Assistant Professor of Statistics,
Department of Mathematics and Physics, University of Campania "Luigi Vanvitelli", Italy
Contact information:
Address: viale Lincoln, 5, Caserta (CE), 801100, Italy.
Email: raffaele.mattera@unicampania.it
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I am an Assistant Professor (tenure-track) of Statistics at the Department of Mathematics and Physics, University of Campania “Luigi Vanvitelli”. I hold a Ph.D. in Economics (Econometrics) from the University of Naples “Federico II”, and I serve on the faculty board of the Doctoral School in Social and Economic Sciences at Sapienza University of Rome.
My research lies at the intersection of computational statistics and econometrics, with a focus on clustering and forecasting methods for complex temporal data. This includes hierarchical and grouped time series, interval-valued time series, as well as panel data with spatial and network dependence structures. I primarily apply these techniques to problems in economics and finance, such as connectedness and risk modelling, algorithmic trading, financial and macroeconomic forecasting, and the analysis of economic convergence. In addition, I engage in interdisciplinary research on forecasting in sports, environmetrics, and industrial applications.
I have published over 50 peer-reviewed articles in scientific journals, including the International Journal of Forecasting, Quantitative Finance, Annals of Operations Research, Computational Statistics, and Spatial Statistics, among others. According to ResearchGate, I am ranked among the top 2% of worldwide scholars (across all fields) with the first paper published in 2018. ScholarGPS places me in the top 10% of researchers in statistics, and in the top 2% considering the last five years of activity.
I have mainly taught courses in statistics and statistical computing, statistical learning, time series analysis and forecasting, causal inference and experimental design, and applied econometrics. I am a consultant and member of the International Institute of Forecasters, and a member of both the International Statistical Institute and Italian Statistical Society.
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