Raffaele Mattera | Ricerc@Sapienza

Pubblicazioni

Titolo	Pubblicato in	Anno
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
Are African business cycles synchronized? Evidence from spatio-temporal modeling	ECONOMIC MODELLING	2023
Fuzzy clustering of time series based on weighted conditional higher moments	COMPUTATIONAL STATISTICS	2023
Weighted score-driven fuzzy clustering of time series with a financial application	EXPERT SYSTEMS WITH APPLICATIONS	2022
A Composite Index for Measuring Stock Market Inefficiency	COMPLEXITY	2022
A weighted approach for spatio-temporal clustering of COVID-19 spread in Italy	SPATIAL AND SPATIO-TEMPORAL EPIDEMIOLOGY	2022
Forecasting VIX with Hurst Exponent	Mathematical and Statistical Methods for Actuarial Sciences and Finance MAF 2022	2022
INGARCH-based fuzzy clustering of count time series with a football application	MACHINE LEARNING WITH APPLICATIONS	2022