Advanced Statistical Modelling for Fintech, Financial Inclusion and Inequality

Naples, September 4-7, 2024

Content

The aim of the Second Edition of the Training School AFFINE is to establish a track of high level courses on advanced and cutting-edge topics in Statistics and Probability with applications in the Fintech sector and Artificial Intelligence on key topics included in the UN SDGs. The programme syllabus will enable to understand, execute and possibly develop disruptive financial innovations using appropriate techniques. It aims at acquiring analytical skills to create, manage and interrogate large data sets applicable to the finance sector and build up a critical awareness of current issues in the FinTech landscape. A range of programming tools will facilitate implementations of financial models and allow participants to analyse and evaluate decision making process and data.

Scientific Committee

Maria Iannario, Professor of Statistics, University of Naples Federico II, Italy (Chair)

Branka Hadji Misheva, Professor in Applied Data Science & Finance, Bern University of Applied Sciences, Switzerland

Codruta Mare, Professor of Econometrics, Babes-Bolyai University

Jörg Osterrieder, Professor of Finance and Artificial Intelligence at University of Twente (Netherlands) and Professor of Sustainable Finance at BFH (Switzerland)

Albulena Shala, Assistant Professor of Banking and Finance, Faculty of Economics, University of Prishtina (Kosovo)

Lucia Gomez Teijeiro, Professor in Applied Data Science & Finance, Bern University of Applied Sciences, Switzerland

Training School Secretariat

Maria Giovanna Porzio

Organizing Committee

Maria Iannario, Professor of Statistics, University of Naples Federico II, Italy (Local Chair)

Daniele Marazzina, Politecnico di Milano, Italy

Claudia Tarantola, Professor of Statistics, University of Pavia, Italy

Arianna Zanon, Synergia, Italy

Tutor

Rosa Fabbricatore, University of Naples Federico II

Lucio Palazzo, University of Naples Federico II

Valeria Policastro, University of Naples Federico II

Roberto Rondinelli, University of Naples Federico II

Detailed schedule

September 4

14.45. Introduction of the course (Maria Iannario)

Via Leopoldo Rodinò, 22 – Naples, Italy – Statistics Laboratory (Aula G4)

15.00 Seminar. Digitalization and Financial Awareness: Designing and Running a Sample Survey – Bank of Italy

Via Leopoldo Rodinò, 22 – Naples, Italy – Statistics Laboratory (Aula G4)

September 5

9.30. Methods for dimension reduction and clustering in Fintech surveys

Via Leopoldo Rodinò, 22 – Naples, Italy – Statistics Laboratory (Aula G4)
Clustering mixed type nominal/ordinal/interval data, Joint dimension reduction and clustering

15.00. Laboratory lectures – supervised tutorial, individual and teamwork

Via Leopoldo Rodinò, 22 – Naples, Italy – Statistics Laboratory (Aula G4)

September 6

9 :30-10 :30. Generalized Linear Models for rating data

Via Leopoldo Rodinò, 22 – Statistics Laboratory (Aula G4)
Basic principles of categorical data, Binary data models, Polytomous data models

11:00-12 :00. Panel data for assessing Fintech, financial inclusion and income per capita

Via Leopoldo Rodinò, 22 – Statistics Laboratory (Aula G4)
Multivariate Regression analysis, Multilevel models

15 :00 – 17 :00. Laboratory lectures – supervised tutorial, individual and teamwork

Via Leopoldo Rodinò, 22 – Statistics Laboratory (Aula G4)

14:00 – 17:00. COST action 19130 Management Committee Meeting

Aula Dainelli, Largo San Marcellino
Discussion on the achievements of the action, the open challenges, and our future activities

17.30 Concert https://www.musicaliberatutti.org

September 7

9:30 Applications of ML in Finance Social activities

Via Leopoldo Rodinò, 22 – Statistics Laboratory (Aula G4)

12:00 FRM Financial Risk Meter

Via Leopoldo Rodinò, 22 – Statistics Laboratory (Aula G4)

Social Event

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

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

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

Sunday 8 September
8.00 – 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@unina.it by August 20.

The training school is organised as part of the activities of

The conference is organized with the contribution of the Department of Political Science, University of Naples Federico II, and is sponsored by Synergia.