International journals (2023)

  • Mattera, G. and Mattera, R. (2023). Shrinkage estimation of large variance matrices with reinforcement learning for portfolio selection. Intelligent Systems with Applications. Forthcoming. [Data]

  • D'Urso, P., De Giovanni, L., Alaimo, L., Mattera, R. and Vitale, V. (2023). Fuzzy clustering with entropy regularization for interval-valued data with an application to scientific journal citations. Annals of Operations Research. Forthcoming.

  • Cerqueti, R. and Mattera, R. (2023). Fuzzy clustering of time series with time-varying memory. International Journal of Approximate Reasoning, 153, 193-218.

International journals (2022)

International journals (2021)

International journals (2018-2020)

Proceedings (selection)

  • Bianchi, S., Di Sciorio, F. and Mattera, R. (2022). Forecasting VIX with Hurst Exponent. In: Corazza, M., Perna, C., Pizzi, C., Sibillo, M. (eds) Mathematical and Statistical Methods for Actuarial Sciences and Finance. MAF 2022. Springer, Cham.

  • Mattera, R., Misuraca, M., Scepi, G., & Spano, M. (2022). Clustering of financial time series: a bibliometric analysis. In Proceedings of the 16th International Conference on Statistical Analysis of Textual Data. Vol. 2, pp. 584-590. VADISTAT Press. ISBN: 9791280153319

Submitted

  • Cerqueti, R, D'Urso, P., De Giovanni, L., Mattera, R. and Vitale, V. (20XX). Time series clustering based on weighted conditional higher moments.

  • Cerqueti, R., Iovanella, A. and Mattera, R. (20XX). Clustering networked European research projects through rank-size laws.

  • Cerqueti, R., Mattera, R. and Ramponi, A. (20XX). A stochastic model for evaluating the peaks of the commodity returns.

  • Cerqueti, R., D'Urso, P., De Giovanni, L., Mattera, R. and Vitale, V. (20XX). Fuzzy clustering of financial time series based on volatility spillovers.