Workshop Papers
Explore 120 papers across 9 ICAIF 2026 workshops. Poster presentations are labelled. Presenting authors are underlined.
120 papers
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#1158
Auditable FRTB Capital Explanations: A Tool Contract for Financial AI Agents
Yuhe Sui (Quantitative Research Society)
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#1189
Digitalizing AI Governance in Financial Institutions: From Document-Centric Policy to Centralized Lifecycle Management
Federica Screti (Deloitte)
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#1201
Measuring Sensitive Attribute Biases in LLMs: Credit Risk Assessment as an Empirical Benchmark
Federico Ricciuti (CRIF); Diana Komis (CRIF)
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#1209
Is It Still the Same Model? Economic Identity Fingerprints for Production Financial AI
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)
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#1213
Enhancing Financial Crisis Prediction Using Generative Adversarial Networks and Explainable Artificial Intelligence
Mathurin Aimé Mekam Pouatcha (Università di Pisa); Salvatore Rinzivillo (CNR); Francesca Naretto (Università di Pisa)
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#1214
Governing LLM Agents in Financial Compliance: Controls That Survive a Change of Model
Aditya Tippanaboena (Independent Researcher); Cameron Collins (Independent Researcher); Sahil Rangwala (Independent Researcher)
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#1269
When Synthesis Silences Risk: Auditable Sign-Off in Financial Agent Committees
Jeffrey Zhou (California Institute of Technology)
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#1271
FiPARM: Financial Prompt Actionable Risk Management A Governance Taxonomy for Prompt-Level Risk Classification in Financial Services
Owen O Neill (BNY); Rajitha Ramanayake (BNY); Nicte Thorpe (BNY); Urja Pawar (BNY); Abhishek Mandal (BNY); Houssem Chatbri (BNY); Christopher Martin (BNY)
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#1272
AEGIS: An Auditable Evidence-Governed Interface for Cost-Aware AI Workflow Selection in Finance
Xiaozhen Wang (CEREMADE, Université PSL); Francois Buet-Golfouse (AIML Global Markets, Barclays)
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#1305
Unequal Denial, Similar Recourse Cost: Pricing the Closure of the Mortgage Denial Gap
Jonathan Chang (Union County Magnet High School)
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#1161
Expert-Guided Rubrics as Dense Reward Signals for Reinforcement Learning in Non-Verifiable Domains
Ashish Bansal (The Vanguard Group)
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#1180
Reward Integrity in Adversarial Reinforcement Learning for LLM Guardrail Red-Teaming
Hongxu Chen (Commonwealth Bank of Australia)
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#1195
Repair, Capture, Polish, Null, or Revert: What RLVR Does to a Tool-Use Agent Depends on the Model Family
Ajitabh Kumar (IntelCast)
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#1212
From Deliberation to Allocation: Voting and Reinforcement Learning over LLM Financial Analysts
Sudip Gupta (Johns Hopkins University)
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#1221
PIERCEBench: A Benchmark for Joint Evaluation of Financial Trading Agents
Anand Gadicherla (Algoverse AI Research)
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#1225
How Not to Evaluate Agent Memory: Episode Overlap, Clustered Inference, and a Null Result under Market Regime Shift
Jonathan Chang (Union County Magnet High School)
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#1229
Financeharness: Engineering a Finance Retrieval Harness for Search Agents Powered by Sub-10B Models
Vineeth Kalluru (NVIDIA)
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#1159
What Post-hoc Attributions of FRTB-IMA Capital Answer
Yuhe Sui; Yingzhi Tang
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#1224
The Recourse Test: Do LLM Adverse-Action Explanations Survive Repair-and-Replay?
Jonathan Chang
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#1260
PolicyAttention: A Certifiable and Testable Update Rule for Attention-Based Allocation Controllers
Shufang Chen; Yuhe Sui; Yingzhi Tang; Xinyue Wu
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#1261
Inside Chat Bankman-Fried: Geometric Insights into LLM Alignment in Finance
Chiara Coltellacci; Anastasia Di Blasio; Giulia Iadisernia; Carolina Camassa; Diego Doimo; Andrea Coletta; Aldo Glielmo; Anna Russo Russo
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#1319
Text as Structure, Not Signal: Text-Aligned Groups for Distributionally Robust Stock Ranking
Jiwon Park; Namhyoung Kim; Sungweon Shin; Jae Wook Song
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#1326
AssetDART: Interpreting Neural Portfolio Models Through Decision Regimes
Silu Li; John Mulvey; Siyu Li
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#1215
When Do In-Context Tabular Foundation Models Help in Banking?
Anna He (Affirm); Tianming Zhou (Affirm); Alexander Statnikov (Affirm)
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#1265
Transformer-Based Contextual Embeddings for Sequential User Behavior in Banking Applications
Ignacio Esplugues (BBVA); Ignacio Esplugues (BBVA); Asier Rodriguez (BBVA); Joel Medina (BBVA); Ignacio Sisamón (BBVA)
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#1281
Scalable Tokenization of Transactional Payment Data for Generative AI Modeling Poster
Ngoc Minh Tran (Mastercard Ireland); Arjun Dussa (Mastercard Ireland); James Conway (Mastercard Ireland); Stephen Flinter (Mastercard Ireland)
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#1287
Rethinking Credit Risk Through Better Customer Representations
Soumya Ghosh (Revolut); Stefan Lessmann (Humboldt-Universität zu Berlin); Victor Medina-Olivares (University of Edinburgh Business School); Tadas Krisciunas (Revolut); Amey Baokar (Revolut)
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#1290
Combining real-world semantic information and synthetic data generation in Tabular Foundation Models Poster
Edoardo Belli (Revolut); Marina Stepanova (Revolut); Amey Baokar (Revolut); María Óskarsdóttir (University of Southampton & Reykjavik University); Cristián Bravo (Western University)
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#1291
Multimodal Zero-Shot Prediction for Transaction Data at Scale
Parameswaran Kamalaruban (Visa); Viktor Drobnyi (Visa); Maeve Madigan (Visa); Julia Rozanova (Visa); David Sutton (Visa); Stuart Burrell (Visa)
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#1294
Enhancing Banking Early Warning Models with Conditional Synthetic Transactional Data Poster
Fabrizio Garuti (Prometeia Spa); Simone Luetto (Prometeia Spa)
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#1295
INTENT: Out-of-Sample, Out-of-Time, and Cold-Start Evaluation on User Event Sequences Poster
Mattias Kvist (KTH AI Society); Erik Lidman Hillbom (KTH AI Society); Edoardo De Cal (KTH AI Society); Davis Siemens (KTH AI Society); Adam Fredriksson (Unbox AI); Rickard Brüel-Gabrielsson (Stanford University, MIT, Unbox AI)
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#1299
Contrastive Learning with Synthetic Interpretations for Financial Transaction Understanding
Wen Yao (Plaid)
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#1300
MUSERT: Multitask User Sequence Encoder Representations for Transactions Poster
Wen Yao (Plaid)
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#1302
Decoupling Perception from Description: Computation-Grounded Representation Alignment between Multivariate Time Series and Language
Xinran Feng (The Hong Kong University of Science and Technology (Guangzhou)); Yi Xie (Technical University of Munich; Heilbronn Data Science Center); Chao Zhang (Thrust of Financial Technology, The Hong Kong University of Science and Technology (Guangzhou)); Ruikun Li (Thrust of Financial Technology, The Hong Kong University of Science and Technology (Guangzhou)); Wanyun Ling (Technical University of Munich; Heilbronn Data Science Center); Ziyue Li (Technical University of Munich; Heilbronn Data Science Center); Chenxi Liu (Hong Kong Institute of Science & Innovation, Chinese Academy of Sciences)
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#13
Ten Thousand Rows Is Not Enough: An Evaluation Protocol for Foundation-Model Return Signals Poster
Kuan Ta Wu
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#14
The Price of Thought: Does Test-Time Reasoning Pay in LLM Trading? Poster
Jiayi Chen; Guiling Wang
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#16
Can You Trust Your Finance Agent? Drift, Diagnosis and Auditable Intervention on One Shipped Financial Research Agent
Cosimo Galeone; Giuseppe Ettorre; Anna Ettorre; Ginevra Mariani; Minsu Park; Daniele Ligorio
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#24
Cross-Lingual Reusability of LLM Pipelines: Financial Extraction, Multilingual Reasoning, and Semantic Screening Poster
Joong Ho Choi; Sherine George; Jiayang Zhao; Jayesh Rathi; Ashwin Kandath; Ananya Sane; Vishhvak Srinivasan
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#29
LLM-Generated Counterfactual Stress Scenarios for Portfolio Risk Simulation via Hybrid Prompt-RAG Pipeline Poster
Masoud Soleimani
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#31
Replicate the Decision, Not the Paragraph: An Executable Contract for Quantitative-Research Agents Poster
Eric Benhamou; Jean-Jacques Ohan; Beatrice Guez; Ethan Setrouk; Chamyl Saadi; Thomas Jacquot
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#33
FiPARM: Financial Prompt Actionable Risk Management A Governance Taxonomy for Prompt-Level Risk Classification in Financial Services Poster
Owen O'Neill; Rajitha Ramanayake; Nicte Thorp; Urja Pawar; Abhishek Mandal; Houssem Chatbri; Christopher Martin
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#34
AI For Everyone: Measuring Assumptions and Mapping a Curriculum in Financial Services Poster
Nidhi Singh; Will Flanagan; Rajitha Ramanayake; Sarah Epstein; Ivan Wiryadi; Gisele DeWitt; Ananya Nagireddy; Ana Alfaro Pizana; James Usher
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#37
Could This BE Any More Wrong? Teaching VLMs to Know What They Don’t Know in Document Extraction Poster
Varad Srivastava; Prabhu R; Victor Daniel Casas Hernandez
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#39
Attribution Is a Propagation Problem in Multi-Agent Trading Systems Poster
Advije Rizvani; Giovanni Apruzzese; Pavel Laskov; Nils Lukas
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#40
When Repeatable Labels Disagree: Prompt Reformulation in LLM Measurement of Financial Disclosures Poster
Hongzhen Du
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#49
Firm-Level Energy Cost Exposure Poster
ZHANG ZHENG; Dong Xu
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#53
Evaluating LLM-Directed Model Development: Lessons from Income Prediction Poster
Fang Fang; Alexander Statnikov
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#54
A Discussion on Generative Preference Elicitation in Finance Poster
Anagha Tiwari; Brian Jabarian; Alexander G. Gray; Nick Feamster; Alex Imas; Alex Kale
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#57
A Holistic Evaluation of Large Language Models for Earnings Forecasting Poster
Yurun Sun; Pietro Panzarasa; Valentin Danchev
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#58
Grounded Event Extraction from SEC 8-K Filings with a Fine-Grained Taxonomy Poster
Rian Dolphin; Joe Dursun; Jarrett Blankenship; Katie Adams; Quinton Pike
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#60
Do LLMs Understand Limit Order Book Dynamics?
Junxiao Chen; Paul Glasserman
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#63
Buy the Rumor, Sell the News: When Is News Priced In?
Alireza Kargarzadeh; Nariman Khaledian; Navid Parvini; Sid Ghatak; Arman Khaledian
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#66
Using LLMs for Table Data Extraction from Public Finance Documents Poster
Vikram Aggarwal; Siddarth Raman; Susan Thomas; Jay Kulkarni; Aakriti Narang; Aditi Mascarenhas; Ajay Shah
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#70
Extracting ESG Fields from Emerging-Market Sustainability Reports with LLM Assistants: A Pilot Evaluation on Kazakh and Uzbek Corporate Disclosures Poster
Feruza Kholmukhamedova
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#72
Honest Small Decision Models for Finance: Scale, Specialization Collapse, and Mixed-Corpus Remediation Poster
Ajitabh Kumar
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#73
MemTrial: Learning When to Trust Memory in LLM Portfolio Agents Poster
Guanghao Wu; Zhuo Cai; Shoujin Wang
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#74
DealsFlow: An Evidence-Gated Agentic Harness for Venture Capital Deal Triage Poster
Ming Ze Tang; David Cutting; Boyd Carson; Vasiliki Carson
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#75
Correct but Unlicensed: Prompt Allowlists and the Traceability of Figures in LLM Financial Assistants
Siddhesh Chaubal; Debarya Dutta; Hyeonwoo Jeon
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#76
FinPanel: Selecting LLM Trader Personas for Financial Trading Poster
Boming Yang; Yuquan Wang; Yusuke Iwasawa; Yutaka Matsuo; Jiaxian Guo
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#80
SHARP: Structured Hierarchical Agentic Reasoning for Corporate Bond Pricing
Ni Ma; Chen-Tse Tsai; Yeu-Chern Harn; Chirag Gupta; Prabhanjan Kambadur; Ioana Baldini; David S Rosenberg; Camilo Ortiz
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#82
As-Of: Measuring Temporal Leakage in Retrieval-Grounded Financial Evaluation Poster
Jonathan Chang
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#83
Universal Diffusion Models for Implied Volatility Surfaces: Learning Shared Dynamics Across Stocks Poster
Mingzhi Yang; Sheng Wang; Chao Zhang; Ruikun Li
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#84
FinALTA: Deterministic Execution with Language-Model Explanations for Auditable Financial Question Answering over Budget Data Poster
Areej AlOtaibi; Layali Abdulrahman Alsolami; Tasniem Nasser Alyahya
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#89
From Letter-of-Credit Requirements to Executable Specifications: Evaluating Verification Accuracy and Completeness Poster
Ji Sub Choi; Whan choi; SEO YEON GU; Kim suhyun; Inyong Yun
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#90
Multidimensional Views Behind Target-Price Revisions: An LLM-Based Representation of Analyst Outlooks Poster
Kiyoun Kim; Sung-Yeon Nathan Lim
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#91
PALM: Point-in-Time Adaptation for Financial Language Models
Seunghan Lee; Jun Seo; Jaehoon Lee; Junhyeok Kang; Sangjun Han; Sungdong Yoo; Minjae Kim; Tae Yoon Lim; Dongwan Kang; Hwanil Choi; Soonyoung Lee; Wonbin Ahn
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#92
Training Scores Are Not Returns: Workflow-Level Evaluation of LLM-Guided Alpha Search Poster
Siyan Chen
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#96
Decision-Focused Representation Adaptation for Cold-Start IPO Future-Peer Retrieval Poster
Yeonsuk Jung; Jang Ho Kim
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#98
Can Personalized Advice Improve Investor Behavior? Evidence from a Multi-Agent Simulation of Retail Investors Poster
Yu Jeong Lee; Sujin Jung; Jaeho Jo; Junyoung Kwon; Sangjin Jin; Yongjae Lee
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#99
ZooBench: Localizing Failure in AI Replication of the Factor Zoo
Campbell Taylor; Sebastian Rivera; Sami Naeem; Alejandro Canete
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#105
The Expert and the Machine: A Case Study of Human-Steered and Autonomous Agents Iterating a Niche Domain Simulator Poster
Ollie Olby; Andreea Bacalum; Kibaek Lee; Namid Stillman
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#109
Is All the Information in the Price? LLM Embeddings versus GICS and Price-Correlation Stock Clusters in a Factor-Model Test of the Efficient Markets Hypothesis Poster
Tucker Balch; Maria Hybinette; Grant Johnson; Bingyang Wang
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#110
Disagreement About Nothing: A Pre-Registered Stress Test of a Persona-Ensemble Measure of 10-K Complexity Poster
Aryan Chhabra; Kuntara Pukthuanthong
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#113
Right Numbers, Wrong Questions: Evaluating LLMs on Underspecified Financial Queries
Radha Yadav; Prasanna Devadiga; Peeyush mishra; Apoorv Singh
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#114
FinCausalAudit: Separating Error Detection from Evidence Use in Financial LLMs Poster
Maximilian Nicholson
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#116
Your AI, On a Dial: Controlling Investment Bias in LLMs with a Single Neuron Poster
Sahong Park; Suhwan Park; Hoyoung Lee; Gakyung Kwon; Wonbin Ahn; Jaewon Choi; Alejandro Lopez-Lira; Yoon Kim; CHANYEOL CHOI; HYEONGWOO KONG; Yongjae Lee
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#118
RiskReason: A Benchmark for Verifiable Financial Risk Reasoning Poster
Nazanin Yousefi; Mohammadreza Ghafouri; seyedreza tavakoli; Mohammad Javad Gharegozlou; Arman Khaledian; Eghbal Rahimikia; Amir Amini; Gholamali Aminian; Marjan Alirezaie; Ali Habibnia
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#119
CLAIM: A Framework for Auditing LLM-Generated Financial Measures Poster
Xuan Yao; Kelvin J.L. Koa; Salsabila Fatma Aripa; Dai Yang; Yuxuan Tan; Zhou Yi; Ke-Wei Huang
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#121
Semantic Lifting for Institutional Digital Asset Taxonomies: An Auditable LLM Workflow for DeFi Classification Poster
Hyunho Jeon; Seongchan Park; Byungsoo Kang; Gaeun Kim; DAEHYUN KIM
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#122
BTFM: Learning and Transferring Financial Representations from Public Transaction Histories Poster
Rodrigo Mendoza Smith
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#123
ClimInvestBench: Evaluating Agentic Investment Report Generation and Maintenance
Edward Samuel Richards; Javier Sanz-Cruzado Puig; Richard McCreadie
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#125
When Filings Are Silent: LLM News Readings and Volatility Forecasts Around Mergers Poster
Donghwa Seo; Juyeong Lee; Doohwi Cha; Minsuk Sung; Minjae Lee; seunghan son; Yoontae Hwang
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#126
Reading the Market: Portfolio Crash Prediction via Narrative Tracking and News-Coverage Bursts Poster
Ziling Liu; Kelvin J.L. Koa; Ke-Wei Huang
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#1192
Structuring the Sourcing Funnel: Uncertainty-Routed Dual-Process Screening in Private Markets Poster
Zihong Liu (LSE); Song Yang (UCL); Marcos Barreto (LSE)
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#1235
Reasoning Is Latency: Endogenous Information Processing and Execution in AI Trading
Yang Wang (Alibaba Group)
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#1244
Asymmetry without Alpha? Separating Economic Downside Protection from Sign-Dependent Private-Market Marks
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)
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#1246
Evidence to Exposure: Auditable Document Intelligence for Private-Market Allocation Poster
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)
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#1296
Trustworthy LLM-Assisted Venture Screening: Auditing, Diagnosing, and Improving Expert Alignment
Durjoy Dey (Concordia University); Jisan Ahmed (Shahjalal University of Science and Technology); Samiul Islam Mugdha (Shahjalal University of Science and Technology); Tausif Ahmed (University of Cincinnati); Yuhong Yan (Concordia University)
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#1346
Don't Model the Price, Model the Investors: Price Forecasting through Agent Role Learning with On-Policy Distillation
Kelvin Koa (National University of Singapore); Ziling Liu (National University of Singapore); Yuncong Liu (National University of Singapore); Zhengxi Qian (National University of Singapore); Shengqiong Wu (University of Oxford); Michael Wooldridge (University of Oxford); Ke-Wei Huang (National University of Singapore)
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#1145
When a Quantum-Inspired State Helps: Reproducible Directional Forecasting in Linked Carbon Markets
BINGRUI WU (student); Tzu Chieh Hung (Undergraduate Program in Intelligent Computing and Big Data Chung Yuan Christian University Taoyuan City, Taiwan); Yen Jui Chang (Master Program in Intelligent Computing and Big Data Chung Yuan Christian University Taoyuan City, Taiwan)
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#1317
Benchmarking Quantum-Inspired Portfolio Optimization Against Classical Solvers
Santoshi Yadagiri (Georgia Institute of Technology)
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#1324
Contextual GHZ Strategies for Cross-Venue Liquidity Coordination: Evidence from U.S. Equity Direct Feeds
Silu Li (Princeton University); John Mulvey (Princeton University); Siyu Li (Westlake University)
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#1329
Fin-QBM: From Quantum Boltzmann Machines to Financial Decisions with Generative Models
Soumya Banerjee (BNP PARIBAS ); Mariam BARRY (BNP PARIBAS)
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Link
Authentic FRTB Explanations Can Misguide Financial AI Capital Planning Poster
Annie Huaiyu Wang, Yuhe Sui, Yingzhi Tang
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Link
Beyond Text Guardrails: Direct, Transformed, and Integrated Multimodal Controls for Banking Poster
Abhishek Mandal, Owen O'Neill, Urja Pawar, Rajitha Ramanayake, Nabeel Kemal, Houssem Chatbri
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Link
Certify the Decision, Not the Shortcut: Fail-Closed Screening for Financial Risk Decisions Poster
Yingzhi Tang, Yuhe Sui Affiliations: Quantitative Research Society, The Chinese University of Hong Kong Shenzhen, Nanyang Technological University
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Link
Community-Aware Graph Autoencoders for Anti-Money Laundering Poster
Hanieh Ghabelialla Affiliations: University of New Brunswick, UNB
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Link
Evidence-Grounded Evaluation for Financial Agent Governance Poster
Sehwa Moon, Hyungbin Yun, Yungyu Lee, Donghyun Kang, Seungmi Oh, Jina Kim, Jin Heo, Sungkwon Cho Affiliations: Shinhan Bank
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Link
Exploring the Privacy–Size Tradeoff for Differentially Private Self-Attentive Variational Autoencoders Poster
Rohit Sadavarte, Dhruvi Kothari, Sparsh Gupta, Eric Van Oeveren Affiliations: Foresight, Intuit
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Link
Federated Layer-Wise Exchange for Cross-Client Money Laundering Pattern Detection Poster
Selin Ceydeli, Rui Wang, Kubilay Atasu Affiliations: Delft University of Technology
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Link
Gain–Dilution in Target-Disjoint Graph Injection Attacks Poster
Jianping Bai, Ruikun Li, Chao Zhang Affiliations: The Hong Kong University of Science and Technology
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Link
How Much of a Deposit Can Fund a Payment Bounds from Incomplete Transaction Histories Poster
Seongyong Kim Affiliations: Dunamu
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Link
K-BankEval - A Requirements-Driven LLM Benchmark Suite for Model Selection in Korean Banking Poster
Kanghee Lee, DOROCKHYUN, Seokgi Lee, Eunhyeok Jang, Youngsoo Lee, Sunguk Choi, Hochan Jeong, JONGGIL PARK Affiliations: Shinhan Bank
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Link
Kiii-Kiii: Korean Identifiers, Identifiability, and Ill-formed Inputs — A Regulation-Grounded Benchmark for Financial PII Detection Poster
Eunbin Shin, Sara Yu, Seonghyun Kim, MinKyeong Shin, Yewon hwang, Hanwool Lee
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Link
LARG: Lifecycle Attacks and Retraining Guards for Algorithmic Trading Systems Poster
Advije Rizvani, Luca Demetrio, Maura Pintor, Pavel Laskov, Giovanni Apruzzese Affiliations: Universität Liechtenstein, University of Genoa, University of Cagliari, Universität Liechtenstein, Reykjavík University
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Link
Per-User Personalization in Card-Fraud Detection Pays Only Against Weak Baselines Poster
Armaan Gugnani, Sai Anish Palleti, Venkata Sujan Sannidhi Affiliations: Collin County Community College District (collin.edu), Frisco Independent School District (friscoisd.org)
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Link
Pricing Cross-Bank Context in Federated Anti-Money Laundering Poster
Lidia Losavio, Dario Fenoglio, Martin Gjoreski, Marc Langheinrich
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Link
Privacy-Preserving GNN Inference on Financial Transaction Graphs via Homomorphic Encryption Poster
H. Çağrı Bilgi, Kemal Mutluergil, Ceren Yıldırım, Kubilay Atasu, Erkay Savas
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Link
Secret Orthogonal Rotation in Korean Financial RAG: Exact Retrieval Preservation and Known-Pair Vulnerability Poster
JoonHowi Jeon, Kang sumin, Cheol Mo Yang, Minwoo Kim, Dae-Young Park Affiliations: Hana Bank
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Link
Unflagged and Obeyed: Prompt Injection Through Small Models in LLM Financial Pipelines Poster
Euan brown Affiliations: University College London, London, United Kingdom
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Link
Zero-Logit Model Provenance Auditing in Mission-Critical Financial AI: Privacy-Preserving Black-Box Attribution via Prober-Generator Resonance Spectroscopy Poster
DEBDIP BANDYOPADHYAY
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#1153
Beyond Order Book Snapshots: MSTFormer for Message-Aware Spatio-Temporal Forecasting Poster
Nazar Aktosun (Ozyegin University); Emre Sefer (Ozyegin University)
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#1167
Beyond Supra-Competitive Outcomes: Collusive Behaviour in Deep Reinforcement Learning for Optimal Execution Games
Christos-Spyridon Koulouris (University College London); Carlo Campajola (University College London)
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#1245
Where Does Learned In-Context Policy Mirror Descent Pay Off in Market Making? A Component Diagnosis Poster
Xinyue Wu (Quantitative Research Society); Yuhe Sui (Quantitative Research Society); Shufang Chen ( Quantitative Research Society); Yingzhi Tang (Quantitative Research Society)
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#1251
Chat2LOB : A Natural-Language Calibration of Agent-Based LOB Market Simulation using Large Language Models
Andrea Quaranta (Luiss); Aldo Glielmo (Banca d'Italia); Andrea Coletta (Banca d'Italia)
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#1266
Herding or Racing? Decomposing Cross-Account Order-Flow Persistence in On-Chain Markets
Yichong Bai (PolyU HK); Dingyue Kan (PolyU HK)
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#1327
Same exposure, different clocks: Price discovery and cost-aware trading in matched ETFs
Silu Li (Princeton University); John Mulvey (Princeton University); Siyu Li (Westlake University)
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#1342
OrderFlowDiT: Transport-Regularized Diffusion Transformer for Probabilistic Limit-Order Supply Forecasting
Jung Hun Phee (Georgia Tech); Tucker Balch (Emory University)
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#1344
Implied Volatility Surface Forecasting Under Earnings-Driven Distribution Shift: Transfer from Ordinary Trading Days Poster
Hyunoh Yeo (LG AI Research); Jaehoon Lee (LG AI Research); Seunghan Lee (LG AI Research); Jun Seo (LG AI Research); Junhyeok Kang (LG AI Research); Sungdong Yoo (LG AI Research); Minjae Kim (LG AI Research); Tae Yoon Lim (LG AI Research); Sangjun Han (LG AI Research); Dongwan Kang (LG AI Research); Hwanil Choi (LG AI Research); Soonyoung Lee (LG AI Research); Wonbin Ahn (LG AI Research)
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#1364
Splitting the Seat: Cooperative Multi-Agent Market Making on Prediction-Market Order Books Poster
Skander Lejmi (London School of Economics)