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HomeAcademic staffDr Valerio Ficcadenti
Dr Valerio Ficcadenti

Dr Valerio Ficcadenti

ficcadv2@lsbu.ac.uk

Finance, Economics, Accounting and Analytics

https://orcid.org/0000-0001-8786-8213

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I am an academic affiliated with the Business School, and before joining LSBU in 2020, I worked as a pricing specialist at Deloitte.

My primary teaching responsibilities concern Business Research Methods, so I lead modules related to research methodologies for Undergraduate and Postgraduate research projects.

My research interests focus on the social dynamics that occur through communication, with a particular emphasis on analysing textual data for financial and economic purposes. I am dedicated to quantifying qualitative information.

Over the past few years, the research I conducted has primarily focused on political communications and their impact on financial markets. Additionally, I have expertise in financial derivative evaluation and financial data analysis.

I am also interested in supervising PhD students who share my research interests, particularly those who are interested in exploring the intersection of Natural Language Processing, Finance, Politics, and Electoral Dynamics. I believe that there is immense potential for research in these areas, and I am excited to collaborate with students passionate about making a significant contribution to the field. As a supervisor, I am committed to supporting and guiding students throughout their research journey and helping them achieve their academic and professional goals.

Postgraduate Research Supervision
Current
Mr Mohamed MehbaliSolution Approaches to the Three-index Assignment ProblemPhD
Mr Felipe LagoDoctoral Research ProjectPhD
Mr Stefano MarmaniComputational Analysis and Experimentation: Capturing and Investigating News and Agent Behavior.PhD
Mr Anton NovikovDoctoral Research ProjectPhD

Awarded in the last 5 years
Miss Thamila MadjiAnalysing behavioural factors that impact financial stock returns. The case of COVID-19 pandemic in the financial markets.PhD
Mr Rishiram AryalThe Impact of Corporate Governance and external audit on controlling discretionary accruals: A study of impacts on earnings management based on FTSE350, UK.PhD
PhD

University of Macerata, Department of Economic and Law

2014
2018
MSc

University of Rome - Tor Vergata University

2012
2014
BSc

Polytechnic University of Marche

2008
2012
Postgraduate Degree, Higher Education / Higher Education Administration

The University of London

2022
2022
Pricing Specialist
Deloitte LLP

2018
2019
Commercial/industry
Consultant
Food and Agriculture Organization

2014
2015
Third sector/charities
FunderYear wonProjectRole
Greater London Authority2023UKSPF Inclusive Supply Chain NEWABLEPrincipal Investigator
BIG South London2021BIG Open Innovation Voucher SchemePrincipal Investigator
ProposalProjectRoleFunderStatusStatus last updated
Financial networks and the real economy: Evolution, Interaction and Systemic Stability Financial networks and the real economy: Evolution, Interaction and Systemic StabilityPrincipal InvestigatorCOST (European Co Operation in Science and Technology)OPEN SubmittedOct 2023
MAKING INCLUSIVE MEMORIES-(MNEME)MAKING INCLUSIVE MEMORIES-(MNEME)Co-InvestigatorEuropean Commission Horizon Europe (ERC)OPEN SubmittedFeb 2024
Covid 19 -Awareness and financial markets behaviourCovid 19 -Awareness and financial markets behaviourCo-InvestigatorBritish Academy OPEN Approved for submissionAug 2020
Fondazione Cassa Di Risparmio
2021
2031
University of Rome Sapienza
Other

I am a Lecturer in the PhD program in Social Science and Economics

Statistical Modelling for Social Sciences

Filter publications

Economic keywords in political communications and financial markets
Ficcadenti, V. and Cerqueti, R. (2024). Economic keywords in political communications and financial markets. Annals of Operations Research. https://doi.org/10.1007/s10479-024-05905-w

Anxiety about the pandemic and trust in financial markets
Cerqueti, R. and Ficcadenti, V. (2023). Anxiety about the pandemic and trust in financial markets. The Annals of Regional Science. https://doi.org/10.1007/s00168-023-01243-0

Combining rank-size and k-means for clustering countries over the COVID-19 new deaths per million.
Cerqueti, R. and Ficcadenti, V. (2022). Combining rank-size and k-means for clustering countries over the COVID-19 new deaths per million. Chaos, Solitons and Fractals. 158, p. 111975. https://doi.org/10.1016/j.chaos.2022.111975

A rank-size approach to analyse soccer competitions and teams: the case of the Italian football league “Serie A"
Ficcadenti, V., Cerqueti, R. and Hosseini Varde'i, C. (2022). A rank-size approach to analyse soccer competitions and teams: the case of the Italian football league “Serie A". Annals of Operations Research. https://doi.org/10.1007/s10479-022-04609-3

Markov Chain Monte Carlo for generating ranked textual data
Ficcadenti, V., Cerqueti, R., Dhesi, G. and Ausloos, M. (2022). Markov Chain Monte Carlo for generating ranked textual data. Information Sciences. 610, pp. 425-439. https://doi.org/10.1016/j.ins.2022.07.137

Benford's laws tests on S&P500 daily closing values and the corresponding daily log-returns both point to huge non-conformity
Ausloos, M, Ficcadenti, V, Dhesi, G and Shakeel, M (2021). Benford's laws tests on S&P500 daily closing values and the corresponding daily log-returns both point to huge non-conformity. Physica A: Statistical Mechanics and its Applications. 574, pp. 125969-125969. https://doi.org/10.1016/j.physa.2021.125969

The interconnectedness of the economic content in the speeches of the US Presidents
Cinelli, M., Ficcadenti, V. and Riccioni, J. (2019). The interconnectedness of the economic content in the speeches of the US Presidents. Annals of Operations Research. 73 (4). https://doi.org/10.1007/s10479-019-03372-2

A joint text mining-rank size investigation of the rhetoric structures of the US Presidents’ speeches
Ficcadenti, V, Cerqueti, R. and Ausloos, M. (2019). A joint text mining-rank size investigation of the rhetoric structures of the US Presidents’ speeches. Expert Systems with Applications. 123, pp. 127-142. https://doi.org/10.1016/j.eswa.2018.12.049

Earthquakes economic costs through rank-size laws
Ficcadenti, V and Cerqueti, R (2017). Earthquakes economic costs through rank-size laws. Journal of Statistical Mechanics: Theory and Experiment. 2017 (8), pp. 083401-083401. https://doi.org/10.1088/1742-5468/aa7ab7

Portfolio decision analysis for pandemic sentiment assessment based on finance and web queries
Cerqueti, R., Cesarone, F. and Ficcadenti, V. (2024). Portfolio decision analysis for pandemic sentiment assessment based on finance and web queries. Annals of Operations Research. https://doi.org/10.1007/s10479-024-05966-x