← All authors Raffaele Mattera Sapienza University of Rome (from arXiv:2407.15874, 2024) · ORCID · OpenAlex
49 papers in scope · 47 published · 2 on the econ.EM arXiv · 380 citations · h-index 10 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Philipp Otto Süleyman Taşpınar Osman Doğan Wolfgang Schmid Fayçal Djebari Kahina Mehidi Khelifa Mazouz Anil K. Bera Zhu Ke Bing Su Fukang Zhu Matthias Eckardt Graziano Moramarco Kyle Colangelo Ying-Ying Lee Susan Athey Giuseppe Cavaliere Clément de Chaisemartin Guido W. Imbens Andrea Bucci Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (4 of 49)
Resilience of Multilayer Networks Through Community Detection
published 2026 · Networks and Spatial Economics
Seventy Years of Electoral Fragmentation in Italy: Entropy, Rank-Size Modelling, and Cluster Analysis for Regime Identification
published 2026 · Statistics and Public Policy
with Stefano Marmani, Valerio Ficcadenti, Roy Cerqueti
Measurement of Organized Crime in the Italian Provinces with Spatially-Clustered Heterogeneity
published 2026 · Spatial Demography
with Leonardo Salvatore Alaimo, Claudia Ferri
Analyzing convergence across African economies while allowing for measurement errors
published 2026 · Socio-Economic Planning Sciences
with Philip Hans Franses
A forecast-assisted approach to remaining useful life prediction: a predictive maintenance case study in hybrid Al/CFRP stack drilling
published 2025 · International Journal of Production Research · 1 citations
with Giulio Mattera, Luigi Nele
Combining multifaceted aspects of technology innovations through fuzzy clustering of multilayer networks
published 2025 · PLoS ONE · 1 citations
The random matrix-based informative content of correlation matrices in stock markets
published 2025 · Chaos An Interdisciplinary Journal of Nonlinear Science · 2 citations
Hybrid Statistical Process Monitoring of Wire Arc Additive Manufacturing With Frequency‐Informed Deep Learning
published 2025 · Quality and Reliability Engineering International · 9 citations
Another Look into Tail Risk Connectedness Using Network Modelling: Evidence from European Stock Markets
published 2025 · Studies in Nonlinear Dynamics and Econometrics
with Javier Sánchez
Forecasting human development with an improved Theta method based on forecast combination
published 2025 · Annals of Operations Research
with Germana Scepi, Parmjit Kaur
Analyzing clustered factors in the cryptocurrency market with Random Matrix Theory
published 2025 · Physica A Statistical Mechanics and its Applications · 1 citations
Systemic resilience of networked commodities
published 2025 · Energy Economics · 3 citations
Improved precision matrix estimation for mean-variance portfolio selection
published 2025 · Statistics · 1 citations
Measuring unit relevance and stability in hierarchical spatio-temporal clustering
published 2025 · Spatial Statistics · 4 citations
published 2025 · Journal of Agricultural Biological and Environmental Statistics · 5 citations
Fuzzy group fixed-effects estimation with spatial clustering
published 2025 · AStA Advances in Statistical Analysis · 4 citations
with Roy Cerqueti, Pierpaolo D’Urso
Forecasting High-Dimensional Portfolios
published 2025 · Journal of Time Series Econometrics
Spatio-temporal hierarchical clustering of interval time series with application to suicide rates in Europe
published 2024 · Statistical Modelling · 1 citations
with Philip Hans Franses
Green bond issuance and value creation for stockholders: evidence from Italy
published 2024 · International Journal of Management and Decision Making · 1 citations · first circulated 2023
with Maria Rita Filocamo, Rubina Michela Galeotti, Roberto Maglio
Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering
published 2024 · Quantitative Finance · 8 citations
with George Athanasopoulos, Rob J. Hyndman
working paper 2024 · arXiv · 1 citations
Forecasting house price growth rates with factor models and spatio-temporal clustering
published 2024 · International Journal of Forecasting · 3 citations
with Philip Hans Franses
Measuring financial stability in the presence of energy shocks
published 2024 · Energy Economics · 6 citations
Kendall correlations and radar charts to include goals for and goals against in soccer rankings
published 2024 · Computational Statistics · 2 citations
working paper 2024 · arXiv
Improving the explainability of autoencoder factors for commodities through forecast-based Shapley values
published 2024 · Scientific Reports · 5 citations
Investors’ attention and network spillover for commodity market forecasting
published 2024 · Socio-Economic Planning Sciences · 1 citations
Entropy-based fuzzy clustering of interval-valued time series
published 2024 · Advances in Data Analysis and Classification · 3 citations
with Vincenzina Vitale, Pierpaolo D’Urso, Livia De Giovanni
published 2024 · International Journal of Forecasting · 39 citations · first circulated 2023
Fuzzy clustering of time series based on weighted conditional higher moments
published 2023 · Computational Statistics · 2 citations
Are African business cycles synchronized? Evidence from spatio-temporal modeling
published 2023 · Economic Modelling · 12 citations
with Philip Hans Franses
Fuzzy clustering of financial time series based on volatility spillovers
published 2023 · Annals of Operations Research · 6 citations
A stochastic model for evaluating the peaks of commodities' returns
published 2023 · Applied Stochastic Models in Business and Industry · 3 citations
Shrinkage estimation with reinforcement learning of large variance matrices for portfolio selection
published 2023 · Intelligent Systems with Applications · 17 citations
with Giulio Mattera
Measuring conditional correlation between financial markets' inefficiency
published 2023 · Quantitative Finance and Economics · 3 citations
with Fabrizio Di Sciorio, Juan Evangelista Trinidad Segovia
Fuzzy clustering of time series with time-varying memory
published 2022 · International Journal of Approximate Reasoning · 16 citations
Multiway clustering with time-varying parameters
published 2022 · Computational Statistics · 1 citations
INGARCH-based fuzzy clustering of count time series with a football application
published 2022 · Machine Learning with Applications · 7 citations
Mixed frequency composite indicators for measuring public sentiment in the EU
published 2022 · Quality & Quantity · 8 citations
with Michelangelo Misuraca, Maria Spano, Germana Scepi
A Composite Index for Measuring Stock Market Inefficiency
published 2022 · Complexity · 17 citations
with Fabrizio Di Sciorio, Juan Evangelista Trinidad Segovia
A Bibliometric Analysis on Agent‐Based Models in Finance: Identification of Community Clusters and Future Research Trends
published 2022 · Complexity · 8 citations
with Juan Evangelista Trinidad Segovia, Fabrizio Di Sciorio, Maria Spano
Frequency Domain Clustering: An Application to Time Series with Time-Varying Parameters
published 2022 · Springer proceedings in mathematics & statistics · 1 citations
with Germana Scepi
Forecasting binary outcomes in soccer
published 2021 · Annals of Operations Research · 18 citations
Distribution-Based Entropy Weighting Clustering of Skewed and Heavy Tailed Time Series
published 2021 · Symmetry · 12 citations
with Massimiliano Giacalone, Karina Gibert
Model-based fuzzy time series clustering of conditional higher moments
published 2021 · International Journal of Approximate Reasoning · 2 citations
Option Pricing Under Multifractional Process and Long-Range Dependence
published 2020 · Fluctuation and Noise Letters · 11 citations
with Fabrizio Di Sciorio
Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling
published 2020 · Information Sciences · 54 citations
Economic indicators forecasting in presence of seasonal patterns: time series revision and prediction accuracy
published 2019 · Quality & Quantity · 8 citations
with Massimiliano Giacalone, Eugenia Nissi
Multicollinearity in regression: an efficiency comparison between Lp-norm and least squares estimators
published 2017 · Quality & Quantity · 73 citations
with Massimiliano Giacalone, Demetrio Panarello
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