The School aims to present the state of the art on methodologies and applications of Neural Networks and Nets to finance. The expected audience of the school is provided by PhD student and young researchers interested in applications of Neural Networks and Nets to finance.

Program

The school is organized through three different initiatives:

• Four minicourses
• Lectures
• Workshops with students and participants to the school on developing research ideas.

Minicourses:

• Albert Diaz Guilera, Universitat de Barcelona (10 hours):
• Tomaso Aste UCL, London (6 hours): Information filtering networks for socio-economic systems
• Matteo Matteucci, Politecnico di Mialno (10 hours): Introduction to neural networks: from theory to practice
• Josef Teichmann, ETH Zurich (6 hours) (TBC)

Lectures:

• Christoffer Kok, European Central Bank, Contagion modelling at the ECB: analytical frameworks and policy usage
• Paolo Giudici, Università di Pavia, Network based credit risk models for peer to peer lending.
• Andrea Prampolini, Intesa Sanpaolo, Limit order book simulation with interactive agents

Workshops:

to be defined

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How can complexity science help us better understand past and present complex social systems as diverse as the Roman economy and online social networks? This one-day workshop will explore the role complexity science, and in particular its use of network approaches, can play for the study of the human past, and how it enables comparisons between past and present-day complex social systems.

Complexity science is now a thriving field and its application for the study of the human past shows huge potential. This workshop will explore this potential.

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