Overview

Saturday, 15 Nov
Sunday, 16 Nov
Monday, 17 Nov
Tuesday, 18 Nov

Floor Plan

Agenda

Schedule15 Nov
(Saturday)
Ballroom 4TOPAZ + OPALTURQUOISE + ONIXAMBER
08:15 – 09:00Registration
09:00 – 10:30[Workshop]
AI and Data Science for Digital Finance		[Workshop]
The 2nd Workshop on LLMs and Generative AI for Finance		[Tutorial]
Robust Graph Learning in Finance		[Tutorial]
Generating Financial Time Series: Benchmarks, Rough Path Methods, and Hands-On Evaluation
10:30 – 11:00Coffee Break
11:00 – 12:30[Workshop]
AI and Data Science for Digital Finance		[Workshop]
The 2nd Workshop on LLMs and Generative AI for Finance		[Tutorial]
Robust Graph Learning in Finance		[Tutorial]
Generating Financial Time Series: Benchmarks, Rough Path Methods, and Hands-On Evaluation
12:30 – 14:00Buffet Lunch
14:00 – 15:30[Workshop]
XAI-FIN-2025: International Joint Workshop on Explainable AI in Finance: Achieving Trustworthy Financial Decision-Making		[Workshop]
The 2nd Workshop on LLMs and Generative AI for Finance		[Tutorial]
Bridging Prediction and Optimization: Decision-Focused Learning in Financial Optimization		[Tutorial]
AI in Financial Services: Risks and Opportunities for Compliant Decision Intelligence
15:30 – 16:00Coffee Break
16:00 – 17:30[Workshop]
XAI-FIN-2025: International Joint Workshop on Explainable AI in Finance: Achieving Trustworthy Financial Decision-Making		[Workshop]
The 2nd Workshop on LLMs and Generative AI for Finance		[Tutorial]
Bridging Prediction and Optimization: Decision-Focused Learning in Financial Optimization		[Tutorial]
AI in Financial Services: Risks and Opportunities for Compliant Decision Intelligence
Schedule16 Nov
(Sunday)
Ballroom 1Ballroom 2Ballroom 3Ballroom 4TOPAZ + OPAL
08:15 – 09:00Registration
09:00 – 10:30Industry Day[Workshop]
AI for Financial Inclusion, Risk Modeling and Resilience in Emerging Markets		[Workshop]
Workshop on Rethinking Financial Time-Series		[Competition]
FinSurvival Challenge: Advancing Deep Survival Modeling for Financial Transactions (in AI-R2D2 workshop)
10:30 – 11:00Coffee Break
11:00 – 12:30Industry Day[Workshop]
AI for Financial Inclusion, Risk Modeling and Resilience in Emerging Markets		[Workshop]
Workshop on Rethinking Financial Time-Series		[Workshop]
AI for Resilient & Responsible DeFi Dynamics (AI-R2D2)
12:30 – 14:00Buffet Lunch[Workshop]
Women in AI and Finance: Cultivating Mentorship, Encouraging Growth
14:00 – 15:30[Workshop]
AI for Financial Fraud Detection & Prevention		Industry Day[Workshop]
AI Meets Quantitative Finance: Stochastic Methods as a Two-Way Bridge		[Workshop]
Women in AI and Finance: Cultivating Mentorship, Encouraging Growth		[Competition]
ACM ICAIF 2025 Cryptocurrency Forecasting Competition
15:30 – 16:00Coffee Break
16:00 – 17:30[Workshop]
AI for Financial Fraud Detection & Prevention		Industry Day[Workshop]
AI Meets Quantitative Finance: Stochastic Methods as a Two-Way Bridge		[Competition]
FinDDR 2025: Financial Document Deep Research Challenge		[Competition]
Secure FinAI Contest 2025
18:30 – 21:30Welcome Reception
Schedule17 Nov
(Monday)
Ballroom 1 + 2Ballroom 3Ballroom 4TOPAZ + OPAL
07:30 – 08:30Registration
08:30 – 09:00Conference Opening
09:00 – 10:00Keynote 1:
Ravi Menon, GFTN
Chair: Tat-Seng Chua (NUS)
10:00 – 10:30Coffee Break
10:30 – 11:30[Oral Session 1]
Agent-Based Simulation for Market Design
Chair: Xinrun Wang (SMU)		[Oral Session 2]
Knowledge Graphs and Financial Data Imputation
Chair: Xiang Ao (ICT, China)		[Oral Session 3]
Volatility and Derivatives Modeling
Chair: Sammy Assefa (U.S. Bank)
11:30 – 12:30[Oral Session 4]
Autonomous Agents and Financial Manipulation
Chair: Tucker Balch (Emory University)		[Oral Session 5]
Decision-Aware Portfolio Optimization
Chair: Yongjae Lee (UNIST)		[Oral Session 6]
Statistical Arbitrage and Trading Strategy Learning
Chair: Jae Wook Song (Hanyang University)
12:30 – 14:00Buffet Lunch
14:00 – 15:00Keynote 2:
Xunyu Zhou, Columbia University
Chair: Huanhuan Zheng (NUS)
15:00 – 16:30Coffee BreakPoster Session 1
16:30 – 17:30Panel:
Agentic AI in Finance—Strategic vs Non-Strategic Agents, Use Cases, Safety, and the Road Ahead
19:00 – 22:00Banquet Dinner (Ballroom) – Awards
Schedule18 Nov
(Tuesday)
Ballroom 1 + 2Ballroom 3Ballroom 4TOPAZ + OPAL
08:30 – 09:00Registration
09:00 – 10:00Keynote 3:
Huyen Pham, Ecole Polytechnique
Chair: An Bo (NTU)
10:00 – 10:30Coffee Break
10:30 – 11:30[Oral Session 7]
Evaluation and Robustness in Financial NLP
Chair: Sammy Assefa (U.S. Bank)		[Oral Session 8]
Graph Neural Networks in Finance
Chair: Yonghui Yang (NUS)		[Oral Session 9]
Time-Series Modeling and Forecasting
Chair: Jiaju Miao (Stony Brook University)
11:30 – 12:30[Oral Session 10]
LLMs for Macroeconomic Forecasting
Chair: Yilie Huang (Columbia University)		[Oral Session 11]
Explainable and Interpretable in Finance
Chair: Lizi Liao (SMU)		[Oral Session 12]
Robust Optimization and Insurance Pricing
Chair: Lavanya Basavaraju (U.S. Bank)
12:30 – 14:00Buffet Lunch
14:00 – 15:00[Oral Session 13]
Generative Models for Financial Forecasting
Chair: Dhagash Mehta (BlackRock)		[Oral Session 14]
Ethics and Bias in LLM-driven Finance
Chair: Yongjae Lee (UNIST)		[Oral Session 15]
Reinforcement Learning in Financial Decision-Making
Chair: Xinrun Wang (Singapore Management University)
15:00 – 16:30Coffee BreakPoster Session 2
16:30 – 17:30[Oral Session 16]
Agent-Based Financial Systems
Chair: Michael Wellman (University of Michigan)		[Oral Session 17]
LLMs for Financial Text Understanding
Chair: Moxin Li (NUS)		[Oral Session 18]
Anomaly and Fraud Detection in Financial Systems
Chair: Lavanya Basavaraju (U.S. Bank)
17:30 – 18:00Farewell

Oral Session

[Oral session 1]: Agent-Based Simulation for Market Design

Chair: Xinrun Wang (SMU)

  • Interpretable Market Simulations via Optimal Transport: Power Law Decomposition and Implications for Market Design
    Ryuji Hashimoto (The University of Tokyo); Kiyoshi Izumi (The University of Tokyo)
  • 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)
  • Market Selection with Midpoint Matching: A Strategic Agent-Based Analysis
    Gabriel Smithline (University of Michigan); Anri Gu (University of Chicago); Michael Wellman (University of Michigan)

[Oral session 2]: Knowledge Graphs and Financial Data Imputation

Chair: Xiang Ao (ICT, China)

  • 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)
  • BForTFin: A Financial Domain-Aware Multiscale Evaluation Method for Time-Series Foundation Models
    Nigel Cheong (NTU); Ling Wei Hsuen (NTU); Satapathy Ranjan (ASTAR-IHPC); Erik Cambria (NTU); Rick Siow Mong Goh (ASTAR-IHPC); Joyjit Chattoraj (A*STAR-IHPC)
  • 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)

[Oral session 3]: Volatility and Derivatives Modeling

Chair: Sammy Assefa (U.S. Bank)

  • Probability‑Density‑Consistent Physics-Informed Neural Networks for Stochastic Local Volatility Model Calibration
    Kentaro Hoshisashi (University College London); Carolyn Elizabeth Phelan (University College London); Paolo Barucca (University 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)
  • 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)

[Oral session 4]: Autonomous Agents and Financial Manipulation

Chair: Tucker Balch (Emory University)

  • The Accidental Pump and Dump: When Agentic AI Meets Autonomous Trading
    David Byrd (Bowdoin College)
  • Algorithmic pricing with independent learners and relative experience replay
    Bingyan Han (The Hong Kong University of Science and Technology (Guangzhou))
  • Tracing Positional Bias in Financial Decision-Making: Mechanistic Insights from Qwen2.5
    Fabrizio Dimino (Domyn); Krati Saxena (Domyn); Bhaskarjit Sarmah (Domyn); Stefano Pasquali (Domyn)

[Oral session 5]: Decision-Aware Portfolio Optimization

Chair: Yongjae Lee (UNIST)

  • Estimating Covariance for Global Minimum Variance Portfolio: A Decision-Focused Learning Approach
    Juchan Kim (UNIST); Inwoo Tae (UNIST); Yongjae Lee (UNIST)
  • 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)
  • 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)

[Oral session 6]: Statistical Arbitrage and Trading Strategy Learning

Chair: Jae Wook Song (Hanyang University)

  • 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)
  • Attention Factors for Statistical Arbitrage
    Elliot Epstein (Stanford); Rose Wang (Stanford); Jaewon Choi (Hanwha); Markus Pelger (Stanford)

  • Deep Mean-Reversion: A Physics-Informed Contrastive Approach to Pairs Trading
    Namhyoung Kim (Hanyang University); Yosep Na (Hanyang University); Jae Wook Song (Hanyang University)

[Oral session 7]: Evaluation and Robustness in Financial NLP

Chair: Sammy Assefa (U.S. Bank)

  • FinMR: A Knowledge-Intensive Multimodal Benchmark for Advanced Financial Reasoning
    Shuangyan Deng (University of Auckland); Haizhou Peng (University of Auckland); Jiachen Xu (University of Auckland); Rui Mao (Nanyang Technological University); Ciprian Doru Giurcaneanu (University of Auckland); Jiamou Liu (University of Auckland)
  • 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)
  • 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)

[Oral session 8]: Graph Neural Networks in Finance

Chair: Yonghui Yang (NUS)

  • 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)
  • LAS-GNN: A Graph Neural Network for Temporal Money Laundering Motif Detection
    Stan Verlaan (Utrecht University); Ioana Hulpuș (Utrecht University); Erik Jan van Leeuwen (Utrecht University)
  • 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)

[Oral session 9]: Time-Series Modeling and Forecasting

Chair: Jiaju Miao (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 (University of California, Los Angeles); Zihao Zhang (University of Oxford); 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))
  • Online Ensemble Learning for Sector Rotation: A Gradient-Free Framework
    Jiaju Miao (Stony Brook University); Pawel Polak (Stony Brook University)
  • 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)

[Oral session 10]: Explainable and Interpretable in Finance

Chair: Yilie Huang (Columbia University)

  • ProtoHedge: Interpretable Hedging with Market Prototypes
    Lisa Faloughi (Imperial College London); Ce Guo (Imperial College London); Wayne Luk (Imperial College London)
  • NeuralBeta: Estimating Beta Using Deep Learning
    Yuxin Liu (Bloomberg); Jimin Lin (Bloomberg); Achintya Gopal (Personal)
  • 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.)

[Oral session 11]: LLMs for Macroeconomic Forecasting

Chair: Lizi Liao (SMU)

  • 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)
  • Prompting for policy: Forecasting Macroeconomic Scenarios with Synthetic LLM Personas
    Giulia Iadisernia (Banca d’Italia); Carolina Camassa (Banca d’Italia)
  • 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)

[Oral session 12]: Robust Optimization and Insurance Pricing

Chair: Lavanya Basavaraju (U.S. Bank)

  • Learning to Manage Investment Portfolios beyond Simple Utility Functions
    Maarten Peter Scholl (University of Oxford); Mahmoud Mahfouz (J.P. Morgan); Anisoara Calinescu (University of Oxford); J. Doyne Farmer (University of Oxford)
  • Similarity-based Conformal Prediction using Random Forest Proximities
    Mingshu Li (BlackRock, Inc.); Dhruv Desai (BlackRock, Inc.); Bhaskarjit Sarmah (BlackRock, Inc.); Snigdha Bhagat (BlackRock, Inc.); Dhagash Mehta (BlackRock, Inc.)
  • 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)

[Oral session 13]: Ethics and Bias in LLM-driven Finance

Chair: Dhagash Mehta (BlackRock)

  • 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)
  • Evaluating the Ethical Judgment of Large Language Models in Financial Market Abuse Cases
    Avinash Kumar Pandey (Emory University); Swati Rajwal (Emory University)
  • Query Generation Pipeline with Enhanced Answerability Assessment for Financial Information Retrieval
    Hyunkyu Kim (Kakaobank); Yeeun Yoo (Kakaobank); Youngjun Kwak (Kakaobank)

[Oral session 14]: Generative Models for Financial Forecasting

Chair: Yongjae Lee (UNIST)

  • 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)
  • Discrete Flow Matching is an Effective Post-training Method for Addressing Compound Error in Autoregressive Models
    Kang Li (University of Oxford); Bidipta Sarkar (University of Oxford); Zheng Xiong (University of Oxford); Sascha Frey (University of Oxford); Zilin Wang (University of Oxford); Frensi Zejnullahu (University of Oxford); Alfred Backhouse (University of Oxford); Stefan Zohren (University of Oxford); Anisoara Calinescu (University of Oxford); Mihai Cucuringu (University of California Los Angeles); Jakob Foerster (University of Oxford)
  • LLM Embedding for Regression Priors
    Kang Li (University of Oxford); Jiawei Miao (University of California, Los Angeles); Mihai Cucuringu (University of California, Los Angeles); Leandro Sánchez-Betancourt (University of Oxford)

[Oral session 15]: Reinforcement Learning in Financial Decision-Making

Chair: Xinrun Wang (Singapore Management University)

  • Continuous-Time Reinforcement Learning for Asset–Liability Management
    Yilie Huang (Columbia University)
  • ClauseLens: Clause-Grounded, CVaR-Constrained Reinforcement Learning for Trustworthy Reinsurance Pricing
    Stella Dong (University of California, Davis); James Finlay (University of Pennsylvania)
  • Behavioural Reinforcement Learning (Beyond Rationality: RL Under Investor Bias)
    Francois Buet-Golfouse (Barclays); Osian Shelley (Barclays); George-Octavian Barbulescu (Barclays)

[Oral session 16]: Anomaly and Fraud Detection in Financial Systems

Chair: Michael Wellman (University of Michigan)

  • Financial Statement Fraud Detection with a Categorical-to-Numerical Data Representation
    Tuna Alaygut (Ozyegin University); Emre Sefer (Ozyegin University)
  • 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)
  • 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)

[Oral session 17]: LLMs for Financial Text Understanding

Chair: Moxin Li (NUS)

  • Reasoning or Overthinking: Evaluating Large Language Models on Financial Sentiment Analysis
    Dimitris Vamvourellis (BlackRock, Inc.); Dhagash Mehta (BlackRock, Inc.)
  • 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)
  • 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)

[Oral session 18]: Agent-Based Financial Systems

Chair: Lavanya Basavaraju (U.S. Bank)

  • 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)
  • 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)
  • 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)