Published articles in peer-reviewed journals (selection)
Published articles in peer-reviewed journals (selection)
Cerqueti, R., Ferraro, G., Mattera, R., & Storani, S. (2025). Combining multifaceted aspects of technology innovations through fuzzy clustering of multilayer networks. PLoS ONE, 20(10), e0334138.
Cerqueti, R., Mattera, R. (2025). Measuring unit relevance and stability in hierarchical spatio-temporal clustering. Spatial Statistics, 66, 100880.
Mattera, R., Scepi, G., & Kaur, P. (2025). Time series clustering for high-dimensional portfolio selection: a comparative study. Soft Computing, 1–13.
Mattera, R. (2025). Forecasting High-Dimensional Portfolios. Journal of Time Series Econometrics, 17(1), 35–67.
Mattera, R. (2025). Improved precision matrix estimation for mean-variance portfolio selection. Statistics, 59(3), 661–681.
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.
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., Mattera, R., & Storani, S. (2025). Systemic resilience of networked commodities. Energy Economics, 143, 108270.
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., 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.
Mattera, R., Scepi, G., & Kaur, P. (2025). Forecasting human development with an improved Theta method based on forecast combination. Annals of Operations Research, 1–20.
Molero González, L., Cerqueti, R., Mattera, R., & Trinidad Segovia, J. (2025). The random matrix-based informative content of correlation matrices in stock markets. Chaos: An Interdisciplinary Journal of Nonlinear Science, 35(9).
Molero González, L., Cerqueti, R., Mattera, R., Sánchez 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.
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., Franses, P. H. (2024). Spatio-temporal hierarchical clustering of interval time series with application to suicide rates in Europe. Statistical Modelling, 1–33.
Mattera, R., Otto, P. (2024). Network log-ARCH models for forecasting stock market volatility. International Journal of Forecasting, 40(4), 1539–1555.
Cerqueti, R., Ficcadenti, V., & Mattera, R. (2024). Investors’ attention and network spillover for commodity market forecasting. Socio-Economic Planning Sciences, 95, 102023.
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.
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(6), 3091–3114.
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.
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, 1–27.
Cerqueti, R., Maranzano, P., & Mattera, R. (2024). Multiway clustering with time-varying parameters. Computational Statistics, 39(1), 51–92.
Gatto, A., Mattera, R., & Panarello, D. (2024). For whom the bell tolls: A spatial analysis of the renewable energy transition determinants in Europe in light of the Russia-Ukraine war. Journal of Environmental Management, 352, 119833.
Fernández-Avilés, 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.
Sánchez-García, J., Cruz-Rambaud, S., Cerqueti, R., & Mattera, R. (2024). Measuring financial stability in the presence of energy shocks. Energy Economics, 139, 107922.
Mattera, R., Franses, P. H. (2023). Are African business cycles synchronized? Evidence from spatio-temporal modelling. Economic Modelling, 128, 106485.
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. (2023). Fuzzy clustering of financial time series based on volatility spillovers. Annals of Operations Research, 1–20.
Giacalone, M., Mattera, R., & Nissi, E. (2023). Well-being analysis of Italian provinces with spatial principal components. Socio-Economic Planning Sciences, 84, 101377.
Di Sciorio, F., Mattera, R., & Trinidad-Segovia, J. E. (2023). Measuring conditional correlation between financial markets’ inefficiency. Quantitative Finance and Economics, 7(3), 1–12.
G. Mattera & R. Mattera (2023). Shrinkage estimation with reinforcement learning of large variance matrices for portfolio selection. Intelligent Systems with Applications, 17, 200181.
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. (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., & Mattera, R. (2022). INGARCH-based fuzzy clustering of count time series with a football application. Machine Learning with Applications, 1–31.
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.
Cerqueti, R., Giacalone, M., & Mattera, R. (2020). Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling. Information Sciences, 527, 1–26.
Giacalone, M., Mattera, R., & Nissi, E. (2020). Economic indicators forecasting in presence of seasonal patterns: time series revision and prediction accuracy. Quality & Quantity, 54(1), 67–84.
Brégère, M., & Mattera, R. (2025). Spatio-temporal clustering and reconciliation for regional electricity demand forecasting.
Cerqua, A., Di Stefano, R., & Mattera, R. (2024). The Clustered Dose-Response Function Estimator for continuous treatment with heterogeneous treatment effects.
Doğan, O., Mattera, R., Otto, P., & Taşpınar, S. (2024). A Dynamic Spatiotemporal and Network ARCH Model with Common Factors.