Raffaele Mattera

Welcome to my personal page. I hold a Ph.D. from the University of Naples "Federico II" and I am currently an Assistant Professor (Tenure Track) of Statistics at the Department of Mathematics and Physics of the University of Campania "Luigi Vanvitelli". Additionally, I serve as a faculty board member of the Doctoral School in Social and Economic Sciences at Sapienza University of Rome.

My research mainly focuses on forecasting methods and clustering techniques for temporal, spatio-temporal, and networked data, with applications in economics, finance, and industry. I have extensive experience in applying statistical methods in the areas of financial forecasting, risk modelling, and trading strategy design, but I am also actively involved in several projects on predictive monitoring in environmental and industrial domains.

I have published over 50 papers in leading journals in these areas, including International Journal of Forecasting, Computational Statistics, Spatial Statistics, Environmetrics, Quantitative Finance, Annals of Operations Research, Applied Stochastic Models in Business and Industry, among others. I am ranked in the top 2% of worldwide scholars with the first paper published in 2018 on Research Gate (all fields) and in the top 10% for statistics according to ScholarGPS (top 2% considering the last 5 years of activity).

I have mainly taught courses in statistics and statistical computing, statistical learning, time series analysis and forecasting, experimental statistics, business statistics and applied econometrics. I am a consultant and member of the International Institute of Forecasters and an ordinary member of the Italian Statistical Society.