An Algorithm to Simulate VMA Processes Having a Spectrum with Fixed Condition Number. - Matteo Farnè (Commun. Stat. Simul. Comput., 2016)

A large covariance matrix estimator under intermediate spikiness regimes. - Matteo Farnè; Angela Montanari (J. Multivar. Anal., 2020)

Banks' business models in the euro area: a cluster analysis in high dimensions. - Matteo Farnè; Angelos T. Vouldis (Ann. Oper. Res., 2021)

Large factor model estimation by nuclear norm plus ℓ1 norm penalization. - Matteo Farnè; Angela Montanari (J. Multivar. Anal., 2024)

Liszt's Étude S.136 no.1: audio data analysis of two different piano recordings. - Matteo Farnè (Adv. Data Anal. Classif., 2024)

Recovering the Number of Clusters From a Laplacian Matrix by Nuclear Norm Penalization. - Cinzia Di Nuzzo; Matteo Farnè (Stat. Anal. Data Min., 2025)