Fintech Symposium 2021

A symposium on the Fintech Fintech was held remotly via Zoom on 8th of December 2021. The symposium was organized by the VAR project as part of the VAR Research Day which is held twice per year. Instead of a cohort of early career researchers presenting their research, this year the Fintech symposium had senior researchers present their current research in the Fintech area.

The symposium had 11 Fintech projects presented.

The agenda includes:

14:00 – 14:05 Welcome by John Cotter and Introductions

14:05 – 14:15 John Cotter

• Machine Learning and Portfolio Optimization
• Intraday Patterns in High Frequency Financial Data

14:15 – 14:25 Thomas Conlon

14:25 – 14:35 Paolo Guasoni

• Lightning Network and Peer-to-Peer Payments Systems
• Data-Centric AI for Consumer Credit Risk Modeling and Credit Card Fraud Detection

14:35 – 14:45 Richard McGee

14:45 – 15:00 Cal Muckley

• Bank organizational culture and misconduct: Challenge of measurement
• Rendering opaque models accountable: Algorithmic bias in mortgage lending

15:00 – 15:15 Conall O’Sullivan

• Time-Varying Predictability in the European Sovereign Bond Market with Machine Learning Regularization methods
• Asymmetry Measures of Market Returns based on Alternative Data Sources

15:15 – 15:25 Vassilios Papavassiliou

• Development of an asset price prediction model using neural network and machine learning techniques
• Narrative Finance: A new tool for DeFi and SupTech
• Financialization in Real Markets: A Financial Data Science Application

15:25 – 15:40 Valerio Poti and Don Bredin

15:40 – 16:00 Discussion/AOB/Closing Remarks