Recent & Upcoming Talks | Valerio Ficcadenti

Analysis of the International Mobility of Researchers through a Markov Chain model

Mon, 23 Jun 2025 00:00:00 +0000

Event: EURO 2025 - 32nd European Conference on Operational Research
Location: Leeds, United Kingdom
Date: June 23-25, 2025

This presentation introduces a novel Markov chain analysis of academic mobility patterns revealing how university reputation influences researchers’ career trajectories and institutional barriers to mobility.

This presentation explores the complex dynamics of international academic mobility using advanced Markov chain modelling to analyse career trajectories of researchers across different university rankings and institutional affiliations.

Research Objectives:

Institutional Barriers: Investigate how university reputation creates mobility barriers for researchers
Career Trajectories: Analyse the influence of initial institutional affiliation on career development
Global Patterns: Understand international mobility patterns across different university rankings
Policy Implications: Provide insights for addressing mobility inequalities in academia

Methodology:

Large-Scale Data: Analysis of 3.8+ million individual records from ORCID database
University Rankings: Global ranking system to classify institutional standing
Markov Chain Modelling: Transition probability analysis for inter-institutional mobility
Longitudinal Analysis: Year-by-year career tracking and trajectory modelling

Key Findings:

Mobility Constraints: Evidence of significant barriers between high and low-ranked institutions
Career Persistence: Strong influence of initial institutional affiliation on career development
Transition Patterns: Systematic analysis of movement probabilities across university rankings
Global Inequalities: Documentation of institutional hierarchies affecting researcher mobility

Data and Methods:

ORCID Database: Comprehensive researcher career tracking across millions of academics
Ranking Integration: Global university ranking data for institutional classification
Statistical Framework: Markov chain transition matrices and probability analysis
Temporal Analysis: Multi-year career progression and mobility patterns

Academic Impact: This research contributes to understanding systemic inequalities in academic career development and provides empirical evidence for policy interventions to improve researcher mobility and career equity across institutional hierarchies.

Collaborative Research: Joint work with Vincenzo Scardigno, demonstrating interdisciplinary collaboration in applying quantitative methods to higher education research and academic career analysis.

Rank-Size Analysis of Optimal Portfolio Weights Across Portfolio Optimization Models

Mon, 23 Jun 2025 00:00:00 +0000

Event: EURO 2025 - 32nd European Conference on Operational Research
Location: Leeds, United Kingdom
Date: June 23-25, 2025

This presentation introduces a novel rank-size analysis framework for comparing optimal portfolio weight distributions across different portfolio optimization models. The research provides innovative insights into portfolio concentration patterns and offers a systematic methodology for evaluating portfolio construction strategies.

Key Contributions:

Novel rank-size analysis approach for portfolio optimization
Comparative analysis of four portfolio strategies (Mean-Variance, CVaR, Most Diversified, Risk Parity)
Stochastic dominance methodology for model selection
Empirical analysis across major financial indices (2009-2023)

Methodology: The study employs various rank-size functions including the Exponential Law, Discrete Generalised Beta Distribution, and the Universal Law to model optimal weight distributions, with a robust selection methodology based on stochastic dominance applied to RMSE distributions.

Collaborative Research: This work represents a collaborative effort with researchers from Roma Tre University (Italy) and other international institutions, showcasing the international scope of the research collaboration.

Presentation Materials: Full presentation slides available for download (PDF format), including comprehensive data visualizations and empirical analysis results across multiple financial indices.

One Method, Many Systems - A rank-size approach to socio-economic modelling

Thu, 15 May 2025 00:00:00 +0000

Event: International Conference on Informatics in Economy (IE 2025)
Location: Bucharest, Romania
Date: May 15-17, 2025
Format: Keynote Presentation

This keynote presentation at the International Conference on Informatics in Economy (IE 2025) explores the universal applicability of rank-size analysis across diverse socio-economic systems and modelling frameworks.

Keynote Highlights:

Universal Methodology: Demonstration of how a single rank-size approach applies across multiple domains
Interdisciplinary Perspective: Bridging financial markets, population dynamics, income distributions, and organizational structures
Methodological Advances: Recent developments in rank-size modelling and statistical selection techniques
Practical Applications: Tools and insights for policy makers and researchers

Key Themes:

One Method, Many Systems: How rank-size laws provide a common analytical language
Universal Patterns: Revealing scaling behaviours that transcend disciplinary boundaries
Comparative Analysis: Systematic approaches to cross-system comparison
Theoretical Foundations: Underlying mechanisms driving rank-size phenomena

Conference Context: The International Conference on Informatics in Economy brings together researchers, practitioners, and policy makers to explore the intersection of information technology and economic analysis. This keynote addresses the growing need for unified analytical frameworks in an increasingly interconnected world.

Academic Impact: This presentation builds upon extensive research in rank-size analysis, extending applications from traditional domains to new areas of socio-economic inquiry. The work demonstrates the potential for methodological innovation to drive interdisciplinary collaboration and understanding.

Institution: Presented at Bucharest University of Economic Studies, one of Romania’s leading institutions for economic research and education, highlighting the international recognition of rank-size analysis methodology.

Kendall correlations and radar charts to include goals for and goals against in soccer rankings

Wed, 17 Jul 2024 00:00:00 +0000

Event: 7th International Conference on Econometrics and Statistics (EcoSta 2024)
Location: Beijing Normal University, Beijing, China
Date: July 17-19, 2024

This presentation introduced an innovative approach to soccer rankings, developed in collaboration with Dr Raffaele Mattera and Prof Roy Cerqueti. The study incorporates multiple performance variables, including scored and conceded goals, alongside traditional win-draw-loss metrics.

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Markov Chain Monte Carlo for Generating Ranked Textual Data

Fri, 17 Nov 2023 00:00:00 +0000

Anxiety for the Pandemic and Trust in Financial Markets

Thu, 09 Dec 2021 00:00:00 +0000

Anxiety for the Pandemic and Trust in Financial Markets

Sat, 01 May 2021 00:00:00 +0000

Benford's Laws Tests on S&P500 Daily Closing Values and Log-Returns

Wed, 25 Nov 2020 00:00:00 +0000

Earthquakes Economic Costs Through Rank-Size Laws

Mon, 03 Jun 2019 00:00:00 +0000

Event: 51es Journées de Statistiques (JDS) 2019
Location: Vandœuvre-lès-Nancy, Campus des Aiguillettes, Université de Lorraine, France
Date: June 3-7, 2019

This presentation introduced a methodology for quantifying the economic costs of earthquakes in Italy between January 2016 and January 2017. Using the Zipf-Mandelbrot Law and other functions, the study developed economic cost indicators and examined the correlation between earthquake magnitude and resulting damage. Insights were also provided on how infrastructure resilience mitigates the economic impact of seismic events.

Semi-Closed Simulated Stock Market: The Impact of the Traders' Backgrounds

Sun, 08 Jul 2018 00:00:00 +0000

Complexity and Clustering of the US President Speeches

Tue, 12 Jun 2018 00:00:00 +0000

Complexity of United States of America Presidential Speeches

Fri, 15 Dec 2017 00:00:00 +0000

Exploring the Structure of the US Presidential Speeches

Wed, 22 Feb 2017 00:00:00 +0000