Ferguson joined West Ham on loan for the second half of last season but made only eight appearances and started once under then manager Graham Potter.
Ferguson was pictured on social media meeting Roma fans and signing autographs in advance of the move to the Serie A side.
The 20-year-old was nominated for the PFA Young Player of the Year award following a stellar 2022-23 campaign, when he scored nine goals and made his senior international bow.
However, he has scored only one goal at club level since November 2023 and was unlikely to play a significant role under Hurzeler at the start of the current campaign.
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