Advanced Statistical Modelling for Fintech, financial inclusion and inequality

The Second Edition of Advanced Statistical Modelling for Fintech, financial inclusion and inequality (AFFINE) training school is a three-day programme that equips participants with the required quantitative and analytical skills, including coding and programming skills, needed to perform analysis in the FinTech or financial services industry, especially analyses of complex data and latent traits such as knowledge of financial instruments and financial inclusion.

The School is designed for COST members, steakeholders, reasearchers, PhD students, and possibly brilliant MSc graduates / final-year students interested in Statistics, Probability, Computer Science, Applied Mathematics, and related areas.

Content
The aim 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 application in FinTech and Artificial Intelligence area.
The programme syllabus will enable to understand, execute and possibly develop disruptive financial innovations using appropriate tools and 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.

Detailed schedule
Face-to-face; 4 days

Wednesday, September 4, 2024
Welcome event

• 14.45. Introduction of the course (Maria Iannario)
• 15.00 Seminar. Digitalization and Financial Awareness: Designing and Running a Sample Survey - Bank of Italy

Thursday, September 5, 2023

• 9.30. 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
• Social activities

Fiday, September 6, 2024

• Morning. 9:30 Generalized Linear Models for rating data
• Main topic: Basic principles of categorical data, Binary data models, Polytomous data models
• Morning. 11:00 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

Saturday, September 7, 2024

• Morning. 9:30 Applications of ML in Finance
  Social activities