional higher moments. 

Cerqueti, R., Mattera, R. and Ramponi, A. (20XX). A stochastic model for evaluating the peaks of the commodity returns.

Cerqueti, R., D'Urso, P., De Giovanni, L., Mattera, R. and Vitale, V. (20XX). Fuzzy clustering of financial time series based on volatility spillovers.

D’Urso, P., De Giovanni, L., Alaimo, L., Mattera, R. and Vitale, V. (20XX). Entropy-based fuzzy clustering of interval-valued time series.

Mattera, R. and Otto, P. (20XX). Network log-ARCH models for forecasting stock market volatility