Valerio’s research spans a broad range of areas, including asset pricing, forecasting, econometrics, behavioural finance, corporate finance, sustainable and green finance, derivatives pricing, digital finance, and data science. His work reflects a strong interdisciplinary approach, combining financial theory with advanced quantitative methods and emerging technological frameworks.

His research has been published in leading international journals such as Management Science, the Journal of Financial and Quantitative Analysis, the International Journal of Forecasting, the Journal of Banking & Finance, the Journal of International Money & Finance, Annals of Operations Research, and Quantitative Finance. He is Professor of Finance at University College Dublin, where he also serves as Director of the Doctoral Study Program and the Doctoral Research Centre. In addition, he is Professor of Econometrics at the University of Bari and Research Affiliate at the Central Bank of Ireland. He was the main proposer and co-Chair of one of the largest COST Actions on record, focusing on FinTech and AI for financial data science.

He is a founding Associate Editor of the peer-reviewed journal Digital Finance (Springer) and Associate Editor at the Journal of Economic Surveys (Wiley). Previously, he served at Dublin City University as Head of Economics, Finance and Entrepreneurship and taught International Finance at Queen’s University Belfast. He holds a PhD in Finance from Trinity College Dublin and was an International Visiting Research Scholar at New York University Stern School of Business, collaborating with Prof. Richard Levich on international finance and FX rate predictability. Prior to his academic career, he worked as an options market maker on the Milan derivatives exchange and led the Financial Engineering desk at the Dublin subsidiary of Banca Monte dei Paschi di Siena.