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Sun 6:00 p.m. - 6:10 p.m.
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Opening Remarks
(
Intro
)
>
link
SlidesLive Video
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🔗
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Sun 6:10 p.m. - 6:50 p.m.
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Deep Learning algorithm for solving high-dimensional nonlinear PDEs in finance
(
Invited Talk
)
>
link
SlidesLive Video
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Ariel Neufeld
🔗
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Sun 6:50 p.m. - 7:30 p.m.
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Overcoming Distribution Shifts: Towards More Flexible and Adaptive Approaches
(
Invited Talk
)
>
link
SlidesLive Video
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Masashi Sugiyama
🔗
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Sun 7:30 p.m. - 8:10 p.m.
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MarS: A Financial Market Simultation Engine Powered By Generative Foundation Model
(
Invited Talk
)
>
link
SlidesLive Video
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Weiqing Liu
🔗
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Sun 8:10 p.m. - 8:40 p.m.
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Coffee Break
(
Coffee Break
)
>
link
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🔗
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Sun 8:40 p.m. - 8:55 p.m.
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TwinMarket: A Scalable Behavioral and Social Simulation for Financial Markets
(
Contributed Talk
)
>
link
SlidesLive Video
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Yifei Zhang
🔗
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Sun 8:55 p.m. - 9:10 p.m.
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A Black Swan Hypothesis: The Role of Human Irrationality in AI Safety
(
Contributed Talk
)
>
link
SlidesLive Video
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Hyunin Lee
🔗
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Sun 9:10 p.m. - 9:25 p.m.
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HyperIV: Real-time Implied Volatility Smoothing
(
Contributed Talk
)
>
link
SlidesLive Video
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Yongxin Yang
🔗
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Sun 9:25 p.m. - 10:40 p.m.
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Poster Session #1 & Lunch Break
(
Poster
)
>
link
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🔗
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Sun 10:40 p.m. - 11:20 a.m.
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LLMs for Complex Insight Generation: Possibilities and Challenges
(
Invited Talk
)
>
link
SlidesLive Video
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Chung-Chi Chen
🔗
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Sun 11:20 p.m. - 12:00 a.m.
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What Distributional Reinforcement Learning is Learning?
(
Invited Talk
)
>
link
SlidesLive Video
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Chi Seng Pun
🔗
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Mon 12:00 a.m. - 12:50 a.m.
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Compound AI Systems for Hedge Funds: Evolving from Single AI Models to Integrated Architectures
(
Invited Talk
)
>
link
SlidesLive Video
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Jacob Chanyeol Choi · Joo Lee
🔗
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Mon 12:50 a.m. - 2:00 a.m.
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Poster Sesseion #2 & Coffee Break
(
Poster Session
)
>
link
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🔗
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Mon 2:00 a.m. - 2:10 a.m.
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Closing Remarks
(
Closing Remarks
)
>
link
SlidesLive Video
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🔗
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-
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Empirical Asset Pricing with Large Language Model Agents
(
Poster
)
>
link
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Junyan Cheng · Peter Chin
🔗
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-
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Timing is important: Risk-aware Fund Allocation based on Time-Series Forcasting
(
Poster
)
>
link
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Fuyuan Lyu · Linfeng Du · Yunpeng Weng · Qiufang Ying · Zhiyan Xu · wenzou · Haolun Wu · xiuqiang He · Xing Tang
🔗
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-
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Extract, Match, and Score: An Evaluation Paradigm for Long Question-context-answer Triplets in Financial Analysis
(
Poster
)
>
link
|
BO HU · Han Yuan · Vlad Pandelea · Wuqiong Luo · Yingzhu Zhao · Zheng Ma
🔗
|
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-
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Option Market Making via Reinforcement Learning
(
Poster
)
>
link
|
Zhou Fang · Haiqing Xu
🔗
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-
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EAGLE: A Multi-Agent Generative AI System for Personalized Banking Recommendation and Risk-Aware Financial Planning
(
Poster
)
>
link
|
Varad Srivastava
🔗
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-
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SMALL BUT MIGHTY: UNLOCKING FINANCIAL SENTI- MENT ANALYSIS WITH COMPACT LANGUAGE MODELS
(
Poster
)
>
link
|
Gaurav Sarma · Vikalp Srivastava · Manoj Kumar
🔗
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-
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Monte Carlo Calibration via Deep Learning
(
Poster
)
>
link
|
Lukas Gonon · Wolfgang Stockinger
🔗
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-
|
A Set-Sequence Model for Time Series
(
Poster
)
>
link
|
Elliot Epstein · Apaar Sadhwani · Kay Giesecke
🔗
|
|
-
|
TradExpert: Revolutionizing Trading with Mixture of Expert LLMs
(
Poster
)
>
link
|
Qianggang Ding · Haochen Shi · Jiadong Guo · Bang Liu
🔗
|
|
-
|
CryptoMamba: Leveraging State Space Models for Accurate Bitcoin Price Prediction
(
Poster
)
>
link
|
Mohammad Shahab Sepehri · Asal Mehradfar · Mahdi Soltanolkotabi · Salman Avestimehr
🔗
|
|
-
|
SIMP: A Simulator for Interactive Market Phenomena studies
(
Poster
)
>
link
|
Patrick Liston · Charles Gretton · Artem Lensky
🔗
|
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-
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WHOMP: OPTIMIZING RANDOMIZED CONTROLLED TRIALS VIA WASSERSTEIN HOMOGENEITY
(
Poster
)
>
link
|
Shizhou Xu · Thomas Strohmer
🔗
|
|
-
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TWICE: What Advantages Can Low-Resource Domain-Specific Embedding Model Bring?— A Case Study on Korea Financial Texts
(
Poster
)
>
link
|
Yewon hwang · Sungbum Jung · Hanwool Lee · Sara Yu
🔗
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-
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Integrating LLM-generated views into the Black-Litterman model
(
Poster
)
>
link
|
Lee · yejin kim · Yongjae Lee
🔗
|
|
-
|
Variational Bayes Portfolio Construction
(
Poster
)
>
link
|
Nicolas Nguyen · James Ridgway · Claire Vernade
🔗
|
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-
|
FinDER: Financial Dataset for Question Answering and Evaluating Retrieval-Augmented Generation
(
Poster
)
>
link
|
Jacob Chanyeol Choi · Jihoon Kwon · Jaeseon Ha · Hojun Choi · Chaewoon Kim · Yongjae Lee · Jy-yong Sohn · Alejandro Lopez-Lira
🔗
|
|
-
|
Accelerated Portfolio Optimization and Option Pricing with Reinforcement Learning
(
Poster
)
>
link
|
Hadi Keramati · samaneh jazayeri
🔗
|
|
-
|
DTAM: Dynamic Task-Adaptive Meta-learning for Nonstationary Distribution Shifts
(
Poster
)
>
link
|
Erfan Darzi · Aldo Pareja · Castor Comploj
🔗
|
|
-
|
Data-driven Portfolio Optimization with Signatures
(
Poster
)
>
link
|
Sungwon Park · Hongjoong Kim
🔗
|
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-
|
IVE: Enhanced Probabilistic Forecasting of Intraday Volume Ratio with Transformers
(
Poster
)
>
link
|
Hanwool Lee · Heehwan Park
🔗
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-
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Fair Feature Importance Scores via Feature Occlusion and Permutation
(
Poster
)
>
link
|
Camille Little · Madeline Navarro · Santiago Segarra · Genevera Allen
🔗
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-
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Exploring LLM Cryptocurrency Trading Through Fact-Subjectivity Aware Reasoning
(
Poster
)
>
link
|
Qian Wang · YUCHEN GAO · Zhenheng Tang · Bingqiao Luo · Nuo Chen · Bingsheng He
🔗
|
|
-
|
Privacy Amplification by Structured Subsampling for Deep Differentially Private Time Series Forecasting
(
Poster
)
>
link
|
Jan Schuchardt · Mina Dalirrooyfard · Jed Guzelkabaagac · Anderson Schneider · Yuriy Nevmyvaka · Stephan Günnemann
🔗
|
|
-
|
HyperIV: Real-time Implied Volatility Smoothing
(
Poster
)
>
link
|
Yongxin Yang · Wenqi Chen · Chao Shu · Timothy Hospedales
🔗
|
|
-
|
A Black Swan Hypothesis: The Role of Human Irrationality in AI Safety
(
Poster
)
>
link
|
Hyunin Lee · Chanwoo Park · David Abel · Ming Jin
🔗
|
|
-
|
Fine-Tuned Multi-Task Learning for Credit Risk and Loan Selection in Unsecured Personal Loans
(
Poster
)
>
link
|
Jihwan Kim · Ji Yoo · Hyunwoo Jeung · Byunggyu Ahn · Jaekyoon Lee · KYUNGHWA YOON · Jiyun seo · Nayoung Kwak
🔗
|
|
-
|
AlphaQuant: LLM-Driven Automated Robust Feature Engineering for Quantitative Finance
(
Poster
)
>
link
|
Kamer Yuksel · Hassan Sawaf
🔗
|
|
-
|
AlphaPortfolio: Discovery of Portfolio Optimization and Allocation Methods Using LLMs
(
Poster
)
>
link
|
Kamer Yuksel · Hassan Sawaf
🔗
|
|
-
|
Enhancing Investment Decisions Through Social Media Driven Communities
(
Poster
)
>
link
|
Seonghyun Kim · Hyeongyu Jeong · Minkyu Kim · HOEIK HWANG · Hansol Park · Taekyu Eom
🔗
|
|
-
|
Rethinking tabular synthetic data generation for improving financial fraud detection: new challenges in the banking scenarios
(
Poster
)
>
link
|
Dae-Young Park · In-Young Ko
🔗
|
|
-
|
Exploring the Reliability of Self-explanation and its Relationship with Classification in Language Model-driven Financial Analysis
(
Poster
)
>
link
|
Han Yuan · Li Zhang · Zheng Ma
🔗
|
|
-
|
Optimizing Retrieval Strategies for Financial Question Answering Documents in Retrieval-Augmented Generation Systems
(
Poster
)
>
link
|
Sejong Kim · Hyunseo Song · Hyunwoo Seo · Hyunjun Kim
🔗
|
|
-
|
Enhancing Startup Success Predictions in Venture Capital: A GraphRAG Augmented Multivariate Time Series Method
(
Poster
)
>
link
|
Zitian Gao · Yihao Xiao
🔗
|
|
-
|
Wasserstein Robust Market Making via Entropy Regularization
(
Poster
)
>
link
|
Zhou Fang · Arie Israel
🔗
|
|
-
|
ExpProof : Operationalizing Explanations for Confidential Models with ZKPs
(
Poster
)
>
link
|
Chhavi Yadav · Evan Laufer · Dan Boneh · Kamalika Chaudhuri
🔗
|
|
-
|
MARTs : Moving Average Randomized Trees
(
Poster
)
>
link
|
Vinay Giri · Rahul Goswami · Vimlesh Kumar
🔗
|
|
-
|
Distributed AutoML of Incremental Machine Learning Algorithms
(
Poster
)
>
link
|
Seshu Tirupathi · Dhaval Salwala
🔗
|
|
-
|
Bridging Efficiency, Stability, and Fairness: Self-Supervised GNN-to-MLP Knowledge Distillation for Financial Networks
(
Poster
)
>
link
|
VIPUL KUMAR SINGH · Jyotismita Barman · Sandeep Kumar · Jayadeva Jayadeva
🔗
|
|
-
|
Enhancing Fair Representation of Multiple Sensitive Categories Using Adversarial Machine Learning Approach
(
Poster
)
>
link
|
Mohammad Hassan Khatami · Alexander Khrulev · Alexey Rubtsov
🔗
|
|
-
|
Decoding Federal Reserve Communications with LLM Embeddings for Enhanced Market Return Predictions
(
Poster
)
>
link
|
Mingjun Sun · Beier Liu · Haiyun Zhu
🔗
|
|
-
|
Are Large Language Models Good In-context Learners for Financial Sentiment Analysis?
(
Poster
)
>
link
|
Xinyu Wei · Luojia Liu
🔗
|
|
-
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Continual Domain Adaptation in Time Series via Parameter-Efficient Dual Adapters and Prompt Tuning
(
Poster
)
>
link
|
Ashish Mishra · Suparna Bhattacharya · Martin Foltin
🔗
|
|
-
|
SEMI-DECISION-FOCUSED LEARNING WITH DEEP ENSEMBLES: A PRACTICAL FRAMEWORK FOR ROBUST PORTFOLIO OPTIMIZATION
(
Poster
)
>
link
|
Juhyeong Kim
🔗
|
|
-
|
Sparse Counterfactual Explanation for Financial Predictions
(
Poster
)
>
link
|
Mahesh Reddy · Jianhui Chen · Hossein Hajimirsadeghi
🔗
|
|
-
|
Can We Catch the Two Birds of Fairness and Privacy?
(
Poster
)
>
link
|
Arjun Nichani · Hsiang Hsu · Haewon Jeong
🔗
|
|
-
|
FAR-FD: Feature Augmented Retrieval for Fraud Detection
(
Poster
)
>
link
|
Aniruddha Mukherjee · Bhaskar Lalwani · Aditya Singh
🔗
|
|
-
|
FinTSBridge: A New Evaluation Suite for Real-world Financial Prediction with Advanced Time Series Models
(
Poster
)
>
link
|
Yanlong Wang · Jian Xu · Tiantian Gao · Hongkang Zhang · Shao-Lun Huang · Danny Sun · Xiao-Ping Zhang
🔗
|
|
-
|
Multi-modal Large Language Model for Financial Activities: A Case Study on Hotel Budgeting
(
Poster
)
>
link
|
Yan Ai · Shengchao Liu
🔗
|
|
-
|
Deep Reinforcement Learning for Investor-Specific Portfolio Optimization: A Volatility-Guided Asset Selection Approach
(
Poster
)
>
link
|
Arishi Orra · ARYAN BHAMBU · Himanshu Choudhary · Manoj Thakur
🔗
|
|
-
|
TwinMarket: A Scalable Behavioral and Social Simulation for Financial Markets
(
Poster
)
>
link
|
Yuzhe YANG · Yifei Zhang · Minghao Wu · Kaidi Zhang · Yunmiao Zhang · Honghai Yu · Yan Hu · Wang Benyou
🔗
|
|
-
|
Secure and Scalable Horizontal Federated Learning for Bank Fraud Detection
(
Poster
)
>
link
|
Nnaemeka Obiefuna · Iremide Oyelaja · Similoluwa Odunaiya · Samuel Oyeneye
🔗
|
|
-
|
LEVERAGING LLMS FOR TOP-DOWN SECTOR ALLOCATION IN AUTOMATED TRADING
(
Poster
)
>
link
|
Ryan Wei Heng Quek · Edoardo Vittori · Keane Ong · Rui Mao · Erik Cambria · Gianmarco Mengaldo
🔗
|
|
-
|
LLM Trading: Analysis of LLM Agent Behavior in Experimental Asset Markets
(
Poster
)
>
link
|
Thomas Henning · Siddhartha Ojha · Ross Spoon · Jiatong Han · Colin Camerer
🔗
|