Emerging Technology & Finance

Institute of Strategic Management and Finance, Ulm University

Authors
Affiliation

Prof. Dr. Andre Guettler

Institute of Strategic Management and Finance, Ulm University

Oliver Padmaperuma

Institute of Strategic Management and Finance, Ulm University

About this course

A Bachelor-level survey of the technologies reshaping finance today: agentic AI and LLMs, blockchain and DeFi, fintech business models, RegTech and cybersecurity, and central-bank digital currencies. The course alternates regular lectures (introducing a topic) with flipped sessions (where every group presents their own angle, demo, or critique). Grading is 100% cumulative across the six flipped sessions, judged through a transparent token-based peer-grading mechanic — each group receives 20 fresh tokens per session to distribute among the other groups, contributing half of that session’s score; the lecturers contribute the other half. No exam, no final capstone — just six weeks of polished, peer-judged group work.

Course at a glance

Term

Winter 2026/27
Level

Bachelor
ECTS

6
Language

English
When

Thursdays 14:00–15:30
Where

Helmholtzstraße 18, room E60, Ulm
Format 6 regular lectures alternating with 6 flipped sessions (group presentations)
Assessment 100% cumulative across 6 flipped sessions; per session = 50% peer tokens + 50% lecturer
Sign-up Course Moodle page by 15 October 2026

Learning outcomes

By the end of the course, students will be able to:

  1. Explain the core technologies driving emerging-finance innovation (agentic AI, blockchain & DeFi, fintech, RegTech, CBDCs) and how they interact.
  2. Critically assess the business viability of an emerging-finance product against its regulatory and competitive context (PSD2/3, MiCA, EU AI Act, post-quantum standards).
  3. Identify the risks — technical, ethical, regulatory, market — that any specific emerging-tech application carries, and articulate mitigations.
  4. Design and deliver a short, evidence-backed group presentation on an emerging-finance topic, including a concrete example or live demo and a critical evaluation.
  5. Allocate peer evaluations thoughtfully and defensibly, using an explicit rubric (insight · originality · clarity · critical depth).

Required materials & setup

This is a conceptual course — no R, Python, or developer tooling is required. You will need:

  • Moodle account — for announcements, slide submission before each flipped session, and the token-allocation quizzes.

  • A laptop for group prep work (group choice — any OS, any toolchain).

  • Reference texts — these run through the course; we recommend skimming the relevant chapter before the regular lecture on each topic:

    Module Recommended reading
    Foundations @philippon2016fintech · @goldfarb2019digital · @arner2017regtech
    Agentic AI & LLMs @agrawal2022prediction · @chen2023fingpt · @acemoglu2020wrongai · @eu2024aiact
    Blockchain, DeFi, Tokenisation @nakamoto2008bitcoin · @buterin2014ethereum · @harvey2021defi · @werbach2018blockchain · @eu2023mica
    Fintech business models @vives2017fintech · @frost2019bigtech · @berg2022fintech
    RegTech / Cyber / Privacy @arner2017regtech · @goldwasser1989zkp · @mcmahan2017federated · @nist2024postquantum
    CBDCs & future of money @brunnermeier2019digital · @auer2020retailcbdc · @bis2023cbdc · @ecb2023digitaleuro · @jack2014mpesa

Schedule

Assessment & deadlines

  • Flipped-Classroom Presentation Series — 100% of the final grade. Six 6-minute group presentations (plus 2 min Q&A each) across six flipped sessions. Each session: 50% peer-allocated tokens + 50% lecturer evaluation. Final grade = mean across the 6 session scores. See the presentation series brief.
  • Group size: 4 students (lecturers allocate stragglers).
  • Token mechanic: 20 tokens per group per session, allocated to other groups via a Moodle quiz within 5 minutes of session end. Anti-collusion check at end of term.
  • Submission pattern: per-session slide PDFs uploaded to Moodle before each flipped session begins; lecturers archive them on the course site for the handout.

Instructors

Access & contact