A Hidden Markov Model Approach to Classify and Predict the Sign of Financial Local Trends. - Manuele Bicego; Enrico Grosso; Edoardo Otranto (SSPR/SPR, 2008)

Volatility spillovers, interdependence and comovements: A Markov Switching approach. - Giampiero M. Gallo; Edoardo Otranto (Comput. Stat. Data Anal., 2008)

Clustering heteroskedastic time series by model-based procedures. - Edoardo Otranto (Comput. Stat. Data Anal., 2008)

Identifying financial time series with similar dynamic conditional correlation. - Edoardo Otranto (Comput. Stat. Data Anal., 2010)

Financial clustering in presence of dominant markets. - Edoardo Otranto; Romana Gargano (Adv. Data Anal. Classif., 2015)

Clustering space-time series: FSTAR as a flexible STAR approach. - Edoardo Otranto; Massimo Mucciardi (Adv. Data Anal. Classif., 2019)

On classifying the effects of policy announcements on volatility. - Giampiero M. Gallo; Demetrio Lacava; Edoardo Otranto (Int. J. Approx. Reason., 2021)

Modeling meaningful volatility events to classify monetary policy announcements. - Giampiero M. Gallo; Demetrio Lacava; Edoardo Otranto (Big Data Res., 2025)

On using fuzzy clustering for detecting the number of states in Markov switching models. - Edoardo Otranto; Luca Scaffidi Domianello (Ann. Oper. Res., 2025)