MSCA Network Event - Blended Intensive Program. Methods for Fintech and Artificial Intelligence in Finance, Naples(UNA)

The aim of the BIP is to create an interdisciplinary course on advanced topics in the field of statistics and probability, with applications in the Fintech sector and Artificial Intelligence on key topics included in the UN SDGs.

Time & Location

02 Sept 2024, 10:30 – 10 Sept 2024, 12:30

Napoli, Largo S. Marcellino, 80138 Napoli NA, Italy

About the event

Information

The programme will enable participants to understand and develop analyses on financial instruments using appropriate techniques. Starting from the theoretical analysis of the technical-conceptual determinants and the regulatory environment of AI, models will be presented and the results of field tests of the experience gained in the adoption of models of the kind will be presented.

The programme aims to provide analytical skills to create, manage and interrogate large datasets applicable to the financial sector and to build critical awareness of current issues in the Fintech landscape. A set of programming tools will facilitate the implementation of models and enable participants to analyse decision-making processes.

Disciplinary Area

For participation in the course, it is preferable to have a previous study background in quantitative studies (mathematics, statistics, economics, data science, computer science). However, it is not compulsory.

Learning and Teaching Methods

The learning method is divided into virtual and face-to-face sessions, focused on case studies of real data management. The learning methodology will combine lectures of the methodologies to practical workshops aimed at implementing the techniques presented on the case studies.

Number of ECTS credits awarded:

3 CFU

Main language of teaching/training:

English

level B2 , as described in the ‘European Language Portfolio’ section of the Council of Europe

Registration

Participants are waived of the fee course.

Coffee, snacks, and light lunch will be provided by the host institution while for dinner a couple of partner restaurants will be indicated.

Program

September 2 – online

10:30-12:30.

AI & FinTech : _General introduction to the course with the participation of all the representatives of the partner Institutes/Universities_

September 3 – online

10:30-12:30. Seminar:

Data integration, pre-processing and data fusion in R

September 4 – in presence

Evening. Seminar:

Digitalization and Financial Awareness

_Directorate General for Consumer Protection and Financial Education_

_Financial Education Directorate Young People, Analysis and Surveys Division (Head of Division) Banca d’Italia_

September 5 – in presence

Morning.

Methods for dimension reduction and clustering in Fintech surveys

_Main topics: Clustering mixed type nominal/ordinal/interval data, Joint dimension reduction and clustering_

Evening.

Laboratory lectures – supervised tutorial, individual and teamwork

September 6 – in presence

Morning.

Generalized Linear Models for rating data

_Main topic: Basic principles of categorical data, Binary data models, Polytomous data models_

Morning.

Panel data for assessing Fintech, financial inclusion and income per capita

_Main topic: Multivariate Regression analysis, Multilevel models_

Evening.

Laboratory Lectures – supervised tutorial, individual and teamwork

September 7 – in presence

Morning.

Applications of ML in Finance

Noon. 12:00 FRM Financial Risk Meter

Social activities

September 8 – in presence

Laboratory lectures

– supervised tutorial, individual and teamwork

Social activities

September 9 – in presence

Morning.

Latent variable models for Financial knowledge

_Main topics: Latent variables, Classical Test Theory, Item Response Theory, IRT models for polytomous items, Hierarchically Structured Modelling_

Evening.

Laboratory lectures – supervised tutorial, individual and teamwork

The Supervisory Board Meeting for the MSCA DIGITAL project will take place in Naples, between 15.00-16.30

Knowledge café seminar September 9 (16.30) ‘Artificial Intelligence and Reputational Crisis: A use case and Social Media Analysis’, Fabiana Caccavale, Marco Caridi, Marzia Del Prete and Alberto Ferrario, AI & Data, Deloitte Consulting

September 10 – in presence

Morning.

Hybrid approach for the analysis of complex data structures

_Main topic: Hybrid methods; Implementations of dimension reduction for continuous, polytomous e mixed data, complex categorical structures_

Evening.

Wrap-up – summary, feedback, alternative methods

October 21 – hybrid

09:30 Introduction. Maria Iannario

9:45 Copula Additive Distributional Regression, Giampiero Marra, Department of Statistical Science, University College London, Rosalba Radice, Bayes Business School City, University of London.

11:00 Presentation of the results of an analysis project by BIP participants

12:00 Sustainable Finance: insights and data for an assessment, Rita Cappariello, Bank of Italy

13:00 Conclusion. BIP2025

_More information available on_ bip24 - Labstat - Università degli Studi di Napoli Federico II

Please be aware of the AFFINE event : https://www.digital-finance-msca.com/event-details-registration/msca-network-event-advanced-statistical-modelling-for-fintech-financial-inclusion-and-inequality-una-naples-msca

Download Digitalization and Financial Awareness: Designing and Running a Sample Survey

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