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

Information

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.

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