Raffaele Mattera | Ricerc@Sapienza

Pubblicazioni

Titolo	Pubblicato in	Anno
Analyzing clustered factors in the cryptocurrency market with Random Matrix Theory	PHYSICA. A	2025
Systemic resilience of networked commodities	ENERGY ECONOMICS	2025
Mapping socio-environmental policy integration in the European Union: A multilayer network approach	JOURNAL OF CLEANER PRODUCTION	2025
Measuring unit relevance and stability in hierarchical spatio-temporal clustering	SPATIAL STATISTICS	2025
Fuzzy group fixed-effects estimation with spatial clustering	ASTA ADVANCES IN STATISTICAL ANALYSIS	2025
Spatially-Clustered Spatial Autoregressive Models with Application to Agricultural Market Concentration in Europe	JOURNAL OF AGRICULTURAL BIOLOGICAL AND ENVIRONMENTAL STATISTICS	2025
Analyzing clustered factors in the cryptocurrency market with Random Matrix Theory	PHYSICA. A	2025
Entropy-based fuzzy clustering of interval-valued time series	ADVANCES IN DATA ANALYSIS AND CLASSIFICATION	2024
Network log-ARCH models for forecasting stock market volatility	INTERNATIONAL JOURNAL OF FORECASTING	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	2024
Measuring financial stability in the presence of energy shocks	ENERGY ECONOMICS	2024
Improving the explainability of autoencoder factors for commodities through forecast-based Shapley values	SCIENTIFIC REPORTS	2024
Kendall correlations and radar charts to include goals for and goals against in soccer rankings	COMPUTATIONAL STATISTICS	2024
Investors’ attention and network spillover for commodity market forecasting	SOCIO-ECONOMIC PLANNING SCIENCES	2024
HAR-based realized volatility clustering	Statistical Analysis of Complex Economic Data: Recent Developments and Applications	2024
Shrinkage estimation with reinforcement learning of large variance matrices for portfolio selection	INTELLIGENT SYSTEMS WITH APPLICATIONS	2023
Clustering networked funded European research activities through rank-size laws	ANNALS OF OPERATIONS RESEARCH	2023
Fuzzy clustering with entropy regularization for interval-valued data with an application to scientific journal citations	ANNALS OF OPERATIONS RESEARCH	2023
Fuzzy clustering of financial time series based on volatility spillovers	ANNALS OF OPERATIONS RESEARCH	2023
A stochastic model for evaluating the peaks of commodities' returns	APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY	2023