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FRANCESCO GIOVANNI GROSSETTI

FRANCESCO GIOVANNI GROSSETTI
Assistant Professor
Department of Accounting
 

Courses a.y. 2018/2019

20564 BIG DATA FOR BUSINESS DECISIONS
20591 COMPUTER PROGRAMMING AND DATABASE SYSTEMS
30426 BILANCIO - MODULO 1 / ACCOUNTING AND FINANCIAL STATEMENT ANALYSIS - MODULE 1
30518 INTRODUCTION TO BLOCKCHAIN

Biographical note

Sep. 2018 - Present Assistant Professor at Accounting Department - Bocconi University.

Feb. 2017 - Aug. 2018. Postdoctoral Fellow with Grant at Accounting Department - Bocconi University.

Nov. 2013 - Jan. 2017. PhD Student in Applied and Computational Statistics at Modeling and Scientific Computing Lab (MOX) - Mathematics Department - Politecnico di Milano.

Sep. 2011 - Oct. 2013. Research Fellow with Grant at Management, Economics and Industrial Engineering - Politecnico di Milano.

Nov. 2010. MSc in Astrophysics and Space Physics - University of Milano-Bicocca.


Academic CV

Scientific Affiliations

  • BIDSA Affiliate: Bocconi Institute for Data Science and Analytics (website here)
  • SIS: Società Italiana di Statistica
  • AAA: American Accounting Association
  • EAA: European Accounting Association

Seminars and Talks

  • 2018/05: M. Gietzmann, F. Grossetti, C. Lewis, G. Pündrich: Equity analyst responsiveness to the tone in MD&A filings, 41th Annual Congress of European Accounting Association, Bocconi University, Milan, Italy.
  • 2017/11: M. Gietzmann, F. Grossetti, C. Lewis, G. Pündrich: Using Machine Learning and Survival Analysis to Estimate Analysts Speed to Incorporate Tone from MD&A Filings, Talent Workshop - EAA Job Market for Accounting Academics, IE Business School, Madrid.
  • 2016/06: F. Grossetti, F. Ieva, A.M. Paganoni: A multi-state approach to patients affected by chronic heart failure: the value added by administrative data, 48th Scientific Meeting of the Italian Statistical Society University of Salerno, Italy.
  • 2016/03: F. Grossetti, F. Ieva, A.M. Paganoni: A multi-state approach to patients affected by chronic heart failure: the value added by administrative data, 8th IMA Conference on Quantitative Modeling in the Management of Health and Social Care, London, UK.
  • 2015/04: F. Grossetti and P. Zanini: Intensive Statistical Computing with R, StaTalks - Department of Mathematics - Università degli Studi di Milano.

Public Software

  • OpTop Optimal Topics Detection [hosted on Github]: R package which implements a set of statistical tools to detect and evaluate the optimal number of topics out of a Latent Dirichelet Allocation (LDA) model in the context of Natural Language Processing. This is a huge advantage since it provides a goodness of fit tool in the context of semi-supervised method such the LDA. This also protects from researcher own judgment when selecting topics.
  • msmtools Multi-State Models Tools [hosted on Github and available at official R repository CRAN]: R package which implements a fast and efficient algorithm to restructure classical longitudinal database into an augmented format. This increments the amount of information out of data and facilitates the modeling through the companion package msm.
  • statutils Statistical Utilities [hosted on Github]: R package which gathers several statistical utilities devoted both to data wrangling/management and modeling. In particular, it implements an automatic model selection procedure for linear models which enables to choose only high order effects. It also comes with a tool to reduce a dataset once it has been imputed through the mice package.

Research areas

My research areas cover the fields of Accounting and Finance as well as Marketing and Management. I am involved in several research projects in which I am in charge of the development of all the computational and statistical methodology. My main research topics are:
 
  • Natural Language Processing methods to study the language of corporate reports and communications. Among others, the most relevant methods include the computation of verbal tone, topic modelling, entity recognition and word embedding.
  • Artificial Intelligence and Computer Vision algorithms devoted to object detection and recognition in 2D images. The main field of application is real-time fashion industry.
  • Multi-state models, survival analysis, and stochastic processes.
  • Development of efficient algorithms to process large in-memory data and to reduce computational time.
  • Economic and business impact of blockchain technology. Distributed consensus protocols and smart contract implementation.

 


Publications



SELECTED PUBLICATIONS

Published Papers

  • S. Scalvini, F. Grossetti, A.M. Paganoni, M.T. La Rovere, R. Pedretti, M. Frigerio (2019): Impact of in-hospital Cardiac Rehabilitation on Mortality and Readmissions in Heart Failure: A Population Study in Lombardy, Italy, from 2005 to 2012 - European Journal of Preventive Cardiology. DOI: 10.1177/2047487319833512.
  • F. Grossetti, F. Ieva, A.M. Paganoni (2017): A multistate approach to hospital readmissions of patients affected by chronic heart failure: the value added by administrative data - Health Care Management Science. DOI: 10.1007/s10729-017-9400-z.
  • B. Gialanella, F. Grossetti, M. Mazza, L. Danna, L. Comini; (2017): Functional recovery after rotator cuff repair for full thickness tear: the role of biceps surgery - Journal of Sport Rehabilitation. DOI: 10.1123/jsr.2015-0055.
  • M. Vitacca, M. Paneroni, F. Grossetti, N. Ambrosino (2016): Is there any additional effect of tele-assistance on long term care programs in hypercapnic COPD patients? - Journal of Chronic Obstructive Pulmonary Disease. DOI: 10.3109/15412555.2016.1147542.
  • G. Gavazzi, M. Fumagalli, M. Fossati, V. Galardo, F. Grossetti, A. Boselli, R. Giovanelli, M.P. Haynes (2013): Hα3: an Hα imaging survey of HI selected galaxies from ALFALFA. II. Star formation properties of galaxies in the Virgo cluster and surroundings - Astronomy & Astrophysics.
  • G. Gavazzi, M. Fumagalli, V. Galardo, F. Grossetti, A. Boselli, R. Giovanelli, M.P. Haynes, and S. Fabello (2012): Hα3: an Hα imaging survey of HI selected galaxies from ALFALFA. I. Catalogue in the Local Supercluster - Astronomy & Astrophysics.

Submitted Papers

  • E. Pasini, L. Comini, F.S. Dioguardi, F. Grossetti, A. Olivares, R. Aquilani, S. Scalvini: Hypoalbuminemia as a Marker of Protein Metabolism Disarrangement in Patients with Stable Chronic Hear Failure.

Working Papers

  • F. Grossetti and C. Lewis: OpTop: an R Package to Detect the Optimal Number of Topics.
  • C. Lewis and F. Grossetti: A Statistical Approach for Optimal Topic Model Identification.
  • Bogacheck, O. and F. Grossetti: The Value Relevance of Textual Tone Measures.
  • M. Gietzmann, F. Grossetti, C. Lewis, G. Pündrich: Diagnostics for Textual Analysis of Financial Narrative.
  • O. Bogachek, M. Gietzmann, F. Grossetti: Is CEO Communication Fraud-Driven? Fraud Exposure as the Determinant of Language Choice in Codes of Conduct.
  • M. Gietzmann, F. Grossetti, C. Lewis, G. Pündrich: Equity analyst responsiveness to the tone in MD&A filings.

Books

Media