Publications

Dr. Thamila Madji, Valerio Ficcadenti (2026). Signals in the storm: the impact of government announcements and COVID-19 developments on financial markets. Soft Computing.

Dr. Paolo Fantozzi, Valerio Ficcadenti, Prof. Maurizio Naldi (2025). The university research assessment dilemma: A decision support system for the next evaluation campaigns. Scientometrics.

Prof. Alberto Banfi, Valerio Ficcadenti, Dr. Francesca Pampurini, Dr. Anna Grazia Quaranta (2025). Economic proximity and cooperative banks strategies. Finance Research Letters.

Prof. Roy Cerqueti, Prof. Francesco Cesarone, Valerio Ficcadenti (2024). Portfolio decision analysis for pandemic sentiment assessment based on finance and web queries. Annals of Operations Research.

Prof. Roy Cerqueti, Dr. Raffaele Mattera, Valerio Ficcadenti (2024). Kendall correlations and radar charts to include goals for and goals against in soccer rankings. Computational Statistics.

Prof. Roy Cerqueti, Valerio Ficcadenti, Dr. Raffaele Mattera (2024). Investors’ attention and network spillover for commodity market forecasting. Socio-Economic Planning Sciences.

Valerio Ficcadenti, Prof. Roy Cerqueti (2024). Economic keywords in political communications and financial markets. Annals of Operations Research.

Prof. Roy Cerqueti, Valerio Ficcadenti (2023). Anxiety about the pandemic and trust in financial markets. The Annals of Regional Science.

Prof. Roy Cerqueti, Valerio Ficcadenti, Dr. Gurjeet Dhesi, Prof. Marcel Ausloos (2022). Markov Chain Monte Carlo for generating ranked textual data. Information Sciences.

Prof. Roy Cerqueti, Valerio Ficcadenti (2022). Combining rank-size and k-means for clustering countries over the COVID-19 new deaths per million. Chaos, Solitons & Fractals.

Valerio Ficcadenti, Prof. Roy Cerqueti, Ciro Hosseini Varde’i (2022). A rank-size approach to analyse soccer competitions and teams: the case of the Italian football league ``Serie A\". Annals of Operations Research.

Dr. Matteo Cinelli, Valerio Ficcadenti, Dr. Jessica Riccioni (2021). The interconnectedness of the economic content in the speeches of the US Presidents. Annals of Operations Research.

Prof. Marcel Ausloos, Valerio Ficcadenti, Dr. Gurjeet Dhesi, Dr. Muhammad Bilal Shakeel (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.

Valerio Ficcadenti, Prof. Roy Cerqueti, Prof. Marcel Ausloos, Dr. Gurjeet Dhesi (2020). Words ranking and Hirsch index for identifying the core of the hapaxes in political texts. Journal of Informetrics.

Stefano Marmani, Valerio Ficcadenti, Dr. Parmjit Kaur, Dr. Gurjeet Dhesi (2020). Entropic analysis of votes expressed in Italian elections between 1948 and 2018. Entropy.

Valerio Ficcadenti, Prof. Roy Cerqueti, Prof. Marcel Ausloos (2019). A joint text mining-rank size investigation of the rhetoric structures of the US Presidents’ speeches. Expert Systems with Applications.

Valerio Ficcadenti, Prof. Roy Cerqueti (2017). Earthquakes economic costs through rank-size laws. Journal of Statistical Mechanics: Theory and Experiment.