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Raffaele Mattera · Study

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Raffaele Mattera

7 works· latest 2025· 3 institutionscluster: provisionalORCID 0000-0001-8770-7049

h-index7

i106

Citations159

Works here7

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Most cited in this library

Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling2020 · 52 citations
Network log-ARCH models for forecasting stock market volatility2024 · 40 citations
A Composite Index for Measuring Stock Market Inefficiency2022 · 17 citations
Shrinkage estimation with reinforcement learning of large variance matrices for portfolio selection2023 · 16 citations
Clustering networked funded European research activities through rank-size laws2023 · 14 citations

Works

7 shown

Hybrid Statistical Process Monitoring of Wire Arc Additive Manufacturing With Frequency‐Informed Deep Learning

Quality and Reliability Engineering International·2025·3 authors·Open access

11citations

Network log-ARCH models for forecasting stock market volatility

International Journal of Forecasting·2024·2 authors·Open access

40citations

Clustering networked funded European research activities through rank-size laws

Annals of Operations Research·2023·3 authors·Open access

14citations

Shrinkage estimation with reinforcement learning of large variance matrices for portfolio selection

Intelligent Systems with Applications·2023·2 authors·Open access

16citations

Mixed frequency composite indicators for measuring public sentiment in the EU

Quality & Quantity·2022·4 authors·Open access

9citations

A Composite Index for Measuring Stock Market Inefficiency

Complexity·2022·3 authors·Open access

17citations

Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling

Information Sciences·2020·3 authors·Open access

52citations