As head of the "Analytics in Management" department at the Italian Banking Association, Pietro leads a research team in charge of economic impact assessments and of policy advisory about financial risks (MR, CCR, CVA, IRRBB) and large exposures prudential frameworks. The team also carries out analyses of annual tax returns, complaints monitoring, compensation surveys and peer reviews of remuneration policies. Pietro applies supervised (DL, ML) and unsupervised (co-expression network analysis) methodologies to propose new products and services for ABI members. He has additional experience as Senior Financial Analyst, Senior Researcher, and Visiting Professor of Statistics. Master's Degree in Economics (Rome, La Sapienza), Self-Driving Cars Engineer Nanodegree (Udacity).
Speeches of Pietro Scabellone
Applying deep learning tools to data available at the banking industry level
Analytics and Deep Learning open up new frontiers in finance. Banks already massively use AI for enhancing their business and customer relationship. Innovation can even result from applying learning tools to data available at the banking industry level. The speech presents two case studies: the use of a convolutional neural network for classifying complaints and an application of the co-expression network analysis for operational risk management purposes.Speech language: Italian