- Continuous-Time Reinforcement Learning for Asset–Liability Management
Yilie Huang (Columbia University) - Interpretable Market Simulations via Optimal Transport: Power Law Decomposition and Implications for Market Design
Ryuji Hashimoto (Graduate School of Engineering, The University of Tokyo); Kiyoshi Izumi (Graduate School of Engineering, The University of Tokyo) - Federated Financial Reasoning Distillation: Training A Small Financial Expert by Learning From Multiple Teachers
Shuoling Liu (E Fund); Jiangpeng Yan (Tsinghua University); Xiaoyu Wang (E Fund); Yuhang Jiang (E Fund); Liyuan Chen (E Fund); Tao Fan (Hong Kong University of Science and Technology); Kai Chen (Hong Kong University of Science and Technology); Qiang Yang (The Hong Kong Polytechnic University) - Regret-Optimized Portfolio Enhancement through Deep Reinforcement Learning and Future Looking Rewards
Daniil Karzanov (AXA GO); Rubén Garzón (AXA Group Operations); Mikhail Terekhov (EPFL); Caglar Gulcehre (EPFL); Thomas Raffinot (AXA IM); Marcin Detyniecki (AXA Group Operations) - Reasoning or Overthinking: Evaluating Large Language Models on Financial Sentiment Analysis
Dimitris Vamvourellis (BlackRock); Dhagash Mehta (BlackRock) - Leveraging Deep Learning Optimization for Monte Carlo Calibration of (Rough) Stochastic Volatility Models
Lukas Gonon (University of St. Gallen); Wolfgang Stockinger (Imperial College London) - Norm-Salvaged Embedding: Improving Condition Alignment of Synthetic Time Series Generation in Finance
Ryuji Hashimoto (Graduate School of Engineering, The University of Tokyo); Yuki Tanaka (Graduate School of Engineering, The University of Tokyo); Takehiro Takayanagi (Graduate School of Engineering, The University of Tokyo); Zhe Piao (Nomura Holdings, Inc.); Kiyoshi Izumi (Graduate School of Engineering, The University of Tokyo) - IKNet: Interpretable Stock Price Prediction via Keyword-Guided Integration of News and Technical Indicators
Jinwoong Kim (Hanyang university); Sangjin Park (Hanyang university) - Extracting the Structure of Press Releases for Predicting Earnings Announcement Returns
Yuntao Wu (University of Toronto); Mert Akin (University of Toronto); Charles Martineau (University of Toronto); Vincent Grégoire (HEC Montréal); Andreas Veneris (University of Toronto) - A Role-Aware Multi-Agent Framework for Financial Education QA with LLMs
Andy Zhu (Rensselaer Polytechnic Institute); Yingjun Du (University of Amsterdam) - ISEPT: Image-Based Selection and Execution Framework for Pair Trading
Nayoung Kim (Ewha Womans University); Jangwook Lee (Ewha Womans University); Yuncheol Kang (Ewha Womans University) - ProtoHedge: Interpretable Hedging with Market Prototypes
Lisa Faloughi (Imperial College London); Ce Guo (Imperial College London); Wayne Luk (Imperial College London) - Natural-gas storage modelling by deep reinforcement learning
Tiziano Bacaloni (Roma Tre University); Aldo Glielmo (Bank of Italy); Marco Taboga (Bank of Italy) - LENS: Large Pre-trained Transformer for Exploring Financial Time Series Regularities
Yuanjian Xu (Hong Kong University of Science and Technology (Guangzhou)); Jianing Hao (Hong Kong university of science and technology (Guangzhou)); Anxian Liu (Hong Kong University of Science and Technology (Guangzhou)); Zhenzhuo Li (Hong Kong University of Science and Technology (Guangzhou)); Shichang Meng (Hong Kong University of Science and Technology (Guangzhou)); Shuai Yuan (Peking University); Guang Zhang (Hong Kong University of Science and Technology (Guangzhou)) - Probability_Density_Consistent Physics-Informed Neural Networks for Stochastic Local Volatility Model Calibration
Kentaro Hoshisashi (University College London); Carolyn E. Phelan (University College London); Paolo Barucca (University College London) - Is BTC Enough? A New Perspective on Cryptocurrency Price Formation
Daisuke Yoshikawa (Kansai University) - Quantum Optimization of Currency Arbitrage via Graph-Informed Entanglement Strategies
Valentino Moreign (The Hong Kong University of Science and Technology); Mansun Chan (The Hong Kong University of Science and Technology) - A Data-Driven Asset Relation Extraction and Portfolio Optimization Method through Convolution
Lanxin Lu (University College Dublin); Yingjie Niu (University College Dublin); Ruihai Dong (University College Dublin); Valerio Poti (University College Dublin) - Query Generation Pipeline with Enhanced Answerability Assessment for Financial Information Retrieval
HYUNKYU KIM (Kakaobank); Yeeun Yoo (Kakaobank); Youngjun Kwak (Kakaobank) - Unmasking Bias in Financial AI: A Robust Framework for Evaluating and Mitigating Hidden Biases in LLMs
Shreshth Mehrotra (Mastercard); Raghavendra P (Mastercard); Balraj Prajesh (Mastercard); Hrishikesh Kambale (Mastercard); Puspita Majumdar (Mastercard) - ClauseLens: Clause-Grounded, CVaR-Constrained Reinforcement Learning for Trustworthy Reinsurance Pricing
Stella Dong (Reinsurance Analytics) - Algorithmic pricing with independent learners and relative experience replay
Bingyan Han (HKUST(Guangzhou)) - Constrained Tabular Diffusion for Finance
Michael Cardei (University of Virginia); Jose Munoz (Massachusetts Institute of Technology); Oscar Barrera (Harvard University); Shreyas Chandrahas (Visa Inc); Partha Saha (Visa Inc) - Unified Item Segmentation for 10-Q and 10-K Filings Using Item-Aware Document-Level Auxiliary Tasks
Sheng-Hua Tsai (National Taiwan University); Hsin-min Lu (National Taiwan University); Huan-Hsun Yen (NVIDIA) - MacroVAE: Counterfactual Financial Scenario Generation via Macroeconomic Conditioning
Szymon Kubiak (City, University of London); Tillman Weyde (City St George’s, University of London); Oleksandr Galkin (City St George’s, University of London); Daniel Philps (University of Warwick); Ram Gopal (University of Warwick) - FinDER: Financial Dataset for Question Answering and Evaluating Retrieval-Augmented Generation
Chanyeol Choi (LinqAlpha); jihoon kwon (Seoul National University); Jaeseon Ha (LinqAlpha); Hojun Choi (LinqAlpha); Chaewoon Kim (LinqAlpha); Yongjae Lee (UNIST); Jy-yong Sohn (Yonsei University); Alejandro Lopez-Lira (University of Florida) - FinAgentBench: A Benchmark Dataset for Agentic Retrieval in Financial Question Answering
Chanyeol Choi (LinqAlpha); jihoon kwon (Seoul National University); Alejandro Lopez-Lira (University of Florida); Chaewoon Kim (LinqAlpha); Minjae Kim (LinqAlpha); Juneha Hwang (LinqAlpha); Jaeseon Ha (LinqAlpha); Hojun Choi (LinqAlpha); Suyeol Yun (LinqAlpha); Yongjin Kim (LinqAlpha); Yongjae Lee (UNIST) - Structured Agentic Workflows for Financial Time-Series Modelling with LLMs and Reflective Feedback
Yihao Ang (National University of Singapore ); Yifan Bao (National University of Singapore); Lei Jiang (University College London); Jiajie Tao (University College London); Anthony TUNG (National University of Singapore); Lukasz Szpurch (University of Edinburgh); Hao Ni (University College London) - FinReflectKG: Agentic Construction and Evaluation of Financial Knowledge Graphs
Abhinav Arun (Domny); Fabrizio Dimino (Domyn); Tejas Prakash Agarwal (Domyn); Bhaskarjit Sarmah (Domyn); Stefano Pasquali (Domyn) - FinResearchBench: A Logic Tree based Agent-as-a-Judge Evaluation Framework for Financial Research Agents
Rui Sun (Stepfun); Zuo Bai (FinStep); Wentao Zhang (Stepfun); Yuxiang Zhang (Stepfun); Li Zhao (Stepfun); Shan Sun (FinStep); Zhengwen Qiu (FinStep) - FinMR: A Knowledge-Intensive Multimodal Benchmark for Advanced Financial Reasoning
SHUANGYAN DENG (UoA); Haizhou Peng (University of Auckland); Jiachen Xu (University of Auckland); Rui Mao (NTU); Ciprian Doru Giurcaneanu (University of Auckland); Jiamou Liu (University of Auckland) - Positive-Unlabeled Learning for Financial Misstatement Detection under Realistic Constraints
Elias Zavitsanos (National Center for Scientific Research “Demokritos”); Konstantinos Bougiatiotis (National Center for Scientific Research “Demokritos”); Andreas Sideras (National Center for Scientific Research “Demokritos”); Georgios Paliouras (National Center for Scientific Research “Demokritos”) - FinDPO: Financial Sentiment Analysis for Algorithmic Trading through Preference Optimization of LLMs
Giorgos Iacovides (Imperial College London); Wuyang Zhou (Imperial College London); Danilo Mandic (Imperial College London ) - Vision, Voice, and Text: Pioneering Zero-shot Multimodal LLMs for Sentiment-driven Investment
Su Tan (City University of Hong Kong); Chi Chiu So (The Hong Kong Polytechnic University); Yueyue Sun (Beijing Institute of Technology); Jun-Min Wang (Beijing Institute of Technology); Wai Keung Anthony Loh (The Hong Kong Polytechnic University); Siu Pang Yung (The University of Hong Kong) - FABS: An Extensible and High-Performance Digital Twin Framework of AI-Driven Financial Systems
Angus T. L. Leung (Imperial College London); Ce Guo (Imperial College London); Wayne Luk (Imperial College London) - Neural Network-Driven Volatility Drag Mitigation under Aggressive Leverage
Christian Bongiorno (CentraleSupelec); Efstratios Manolakis (Universitá di Catania); Rosario Nunzio Mantegna (Università degli Studi di Palermo) - Optimizing Large Language Models for ESG Activity Detection in Financial Texts
Andrea Maurino (università degli studi di Milano Bicocca); Francesco Osborne (Università degli studi di Milano Bicocca); Mattia Birti (Università degli studi di Milano Bicocca) - Financial Statement Fraud Detection with a Categorical-to-Numerical Data Representation
Tuna Alaygut (Ozyegin University); Emre Sefer (Ozyegin University) - NeuralBeta: Estimating Beta Using Deep Learning
Yuxin Liu (Bloomberg); Jimin Lin (Bloomberg); Achintya Gopal (Personal) - Adaptive Sample Weighting with Regime-Aware Meta-Learning Framework for Financial Forecasting
Junkyu Jang (KAIST College of Business); Taehwan Kim (KAIST College of Business ); Daesan Oh (KAIST College of Business); Sung-Hyuk Park (KAIST College of Business ) - Your AI, Not Your View: The Bias of LLMs in Investment Analysis
Hoyoung Lee (UNIST); Junhyuk Seo (UNIST); Suhwan Park (UNIST); Junhyeong Lee (UNIST); Wonbin Ahn (LG AI Research); Chanyeol Choi (LinqAlpha); Alejandro Lopez-Lira (University of Florida); Yongjae Lee (UNIST) - Democratizing Alpha: LLM-Driven Portfolio Construction for Retail Investors Using Public Financial Media
Daesan Oh (KAIST College of Business ); Taehwan Kim (KAIST College of Business ); Junkyu Jang (KAIST College of Business); Sung-Hyuk Park (KAIST College of Business ) - FactorMAD: A Multi-Agent Debate Framework Based on Large Language Models for Interpretable Stock Alpha Factor Mining
Yitong Duan (Tsinghua University); chuheng zhang (microsoft); Jian Li (Tsinghua University) - Estimating Covariance for Global Minimum Variance Portfolio: A Decision-Focused Learning Approach
Juchan Kim (Ulsan National Institute of Science and Technology); Inwoo Tae (Ulsan National Institute of Science and Technology); Yongjae Lee (Ulsan National Institute of Science and Technology) - Similarity-based Conformal Prediciton using Random Forest Proximities
Mingshu Li (BlackRock, Inc.); Dhruv Desai (BlackRock, Inc.); Bhaskarjit Sarmah (BlackRock, Inc.); Snigdha Bhagat (BlackRock, Inc.); Dhagash Mehta ( BlackRock, Inc.) - A Multimodal Alignment-Based Anomaly Detection Method for Bankruptcy Prediction
Andreas Sideras (NCSR Demokritos); Konstantinos Bougiatiotis (NCSR Demokritos); Elias Zavitsanos (NCSR Demokritos); Georgios Paliouras (NCSR Demokritos); George Vouros (University of Piraeus) - Case-based Explainability for Random Forest: Prototypes, Critics, Counter-factuals and Semi-factuals
Gregory Yampolsky (BlackRock, Inc.); Dhruv Desai (BlackRock, Inc.); Mingshu Li (BlackRock, Inc.); Stefano Pasquali (BlackRock, Inc.); Dhagash Mehta (BlackRock, Inc.) - Arbitrage-Free Implied Volatility Surface Smoothing via Generative Adversarial Networks
Victor Ginart Belmonte (Columbia University); Thomas Cole (Columbia University) - FinSearch: A Temporal-Aware Search Agent Framework for Real-Time Financial Information Retrieval with Large Language Models
Yiqing Shen ( Johns Hopkins University); Jingshu Zhang (JF SmartInvest Holdings); Feng Chen (JF SmartInvest Holdings); Kaiyuan Yan (JF SmartInvest Holdings); Hongguang Li (JF SmartInvest Holdings) - AuditAgent: Expert-Guided Multi-Agent Reasoning for Cross-Document Fraudulent Evidence Discovery
Songran Bai (State Key Laboratory of Multimodal Artificial Intelligence Systems, Institute of Automation, Chinese Academy of Sciences); Bingzhe Wu (Shenzhen University); Yiwei Zhang (Shenzhen University); Chengke Wu (Shenzhen Institute of Advanced Technology, Chinese Academy of Sciences); Xiaolong Zheng (State Key Laboratory of Multimodal Artificial Intelligence Systems, Institute of Automation, Chinese Academy of Sciences); Yaze Yuan (School of Mathematical Sciences, Peking University); Ke Wu (Southern University of Science and Technology); Jianqiang Li (Shenzhen University) - Multilingual BERT-based Classification and Recommendation Model for Supporting Innovation Finance Decisions
YongJoon Huh (Korea Credit Information Services); Yeongeun Seo (Korea Credit Information Services) - CMS-VAE: A Strategy-aware Variational AutoEncoder for High-Fidelity Crypto Market Simulation
Yihao Ang (National University of Singapore); Yifan Bao (National University of Singapore); Qiang Huang (Harbin Institute of Technology (Shenzhen)); Qiang Wang (National University of Singapore); Xinyu Xi (National University of Singapore); Shuyu Lu (National University of Singapore); Anthony K. H. Tung (National University of Singapore); Zhiyong Huang (National University of Singapore) - Prompting for policy: Forecasting Macroeconomic Scenarios with Synthetic LLM Personas
Giulia Iadisernia (Banca d’Italia); Carolina Camassa (Bank of Italy ) - Repurposing Language Models for FX Volatility Forecasting: A Data-Efficient and Context-Aware Approach
Quoc Anh Nguyen (Imperial College London); Ce Guo (Imperial College London ); Wayne Luk (Imperial College London) - Large Language Model Agents for Investment Management: Foundations, Benchmarks, and Research Frontiers
Preetha Saha (BlackRock); Jingrao Lyu (BlackRock); Arnav Saxena (BlackRock); Tianjiao Zhao ( BlackRock); Dhagash Mehta (BlackRock) - Multi-Agent Reinforcement Learning for Market Making: Competition without Collusion
ZIYI WANG (King’s College London); Carmine Ventre (King’s College London); Maria Polukarov (King’s College London) - Hypergraph Attention Network to Predict Stock Movements By Exploring Higher-order Relationships
Tuna Alaygut (Ozyegin University); Emre Sefer (Ozyegin University) - Learning to Trade with Preferences: Interpretable Execution via Mixture-of-Experts
Haohan Xu (Stony Brook University); Jason Bohne (Stony Brook University); Pawel Polak (Stony Brook University); David Byrd (Bowdoin College); David Rosenberg (Bloomberg); Gary Kazantsev (Bloomberg) - Predictive Uncertainty Quantification for Financial DNN Using Regular Vine Copula
Tuoyuan Cheng (National University of Singapore); Nixie Lesmana (NUS Cities, National University of Singapore); Saikiran Poreddy (Risk Management Institute, National University of Singapore); Kan Chen (Risk Management Institute, Department of Mathematics, National University of Singapore) - Robust time series generation via Schr\”{o}dinger Bridge: a comprehensive evaluation
Alexandre Alouadi (Ecole Polytechnique ); Baptiste Barreau (BNP PARIBAS); Laurent Carlier (BNP PARIBAS); Huyên Pham ( Ecole Polytechnique) - Graph Neural Networks for Bridge Swap Link Prediction in Uniswap v3
Qingran Zhou (Duke University); Eric Liu (University of Southern California); Alessio Brini (Duke University) - TSTR for Financial Fraud: Learning to Detect Manipulation Without Real Data
Ahmed Mahrous (King Abdullah University of Science and Technology); Roberto Di Pietro (King Abdullah University of Science and Technology) - Tracing Positional Bias in Financial Decision-Making: Mechanistic Insights from Qwen2.5
Fabrizio Dimino (Domyn); Krati Saxena (Domyn); Bhaskarjit Sarmah (Domyn); Stefano Pasquali (Domyn) - FinGraphEx: High Fidelity Financial Knowledge Graph Extraction
Kassiani Papasotiriou (J.P. Morgan AI Research); Srijan Sood (J.P. Morgan AI Research); Maxime Kawawa-Beaudan (J.P. Morgan AI Research); Daniel Borrajo (J.P. Morgan AI Research) - Learning to Scalp: A Reinforcement Learning Agent-Based Study
Sriram Bharadwaj Rangarajan (King’s College London); Carmine Ventre (King’s College London) - Curriculum-Guided Reinforcement Learning for Synthesizing Gas-Efficient Financial Derivatives Contracts
Maruf Ahmed Mridul (Rensselaer Polytechnic Institute); Oshani Seneviratne (Rensselaer Polytechnic Institute ) - Attention Factors for Statistical Arbitrage
Elliot Epstein (Stanford); Rose Wang (Stanford); Jaewon Choi (Hanwha); Markus Pelger (Stanford) - Contextual Time Series Embedding: A State Space Perspective for Financial Data
Guanchao Feng (BlackRock, Inc.); James Lavinder (BlackRock, Inc.); Yanfei Huang (BlackRock, Inc.); Ding Zhao (BlackRock, Inc.); Morgan Hawkins (BlackRock, Inc.); Dipanker Koirala (BlackRock, Inc.); Dhagash Mehta (BlackRock, Inc.) - Aligning Language Models with Investor and Market Behavior for Financial Recommendations
Fernando Spadea (RPI); Oshani Seneviratne (RPI) - Demystifying TCFD Disclosures: An AI-Powered Framework for Enhanced Transparency and Trust
Tik Yu Yim (University of Hong Kong); Wenting Tan (University of Hong Kong); Yuxuan Zhang (University of Hong Kong); Tak-Wah Lam (University of Hong Kong); Siu Ming Yiu (University of Hong Kong) - Fast Monitoring of Systemic Risk in Financial Networks with Credit Default Swaps
Jinyun Tong (King’s College London); Stavros Ioannidis (Royal Holloway, University of London); Sriram Bharadwaj Rangarajan (King’s College London); Bart De Keijzer (King’s College London); Carmine Ventre (King’s College London) - BForTFin: A Financial Domain-Aware Multiscale Evaluation Method for Time-Series Foundation Models
Nigel Cheong (NTU); Ling Wei Hsuen (NTU); Satapathy Ranjan (IHPC); Erik Cambria (NTU); Rick Siow Mong Goh (IHPC); Joyjit Chattoraj (IHPC) - Quantifying Semantic Shift in Financial NLP: Robust Metrics for Market Prediction Stability
Zhongtian Sun (University of Kent); Chenghao Xiao (Durham University); Anoushka Harit (University of Cambridge); Jongmin Yu (ProjectG.AI ) - Parametric Phi-Divergence-Based Distributionally Robust Optimization for Insurance Pricing
Lukasz Sliwinski (University of Edinburgh); Liam Llamazares-Elias (University of Edinburgh); David Siska (University of Edinburgh); Lukasz Szpruch (University of Edinburgh) - Right Place, Right Time: Market Simulation-based RL for Execution Optimisation
Ollie Olby (Simudyne); Andreea Bacalum (Simudyne); Rory Baggott (Simudyne); Namid Stillman (Simudyne) - Deep Mean-Reversion: A Physics-Informed Contrastive Approach to Pairs Trading
Namhyoung Kim (Hanyang University); Yosep Na (Hanyang University); Jae Wook Song (Hanyang University) - Time-Varying Factor-Augmented Models for Volatility Forecasting
Duo Zhang (NEW YORK UNIVERSITY); Jiayu Li (NEW YORK UNIVERSITY); Junyi Mo (NEW YORK UNIVERSITY); Elynn Chen (NEW YORK UNIVERSITY) - ACT-Tensor: Tensor Completion Framework for Financial Dataset Imputation
Junyi Mo (New York University); Jiayu Li (New York University); Duo Zhang (New York University); Elynn Chen (New York University) - On the Potential of Tool-Enhanced Small Language Models to Match Large Models in Finance
Gabriel Assis (IC/UFF); Ayrton Surica (IC/UFF); Pedro Kroll (IC/UFF); Carina Munhoz (ICTi); Darian Rabbani (ICTi); Edson Bollis (ICTi); Lucas Pellicer (ICTi); Aline Paes (IC/UFF) - LAS-GNN: A Graph Neural Network for Temporal Money Laundering Motif Detection
Stan Verlaan (Utrecht University); Ioana Hulpus (Utrecht University); Erik Jan van Leeuwen (Utrecht University) - Long-Term Financial Forecasting and Trading via Multi-Agent Reinforcement Learning
YU BI (King’s College London); Zhuohan Wang (King’s College London); Lingxiao Zhao (King’s College London); Carmine Ventre (King’s College London) - Factor-Driven Network Informed Restricted Vector Autoregression
Brendan Martin (Imperial College London); Mihai Cucuringu (University of California, Los Angeles); Alessandra Luati (Imperial College London); Francesco Sanna Passino (Imperial College London) - DiffVolume: Diffusion Models for Volume Generation in Limit Order Books
Zhuohan Wang (King’s College London); Carmine Ventre (King’s College London) - From News to Returns: A Granger-Causal Hypergraph Transformer on the Sphere
Anoushka Harit (University of Cambridge); Anoushka Harit (University of Kent); Jongmin Yu (ProjectG.AI) - Fusing Narrative Semantics for Financial Volatility Forecasting
Yaxuan Kong (University of Oxford); Yoontae Hwang (University of Oxford); Marcus Kaiser (Deutsche Bank); Chris Vryonides (Deutsche Bank); Roel Oomen (Deutsche Bank); Stefan Zohren (University of Oxford) - Scaling Conditional Autoencoders for Portfolio Optimization via Uncertainty-Aware Factor Selection
Ryan Engel (Stony Brook University); Yu Chen (Stony Brook University); Pawel Polak (Stony Brook University); Ioana Boier (NVIDIA Corporation) - JaxMARL-HFT: GPU-Accelerated Large-Scale Multi-Agent Reinforcement Learning for High-Frequency Trading
Valentin Mohl (University of Oxford); Sascha Frey (University of Oxford); Reuben Leyland (University of Oxford); Kang Li (University of Oxford); George Nigmatulin (University of Oxford); Mihai Cucuringu (University of Oxford and The Alan Turing Institute); Stefan Zohren (University of Oxford); Jakob Foerster (University of Oxford); Anisoara Calinescu (University of Oxford) - Can AI Read Like a Financial Analyst? A Financial Touchstone for Frontier Language Models such as Gemini 2.5 Pro, o3, and Grok 4 on Long-Context Annual Report Comprehension
Jan Spörer (University of St. Gallen) - Graph Learning for Foreign Exchange Rate Prediction and Statistical Arbitrage
Yoonsik Hong (Northwestern University); Diego Klabjan (Northwestern University) - Market Selection with Midpoint Matching: A Strategic Agent-Based Analysis
Gabriel Smithline (University of Michigan); Anri Gu (University of Michigan); Michael Wellman (University of Michigan) - Online Ensemble Learning for Sector Rotation: A Gradient-Free Framework
Jiaju Miao (Stony Brook University); Pawel Polak (Stony Brook University) - DeltaLag: Learning Dynamic Lead-Lag Patterns in Financial Markets
wanyun zhou (The Hong Kong University of Science and Technology (Guangzhou)); saizhuo wang (The Hong Kong University of Science and Technology); Mihai Cucuringu (The University of California, Los Angeles); zihao zhang (Micro Trading); Xiang Li (The Hong Kong University of Science and Technology (Guangzhou)); Jian Guo (International Digital Economy Academy); Chao Zhang (The Hong Kong University of Science and Technology (Guangzhou)); Xiaowen Chu (The Hong Kong University of Science and Technology (Guangzhou)) - BMI-GP: Unsupervised Breach Merchant Identification via Adaptive Graph Pruning
Kamna Meena (Mastercard); Subham Kumar Singh (Mastercard); Priyanshi Gupta (Mastercard); Gaurav Oberoi (Mastercard); Nitish Srivasatava (Mastercard); Siddhartha Asthana (Mastercard) - Return Prediction for Mean-Variance Portfolio Selection: How Decision-Focused Learning Shapes Forecasting Models
Junhyeong Lee (UNIST); Haeun Jeon (KAIST); Hyunglip Bae (KAIST); Yongjae Lee (UNIST) - The Accidental Pump and Dump: When Agentic AI Meets Autonomous Trading
David Byrd (Bowdoin College) - Decoding the Beige Book: LLM-Powered Sentiment Analysis for Real-Time Recession Forecasting
Yi Sun (Georgia Institute of Technology); Oscar Girón (Georgia Institute of Technology); Raju Ahmed (Georgia Institute of Technology) - Learning to Manage Investment Portfolios beyond Simple Utility Functions
Maarten Scholl (University of Oxford); Mahmoud Mahfouz ( J.P. Morgan); Anisoara Calinescu (University of Oxford); J. Doyne Farmer (University of Oxford) - Mean Variance Efficient Collaborative Filtering for Stock Recommendations
Munki Chung (KAIST); Junhyeong Lee (UNIST); Yongjae Lee (UNIST) - LatentGraph: From Latent States to Rule-based Expressions for Explainable Financial Forecasting
Ekin Can Erkus (Microsystems Research Group, Newcastle University); Alex Chan (Microsystems Research Group, Newcastle University ); Walter Distaso (Imperial College Business School); David Thomas (Department of Electronics & Computer Science, University of Southampton); Alex Yakovlev (Microsystems Research Group, Newcastle University); Rishad Shafik (Microsystems Research Group, Newcastle University) - TF-GAN: Topology-Aware Generative Adversarial Network for Financial Time Series Forecasting
Mohammadyasin Karbasian (Isfahan University of Technology); Amir Ahangarzadeh (Isfahan University of Technology); Mohammad Hossein Manshaei (The City University of New York); Sayed Jalal Zahabi (Isfahan University of Technology) - Attention-Based Multi-Asset Order Flow Networks for Enhanced Mid-Price Prediction
Hamidreza Bandealinaeini (Sharif University of Technology); Mohammad Sharifkhani (Sharif University of Technology ); Erfan Salavati (Amirkabir University of Technology) - Shock-Biased Attention: Enhancing Transformer Hawkes Processes with Amplitude-Driven Temporal Kernels
Sukmin Hwang (KAIST); Sungho Lee (KAIST); Chanyeong Kim (KAIST); Yongjae Lee (UNIST); Woochang Kim (KAIST) - From Constituents to Index: Interpretable Price Movement Prediction via Cross-Asset Order Flow
Sungho Lee (KAIST); Sukmin Hwang (KAIST); Chanyeong Kim (KAIST); Mingyu Yang (KAIST); Yongjae Lee (UNIST); Woochang Kim (KAIST) - FAITH: A Framework for Assessing Intrinsic Tabular Hallucinations in finance
Mengao Zhang (National University of Singapore); Jiayu Fu (National University of Singapore); Tanya Warrier (National University of Singapore); Yuwen Wang (National University of Singapore); Tianhui Tan (National University of Singapore); Ke-wei Huang (National University of Singapore) - Data-Driven Trade Flow Decomposition for Exchange-Traded Funds and their Constituents
Nicolas Petit (University of Oxford); Mihai Cucuringu (UCLA); Álvaro Cartea (University of Oxford) - Two Sides of the Same Coin: How LLMs Reveal Dual Narratives in Annual Reports
Xiao Li (University College Dublin); Changhong Jin (University College Dublin); Yingjie Niu (University College Dublin); Ruihai Dong (University College Dublin) - Behavioural Reinforcement Learning (Beyond Rationality: RL Under Investor Bias)
Francois Buet-Golfouse (Barclays); Osian Shelley (JPMorgan Chase); George-Octavian Barbulescu (Barclays) - LLM Embedding for Regression Priors
Kang Li (University of Oxford); Mihai Cucuringu (University of Oxford and The Alan Turing Institut); Leandro Sánchez-Betancourt (University of Oxford); jiawei miao (University of California, Los Angeles) - Language Models for Automated Market Commentary from Corporate Disclosures
Gabriel Assis (IC/UFF); Hugo Dutra (IC/UFF); Daniela Vianna (JusBrasil); Wagner Meira Meira (UFMG); Altigran Soares da Silva (UFAM); Aline Paes (IC/UFF) - Evaluating the Ethical Judgment of Large Language Models in Financial Market Abuse Cases
Avinash Kumar Pandey (Emory University); Swati Rajwal (Emory University) - Adaptive Quantum Channels as Long-Memory Generative Models
Charlee Stefanski (Wells Fargo); Vanio Markov (Wells Fargo); David Novak (Wells Fargo); Vladimir Rastunkov (IBM Quantum, IBM Research) - Finguiniti: A Reinforced Multi-Agent Framework for Narrative-Enhanced Financial Valuation and Risk-Aware Decision Making
Ch Hamza Akbar (Technische Universität Dresden) - Discrete Flow Matching is an Effective Post-training Method for Addressing Compound Error in Autoregressive Models
Kang Li (University of Oxford); Zheng Xiong (University of Oxford); Bidipta Sarkar ( University of Oxford); Frensi Zejnullahu (University of Oxford); zilin wang ( University of Oxford); Sascha Frey (University of Oxford); Alfred Backhouse (University of Oxford); Stefan Zohren (University of Oxford); Anisoara Calinescu (University of Oxford); Leandro Sánchez-Betancourt (University of Oxford); Mihai Cucuringu (University of Oxford); Jakob Foerster (University of Oxford)
Skip to content
ACM ICAIF'25 