Academic staff
Dr Valerio Ficcadenti
ficcadv2@lsbu.ac.uk
Finance, Economics, Accounting and Analytics
https://orcid.org/0000-0001-8786-8213
859
total views of outputs875
total downloads of outputs7
views of outputs this month15
downloads of outputs this month
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 Mehbali | Solution Approaches to the Three-index Assignment Problem | PhD |
| Mr Felipe Lago | 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
| Miss Thamila Madji | Analysing behavioural factors that impact financial stock returns. The case of COVID-19 pandemic in the financial markets. | PhD |
| 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
| Funder | Year won | Project | Role |
|---|---|---|---|
| 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 |
|---|---|---|---|---|---|
| Cambodian Governement Ministers Executive Education | Cambodian Governement Ministers Executive Education | Co-Investigator | Cambodian Govenrment | OPEN In preparation | Aug 2024 |
| Proposing a Framework for Circular Economy and Prioritization of Sustainable Criteria for Demolition Waste | Proposing a Framework for Circular Economy and Prioritization of Sustainable Criteria for Demolition Waste | Co-Investigator | UK Research and Innovation (UKRI) | OPEN Approved for submission | Jul 2024 |
| 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
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
Investors attention and network spillover for commodity market forecasting
Cerqueti, R., Ficcadenti, V. and Mattera, R. (2024). Investors attention and network spillover for commodity market forecasting. Socio-Economic Planning Sciences. 95, p. 102023. https://doi.org/10.1016/j.seps.2024.102023
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