Dr Felipe Costa Sperb
Faculties, departments and locations
- Faculty of Business and Social Sciences
- Department of Accounting, Finance and Informatics
- ΞΆΓάΘ¦ Business School
- ΞΆΓάΘ¦ Hill
Lecturer in Business Analytics
- Email:
- [email protected]
About
Dr Sperb is a Lecturer in Business Analytics at the Department of Accounting, Finance, and Informatics at ΞΆΓάΘ¦ Business School. Before joining ΞΆΓάΘ¦, Dr Sperb held teaching and research positions at the University of Southampton Business School and the University of Edinburgh School of Informatics.
A leading academic, Dr Sperb has a strong track record of securing research funding and resources from prominent partners, including Abrdn, the Chartered Insurance Institute (CII), the Economic and Social Research Council (ESRC), Munich Re Group, NatWest Bank, the National Cyber Security Centre (NCSC), the National Employment Savings Trust (NEST), Smart Data Foundry, Thomson Reuters Corporation, and the United Nations - Principles for Responsible Investment (PRI). His academic research covers key areas such as Risk and Business Analytics, Forecasting, Corporate Governance, Financial Computing, and Applied AI.
Dr Sperb's research has generated commercial intellectual property for leading finance industry organisations and has informed significant policy changes. Notably, his work contributed to the revision of cybersecurity risk management, strategy, governance, and incident disclosure policies by the Securities and Exchange Commission (SEC) and has informed the UK government on the effect of COVID-19 policies on the financial well-being of the population. His research has been published in leading journals within Forecasting and Operational Research, and his findings have received coverage from major media outlets such as the BBC, The Independent, Daily Express, The Herald, MSN News, YahooFinance, The Scotsman, and the Evening Standard.
In addition to his academic work, Dr Sperb has led consultancy projects for prominent UK defence and policy stakeholders, including BAE Systems Corda, the British Business Bank's National Security Strategic Investment Fund (NSSIF), the Cabinet Office, Defence Science and Technology Laboratory (DSTL), and the National Cyber Security Centre (NCSC). He has also served as a Strategy and Risk Governance Consultant for fintech and manufacturing organisations, and was a partner in an AI-driven algorithmic investment management fintech that managed an open-ended fund in the USA.
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Qualifications
- PhD in Risk Management and Data Analytics, University of Southampton
- MSc in Risk Management, University of Southampton
- BSc in Global Economics with Minors in Management and Quantitative Economics, University of West Florida
Domains
Dr Sperb has extensive experience in lecturing, as well as designing and managing courses for both undergraduate and postgraduate programmes. These include courses in management, finance, management science, research methods, business and data analytics, delivered within both Business School and School of Informatics settings.
Dr Sperb is also highly experienced in supervising undergraduate and postgraduate dissertations across a wide range of programmes, including AI, Data Science, Computer Science, Financial Computing, Finance, Management, Banking, Risk, and Operational Research. Additionally, Dr Sperb has supervised PhD research in the areas of AI, machine learning and prediction analytics applied to financial and corporate decision-making and risk management.
Courses taught
Research Interests
Dr Sperb's research focuses on Risk Analysis, AI and Predictive Modelling, and Behavioural and Decision Analytics with multidisciplinary data-driven approaches in naturalistic financial and business settings.
Articles
Costa Sperb, L. F., Sung, M.S., Ma, T., and Johnson, J.E.V. (2022). Turning the heat on financial decisions: Examining the role temperature plays in the incidence of bias in a time-limited financial market, European Journal of Operational Research, 299(3), p. 1142-1157.
Costa Sperb, L. F., Sung, M.S., Ma, T., and Johnson, J.E.V. (2019). Keeping a weather eye on prediction markets: The influence of environmental conditions on forecasting accuracy, International Journal of Forecasting, 35(1), p. 321-335.
Discussion and Working Papers
Robertson-Rose, L., Costa Sperb, L. F., Ma, T., Majid, H. and Tugay, R. (2022). Older workers, later lives: Financial vulnerability amongst the over 50s, Smart Data Foundry. Edinburgh, UK.
Costa Sperb, L.F. and Marshall, A. (2020). The risk radar and the view of risk: A Centre for Risk Research discussion booklet, Centre for Risk Research. Southampton, UK.
Ravishankar, V., Mooney, O., Hader, N., Costa Sperb, L. F., Hempson-Jones, J. (2018). Stepping up governance on cyber security: What is corporate disclosure telling investors, Principles for Responsible Investment. London, UK.
Costa Sperb, L. F., Sung, M.S., Ma, T., and Johnson, J.E.V. (2017). Determining preference for weather and atmospheric conditions: Forecasting methodology and an application, University of Southampton Working Paper. Southampton, UK.
Conference or Workshop Item
Costa Sperb, L. F. and Ma, T. (2023). Can online news influence our risk attitudes and decisions? Evidence from a real-world financial market. In: Economics of Financial Technology Conference; Edinburgh, UK.
Zhou, H., Costa Sperb, L. F. and Ma, T. (2023). Toward a multiple dimensional risk factors and temporal dependencies transformer model for stock price movement prediction. In: International Conference on AI in Finance; New York, USA.
Costa Sperb, L. F. (2023). Textual sentiment, investor behaviour, and financial asset pricing. In: Artificial Intelligence and its Applications Institute Seminar; Edinburgh, UK.
Costa Sperb, L. F. (2023). Course design principles for interdisciplinary taught postgraduate programmes. In: University of Edinburgh Teaching Seminar; Edinburgh, UK.
Costa Sperb, L. F. (2022). Roles and profiles of supervisors in the context of practical dissertation projects. In: University of EdinburghTeaching Festival; Edinburgh, UK.
Costa Sperb, L. F. (2022). Teaching research methods: How to make it meaningful to students from different disciplines. In: University of Edinburgh Teaching Festival; Edinburgh, UK.
Costa Sperb, L. F. and Ma, T. (2021). Using sentiment from online news to quantify risks that happen in the global economic space. In: International Conference on AI in Finance; New York, USA.
Costa Sperb, L. F. and Ma, T. and (2020). Reading between the lines: Extracting cyber risk information from news sentiment. In: Workshop on Emerging Cyber-Risk Challenges for Finance, Insurance, and Technology Sectors: How Academic and Industry Leaders Effectively Work Together; Edinburgh, UK.
Ma, T. and Costa Sperb, L. F. (2020). Challenges with quantifying cyber risk from an academic perspective. In: Cyber Risk and Finance Industry Symposium by the National Cyber Security Centre and the Institute and Faculty of Actuaries; London, UK.
Costa Sperb, L. F., Marshall, A., Roussou, F., and Mues, C. (2018). Risk radar: A methodology to categorise risks disclosed on SEC 10-K reports. In: Workshop on Risk Innovation Solutions by Munich Re Group, Institute of Risk Management, and the Centre for Risk Research (University of Southampton); Southampton, UK.
Costa Sperb, L. F., Sung, M.S., Ma, T., and Johnson, J.E.V. (2017). Smart(er) money: Using environmental conditions information to enhance statistical and economic value of probabilistic forecasts. In: Southampton Business School Research Seminar; Southampton, UK.
Costa Sperb, L. F., Sung, M.S., Ma, T., and Johnson, J.E.V. (2016). Towards a better understanding of the influence of weather on behaviour and the extent to which this is understood by financial markets. In: Southampton Business School Summit on Management and Business Analytics; Southampton, UK.