Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling R Cerqueti, M Giacalone, R Mattera Information Sciences 527, 1-26, 2020 | 61 | 2020 |
Multicollinearity in regression: an efficiency comparison between Lp-norm and least squares estimators M Giacalone, D Panarello, R Mattera Quality & Quantity 52 (4), 1831-1859, 2018 | 57 | 2018 |
Model-based fuzzy time series clustering of conditional higher moments R Cerqueti, M Giacalone, R Mattera International Journal of Approximate Reasoning 134, 34-52, 2021 | 24 | 2021 |
Weighted score-driven fuzzy clustering of time series with a financial application R Cerqueti, P D’Urso, L De Giovanni, M Giacalone, R Mattera Expert Systems with Applications 198, 116752, 2022 | 20 | 2022 |
Forecasting binary outcomes in soccer R Mattera Annals of Operations Research 325 (1), 115-134, 2023 | 14 | 2023 |
A weighted approach for spatio-temporal clustering of COVID-19 spread in Italy R Mattera Spatial and Spatio-temporal Epidemiology 41, 100500, 2022 | 13 | 2022 |
INGARCH-Based Fuzzy Clustering of Count Time Series with a Football Application R Cerqueti, P D’Urso, L De Giovanni, R Mattera, V Vitale Machine Learning with Applications, 1-31, 2022 | 13 | 2022 |
Well-being analysis of Italian provinces with spatial principal components M Giacalone, R Mattera, E Nissi Socio-Economic Planning Sciences 84, 101377, 2022 | 11 | 2022 |
Distribution-based entropy weighting custering of skewed and heavy tailed time series R Mattera, M Giacalone, K Gibert Symmetry 13 (6), 959, 2021 | 11 | 2021 |
Fuzzy clustering of time series with time-varying memory R Cerqueti, R Mattera International Journal of Approximate Reasoning 153, 193-218, 2023 | 10 | 2023 |
Economic indicators forecasting in presence of seasonal patterns: time series revision and prediction accuracy M Giacalone, R Mattera, E Nissi Quality & Quantity 54 (1), 67-84, 2020 | 9 | 2020 |
A composite index for measuring stock market inefficiency R Mattera, F Di Sciorio, JE Trinidad-Segovia Complexity 2022 (1), 9838850, 2022 | 8 | 2022 |
Option Pricing Under Multifractional Process and Long-Range Dependence R Mattera, F Di Sciorio Fluctuation and Noise Letters, 2150008, 2021 | 8 | 2021 |
Fuzzy clustering with entropy regularization for interval-valued data with an application to scientific journal citations P D’Urso, L De Giovanni, LS Alaimo, R Mattera, V Vitale Annals of Operations Research, 1-24, 2023 | 7 | 2023 |
Shrinkage estimation with reinforcement learning of large variance matrices for portfolio selection G Mattera, R Mattera Intelligent Systems with Applications 17, 200181, 2023 | 7 | 2023 |
Alternative distribution based garch models for bitcoin volatility estimation R Mattera, M Giacalone The Empirical Economics Letters 17 (11), 1283-1288, 2018 | 7 | 2018 |
A Bibliometric Analysis on Agent-Based Models in Finance: Identification of Community Clusters and Future Research Trends JET Segovia, F Di Sciorio, R Mattera, M Spano Complexity 2, 3, 2022 | 6* | 2022 |
Network log-ARCH models for forecasting stock market volatility R Mattera, P Otto International Journal of Forecasting, 2024 | 5 | 2024 |
Mixed frequency composite indicators for measuring public sentiment in the EU R Mattera, M Misuraca, M Spano, G Scepi Quality & Quantity 57 (3), 2357-2382, 2023 | 5 | 2023 |
Improving Volatility Forecasts with GED-GARCH Model: Evidence from US Stock Market M Giacalone, R Mattera, PC Cozzucoli The Empirical Economics Letters 18 (7), 785-791, 2019 | 5 | 2019 |