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Accepted Papers

Browse the 215 accepted main conference papers, grouped by oral presentation, poster presentation and proceedings only.

215 papers

Oral presentations

52 papers
  • #134

    Mind the Shift: Decoding Monetary Policy Stance from FOMC Statements with Large Language Models

    Yixuan Tang (Hong Kong University of Science and Technology); Yi Yang (Hong Kong University of Science and Technology)

  • #178

    Structure Before Scale: Package-Aware Bitcoin Volatility Forecasting from Multi-Leg Option Blocks

    Liu Haoran (Renmin University of China); Zhou Mingyao (Renmin University of China); Yu Hao (Renmin University of China); Guo Qi (Renmin University of China)

  • #244

    DeepUSO: Finance-Informed Temporal–Relational Operators for Non-Stationary Cross-Sectional Stock Ranking

    Liu Bowen (University of Rochester)

  • #250

    Public-Disclosure Recoverability in Fund Allocation Recommendations

    Tenghan Zhong (University of Southern California); Keyuan Wu (Shanghai Jiao Tong University); Yuxuan Ouyang (Georgia Institute of Technology)

  • #271

    Quantifying Repair Risk in Crypto Option Surfaces

    Tenghan Zhong (University of Southern California)

  • #290

    Access Is Not Use: The Reconstruction–Use Gap in Language-Model Financial Agents

    Zejia Duan (University of Chicago); Jiashen Ren (University of Illinois Urbana-Champaign)

  • #329

    Signature Methods for Optimal Market Making

    Francesca Primavera (École Polytechnique); Thibaut Mastrolia (University of California, Berkeley ); Alberto Gennaro (University of California, Berkeley )

  • #382

    CARGO: Credit Action Recourse via Regulation-Bounded, Graph-Constrained Ordered Planning

    JIHWAN KIM (PFCT); Yejun Soun (PFCT); Byunggyu Ahn (PFCT); Jeongin Lee (PFCT); Ji Hoon Yoo (PFCT); Daesung Lee (PFCT); Seungho Lee (PFCT); Seokjung Hong (PFCT)

  • #392

    Agreement Without Information: Spurious Directional Priors in Foundation Models

    Fernando Moreno-Pino (University of Bristol)

  • #397

    Damage Predicts Recovery: When Calibration Data Matters in Compressing Financial LLMs

    Junyi Ye (New Jersey Institute of Technology); Mengjia Yu (Montclair State University); Debapriya Hazra (Montclair State University); Guiling Wang (New Jersey Institute of Technology)

  • #399

    AlphaLeak: What `Blind' LLM Trading Benchmarks Still See

    Minsuk Sung (Korea University); Doohwi Cha (Mirae Asset Securities); Juyeong Lee (EY Consulting); Minjae Lee (Independent Researcher); Donghwa Seo (DS Investment & Securities); Seunghan Son (Independent Researcher); Yoontae Hwang (Graduate School of Data Science, Pusan National University )

  • #401

    No Universal Comparable: Adaptive Peer Selection for Private-Company Valuation

    Ahsan Alvi (Bloomberg); Thomas Fonlladosa (Bloomberg); Ching-Yu Lin (Bloomberg); Ashwin Bhola (Bloomberg); Chelvi Paramanathan (Bloomberg); Minh Duc Nguyen (Bloomberg); Saher Esmeir (Bloomberg)

  • #417

    Deep Hedging Under Non-Convexity: Geometry and Search-Based Diagnostics

    Matteo Maggiolo (Vigilant Analytics); Giuseppe Nuti (UBS Investment Bank); Miroslav Strupl (IDSIA the Swiss AI Lab USI-SUPSI); Oleg Szehr (IDSIA the Swiss AI Lab USI-SUPSI)

  • #428

    FairCreditLens: Consumption-Aware Fair Credit Risk Modeling for Default Prediction

    Lei Zhu (University of Macau)

  • #467

    What Prediction-Market Contracts Reveal at Launch: Trading Volume and Dispute Risk

    Ahmed Mahrous (KAUST); Roberto Di Pietro (KAUST)

  • #512

    Arbitrage-Free Conformal Prediction Sets and Scenarios for Option Surfaces

    Tue Herlau (Technical University of Denmark); Henrik Herlau (Copenhagen Business School)

  • #531

    Nightly Bayesian Tail-Risk Forecasting with Parallel MCMC on One GPU

    Tue Herlau (Technical University of Denmark); Henrik Herlau (Copenhagen Business School)

  • #589

    Anti-TOXIN: Signed Directed Graph Learning for Toxic Flow

    Elif Hucumenoglu (Imperial College London); Tony G. Constantinides (Imperial College London); Danilo P. Mandic (Imperial College London)

  • #591

    Model Diversity Is Not Decision Diversity: Correlated Misses and Policy Monoculture in LLM Sanctions Matching

    Fabian Karst (Standard Chartered)

  • #592

    Min-Max Schrödinger Bridge: consistent generation of Open-High-Low-Close quotes

    Marius Chevallier (Ecole Polytechnique); Davide Zanni (Ecole Polytechnique); Stefano De Marco (Ecole Polytechnique)

  • #609

    METT: High-Frequency Return Forecasting from Event Streams

    Shengkun Wang (Virginia Tech); Linhan Wang (Virginia Tech); Sattar Mansi ( Virginia Tech); Chang-Tien Lu (Virginia Tech); Yinlin Chen (Virginia Tech)

  • #662

    Beyond Anonymous Order Flow: Wallet Identity as a Feature for Short-Horizon Return Prediction

    Daojing Zhai (Baruch College, City University of New York); Jingqiu Ding (ETH Zurich)

  • #682

    CallRank: Isolating What Changed in Earnings-Call Q&A for Sector Ranking and Cost-Adjusted Alpha

    Doohwi Cha (MiraeAsset Securities); Minsuk Sung (Department of Artificial Intelligence, Korea University); Seunghan Son (Independent Researcher); Juyeong Lee (EY Consulting); Donghwa Seo (DS Investment & Securities); Minjae Lee (Independent Researcher); Hyeonjun Yeo (Department of Physics and Astronomy, Seoul National University); Yoontae Hwang (Graduate School of Data Science, Pusan National University)

  • #690

    BPS-cGAN: Generating American Option Data at a Prescribed Exercise Proximity

    Wei Wei (University of Bristol); Jin Zheng (University of Bristol)

  • #696

    Reinforcement Learning with Hawkes-Structured Networks for Market Making

    Fernando Acero (J.P. Morgan AI Research); Philipp Plank (Imperial College London); Yufei Zhang (Imperial College London)

  • #697

    Decision-Focused Learning of the Gerber Threshold

    Juyeong Lee (EY Consulting); Donghwa Seo (DS Investment & Securities); Minjae Lee (Independent Researcher); Seunghan Son (Independent Researcher); Minsuk Sung (Department of Artificial Intelligence, Korea University); Doohwi Cha (Mirae Asset Securities); Yoontae Hwang (Graduate School of Data Science, Pusan National University )

  • #702

    Same Market, Different Pixels: Can Invariance Training Repair Financial Vision Models?

    Jeffrey Zhou (California Institute of Technology)

  • #707

    Coverage Beats Chronology: Distilling Tabular Foundation Models for Drifting, Rare-Event Financial Risk

    Tian Qin (Lehigh University)

  • #732

    Accuracy Is Not Enough: A Framework for Bias Detection in AI-Driven Investment Workflows

    fabrizio dimino (Domyn); Abhinav Arun (Domyn); Mahesh Kumar (Domyn); Bhaskarjit Sarmah (Domyn); Stefano Pasquali (Domyn)

  • #757

    Long-Horizon Forecasting of Complete Financial Statements with Forma

    Travis Johnson (University of Texas at Austin); Jiannan Jiang (University of Texas at Austin); Soumyabrata Chaudhuri (University of Texas at Austin); Yihao Chen (University of Texas at Austin); Lauren Falvey (University of Texas at Austin); Donal O'Cofaigh (University of Texas at Austin)

  • #762

    Regime-Aware Interpretable Ranking for Sector Rotation

    Kelvin Koa (National University of Singapore ); Ziling Liu (National University of Singapore); Xinyang Li (National University of Singapore); Shuowei Feng (National University of Singapore); Ruoyu Liang (National University of Singapore); Mathieu Giroux (Manulife Investment Management); Eugene Y. Wen (Manulife); Xuan Yao (National University of Singapore); Ke-Wei Huang (National University of Singapore); Hugo Lamarre (Manulife Investment Management)

  • #772

    FlowLOB: Efficient and Controllable Limit Order Book Generation with Flow Matching

    Zhuohan Wang (Simudyne); Andreea Bacalum (Simudyne); Ollie Olby (Simudyne); Carmine Ventre (King's College London); Namid Stillman (Simudyne)

  • #776

    When Does a Crypto Limit Order Book Model Look Predictive? Target Semantics and Oracle-Population Pipeline Specialization

    Jiawei Shuai (University of Edinburgh); Ke Yang (New York University)

  • #841

    Agentic Quantitative Trading: A Survey of Workflows, Systems, and Evaluation

    Fengrui Hua (The Hong Kong University of Science and Technology (Guangzhou)); Hengyi Yang (HSBC Business School, Peking University ); Xinlei Hao (HSBC Business School, Peking University); Haohan Zhang (The Hong Kong University of Science and Technology (Guangzhou)); Bokai Cao (The Hong Kong University of Science and Technology (Guangzhou)); Yiyan Qi (International Digital Economy Academy); Jia Li (The Hong Kong University of Science and Technology (Guangzhou)); Jian Guo (International Digital Economy Academy)

  • #938

    Shape Beyond Level: Event-Type News Persistence in Volatility Forecasting

    Bo Guo (Texas A&M University-Texarkana)

  • #941

    From Curriculum to Rehearsal Learning: Towards Small Financial Chart VLMs

    Varad Srivastava (Barclays); Abhay Shukla (Barclays); Victor Casas Hernandez (Barclays)

  • #949

    Between the Lines: Multi-turn Contextual Investment Advice Detection

    Mingshu Li (BlackRock, Inc.); Adam Boncz (BlackRock, Inc.); Mate Toth (BlackRock, Inc.); Justin Williams (BlackRock, Inc.); Justin Chan (BlackRock, Inc.); Dhagash Mehta (BlackRock, Inc.)

  • #959

    From Simulator Labels to Real Markets: Crumble-Aware Reinforcement Learning for Trade Execution

    Haohan Xu (Stony Brook University, Bloomberg); Jason Bohne (Bloomberg); Pawel Polak (Stony Brook University, Bloomberg); Gary Kazantsev (Bloomberg); David Rosenberg (Bloomberg); Ajay Alva (Bloomberg); Yurij Baransky (Bloomberg)

  • #973

    Generative Limit Order Book Modeling with a Shared Token Vocabulary for Book State and Order Flow

    Haohan Zhang (The Hong Kong University of Science and Technology (Guangzhou)); Saizhuo Wang (The Hong Kong University of Science and Technology); Bokai Cao (The Hong Kong University of Science and Technology (Guangzhou)); Fengrui Hua ( The Hong Kong University of Science and Technology (Guangzhou)); Lionel Ni ( The Hong Kong University of Science and Technology (Guangzhou)); Jian Guo (IDEA Research)

  • #974

    Faithfulness Under Pressure: Evaluating Hallucination Detectors for Financial RAG

    Mingshu Li (BlackRock, Inc.); Jingrao Lyu (BlackRock, Inc.); Nathalia Castellanos (BlackRock, Inc.); Kriti Dutta (BlackRock, Inc.); Adam Boncz (BlackRock, Inc.); Anna Grigoryan (BlackRock, Inc.); Mate Toth (BlackRock, Inc.); Dhagash Mehta (BlackRock, Inc.)

  • #986

    Adaptive Financial Time Series Tokenization with Bilevel Optimization

    Haohan Xu (Stony Brook University, Bloomberg); Jason Bohne (Bloomberg); Pawel Polak (Stony Brook University, Bloomberg); Gary Kazantsev (Bloomberg); David Rosenberg (Bloomberg); Ajay Alva (Bloomberg); James Jarvis (Bloomberg)

  • #994

    Lead–Lag or Reversal? A Cross-versus-Self Test of Sparse-Attention Models for Cryptocurrency Return Ranking

    Ethan Geng (Del Norte High School); Shubhay Choubey (UCLA); Manas Goel (Del Norte High School)

  • #1010

    When Answers Surprise: Sequential Tone Residualization and Abnormal Returns in Earnings Calls

    Jerrold Huang (University of Toronto); Nathan Zhang (University of British Columbia)

  • #1016

    When and How Order-Flow Interventions Work After Dealers Adapt

    Guanghao Wu (university of technology sydney); Zhuo Cai (university of technology sydney); Zhidong Li (university of technology sydney); Shoujin Wang (university of technology sydney)

  • #1034

    Amortized Neural Filtering for Calibrated Posteriors in Statistical Arbitrage

    Minkey Chang (None)

  • #1039

    CGGS: Confidence-Guided Graph Sampling for Scalable GNN Fraud Detection on Imbalanced Financial Networks

    Subham Singh (Mastercard ); Kamna Meena (Mastercard); Adarsh Kumar (Mastercard); Kamal Kant (Mastercard); Siddhartha Asthana (Mastercard)

  • #1043

    Auditing Automated ESG Disclosure Measurement from Web Archives

    Tristan Till (Technical University of Munich); Niklas Till (Ecole des Hautes Etudes Commerciales du Nord); Gianfranco Gianfrate (Ecole des Hautes Etudes Commerciales du Nord); Florian Matthes (Technical University of Munich)

  • #1060

    Neural Estimation of Irreversibility in Real and Simulated Limit Order Book Paths

    Hyeonjun Yeo (Department of Physics and Astronomy, Seoul National University); Doohwi Cha (Mirae Asset Securities); Yoontae Hwang (Graduate School of Data Science, Pusan National University)

  • #1067

    Probabilistic Limit Order Book Forecasting with Conditional Diffusion Models

    Moshu Xu (Tsinghua University); Junyu Chen (University of Groningen); Lijian Yang (Tsinghua University); Franklin Liu (University of Chicago)

  • #1079

    A Decaying Buffer: How Median-of-Three Mark Pricing Retimes Liquidation on a Decentralized Perpetual Exchange

    Yihan Guo (Nanyang Technological University)

  • #1095

    LOB-Impact Benchmark: Emergent Market Impact in Generative Limit Order Book Models

    George Nigmatulin (University of Oxford); Valentin Mohl (University of Oxford); Sascha Frey (University of Oxford); Kang Li (University of Oxford); Aramis Marti-Shahandeh (University of Oxford); Mihai Cucuringu (University of Oxford, University of California Los Angeles); Anisoara Calinescu (University of Oxford); Jakob Foerster (University of Oxford); Stefan Zohren (University of Oxford)

  • #1102

    ACE-RL: Counterfactual Audit Signals for Policy-Level Governance of Autonomous Market Makers

    Guanghao Wu (university of technology sydney); Zhuo Cai (university of technology sydney); Shoujin Wang (university of technology sydney)

Poster presentations

114 papers
  • #70

    Predicting Decision-Time Reliability of Equity Market Risk under Delayed Inputs and Non-Stationary Conditions

    Medha Kumar (SVNIT)

  • #92

    Linguistic Passiveness in Earnings Calls and Stock Returns

    Lynn Tao (University of Toronto); Yuntao Wu (University of Toronto); Charles Martineau (University of Toronto); Vincent Grégoire (HEC Montréal); Andreas Veneris (University of Toronto)

  • #121

    Catch Alpha: Testing the Evaluator Before Testing the Trading Strategy

    Joris Viaud (Quant AI Lab)

  • #136

    FAAB: A Benchmark for Fault Detection and Responsibility Attribution in Financial Multi-Agent Workflows

    ShinSheng Chiou (Nanjing University); Ziyao Zhan (Nanjing University)

  • #182

    Nonlinear Multi-Scale Tokenization with Gated Attention for Financial Time-Series Forecasting

    Sirui Zhu (University of Essex); Hao Zhou (Nanchang University); Panagiotis Kanellopoulos (University of Essex); John O'Hara (University of Essex)

  • #198

    VerifiQuant: Governance-by-Execution for Financial LLM Workflows

    Yu-Chi Ko (National Taiwan University); Mi-Yen Yeh (Institute of Information Science, Academia Sinica); Shou-De Lin (National Taiwan University)

  • #208

    Same Mean, Opposite Outcomes: Parameter Sharing among Heterogeneous Traders in Multi-Agent Reinforcement Learning

    Jan Lisicki (University of Warsaw)

  • #223

    A Trustworthy Conjecture–Certification System for Martingale Optimal Transport

    Ziyao Wang (Texas Tech University)

  • #227

    Velocity- and Regime-Aware Detection of Intraday Options Market Manipulation, with Explainable Attribution

    Alexander Chen (University of Georgia); Maria Hybinette (University of Georgia)

  • #251

    FNUG: Factor-Neutral Update Gating for Anchored Option Hedging

    Tenghan Zhong (University of Southern California); Yuxuan Ouyang (Georgia Institute of Technology); Keyuan Wu (Shanghai Jiao Tong University)

  • #269

    Candidate Date Ranking for Multi-Horizon Corporate Event Prediction

    Ching-yu Lin (Bloomberg LP); Thomas Fonlladosa (Bloomberg LP); Ahsan Alvi (Bloomberg LP); Duc Nguyen (Bloomberg LP); Saher Esmeir (Bloomberg LP)

  • #300

    Auditing Completed-Channel Classification Beyond the Multi-Leg Shortcut: Evidence from Crypto Option RFQs

    Liu Haoran (Renmin University of China); FU XIAONAN (The University of Hong kong)

  • #302

    JaxMARL-BC: Multi-Agent Reinforcement Learning for Macroeconomic Modelling, in Seconds

    Daniele Montagnani (Università di Pavia); Andrea Coletta (Banca d'Italia); Antonietta Mira (Banca d'Italia); Aldo Glielmo (Bank of Italy)

  • #307

    Cross-Market Sentiment Propagation via Firm-Level Knowledge Graphs: A Two-Tier Hierarchical Scoring System for Taiwan–U.S. Equities

    Tung-Li Chen (National Taiwan University); Jyh-Shing Roger Jang (National Taiwan University)

  • #311

    Inverse Learning of Latent Risk-Neutral Densities from Irregular Option Quotes

    Lennon Shikhman (Georgia Institute of Technology); Michael Galarnyk (Georgia Institute of Technology); Aadi Dash (Georgia Institute of Technology); Nicholas Welsh (Florida Institute of Technology)

  • #318

    GuidedRec: Behaviourally Constrained Portfolio Recommendation with Certified Slate Optimisation

    Ezekiel Young (Singapore Management University); Hady Lauw (Singapore Management University)

  • #338

    Fair Contracts in Principal-Agent Games with Heterogeneous Types

    Jakub Tłuczek (Université de Neuchâtel); Victor Villin (Université de Neuchâtel); Christos Dimitrakakis (Université de Neuchâtel)

  • #348

    Memory × Self-Evolution: When Agents with Cognitive Frameworks Meet Market Paradigm Shifts in Investment

    Daren Wang (CUHK); Kin Hang Sew (CUHK); Jiawen Xian (Evolution AI Lab); Hong Xu (CUHK)

  • #352

    Diffusion models for dynamic volatility surface generation and data-driven hedging

    Yinbin Han (Stanford University); Jack Zhang (Stanford University); Manuel Torres (J.P. Morgan); Fernando Acero (J.P. Morgan); Renyuan Xu (Stanford University)

  • #379

    PropertyLM-UK: Deterministically Adjudicated Neural Address Resolution for the Identity Layer of Property Finance

    Nataliya Tkachenko (Lloyds Banking Group); Sophie Adams (Lloyds Banking Group); Andrew Torr (Lloyds Banking Group)

  • #405

    Dependence-Informed Sparse Neural Architecture for Stock Return Prediction

    Hongyu Lin (UCL); Yulin Chen (UCL); Yuanrong Wang (UCL); Antonio Briola (UCL); Tomaso Aste (UCL)

  • #418

    Sylvester: A Benchmark and Empirical Study of Lifecycle-Aware Entity Resolution on Open Financial Data

    Sheng Chang Li (University of Western Ontario)

  • #437

    Collapse-Resistant Preference Optimization for Financial Marketing Channel Selection

    Yealim Park (Korea University); Kyungjae Lee (Korea University)

  • #441

    ML-Optimized Finalization Timing Accelerates Purchasing Power Restoration: Evidence from a Randomized Experiment in BNPL Lending

    Ajay Poppur Suresh (Affirm); Chencheng Guo (Affirm); Chinmay Raval (Affirm); Alexander Statnikov (Affirm)

  • #449

    More Mentions, Less Information? Diagnosing Identity and Alignment in Reddit Embeddings for Volatility Forecasting

    Zhiyu Zheng (University of Chicago)

  • #455

    Climate-Dyna Deep Hedging for XVAs: Model-Based Reinforcement Learning, Residual Climate HVA, and Hedge-Instrument Discovery

    Xiaozhen Wang (CEREMADE, Université Paris Dauphine-PSL); Francois Buet-Golfouse (AIML Global Markets, Barclays)

  • #464

    Latent Flow Matching for Arbitrage-Aware Implied Volatility Surface Generation

    Dusica Bajalica (Université Paris Dauphine-PSL); Oscar Brooks (Université Paris Dauphine-PSL); Imen Ben Tahar (Université Paris Dauphine-PSL); Yating Liu (Université Paris Dauphine-PSL)

  • #470

    Memory as Replay: Reinforcement Learning in a Liquidity-Trap Economy

    Asako Chiba (Keio University)

  • #477

    Multi-Horizon Cross-Sectional Return Prediction with Feature Tokenizer Transformer

    Xueying Zhu (National university of Singapore); Amirhassan Monajemi (National university of Singapore)

  • #490

    Spreads Don't Price a Rival Market Maker's Information

    Oliver Oberle (ETH Zurich); Damien Berriaud (ETH Zurich); Roger Wattenhofer (ETH Zurich)

  • #491

    Lead-Lag Origination for Prioritizing Financial KOL Narratives

    Yuncong Liu (National University of Singapore); Yao Lu (National University of Singapore)

  • #493

    What Do Foundation Models for Market Microstructure Learn? A Controlled Study with Synthetic Limit Order Books

    Fernando Acero (J.P. Morgan AI Research)

  • #494

    Household Portfolio Choice under Trade Policy Uncertainty with a Deep Operator Network

    Siwon Lee (Washington University in St.Louis)

  • #497

    NarrativeRL: Narrative-Conditioned Reinforcement Learning for Anticipatory Commodity Hedging

    Romina Hashami (University of Essex); Felipe Maldonado (University of Essex)

  • #513

    Local Weak Limits and Transferable GNN Policies for Economic Network Intervention

    Zhecheng Wu (university of florida); Hamed Amini (University of Florida)

  • #514

    History-Conditioned Routing for Shadow Ratings: Evidence from Municipal Bonds

    Parigya Singh (Bloomberg)

  • #516

    OSCAR: Certified Online Learning forAuditable Financial Screening under Selective and Delayed Labels

    Yuko Kuroki (Intesa Sanpaolo AI Research); André Panisson (Intesa Sanpaolo AI Research); Alberto Rumi (ntesa Sanpaolo AI Research); Francesco Bonchi (Intesa Sanpaolo AI Research)

  • #533

    Structural Sensitivity in Supply Chain Networks for Financial Downside Cascade Prediction

    Amirmohammad Ebrahimi (University of Florida); Hamed Amini (University of Florida)

  • #551

    FinLifeBench: Exhaustive Life-Event History and Financial-State Reconstruction from Longitudinal Banking Dialogue

    Hangyeul Lee (Seoul National University); Juyoung Oh (KakaoBank, Financial Tech Lab); Jaeyong Ko (Seoul National University); Sunmin Kim (Seoul National University); Jaeik Park (Seoul National University); Hyunkyu Kim (KakaoBank, Financial Tech Lab); Jungmin Son (KakaoBank, Financial Tech Lab); Pilsung Kang (Seoul National University)

  • #557

    From Features to Circuits: Mechanistic Interpretability for Financial Tabular Transformers

    Arco van Breda (Universiteit van Amsterdam); Saba Amiri (Universiteit van Amsterdam); Ana Oprescu (Universiteit van Amsterdam); Sander Klous (Universiteit van Amsterdam); Erman Acar (Universiteit van Amsterdam)

  • #566

    Safe screening rules for portfolio optimization with linear and cardinality constraints

    Nanari Wada (University of Tsukuba); Shunnosuke Ikeda (University of Tsukuba); Yuichi Takano (University of Tsukuba); Jun-ya Gotoh (Chuo University)

  • #567

    QBX: A Compiler for Well-Formed, Auditable Alpha Programs

    Yichong Bai (PolyU HK); Kaigui Bian (PKU)

  • #568

    Conformal Trust Control for Learned Sequential Policies under Regime Shift

    Jiajun Li (Imperial College London); Ce Guo (Imperial College London); Wayne Luk (Imperial College London)

  • #577

    HAR-CEV: Probabilistic Volatility Forecasting with Adaptive Mean Reversion under Distribution Shift

    Yosep Na (Hanyang University); Namhyoung Kim (RiskX); Joon Ho Jun (Hanyang University); Jae Wook Song (Hanyang University)

  • #588

    Relational Factor Diffusion for Controllable Market Simulation

    Bokai CAO (The Hong Kong University of Science and Technology (Guangzhou) ); Haohan Zhang (The Hong Kong University of Science and Technology (Guangzhou)); Fengrui Hua (The Hong Kong University of Science and Technology (Guangzhou)); Jiaqi Liu (The Hong Kong University of Science and Technology (Guangzhou)); Lionel Ni (The Hong Kong University of Science and Technology (Guangzhou)); Bin Mu (Shanghai Jiao Tong University); Jian Guo (International Digital Economy Academy)

  • #595

    One Backtest Can Reject a Strategy but Cannot Validate a Model Swap: LLM-Stack Sensitivity in Multi-Agent Black–Litterman Asset Allocation

    Ivan Lee (National University of Singapore); Yen Teik Lee (National University of Singapore); Anand Bhojan (National University of Singapore)

  • #602

    ConfFiNE: A Confusion-Based Financial Neighborhood Estimator with Directed and Validated Peer Similarity

    Silu Li (Princeton University); Siyu Li (Westlake University); John Mulvey (Princeton University)

  • #607

    When Should Humans Intervene? Capacity-Aware Oversight for Financial AI Agents

    Brindha Jeyaraman (Aethryx)

  • #616

    Learning the Exact SABR Model

    Marco Bianchetti (Intesa Sanpaolo and University of Bologna); Giorgia Rensi (University of Bologna); Pietro Rossi (University of Bologna)

  • #626

    QuantDiffusion: Deep Generation of Multivariate Financial Scenarios for Portfolio Risk Assessment

    Juhwan Kim (Hanyang University); Soobeen Kim (Hanyang University); Jae Wook Song (Hanyang University)

  • #627

    A Pooled Exceedance Rate Hides Two Failures in Firm Earnings-at-Risk Under Trade Policy Uncertainty

    Siwon Lee (Washington University in St.Louis)

  • #633

    One Basket, Many Experts: Decorrelated Re-ranking for Financial Asset Recommendation

    Ryuki Unno (Hokkaido University); Keigo Sakurai (Hokkaido University); Koshi Watanabe (Hokkaido University); Keisuke Maeda (Hokkaido University); Takahiro Ogawa (Hokkaido University); Miki Haseyama (Hokkaido University)

  • #639

    Neural Realized Measures: Forecast-Supervised Intraday Aggregation for Volatility Forecasting

    Brian Sing Fan Chan (School of Mathematics and Statistics, The University of Sydney); Jennifer So Kuen Chan (School of Mathematics and Statistics, University of Sydney)

  • #641

    DDSL: Iterative Self-Labeling for Financial Market States

    Xianbin Gu (NYU Shanghai); Qingyue Zhu (NYU Shanghai); Yuhong Geng (NYU Shanghai)

  • #642

    Latent Oscillator Thompson Sampling for Recurrent Nonstationary Bandits

    Michael Rottoli (Università degli Studi di Bergamo)

  • #644

    Not Which Ratio, but in What Form: Trend–Transient Decomposition for Interpretable Variable Selection in Granular Corporate Rating

    Mikio Kofune (Heisei International University; Aoyama Gakuin University); Suguru Yamanaka (Aoyama Gakuin University); Akiko Kaneshiro (Trust Co., Ltd.)

  • #645

    Where Selection Bias Can and Cannot Be Corrected: A Partial-Identification View of Solicited Credit Ratings across the Listed-Firm Universe

    Mikio Kofune (Heisei International University; Aoyama Gakuin University); Suguru Yamanaka (Aoyama Gakuin University); Akiko Kaneshiro (Trust Co., Ltd.)

  • #647

    Beyond Co-Movement: Locality by Exposures Enables a Joint Factor–Graph Framework for Portfolio Diversification

    Sara Chehab (Imperial College London); Giorgos Iacovides (Imperial College London); Parisa Yazdanparast (Beaufort Bridges); Danilo Mandic (Imperial College London)

  • #649

    Conformal Kelly: Conformal Prediction Intervals as the Scale in Fractional Kelly Position Sizing

    Robert Ryan (ACS Athens)

  • #654

    Amortized Interventional Forecasting for Multivariate CIR Processes

    Andreas Sauter (VU Amsterdam); Sumit Sourabh (ING); Drona Kandhai (UvA/ING); Erman Acar (UvA)

  • #656

    Temporal-Context Edge Enrichment for Financial Crime Detection

    Danae Savvidi (Delft University of Technology); Çağrı Bilgi (Delft University of Technology); Kubilay Atasu (Delft University of Technology); Arie van Deursen (Delft University of Technology)

  • #669

    Calibration Bets on the Past: Post-Training Quantization for Financial Time-Series Forecasting

    Junyi Ye (Montclair State University); Ivy Wanjiku (Montclair State University)

  • #670

    Actionable Signals in Prediction Markets: Evaluating Public and Private Information through Systematic Trading

    Oriol Saguillo Gonzalez (IMDEA Networks); Lucianna Kiffer (IMDEA Networks); Fabio Giacomelli (Uni Roma)

  • #672

    Regime-Gated Residual Mixture-of-Experts for Cross-Sectional Volatility Forecasting

    Junyi Ye (Montclair State University); Gargi Vijay Borde (Montclair State University)

  • #680

    Semantic Credibility Cold-Start Priors for Novel Insurance Claim Codes with LLM Embeddings

    Yejin Kim (Meritz Fire & Marine Insurance); Junhyung Kim (Meritz Fire & Marine Insurance); Youngbin Lee (Elice); Yoontae Hwang (graduate school of data science, pusan national university)

  • #683

    MLP-Initialized Reinforcement Learning for Exit Timing in SPX Short-Straddle Portfolios

    Jianning Wang (Nanyang Technological University); Robert Ślepaczuk (University of Warsaw); Paweł Sakowski (University of Warsaw)

  • #685

    Magnitude, Not Shape: Volatility Beats Downside- and Tail-Risk Metrics at Forecasting Drawdown

    Meghanadh Pulivarthi (IBM); Hareen Venigalla (Atlassian)

  • #698

    Beyond Holdout Error: A Layered Framework for Evaluating Estimators under Selective Labels

    Ashwin Bhola (Bloomberg LP); Saher Esmeir (Bloomberg LP); George Tillisch (Bloomberg LP); Georgios Giannakoulias (Bloomberg LP); Houda Sabri (Bloomberg LP); Serge Yaskevich (Bloomberg LP)

  • #722

    On-Chain Behavioral Signatures for Classifying Centralized Exchange Addresses on Ethereum Using Proof-of-Reserves

    Seongchan Park (Dunamu); Hyunho Jeon (Dunamu); Byungsoo Kang (Dunamu); Gaeun Kim (Dunamu); Minseob So (Dunamu); Seongyong Kim (Dunamu)

  • #734

    Generative Adversarial Regression (GAR): Learning Conditional Risk Scenarios

    Saeed Asadi (University of Ottawa); Jonathan Yu-Meng Li (University of Ottawa)

  • #742

    ThemeFlow: From News Headlines to Investable Theme Signals with Contrastive Narrative Geometry

    Chloe Vuong (University College London); Miguel Rodrigues (University College London)

  • #753

    Interventional Evaluation of a Generative Limit Order Book Model

    Jess Carr (Oxford University ); Jakob Foerster (Oxford University ); Ani Calinescu (Oxford University)

  • #756

    Conditional Deep Lévy Models for Exotic Derivatives: History-Aware Path Generation and P-Q Payoff Diagnostics

    Helin Zhao (Johns Hopkins University); Junchi Shen (University of Washington)

  • #773

    Auditable Financial Knowledge Graphs: Schema-Driven Construction and Intrinsic Quality Evaluation

    Samarth Sarin (BlackRock); Lovepreet Singh (BlackRock); Dhagash Mehta (BlackRock)

  • #775

    Metropolitan Housing Signals for Treasury Duration Risk Management

    Doohwi Cha (Mirae Asset Securities); Hyeonjun Yeo (Department of Physics and Astronomy, Seoul National University); Gyuil Jung (Mirae Asset Securities); Jeongkyoo You (Mirae Asset Securities); Minsuk Sung (Department of Artificial Intelligence, Korea University); Donghwa Seo (DS Investment & Securities); Minjae Lee (Independent Researcher); Seunghan Son (Independent Researcher); Juyeong Lee (EY Consulting); Yoontae Hwang (Graduate School of Data Science, Pusan National University)

  • #777

    FinCN-QA: Auditing Issuer-Cue Confounding in Open-Corpus Financial RAG

    Zheyi Xu (Central South University); Yanjun Yang (Central South University); Xiang Chen (Hunan Kuaile Tongbao Technology Microfinance )

  • #778

    Simpler Is Sometimes Better: A Statistical Baseline Beats Neural Models and the Case for Shared-Condition Evaluation

    Leander Klinger (University of Lancashire)

  • #788

    Measuring the Causal Validity of Macro-Conditioned Market Simulators

    Marco Gervatini (Politecnico di Milano); Francesco Puoti (Politecnico di Milano); Fabrizio Pittorino (Politecnico di Milano)

  • #797

    SAiFE-gym: Model-based Environments for Automated Market Making with Concentrated Liquidity

    Georgios Chionas (University of Liverpool); Charalampos Kleitsikas (King's College London); Stefanos Leonardos (King's College London); Leandro Sánchez-Betancourt (University of Oxford); Carmine Ventre (King's College London)

  • #815

    Auditing and Repairing Modal Causal Extraction in Financial Text

    Kwangje Baeg (KT); Janaina Villacis (KDI School of Public Policy and Management)

  • #820

    When Text Complements the Return Path: A Strong Baseline for Behavioral Equity-Peer Retrieval

    Wilmer Henao (Invesco)

  • #827

    Uncertainty-Conditioned Hierarchical Specialist Routing for Dynamic Long-Short Portfolio Allocation

    Isaac Jia Wei Lim (NTU); Siyuan Liu (NTU)

  • #834

    When the Facts Run Out: Measuring and Steering Identity Substitution in Large Language Model Investment Advice

    Saanvi Khetan (The International School, Bangalore); Sankar B (Indian Institute of Science, Bangalore)

  • #836

    DOiT: Better Money-Flow Ranking Can Coexist with Worse Account Selection in Anti-Money Laundering Review

    Gwangui Hong (KFTC); Seonkyu Lim (KFTC); Min-Soo Kim (KAIST)

  • #837

    Validating Financial-Reporting Models with Delayed Labels and Distinct Regulatory and Reporting Outcomes

    Tuoyuan Cheng (National University of Singapore); Wilbur Xinyuan Chen (HKUST Business School); Kan Chen (National University of Singapore)

  • #850

    Arbitrage‐Aware Multi‐Step Forecasting of Implied Volatility Surfaces

    Dominik Buchegger (University of St.Gallen); Lukas Gonon (University of St.Gallen)

  • #869

    From Hindsight to Foresight: Adapting Reusable Reasoning Structures from Recurring Financial Events

    Sangjin Jin (Ulsan National Institute of Science and Technology); Junhyeong Lee (Ulsan National Institute of Science and Technology); Daehee Han (KakaoBank); Kangmin Kim (Ulsan National Institute of Science and Technology); Suhwan Park (Ulsan National Institute of Science and Technology); Seonghun Jeong ( KakaoBank); Daekyung Park (LinqAlpha); Lukasz Szpruch (University of Edinburgh); Zhangyang Wang (The University of Texas at Austin); Chanyeol Choi ( LinqAlpha); Youngjun Kwak (KakaoBank); Yongjae Lee ( Ulsan National Institute of Science and Technology)

  • #870

    FAP-Bench: A Matched-Control Benchmark for Horizontal Federated Cross-Sectional Equity-Return Prediction

    Ke Yang (New York University); Jiawei Shuai (University of Edinburgh)

  • #873

    Making Tail Constraints Bind: Two Silent Failure Modes in CVaR-Constrained Portfolio RL

    Nigel Li (HSBC); Yutong Han (Columbia Uni)

  • #875

    From Extraction Error to Decision Cost: Stress-Testing Financial LLM Extraction Pipelines

    YUE WANG (King's College London); JIN JIANG (JINGDONG)

  • #880

    Reasoning More, Knowing No Better? Epistemic Calibration in Financial Reasoning Tasks

    Mingshu Li (BlackRock, Inc.); David Mark Borbely (BlackRock, Inc.); Hunor Ferenc Balint (BlackRock, Inc.); Sai Anusha Meesala (BlackRock, Inc.); Aditya Singh (BlackRock, Inc.); Devender Saini (BlackRock, Inc.); Tianjiao Zhao (BlackRock, Inc.); Máté Tóth (BlackRock, Inc.); Dhagash Mehta (BlackRock, Inc.)

  • #897

    Inference-Time Fairness Layers for Deployed Credit Models: Audit Requirements and Failure Modes

    Deepanshu Aggarwal (Mastercard); Puspita Majumdar (Mastercard)

  • #898

    Rule Forest: Interpretable Ensembles of LLM-Generated Questions for Rare-Outcome Prediction

    Ben Griffin (University of Oxford); Aaron Ontoyin Yin (Vela Partners); Diego Vidaurre (Centre de Recerca Matemàtica); Ugur Koyluoglu (Oliver Wyman); Joseph Ternasky (Vela Partners); Fuat Alican (Vela Partners); Yigit Ihlamur (Vela Partners)

  • #899

    From Communities to Trades: Network-Guided Pair Selection and Adaptive Thresholding for Cryptocurrency Statistical Arbitrage

    Alexandros du Perez (QuantiFi); Mehul Verma (QuantiFi); Erman Acar (University of Amsterdam)

  • #909

    FinMFT: Multi-Source Fine-Tuning of Language Models for Financial News

    Silu Li (Princeton University); Wenhui Sophia Lu (Stanford University); John Mulvey (Princeton University); Siyu Li (Westlake University)

  • #917

    A Standardized Training and Evaluation Protocol for Sequential Fraud Detection

    Michaela Mašková (Faculty of Electrical Engineering, Czech Technical University in Prague); Václav Šmídl (Faculty of Electrical Engineering, Czech Technical University in Prague)

  • #918

    DBSCAN+K: Cost-Aware Marker Detection for Intraday Trading

    Luyu Niu (Baylor University); Henry Han (Baylor University)

  • #927

    Understanding the Inner Workings of a State-Space Foundation Model for Limit Order Books

    Valentin Mohl (University of Oxford); Alexandre Bismuth (University of Oxford); Aramis Marti-Shahandeh (University of Oxford); George Nigmatulin (University of Oxford); Kang Li (University of Oxford); Stefan Zohren (University of Oxford); Jakob Foerster ( University of Oxford); Mihai Cucuringu (University of Oxford, University of California Los Angeles); Anisoara Calinescu (University of Oxford)

  • #935

    Algorithmic Collusion Without Deterrence: Auditing the Punishment Mechanism in Q-Learning Pricing Agents

    Kauê de Moraes (University of Sao Paulo); Rodrigo De Losso (University of São Paulo)

  • #939

    Machine-Learned Conditional Trading of TP2 Violations in SPY American Call Options

    Jyotir Patel (Stony Brook University); Pawel Polak (Stony Brook University); Omkar Lashkare (Stony Brook University )

  • #950

    An Application of Invariant Operator Learning to Implied Volatility Forecasting

    Jongho Park (Pohang University of Science and Technology); Youngju Ahn (Pohang University of Science and Technology); Bong-Gyu Jang (Pohang University of Science and Technology)

  • #961

    Can You Delete a Year of Market Data? Machine Unlearning Against Exact Retraining Oracles

    Junyi Ye (Montclair State University)

  • #972

    Ordinal Gates, Cardinal Bets: Matching LLM Confidence to the Financial Decision Operator

    Rayansh Singh (Michigan State University); Sara Rezaeimanesh (Michigan State University)

  • #984

    LegalLOB: Generating Structurally Valid Level-2 Limit Order Book Trajectories with Diffusion Models

    Guanghao Wu (university of technology sydney); Yixuan Xu (Australian National University); Shoujin Wang (university of technology sydney)

  • #985

    Market Impact Estimation via Causal Foundation Models

    Dennis Thumm (National University of Singapore)

  • #998

    How Much Does the Hint Matter? Scope Conditions for Hindsight Self-Distillation in Financial Reasoning

    Johnny Yu (UC Berkeley)

  • #1007

    When Errors Have Unequal Consequences: Second-Order Complementary Log Loss for Cost-Sensitive Boosting

    Jacqueline PANG (Cornell University)

  • #1027

    Accurate Networks, Wrong Banks: Reconstruction Quality Depends on the Decision It Informs

    Daria Godorozha (London School of Economics); Samuel Inman-Altass (London School of Economics); Nourhan Hashish (European Economics)

  • #1044

    A Production-Deployed Financial Education Assistant with Interpretable Retrieval over Expert-Curated Knowledge

    Marco Cremaschi (University of Milan-Bicocca); Fabio D'adda (University of Milan-Bicocca); Monica Rossolini (University of Milan-Bicocca); Paola Agnese Bongini (University of Milan-Bicocca); Michele Latrofa (Associazione Italiana Educatori Finanziari); Giancarlo Straub (Associazione Italiana Educatori Finanziari)

  • #1050

    BookDiT: Reducing Autoregressive Rollout Drift in Limit Order Book World Models

    Griffin Galimi (University of California, Los Angeles); Kang Li (University of Oxford); Mihai Cucuringu (University of California, Los Angeles)

  • #1061

    When a Correct Reward Is Not Enough: Diagnosing and Guiding PPO in an Analytically Solved Broker-Trader Game

    Siu Tung Wong (University College London); Carlo Campajola (University College London)

  • #1074

    Don’t Trust, Verify: Adaptive Multi-Agent Feature Engineering for Financial Fraud Detection

    Rishit Jakharia (Mastercard); Subhajit Tarafdar (Mastercard); Anand Vir Singh Chauhan (Mastercard); Anubha Pandey (Mastercard)

  • #1092

    Adversarial Post-Training of Foundation Models for High-Frequency Trading

    Alexandre Bismuth (BOLD, University of Oxford); Kang Li (University of Oxford); Aramis Marti-Shahandeh (University of Oxford); Valentin Mohl (University of Oxford); Jakob Foerster (University of Oxford); Anisoara Calinescu (University of Oxford)

  • #1106

    Do Large Language Models Understand Financial Fraud?

    Kinjalk Srivastava (University of St. Gallen); Fabian Karst (University of St. Gallen); Mahei Manhai Li (University of St. Gallen)

Proceedings only

49 papers
  • #80

    Multi-Horizon Prediction of Financial Technical Indicators via Ticker-Aware Deep Learning and Ensemble Optimization

    Ahmed AYOUBI (UFR De Mathématiques-Université Clermont Auvergne)

  • #90

    RATE: A Regime-Adaptive Temporal Ensemble for Accurate Retail Credit Default Prediction

    yejun soun (PFCT); Ji Hoon Yoo (PFCT); Seungho Lee (PFCT); Jeongin Lee (PFCT); Byunggyu Ahn (PFCT); Seokjung Hong (PFCT); Jihwan Kim (PFCT); Daesung Lee (PFCT)

  • #96

    The Alert-Feedback Trap: Why Drift-Adaptive Fraud Detectors Fail Under Realistic Label Feedback, and How Much Exploration It Takes to Escape

    Sankeerth Latheesh (Amity School of Engineering & Technology, Amity University); Dhruv Sharma (Amity Centre for Artificial Intelligence, Amity University )

  • #137

    Confidently Wrong: Detecting Hallucinations in Financial Question Answering from LLM Internal States

    Zhe Wang (St. John Fisher University)

  • #220

    Sparse Autoencoders as Implicit Diversification Regularisers for Cross-Sectional Cryptocurrency Returns

    Weijia Han (University of Washington); Lisha Qu (University of Washington)

  • #242

    Differentially-Private Diffusion in Schema-Aware Latent Space

    Akihiro Takemura (Japan Digital Design, Inc.)

  • #324

    CARTA: Self-Supervised Reusable Transaction Embeddings via Heterogeneous Tokenization and Cross-Attention

    Shreyas Chandrahas (Visa); Jose M Munoz (MIT); Satish Babu Bellapu (Visa)

  • #332

    Time-Inhomogeneity in Risk Averse Objectives for Financial Applications of Reinforcement Learning

    Federico Cacciamani (Intesa Sanpaolo); Roberto Daluiso (Intesa Sanpaolo); Marco Pinciroli (Intesa Sanpaolo); Michele Trapletti (Intesa Sanpaolo); Edoardo Vittori (Intesa Sanpaolo)

  • #337

    When Drift Does Not Warrant Retraining: A Held-Out Test for In-Context Adaptation versus Retraining in Markets

    Wilfried Mulyawan (Nanyang Technological University); Mengzhong Ma ( Nanyang Technological University); Lin William Cong (Nanyang Technological University)

  • #343

    Train Often, Deploy Selectively: Forward-Gated Model Replacement in Crypto Markets

    Aditya Dutta (Emory University)

  • #346

    Oracle Latency and Algorithmic Concentration in DeFi Lending

    Wilfried Mulyawan (Nanyang Technological University); Mengzhong Ma (Nanyang Technological University); Lin William Cong ( Nanyang Technological University)

  • #391

    Lead-Lag Relationships in Financial Markets: A Comparison of Multiple Clustering Algorithms

    Ruichen Deng (Nankai University); Yichi Zhang (University of Oxford)

  • #411

    Recovering Pre-Event Crowd Beliefs in Prediction Markets with a Risk-Calibrated Mixture of Inverse Experts

    Idrees Aziz (middle east technical university)

  • #413

    FinEntropyBench: What Does Entropy Tell Us About Market Efficiency?

    Idrees Aziz (middle east technical university)

  • #422

    Market Decompression: Learning Latent-State Inverse Maps for Cold-Start Financial Prediction

    Idrees Aziz (middle east technical university)

  • #468

    Diversification Across Predictors: Heterogeneous Ensemble Learning for Cross-Sectional Return Prediction

    Danning Li (The Hong Kong University of Science and Technology (Guangzhou))

  • #523

    Can We Stop the Backtest Yet? Anytime-Valid Promotion Tests for Adaptive Financial Research Agents

    Eric Benhamou (AI For Alpha); Jean-Jacques Ohana (Ai For Alpha); Beatrice Guez (AI For Alpha); Ethan Setrouk (AI For Alpha); Chamyl Saadi (AI For Alpha); Thomas Jacquot (AI For Alpha)

  • #544

    TAPES: Terminal Adjoint-Propagated Error Scheduling for Financial Diffusion Samplers

    Yilie Huang (Columbia University)

  • #564

    Observational Policy Ranking for SMB Financial Guidance from Multi-Action Accounting Logs

    shrutendra harsola (Intuit); Vignesh Subrahmaniam (Intuit); Vikas Raturi (Intuit); kamalika das (intuit); Xiang Gao (intuit); Kratika Gupta (intuit); Ruocheng Guo (Intuit); Padmaja Jonnalagedda (Intuit); Ananya Pramod (intuit); Sricharan Kumar (Intuit)

  • #565

    Lie-DCC: Gated Lie-Algebraic Residual Learning for Reliable Dynamic Covariance Forecasting

    Ke Liu (SCUEC); Liyu Gong (Oracle Inc); Longjiao Zhang (Oracle Inc); Genyi Huang (Oracle Inc)

  • #634

    Projective Generator Networks for Zero-Refit Multi-Horizon Financial Forecasting

    Jian Zhang (CHINA CYBERSECURITY REVIEW, CERTIFICATION AND MARKET REGULATION BIG DATA CENTER); RuiFeng Yuan (CHINA CYBERSECURITY REVIEW, CERTIFICATION AND MARKET REGULATION BIG DATA CENTER); Heng Ji (University of Science and Technology of China)

  • #661

    Sampling Stressed Laws at Prescribed Severities: Certified Generative Scenarios

    ­Yechan Jeong (Seoul National University); Juhoon Kang (Seoul National University); Youngjoon Hong (Seoul National University)

  • #689

    In-Context Operator Learning for Impact Prediction and Schedule Choice in AMM Execution

    Jinrui Yang (National University of Singapore)

  • #706

    Micro-Prudence, Macro-Fragility: Crowding and Strategic Response of Risk-Aware Optimal Execution Agents

    Sriram Bharadwaj Rangarajan (King's College London); Carmine Ventre (King's College London)

  • #708

    The Division of Research: Information Access and Independent-Book Capacity in LLM Investment Teams

    Doohwi Cha (Mirae Asset Securities); Minjae Lee (Independent Researcher); Minsuk Sung (Department of Artificial Intelligence, Korea University); Juyeong Lee (EY Consulting); Seunghan Son (Independent Researcher); Donghwa Seo (DS Investment & Securities); Yoontae Tae (Graduated School of Data Science, Pusan National University )

  • #715

    SlipClock: A Conditional Displayed-Depth Cost Benchmark for Evaluating Financial AI Strategies in Crypto Futures

    seunghan son (Independent Researcher); Doohwi Cha (Mirae Asset Securities); Minjae Lee (Independent Researcher); Juyeong Lee (EY Consulting); Minsuk Sung (Department of Artificial Intelligence, Korea University); Donghwa Seo (DS Investment & Securities); Yoontae Hwang (Graduate School of Data Science, Pusan National University)

  • #718

    What Makes a Financial Benchmark Financial? A Role-Conditioned Audit of Faithfulness and Capability

    Jiahui Zhang (Nanyang Technological University); Chi Seng Pun (Nanyang Technological University)

  • #751

    When No Enforceable Locus Exists: Availability and Representability in a Financial AI Agent Stack

    Mulan Zhou (University of California San Diego); Yan Xue (Instinctive Network)

  • #771

    Uncertainty Quantification for Financial Foundation Models: A Survey

    Mingjun Sun (Carnegie Mellon University); Zijie Zhao (Massachusetts Institute of Technology); Shenbo Xu (Massachusetts Institute of Technology)

  • #793

    Execution-Aware Benchmarking of Reinforcement Learning for Concentrated Liquidity Provision

    Arjun Mahesh (Duke University); Alessio Brini (Duke University)

  • #805

    Why Block Withholding Is Self-Limiting: Energy Costs, Bounded Attackers, and Learning Agents

    Zining Wang (University of Bristol)

  • #807

    Risk-Preference-Conditioned Generative Reinforcement Learning for Hedging Prediction-Market Contracts

    Quanyan Zhu (New York University)

  • #811

    CARB: A Verifiable Benchmark for Accounts-Receivable Agents

    Jason Jho (Stuut); Naman Kedia (Stuut)

  • #881

    Reproducibility of Mojo GPU Kernels in Financial AI

    Henry Han (Baylor University)

  • #884

    Deep-MKV-TS: Path-Dependent McKean–Vlasov Control for Financial Time Series Generation

    Samer El Boustany (Murex SAS); Théo Basséras (Murex SAS); Samy Mekkaoui (Polytechnique); Yadh Hafsi (Polytechnique); Alexandre Alouadi (Polytechnique); Huyen Pham (Polytechnique)

  • #911

    AssetPAG: Proposal Authorization and Governance for Neural Portfolios

    Silu Li (Princeton University); John Mulvey (Princeton University); Siyu Li (Westlake University)

  • #916

    FUSE: Factor Learning with Uncertainty-Aware Selection and Estimation

    Ryan Engel (Stony Brook University); Pawel Polak (Stony Brook University)

  • #930

    REFLEX: Reflexive Equilibrium Fixed-point Learning for Endogenous eXchanges

    Vignesh Nagarajan (Texas A&M University); Shriraghav Ashok (University of California, Berkeley)

  • #944

    The Grid Is the Alpha: Measuring Effective Multiplicity and Permutation Nulls in LLM Event-Driven Trading

    Simarjot Khanna (Independent Researcher)

  • #953

    L0 Feature Selection via Monte Carlo Tree Search in High-Dimensional Financial Regression

    Cameron Mouangue (École Polytechnique); Tristan Cazenave (LAMSADE, Université Paris Dauphine - PSL)

  • #955

    When Synthetic Markets Look Real but Aren't: Cross-asset tail dependence as a realism diagnostic for financial data generators

    Ming Yin Ivan Sit (UCLA)

  • #977

    Agent Policy-Value Audit: Separating Transition Composition from Event Selection in Financial LLM Agents

    Mingyang Chen (Emory University); Yida Xu (Emory University); Huiwen Chen (Emory University); Yiming Lu (Emory University); Wei Jin (Emory University)

  • #989

    Can a Multi-Agentic Small Language Model framework Compete with a Single-Agent LLM in Portfolio Rebalancing?

    Anjalika Arora (Georgia Institute of Technology); Krishaang Gupta (Georgia Institute of Technology); Vani Gupta (Georgia Institute of Technology)

  • #990

    STRAPSim: A Portfolio Similarity Metric for ETF Alignment and Portfolio Trades

    Mingshu Li (BlackRock, Inc.); Dhruv Desai (BlackRock, Inc.); Jerinsh Jeyapaulraj (BlackRock, Inc.); Philip Sommer (BlackRock, Inc.); Riya Jain (BlackRock, Inc); Peter Chu (BlackRock, Inc.); Dhagash Mehta (BlackRock, Inc.)

  • #1032

    A Hybrid Cross-Encoder for Scalable Transaction Linking

    Sarthak Malik (Mastercard); Ashish Kumar (Mastercard); Arya Topale (Mastercard); Maria Spaeth (Mastercard); Aakarsh Malhotra (Mastercard)

  • #1036

    Beyond Gaussian Forecasts: OFI-Conditioned Predictive Distributions for High-Frequency Returns and Volatility

    Hamidreza Bandealinaeini (Sharif University of Technology); Mohammad Sharifkhani (Sharif University of Technology); Erfan Salavati (Amirkabir University of Technology)

  • #1062

    When Does “Post-Call” Begin? An Availability Contract for Earnings-Call NLP Benchmarks

    Xiaoyu Ma (National University of Singapore ); Kelvin Koa (National University of Singapore); Yuncong Liu (National University of Singapore); Ke-wei Huang (National University of Singapore)

  • #1068

    Internalizing Investment Mandates: A Neurosymbolic RL Approach to Portfolio Allocation

    Zeynep Yıldız (Boğaziçi University); Satchit Chatterji (University of Amsterdam); Ercan Atam (Boğaziçi University); Erman Acar ( University of Amsterdam)

  • #1071

    Faithful by Audit: Chain-of-Thought Faithfulness in Financial Decisions

    Ashkan Golgoon (U.S. Bank); Giacomo Domeniconi (U.S. Bank); Samuel Atkins (U.S. Bank)