Training Week on Blockchains in Digital Finance
Courses offered: Blockchains in Digital Finance (4EC, ASE) HE framework and research project management (1EC, ASE)
Time & Location
30 Mar 2026, 09:00 EEST – 03 Apr 2026, 17:00 EEST
Bucharest University of Economic Studies, Piața Romană 6, Room Robert Schuman, București 010374, Romania
About the event
This course focuses on applying statistical modeling, machine learning (ML), and artificial intelligence (AI) methods—particularly large language models (LLMs)—to blockchain-based financial systems.
Students will explore the use of these technologies in:
- Predictive modeling of crypto assets,
- Anomaly detection in decentralized finance (DeFi),
- Transaction graph analytics,
- Smart contract evaluation,
- Blockchain-based risk assessment.
Emphasizing data-driven research, the course makes extensive use of real-world blockchain datasets from sources such as Quantinar, Dune Analytics, Etherscan, and Flipside Crypto. Through lectures and applied labs, students will formulate, implement, and evaluate models that capture the complexity of digital finance systems built on distributed ledger technologies.
The course positions students at the forefront of quantitative blockchain analytics, with practical exposure to ML frameworks (e.g., PyTorch, scikit-learn), financial time series analysis, and the responsible use of LLMs for interpretability, auditing, and compliance in DeFi.
Modules and Credits
This training week is part of the MSCA Digital Finance Doctoral Program:
- 30 March - 02 April: _Blockchains in Digital Finance_ _(4 ECTS)_
- 03 April: _HE framework and research project management_ _(1 ECTS)_
Prior Knowledge
To successfully participate in this course, students are expected to have foundational knowledge in the following areas:
- Statistics & Econometrics
Familiarity with linear regression, maximum likelihood estimation, GARCH models, and hypothesis testing.
- Machine Learning
Understanding of core supervised and unsupervised algorithms (e.g., decision trees, clustering, neural networks), including basic concepts of deep learning and transformers.
- Mathematics
Solid grasp of linear algebra (eigenvalues, matrix operations), probability theory (distributions, expectations), and convex optimization.
- Programming
Proficiency in Python, with experience using libraries such as NumPy, pandas, scikit-learn, PyTorch, and Hugging Face Transformers.
- Finance
Basic understanding of financial markets, asset pricing, and blockchain-specific financial mechanisms (e.g., tokenomics, AMMs, DeFi protocols).
- Blockchain Fundamentals
Familiarity with blockchain architecture, smart contracts (e.g., Solidity), Ethereum, and key tools such as Web3.py and Etherscan.
Time Schedule
Monday (30/03)
- 09:30–10:00 → Registration
- 10:00–10:15 → Welcome and Introduction
- 10:15–11:15 → CBDC Stress Tests in a Dual Currency Setting (Cătălin Dumitrescu)
- 11:30–12:30 → Central Bank Digital Currencies - an academic research on the potential design for digital LEU (Raluca Micu)
- 13:30–14:30 → Crypto and Stablecoins Stress Test (Cătălin Dumitrescu)
- 14:50–16:30 → Project: description and coding
Tuesday (31/03)
- 09:50–10:00 → Welcome remarks (Joerg Osterrieder)
- 10:00–11:00 → The Intelligent Skewness Factor (Dan Gabriel Anghel)
- 11:20–12:20 → Early warning systems for cryptocurrency markets: Predicting ‘zombie’ assets using machine learning (Piotr Wójcik)
- 13:30–14:30 → How Much Power was Saved in ETH Merge? (Wolfgang Karl Härdle)
- 14:50–16:30 → Discussion panel: prospects and barriers of Blockchain in digital finance
Wednesday (01/04)
- 10:00–11:00 → A Graph-Theoretic Framework for Predicting Implied Volatility Surfaces in Crypto Option Markets (Radu Lupu)
- 11:20–12:20 → Adapting SHAP to trustworthy window changes (Raul Cristian Bag)
- 13:30–14:30 → TBD (Daniel Traian Pele)
- 14:40–15:40 → Blockchain-as-a-Service (BaaS) application in Romania (Adrian Costea)
- 16:00–17:00 → Project: description and coding
- 17:00–18:00 → Project: updates
Thursday (02/04)
- 10:00–11:00 → Central Banking and AI (Antoaneta Amza)
- 11:20–12:20 → Crypto-Asset Narratives in Romanian Financial News: A Topic and Sentiment Analysis (Claudia Voicilă)
- 13:30–14:30 → On-chain data sources: a practical guide (Owen Chaffard)
- 14:50–15:50 → New challenges in High-dimensional logistic regression (Vlad Bolovăneanu)
Friday (03/04) – HE framework and research project management (Oros Alexandra and Claudia Petrescu)
- 10:00–10:20 → Welcome & Introductions
- 10:20–10:50 → Defining Scope in Research
- 11:00–11:30 → Planning Under Uncertainty
- 11:30–12:00 → Governance & Stakeholder Management
- 12:20–12:50 → Managing Research Execution
- 14:00–14:30 → Risk & Failure Management
- 14:30–15:00 → Deliverables in Research Projects
- 15:20–16:20 → Lessons Learned & Research Maturity
- 16:20–16:30 → Horizon Europe Framework
Final Presentations (30/06/2026)
- 13:00–16:00 → Final Group Presentations (Online)
Speakers
Adrian Costea
Bucharest University of Economic Studies
Antoaneta Amza
National Bank of Romania
Cătălin Dumitrescu
Stratum Finance
Claudia Petrescu
The Research Institute for Quality of Life, Romanian Academy
Claudia Voicilă
National Bank of Romania
Dan Gabriel Anghel
Bucharest University of Economic Studies
Daniel Traian Pele
IDA Institute Digital Assets, Bucharest University of Economic Studies; Institute for Economic Forecasting, Romanian Academy, Romania
Joerg Osterrieder
Coordinator MSCA Digital Finance
Oros Alexandra
Omnisource Technologies; PMI Romania
Owen Chaffard
Cardo AI; University of Kaiserslautern-Landau
Piotr Wójcik
University of Warsaw, Poland
Radu Lupu
IDA Institute Digital Assets, Bucharest University of Economic Studies; Institute for Economic Forecasting, Romanian Academy, Romania
Raluca Micu
TOKEN Financial Technologies Romania
Raul Cristian Bag
Institute of Digital Assets, Bucharest University of Economic Studies
Vlad Bolovăneanu
Bucharest University of Economic Studies
Wolfgang Karl Härdle
IDA Institute Digital Assets, Bucharest University of Economic Studies, Romania