Fintech and Artificial Intelligence in Finance

Dear colleagues, As part of the action’s deliverables, our working groups need to prepare a discussion paper of possible approaches to build a statistically valid backtesting framework for quantitative investment strategies using machine learning methods. We are looking for a researcher to prepare and lead the writing of the discussion paper and be supported for this work by using the STSM tool. We already have a collection of related research papers available…. Read More

Women in Fintech Datathon is a data mining event (data analysis) organized by Woman in Fintech Conference Committee, University of Tirana and University of Naples Federico II. Datathon aim is promoting the analysis of data on the goals of the Conference and more general on the field of Cost action FinAI (CA19130 – Fintech and Artificial Intelligence in Finance – Towards a transparent financial industry)

Bankers’ remuneration reforms and new challenges Ania Zalewskahttps://onlinelibrary.wiley.com/doi/10.1111/corg.12454 Abstract: The lack of in-depth understanding of the effects of the post Global Financial Crisis (GFC) remuneration reforms creates a barrier to understand the impact of the reforms on how banks innovate to adopt Fintech and the sustainable banking agenda. If the existing remuneration regulation limits the openness to innovation and strategic change, then the regulation needs to be revisited and modified. The article… Read More

We are analysing (Hillebrand et al., 2021) investor demand in syndicated EFSF and ESM bond issuances from 2014 to 2020 on an unprecedented granularity level of individual orders. In particular, we discuss price dynamics in the transactions and its relation to investor demand, and we examine whether there are any indications of order book inflation that might explain the increased volatility in order book volume. We note that the pricing of ESM… Read More

The European Centre for Alternative Finance and COST Research Conference 2022 will take place on 6 Octobre 2022 at Utrecht University. This year’s conference features the special topic of Fintech for the common good. The conference will be organised in collaboration with COST Action CA19130 – Fintech and Artificial Intelligence in Finance – by the Utrecht University School of Economics (U.S.E.) and the European Centre for Alternative Finance (ECAF) at Utrecht University…. Read More

Deliverables  Grant Period 1 Goals of Grant Period 2 MoU Objectives

Dear Colleagues, I am pleased to announce the next European Conference on Data Analysis (ECDA2022) that will take place from September 14th to 16th, 2022, hosted by the University of Naples Federico II, Naples, Italy. ECDA2022 is jointly organized by the Department of Economics and Statistics and by the Department of Political Sciences of the University of Naples Federico II. ECDA 2022 supported by the German Classification Society (GfKl), the Section on… Read More

I am very pleased to announce the creation of the Bank of England Prudential Regulation Research (BoE PRR) Consortium Seminar Series. The BoE PRR Consortium and the seminar series have been recently established under the umbrella of the Bank of England to support policy research at the BoE. The seminar on 16 March (1:30pm GMT) is the first in the series. Petros Katsoulis (BoE) will present the paper “The repo market under… Read More

The Industry and Parliament Trust hosted a Breakfast Event between parliamentarians, skills providers and industry entitled, ‘What next for digital payments’ on Tuesday 11 January 2022. The discussion was chaired by Kevin Hollinrake MP, a member of the Treasury Select Committee, with guest speakers Alex Marsh, Head of Klarna UK and Professor Ania Zalewska, Director of the Centre for Governance, Regulation and Industrial Strategy, School of Management, University of Bath, UK. A… Read More

Dear COST FinAI members, all grant applications for Grant Period 2 (until End of October 2022) of our COST Action FinAI are now open. An overview can be found in e-COST and on our webpage as well as the COST FinAI Wiki. STSM grant Application Virtual Mobility grant Application Dissemination Conference grant Application ITC Conference grant Application Virtual Networking Support grant Application Contact persons (once fully confirmed by an MC vote): Grants in general: Codruta Mare Virtual Mobility Grants: Vasile Strat… Read More