Academic staff
Dr Valerio Ficcadenti
ficcadv2@lsbu.ac.uk
Management, Marketing and People
https://orcid.org/0000-0001-8786-8213
166
total views of outputs288
total downloads of outputs16
views of outputs this month21
downloads of outputs this month
I am interested in social dynamics that take place via communications. The core of my research interest is the analysis of textual data for financial and economic applications.
My research activity is devoted to quantify qualitative information. In particular, I have spent the last few years studying political communications and the role they have in the financial markets. Furthermore, I have experience in financial derivative evaluation and financial data analysis.
Postgraduate Research Supervision
Current
| Mr Rouhollah Ebrahimabadi | Contributions to Financial Modelling and Forecasting. | PhD |
| Miss Thamila Madji | Doctoral Research Project | 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
| Funder | Year won | Project | Role |
|---|---|---|---|
| BIG South London | 2021 | BIG Open Innovation Voucher Scheme | Principal Investigator |
| Proposal | Project | Role | Funder | Status | Status last updated |
|---|---|---|---|---|---|
| Covid 19 -Awareness and financial markets behaviour | Covid 19 -Awareness and financial markets behaviour | Co-Investigator | British Academy | OPEN Approved for submission | Aug 2020 |
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
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