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HomeAcademic staffDr Valerio Ficcadenti
Dr Valerio Ficcadenti

Dr Valerio Ficcadenti

ficcadv2@lsbu.ac.uk

Management, Marketing and People

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

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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 EbrahimabadiContributions to Financial Modelling and Forecasting.PhD
Miss Thamila MadjiDoctoral 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
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
Pricing Specialist
Deloitte LLP

2018
2019
Commercial/industry
Consultant
Food and Agriculture Organization

2014
2015
Third sector/charities
FunderYear wonProjectRole
BIG South London2021BIG Open Innovation Voucher SchemePrincipal Investigator
ProposalProjectRoleFunderStatusStatus last updated
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

Filter publications

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