Raffaele Mattera

Publication Activity (10 Years)

Years Active: 2020-2024
Publications (10 Years): 11

Top Topics

Gustafson Kessel

Fuzzy Clustering Algorithms

Top Venues

Int. J. Approx. Reason.

Ann. Oper. Res.

Intell. Syst. Appl.

Publications

Roy Cerqueti, Raffaele Mattera, Germana Scepi
Multiway clustering with time-varying parameters. Comput. Stat. 39 (1) (2024)
Giulio Mattera, Raffaele Mattera
Shrinkage estimation with reinforcement learning of large variance matrices for portfolio selection. Intell. Syst. Appl. 17 (2023)
Raffaele Mattera
Forecasting binary outcomes in soccer. Ann. Oper. Res. 325 (1) (2023)
Roy Cerqueti, Raffaele Mattera
Fuzzy clustering of time series with time-varying memory. Int. J. Approx. Reason. 153 (2023)
Juan Evangelista Trinidad Segovia, Fabrizio Di Sciorio, Raffaele Mattera, Maria Spano
A Bibliometric Analysis on Agent-Based Models in Finance: Identification of Community Clusters and Future Research Trends. Complex. 2022 (2022)
Roy Cerqueti, Pierpaolo D'Urso, Livia De Giovanni, Massimiliano Giacalone, Raffaele Mattera
Weighted score-driven fuzzy clustering of time series with a financial application. Expert Syst. Appl. 198 (2022)
Raffaele Mattera, Fabrizio Di Sciorio, Juan Evangelista Trinidad Segovia
A Composite Index for Measuring Stock Market Inefficiency. Complex. 2022 (2022)
Roy Cerqueti, Massimiliano Giacalone, Raffaele Mattera
Model-based fuzzy time series clustering of conditional higher moments. Int. J. Approx. Reason. 134 (2021)
Raffaele Mattera, Germana Scepi
Frequency Domain Clustering: An Application to Time Series with Time-Varying Parameters. SIS (2021)
Raffaele Mattera, Massimiliano Giacalone, Karina Gibert
Distribution-Based Entropy Weighting Clustering of Skewed and Heavy Tailed Time Series. Symmetry 13 (6) (2021)
Roy Cerqueti, Massimiliano Giacalone, Raffaele Mattera
Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling. Inf. Sci. 527 (2020)