Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling. - Roy Cerqueti; Massimiliano Giacalone; Raffaele Mattera (Inf. Sci., 2020)

Frequency Domain Clustering: An Application to Time Series with Time-Varying Parameters. - Raffaele Mattera; Germana Scepi (SIS, 2021)

Model-based fuzzy time series clustering of conditional higher moments. - Roy Cerqueti; Massimiliano Giacalone; Raffaele Mattera (Int. J. Approx. Reason., 2021)

Distribution-Based Entropy Weighting Clustering of Skewed and Heavy Tailed Time Series. - Raffaele Mattera; Massimiliano Giacalone; Karina Gibert (Symmetry, 2021)

A Composite Index for Measuring Stock Market Inefficiency. - Raffaele Mattera; Fabrizio Di Sciorio; Juan Evangelista Trinidad Segovia (Complex., 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)

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)

Fuzzy clustering of time series with time-varying memory. - Roy Cerqueti; Raffaele Mattera (Int. J. Approx. Reason., 2023)

Shrinkage estimation with reinforcement learning of large variance matrices for portfolio selection. - Giulio Mattera; Raffaele Mattera (Intell. Syst. Appl., 2023)

Forecasting binary outcomes in soccer. - Raffaele Mattera (Ann. Oper. Res., 2023)

Multiway clustering with time-varying parameters. - Roy Cerqueti; Raffaele Mattera; Germana Scepi (Comput. Stat., 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., 2024)

Clustering networked funded European research activities through rank-size laws. - Roy Cerqueti; Antonio Iovanella; Raffaele Mattera (Ann. Oper. Res., 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., 2024)

Anomaly detection in manufacturing systems with temporal networks and unsupervised machine learning. - Giulio Mattera; Raffaele Mattera; Silvestro Vespoli; Emma Salatiello (Comput. Ind. Eng., 2025)

Kendall correlations and radar charts to include goals for and goals against in soccer rankings. - Roy Cerqueti; Raffaele Mattera; Valerio Ficcadenti (Comput. Stat., 2025)

Time series clustering for high-dimensional portfolio selection: a comparative study. - Raffaele Mattera; Germana Scepi; Parmjit Kaur (Soft Comput., 2025)