Raffaele Mattera

According to our database, Raffaele Mattera authored at least 17 papers between 2020 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2025

Time series clustering for high-dimensional portfolio selection: a comparative study.

Raffaele Mattera, Germana Scepi, Parmjit Kaur

Soft Comput., April, 2025

Kendall correlations and radar charts to include goals for and goals against in soccer rankings.

Roy Cerqueti, Raffaele Mattera, Valerio Ficcadenti

Comput. Stat., April, 2025

Anomaly detection in manufacturing systems with temporal networks and unsupervised machine learning.

Giulio Mattera, Raffaele Mattera, Silvestro Vespoli, Emma Salatiello

Comput. Ind. Eng., 2025

2024

Fuzzy clustering with entropy regularization for interval-valued data with an application to scientific journal citations.

Pierpaolo D'Urso, Livia De Giovanni, Leonardo Salvatore Alaimo, Raffaele Mattera, Vincenzina Vitale

Ann. Oper. Res., November, 2024

Clustering networked funded European research activities through rank-size laws.

Roy Cerqueti, Antonio Iovanella, Raffaele Mattera

Ann. Oper. Res., November, 2024

Fuzzy clustering of time series based on weighted conditional higher moments.

Roy Cerqueti, Pierpaolo D'Urso, Livia De Giovanni, Raffaele Mattera, Vincenzina Vitale

Comput. Stat., September, 2024

Multiway clustering with time-varying parameters.

Roy Cerqueti, Raffaele Mattera, Germana Scepi

Comput. Stat., February, 2024

2023

Forecasting binary outcomes in soccer.

Raffaele Mattera

Ann. Oper. Res., June, 2023

Shrinkage estimation with reinforcement learning of large variance matrices for portfolio selection.

Giulio Mattera, Raffaele Mattera

Intell. Syst. Appl., 2023

Fuzzy clustering of time series with time-varying memory.

Roy Cerqueti, Raffaele Mattera

Int. J. Approx. Reason., 2023

2022

Weighted score-driven fuzzy clustering of time series with a financial application.

Roy Cerqueti, Pierpaolo D'Urso, Livia De Giovanni, Massimiliano Giacalone, Raffaele Mattera

Expert Syst. Appl., 2022

A Bibliometric Analysis on Agent-Based Models in Finance: Identification of Community Clusters and Future Research Trends.

Juan Evangelista Trinidad Segovia, Fabrizio Di Sciorio, Raffaele Mattera, Maria Spano

Complex., 2022

A Composite Index for Measuring Stock Market Inefficiency.

Raffaele Mattera, Fabrizio Di Sciorio, Juan Evangelista Trinidad Segovia

Complex., 2022

2021

Distribution-Based Entropy Weighting Clustering of Skewed and Heavy Tailed Time Series.

Raffaele Mattera, Massimiliano Giacalone, Karina Gibert

Symmetry, 2021

Model-based fuzzy time series clustering of conditional higher moments.

Roy Cerqueti, Massimiliano Giacalone, Raffaele Mattera

Int. J. Approx. Reason., 2021

Frequency Domain Clustering: An Application to Time Series with Time-Varying Parameters.

Raffaele Mattera, Germana Scepi

Proceedings of the Studies in Theoretical and Applied Statistics, 2021

2020

Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling.

Roy Cerqueti, Massimiliano Giacalone, Raffaele Mattera

Inf. Sci., 2020