| Publication | Date of Publication | Type |
|---|
Forecasting human development with an improved theta method based on forecast combination
Annals of Operations Research | 2026-09-02 | Paper |
Another look into tail risk connectedness using network modelling: evidence from European stock markets
Studies in Nonlinear Dynamics and Econometrics | 2026-08-31 | Paper |
Entropy-based fuzzy clustering of interval-valued time series
Advances in Data Analysis and Classification. ADAC | 2026-05-28 | Paper |
Spatio-temporal hierarchical clustering of interval time series with application to suicide rates in Europe
Statistical Modelling | 2026-04-14 | Paper |
Correction: fuzzy group fixed-effects estimation with spatial clustering
AStA. Advances in Statistical Analysis | 2026-03-12 | Paper |
Fuzzy group fixed-effects estimation with spatial clustering
AStA. Advances in Statistical Analysis | 2026-03-12 | Paper |
| Measuring tail risk connectedness with spatial methods | 2025-10-27 | Paper |
Spatially-clustered spatial autoregressive models with application to agricultural market concentration in Europe
Journal of Agricultural, Biological, and Environmental Statistics | 2025-10-09 | Paper |
Simple yet effective: a comparative study of statistical models for yearly hurricane forecasting
Environmetrics | 2025-08-26 | Paper |
Forecasting high-dimensional portfolios
Journal of Time Series Econometrics | 2025-06-27 | Paper |
Kendall correlations and radar charts to include goals for and goals against in soccer rankings
Computational Statistics | 2025-05-24 | Paper |
Improved precision matrix estimation for mean-variance portfolio selection
Statistics | 2025-05-11 | Paper |
Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering
Quantitative Finance | 2025-02-10 | Paper |
Fuzzy clustering with entropy regularization for interval-valued data with an application to scientific journal citations
Annals of Operations Research | 2025-01-20 | Paper |
Clustering networked funded European research activities through rank-size laws
Annals of Operations Research | 2025-01-20 | Paper |
Fuzzy clustering of time series based on weighted conditional higher moments
Computational Statistics | 2025-01-13 | Paper |
| Frequency domain clustering: an application to time series with time-varying parameters | 2024-10-08 | Paper |
A stochastic model for evaluating the peaks of commodities' returns
Applied Stochastic Models in Business and Industry | 2024-07-30 | Paper |
Multiway clustering with time-varying parameters
Computational Statistics | 2024-05-14 | Paper |
Forecasting binary outcomes in soccer
Annals of Operations Research | 2023-07-13 | Paper |
Fuzzy clustering of time series with time-varying memory
International Journal of Approximate Reasoning | 2023-01-06 | Paper |
Model-based fuzzy time series clustering of conditional higher moments
International Journal of Approximate Reasoning | 2021-10-27 | Paper |
Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling
Information Sciences | 2021-04-19 | Paper |
