Our upcoming events & conferences:

Workshop AI, Digital Assets and the future
of Energy Finance

The Bucharest University of Economic Studies (ASE) have the pleasure to invite you to attend the workshop AI, Digital Assets and the future of Energy Finance. The event is set to take place on 16-17 May, 2024, at the Bucharest University of Economic Studies (Piața Romană 6, Bucharest).

The event, resulting from the synergy between MSCA DIGITAL FINANCE, IDA Institute Digital Assets, AI4EFin, Institute for Economic Forecasting, Romanian Academy, and COST FINAI, will host presentations related to application of AI in Digital Assets and Energy Finance Location: Bucharest University of Economic Studies, Piata Romana nr. 6, Building Ion Angelescu, Room Virgil Magdearu (ground floor, main entrance).

Connect here: https://ase.zoom.us/j/82056901892?pwd=K0c4U3k1bEtVZWw1eFI3SFZtVkUydz09

agenda

Day 1

Day 2

Start End Topic Speaker Affiliation
9:00 9:15 Welcome Wolfgang Karl Härdle & Daniel Traian Pele IDA
9:15 9:45 Pricing Kernel Puzzles Huei-Wen Teng IDA
9:45 10:15 Fund Investments based on video merchandising Wolfgang Karl Härdle/Xiaorui ZUO IDA
10:15 10:45 Diment: research opportunities in the new stablecoin era Bruno Spilak IDA
11:00 11:30 Assessing Network Risk with FRM: Links with Pricing Kernel Volatility and
Application to Cryptocurrencies
Ruting Wang IDA
11:30 12:00 What Drives Crypto’s Volatility Persistence: A Data Analytic Probe on Ethereum Min-Bin Lin IDA
12:00 12:30 Spectral connectedness. An application to cryptocurrency time series Caraiani Petre IDA
13:30 14:00 The impact of energy prices on European stock markets Robert-Adrian Grecu AI4EFIN
14:00 14:30 Day-ahead probability forecasting for redispatch 2.0 measures Alla Petukhina AI4EFIN
14:45 15:15 Geopolitical Risk and Energy Transition: A Global Analysis Cosmin-Octavian Cepoi AI4EFIN
15:15 15:45 Generations of Time Series Forecasting Models: A benchmark Alexandru-Victor Andrei AI4EFIN
Start End Topic Speaker Affiliation
9:30 9:45 Welcome    
9:45 10:15 Reshaping payments – digital euro
project and legislation
Raluca Micu National Bank of Romania
10:15 10:45 A Network View on a Portfolio Risk
Decomposition
Rui Ren IDA
11:00 11:30 Portfolio Optimization with Multi-
Armed Bandits
Vlad Bolovaneanu AI4EFIN
11:30 12:00 LLM VaR: In the begining was the
Word
Daniel Traian Pele IDA
12:00 12:30 A genetic approach to making
financial performance predictions
Adrian Costea ASE
12:30 13:00 Integrating AI with blockchain for
optimising energy consumption
– a manufacturing case study
Yi Wang University of
Bedfordshire
14:00 14:30 Data Classifications using Clifford
Algebra Subspaces
Mutlu Akar Yildiz
Technical
University
14:30 15:00 Environmental impact
measurement tools in banking
Olivija Filipovska Komercijalna
Banka AD
Skopje
15:30 16:00 How AI and digital technologies
are impacting the accounting and
audit services
Adriana Tudor Tiron Babes-
Bolyai
University
16:00 17:00 D7 Leveraging AI Tools for Fraud
Prevention and Early Warning on
Crowdfunding and P2P Platforms
Ioana Florina Coita University of Oradea