Raffaele Mattera | Ricerc@Sapienza

Pubblicazioni

Titolo	Pubblicato in	Anno
Mixed frequency composite indicators for measuring public sentiment in the EU	QUALITY AND QUANTITY	2022
Multiway clustering with time-varying parameters	COMPUTATIONAL STATISTICS	2022
Fuzzy clustering of time series with time-varying memory	INTERNATIONAL JOURNAL OF APPROXIMATE REASONING	2022
A Bibliometric Analysis on Agent-Based Models in Finance: Identification of Community Clusters and Future Research Trends	COMPLEXITY	2022
Well-being analysis of Italian provinces with spatial principal components	SOCIO-ECONOMIC PLANNING SCIENCES	2022
Model-based fuzzy time series clustering of conditional higher moments	INTERNATIONAL JOURNAL OF APPROXIMATE REASONING	2021
Forecasting binary outcomes in soccer	ANNALS OF OPERATIONS RESEARCH	2021
Option Pricing under Multifractional Process and Long-Range Dependence	FLUCTUATION AND NOISE LETTERS	2021
A mixed frequency approach for exchange rates predictions	ELECTRONIC JOURNAL OF APPLIED STATISTICAL ANALYSIS	2021
Distribution-based entropy weighting clustering of skewed and heavy tailed time series	SYMMETRY	2021
Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling	INFORMATION SCIENCES	2020
Economic indicators forecasting in presence of seasonal patterns: time series revision and prediction accuracy	QUALITY & QUANTITY	2020
Multicollinearity in regression: an efficiency comparison between Lp-norm and least squares estimators	QUALITY & QUANTITY	2018