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)

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
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
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
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
Morning. Applications of ML in Finance

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/

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
9.00 – 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.