Methods for Fintech and Artificial Intelligence in Finance

Blended Intensive Programme (BIP), September 4-10, 2024 – Naples

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

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

September 6 – in presence

September 7 – in presence

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

September 10 – in presence

October 21 – hybrid (Dainelli room)

  • 09:30 Introduction. Maria Iannario
  • 09:45 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

Mentors

  • Rosa Fabbricatore
  • Carla Galluccio
  • Valeria Policastro
  • Roberto Rondinelli

 

Program Committee

  • MARIA IANNARIO, University of Naples Federico II (proponent and coordinator)
  • JORG OSTERRIEDER, University of Twente, Netherlands (Sending institution)
  • RONALD HOCHREITER, WU Vienna University, Austria (Sending institution)
  • CODRUTA MARE, Babes-Bolyai University in Cluj-Napoca, Romania (Sending institution)
  • MARTIN ALEXY, University of Economics, Bratislava (Sending institution)
  • IOANNIS NTZOUFRAS, Athens University of Economics and Busines, Greece (Sending institution)
  • ANDREAS GROLL, Technische Universität Dortmund

Local Scientific Committee

  • MARIA IANNARIO, University of Naples Federico II
  • ALFONSO IODICE D’ENZA, University of Naples Federico II
  • LUCIO PALAZZO, University of Naples Federico II
  • FRANCESCO PALUMBO, University of Naples Federico II
  • GIANCARLO RAGOZINI, University of Naples Federico II
  • DOMENICO VISTOCCO, University of Naples Federico II

Conference Secretariat

  • MARIA GIOVANNA PORZIO, University of Naples Federico II

Mail: maria.iannario@unina.it

Social Events

Thursday 5 September
17:00 – Meeting point: University
A tour of the historic centre amidst ghosts, curiosities, the sacred and the profane
Link: https://www.insolitaguida.it/en/

Friday 6 September
17:30 – Meeting point: University
Concerto https://www.musicaliberatutti.org

Saturday 7 September
14:30 – Meeting point Naples central station
A tour to visit the Herculaneum excavations (cost 40€).
Includes:
– return train ticket
– entrance ticket to the excavations
– guide service
Link: https://ercolano.beniculturali.it/

Sunday 8 September
09:00 – Meeting point Molo Beverello
Visit to the island of Procida (cost 60€).
The cost includes
– Fast boat ticket cost return
– restaurant with full lunch on the island
– guide service

Those interested in all three tours (or at least one of them) can send an email to Roberto Rondinelli
roberto.rondinelli@unina.it by 20 August

 

Venue

Department of Political Science, University of Naples Federico II

Via Leopoldo Rodinò, 22 – Naples, Italy
http://www.scienzepolitiche.unina.it

  • Statistics Laboratory (Aula G4)

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Accomodation

Participants can enjoy low-cost accommodation at the hostel. Some suggested hostels: