Dr Valerio Ficcadenti
Finance, Economics, Accounting and Analytics
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I am a Senior Lecturer at the Business School and a member of the London Centre for Business and Entrepreneurship Research. Before joining LSBU in 2020, I worked as a pricing specialist at Deloitte.
My primary teaching responsibilities include Business Research Methods and modules related to research methodologies such as Research in Action.
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
|Miss Thamila Madji||Analysing behavioural factors that impact financial stock returns. The case of COVID-19 pandemic in the financial markets.||PhD|
|Mr Stefano Marmani||Computational Analysis and Experimentation: Capturing and Investigating News and Agent Behavior.||PhD|
|Mr Anton Novikov||Doctoral Research Project||PhD|
Awarded in the last 5 years
|Mr Rishiram Aryal||The Impact of Corporate Governance and external audit on controlling discretionary accruals: A study of impacts on earnings management based on FTSE350, UK.||PhD|
University of Macerata, Department of Economic and Law
University of Rome - Tor Vergata University
Polytechnic University of Marche
The University of London
|Greater London Authority||2023||UKSPF Inclusive Supply Chain NEWABLE||Principal Investigator|
|BIG South London||2021||BIG Open Innovation Voucher Scheme||Principal Investigator|
|Proposal||Project||Role||Funder||Status||Status last updated|
|10DS Economics and Data Science Fellowship||10DS Economics and Data Science Fellowship UKRI Policy Fellowship||Principal Investigator||UK Research and Innovation (UKRI)||OPEN Submitted||Apr 2023|
|Ensuring Students’ Education Continuity and Quality Post COVID-19 Pandemic: A Study on E-Learning Support||Ensuring Students’ Education Continuity and Quality Post COVID-19 Pandemic: A Study on E-Learning Support||Co-Investigator||British Academy/Leverhulme Small Research Grants||OPEN Approved for submission||May 2023|
|Financial networks and the real economy: Evolution, Interaction and Systemic Stability||Financial networks and the real economy: Evolution, Interaction and Systemic Stability||Principal Investigator||EU Cost Action||OPEN Approved for submission||Oct 2022|
|Covid 19 -Awareness and financial markets behaviour||Covid 19 -Awareness and financial markets behaviour||Co-Investigator||British Academy||OPEN Approved for submission||Aug 2020|
I am a Lecturer in the PhD program in Social Science and Economics
Statistical Modelling for Social Sciences
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
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
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
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