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, București 010374, Romania

About the event

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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 – (Jörg 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 → TBD – (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

Speaker: Oros Alexandra

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

Antoaneta Amza

Cătălin Dumitrescu

Claudia Voicilă

Dan Gabriel Anghel

Daniel Traian Pele

Jörg Osterrieder

Oros Alexandra

Owen Chaffard

Piotr Wójcik

Radu Lupu

Raluca Micu

Raul Cristian Bag

Vlad Bolovăneanu

Wolfgang Karl Härdle

Accommodation Options and Transport Information

Accommodation and Transport.pdf

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