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ORCID6th ICAIF 2025: Singapore
- Proceedings of the 6th ACM International Conference on AI in Finance, ICAIF 2025, Singapore, November 15-18, 2025. ACM 2025, ISBN 979-8-4007-2220-2
Agent-Based Financial Systems
- Songran Bai
, Bingzhe Wu, Yiwei Zhang, Chengke Wu, Xiaolong Zheng, Yaze Yuan, Ke Wu, Jianqiang Li:
AuditAgent: Expert-Guided Multi-Agent Reasoning for Cross-Document Fraudulent Evidence Discovery. 1-9 - Yiqing Shen, Jingshu Zhang, Feng Chen, Kaiyuan Yan, Hongguang Li:
FinSearch: A Temporal-Aware Search Agent Framework for Real-Time Financial Information Retrieval with Large Language Models. 10-17 - Valentin Mohl, Sascha Frey, Reuben Leyland, Kang Li, George Nigmatulin, Mihai Cucuringu, Stefan Zohren, Jakob N. Foerster, Anisoara Calinescu:
JaxMARL-HFT: GPU-Accelerated Large-Scale Multi-Agent Reinforcement Learning for High-Frequency Trading. 18-26
Agent-Based Simulation for Market Design
- Angus T. L. Leung, Ce Guo, Wayne Luk:
FABS: An Extensible and High-Performance Digital Twin Framework of AI-Driven Financial Systems. 27-34 - Ryuji Hashimoto, Kiyoshi Izumi:
Interpretable Market Simulations via Optimal Transport: Power Law Decomposition and Implications for Market Design. 35-43 - Gabriel Smithline, Anri Gu, Michael P. Wellman:
Market Selection with Midpoint Matching: A Strategic Agent-Based Analysis. 44-52
Anomaly and Fraud Detection in Financial Systems
- Andreas Sideras, Konstantinos Bougiatiotis, Elias Zavitsanos, Georgios Paliouras, George A. Vouros:
A Multimodal Alignment-Based Anomaly Detection Method for Bankruptcy Prediction. 53-61 - Tuna Alaygut, Emre Sefer:
Financial Statement Fraud Detection with a Categorical-to-Numerical Data Representation. 62-70 - Ahmed Mahrous, Roberto Di Pietro:
TSTR for Financial Fraud: Learning to Detect Manipulation Without Real Data. 71-79
Autonomous Agents and Financial Manipulation
- Bingyan Han:
Algorithmic pricing with independent learners and relative experience replay. 80-87 - David Byrd:
The Accidental Pump and Dump: When Agentic AI Meets Autonomous Trading. 88-95 - Fabrizio Dimino, Krati Saxena, Bhaskarjit Sarmah, Stefano Pasquali:
Tracing Positional Bias in Financial Decision-Making: Mechanistic Insights from Qwen2.5. 96-104
Decision-Aware Portfolio Optimization
- Juchan Kim, Inwoo Tae, Yongjae Lee:
Estimating Covariance for Global Minimum Variance Portfolio: A Decision-Focused Learning Approach. 105-113 - Junhyeong Lee, Haeun Jeon, Hyunglip Bae, Yongjae Lee:
Return Prediction for Mean-Variance Portfolio Selection: How Decision-Focused Learning Shapes Forecasting Models. 114-122 - Ryan Engel, Yu Chen, Pawel Polak, Ioana Boier:
Scaling Conditional Autoencoders for Portfolio Optimization via Uncertainty-Aware Factor Selection. 123-131
Ethics and Bias in LLM-driven Finance
- Avinash Kumar Pandey, Swati Rajwal:
Evaluating the Ethical Judgment of Large Language Models in Financial Market Abuse Cases. 132-140 - Hyunkyu Kim, Yeeun Yoo, Youngjun Kwak:
Query Generation Pipeline with Enhanced Answerability Assessment for Financial Information Retrieval. 141-149 - Hoyoung Lee, Junhyuk Seo, Suhwan Park, Junhyeong Lee, Wonbin Ahn, Chanyeol Choi, Alejandro Lopez-Lira, Yongjae Lee:
Your AI, Not Your View: The Bias of LLMs in Investment Analysis. 150-158
Evaluation and Robustness in Financial NLP
- Mengao Zhang, Jiayu Fu, Tanya Warrier, Yuwen Wang, Tianhui Tan, Ke-wei Huang:
FAITH: A Framework for Assessing Intrinsic Tabular Hallucinations in Finance. 159-167 - Shuangyan Deng, Haizhou Peng, Jiachen Xu, Rui Mao, Ciprian Doru Giurcaneanu, Jiamou Liu:
FinMR: A Knowledge-Intensive Multimodal Benchmark for Advanced Financial Reasoning. 168-176 - Zhongtian Sun, Chenghao Xiao, Anoushka Harit, Jongmin Yu:
Quantifying Semantic Shift in Financial NLP: Robust Metrics for Market Prediction Stability. 177-184
Explainable and Interpretable in Finance
- Gregory Yampolsky, Dhruv Desai, Mingshu Li, Stefano Pasquali, Dhagash Mehta:
Case-based Explainability for Random Forest: Prototypes, Critics, Counter-factuals and Semi-factuals. 185-193 - Yuxin Liu, Jimin Lin, Achintya Gopal:
NeuralBeta: Estimating Beta Using Deep Learning. 194-201 - Lisa Faloughi, Ce Guo, Wayne Luk:
ProtoHedge: Interpretable Hedging with Market Prototypes. 202-210
Generative Models for Financial Forecasting
- Kang Li, Bidipta Sarkar, Zheng Xiong, Sascha Frey, Zilin Wang, Frensi Zejnullahu, Alfred Backhouse, Stefan Zohren, Anisoara Calinescu, Mihai Cucuringu, Jakob N. Foerster:
Discrete Flow Matching is a Surprisingly Effective Post-training Method to Address Compound Error in Autoregressive Models. 211-219 - Kang Li, Jiawei Miao, Mihai Cucuringu, Leandro Sánchez-Betancourt:
LLM Embedding for Regression Priors. 220-228 - Mohammadyasin Karbasian, Amir Ahangarzadeh, Mohammad Hossein Manshaei, Sayed Jalal Zahabi:
TF-GAN: Topology-Aware Generative Adversarial Network for Financial Time Series Forecasting. 229-237 - Kamna Meena, Subham Kumar Singh, Priyanshi Gupta, Gaurav Oberoi, Nitish Srivasatava, Siddhartha Asthana:
BMI-GP: Unsupervised Breach Merchant Identification via Adaptive Graph Pruning. 238-246 - Qingran Zhou, Eric Liu, Alessio Brini:
Graph Neural Networks for Bridge Swap Link Prediction in Uniswap v3. 247-255 - Stan Verlaan, Ioana Hulpus, Erik Jan van Leeuwen:
LAS-GNN: A Graph Neural Network for Temporal Money Laundering Motif Detection. 256-264
Knowledge Graphs and Financial Data Imputation
- Junyi Mo, Jiayu Li, Duo Zhang, Elynn Chen:
ACT-Tensor: Tensor Completion Framework for Financial Dataset Imputation. 265-273 - Nigel Cheong, Ling Wei Hsuen, Ranjan Satapathy, Erik Cambria, Rick Siow Mong Goh, Joyjit Chattoraj:
BForTFin: A Financial Domain-Aware Multiscale Evaluation Method for Time-Series Foundation Models. 274-282 - Abhinav Arun, Fabrizio Dimino, Tejas Prakash Agarwal, Bhaskarjit Sarmah, Stefano Pasquali:
FinReflectKG: Agentic Construction and Evaluation of Financial Knowledge Graphs. 283-290
LLMs for Financial Text Understanding
- Jan Spörer:
Can AI Read Like a Financial Analyst? A Financial Touchstone for Frontier Language Models Such as Gemini 2.5 Pro, o3, and Grok 4 on Long-Context Annual Report Comprehension. 291-298 - Dimitris Vamvourellis, Dhagash Mehta:
Reasoning or Overthinking: Evaluating Large Language Models on Financial Sentiment Analysis. 299-307 - Xiao Li, Changhong Jin, Yingjie Niu, Ruihai Dong:
Two Sides of the Same Coin: How LLMs Reveal Dual Narratives in Annual Reports. 308-316
LLMs for Macroeconomic Forecasting
- Yi Sun, Oscar Girón, Raju Ahmed:
Decoding the Beige Book: LLM-Powered Sentiment Analysis for Real-Time Recession Forecasting. 317-325 - Daesan Oh, Taehwan Kim, Junkyu Jang, Sung-Hyuk Park:
Democratizing Alpha: LLM-Driven Portfolio Construction for Retail Investors Using Public Financial Media. 326-334 - Giulia Iadisernia, Carolina Camassa:
Prompting for Policy: Forecasting Macroeconomic Scenarios with Synthetic LLM Personas. 335-343
Reinforcement Learning in Finanical Decision-Making
- Francois Buet-Golfouse, Osian Shelley, George-Octavian Barbulescu:
Behavioural Reinforcement Learning (Beyond Rationality: RL Under Investor Bias). 344-351 - Stella C. Dong, James R. Finlay:
ClauseLens: Clause-Grounded, CVaR-Constrained Reinforcement Learning for Trustworthy Reinsurance Pricing. 352-359 - Yilie Huang:
Continuous-Time Reinforcement Learning for Asset-Liability Management. 360-368
Robust Optimization and Insurance Pricing
- Maarten Peter Scholl, Mahmoud Mahfouz, Anisoara Calinescu, J. Doyne Farmer:
Learning to Manage Investment Portfolios beyond Simple Utility Functions. 369-377 - Lukasz Sliwinski, Liam Llamazares-Elias, David Siska, Lukasz Szpruch:
Parametric Phi-Divergence-Based Distributionally Robust Optimization for Insurance Pricing. 378-386 - Mingshu Li, Dhruv Desai, Bhaskarjit Sarmah, Snigdha Bhagat, Dhagash Mehta:
Similarity-based Conformal Prediciton using Random Forest Proximities. 387-395
Statistical Arbitrage and Trading Strategy Learning
- Elliot L. Epstein, Rose Wang, Jaewon Choi, Markus Pelger:
Attention Factors for Statistical Arbitrage. 396-404 - Namhyoung Kim, Yosep Na, Jae Wook Song:
Deep Mean-Reversion: A Physics-Informed Contrastive Approach to Pairs Trading. 405-412 - Nayoung Kim, Jangwook Lee, Yuncheol Kang:
ISEPT: Image-Based Selection and Execution Framework for Pair Trading. 413-421
Time-Series Modeling and Forecasting
- Wanyun Zhou, Saizhuo Wang, Mihai Cucuringu, Zihao Zhang, Xiang Li, Jian Guo, Chao Zhang, Xiaowen Chu:
DeltaLag: Learning Dynamic Lead-Lag Patterns in Financial Markets. 422-430 - Brendan Martin, Mihai Cucuringu, Alessandra Luati, Francesco Sanna Passino:
Factor-Driven Network Informed Restricted Vector Autoregression. 431-439 - Jiaju Miao, Pawel Polak:
Online Ensemble Learning for Sector Rotation: A Gradient-Free Framework. 440-448
Volatility and Derivatives Modeling
- Christian Bongiorno, Efstratios Manolakis, Rosario Nunzio Mantegna:
Neural Network-Driven Volatility Drag Mitigation under Aggressive Leverage. 449-455 - Kentaro Hoshisashi, Carolyn Elizabeth Phelan, Paolo Barucca:
Probability‑Density‑Consistent Physics-Informed Neural Networks for Stochastic Local Volatility Model Calibration. 456-464 - Quoc Anh Nguyen, Ce Guo, Wayne Luk:
Repurposing Language Models for FX Volatility Forecasting: A Data-Efficient and Context-Aware Approach. 465-473
Poster Session
- Lanxin Lu, Yingjie Niu, Ruihai Dong, Valerio Potì:
A Data-Driven Asset Relation Extraction and Portfolio Optimization Method through Convolution. 474-482 - Andy Zhu, Yingjun Du:
A Role-Aware Multi-Agent Framework for Financial Education QA. 483-491 - Charlee Stefanski, Vanio Markov, David Novak, Vladimir Rastunkov:
Adaptive Quantum Channels as Long-Memory Generative Models. 492-500 - Junkyu Jang, Taehwan Kim, Daesan Oh, Sung-Hyuk Park:
Adaptive Sample Weighting with Regime-Aware Meta-Learning Framework for Financial Forecasting. 501-508 - Fernando Spadea, Oshani Seneviratne:
Aligning Language Models with Investor and Market Behavior for Financial Recommendations. 509-517 - Victor Ginart Belmonte, Thomas Cole:
Arbitrage-Free Implied Volatility Surface Smoothing via Generative Adversarial Networks. 518-524 - Hamidreza Bandealinaeini, Mohammad Sharifkhani, Erfan Salavati:
Attention-Based Multi-Asset Order Flow Networks for Enhanced Mid-Price Prediction. 525-533 - Yihao Ang, Yifan Bao, Qiang Huang, Qiang Wang, Xinyu Xi, Shuyu Lu, Anthony K. H. Tung, Zhiyong Huang:
CMS-VAE: A Strategy-aware Variational AutoEncoder for High-Fidelity Crypto Market Simulation. 534-542 - Michael Cardei, Jose Munoz, Oscar Barrera, Shreyas Chandrahas, Partha Saha:
Constrained Tabular Diffusion for Finance. 543-551 - Guanchao Feng, James Lavinder, Yanfei Huang, Ding Zhao, Morgan Hawkins, Dipanker Koirala, Dhagash Mehta:
Contextual Time Series Embedding: A State Space Perspective for Financial Data. 552-560 - Maruf Ahmed Mridul, Oshani Seneviratne:
Curriculum-Guided Reinforcement Learning for Synthesizing Gas-Efficient Financial Derivatives Contracts. 561-568 - Nicolas Petit, Mihai Cucuringu, Álvaro Cartea:
Data-Driven Trade Flow Decomposition for Exchange-Traded Funds and their Constituents. 569-577 - Tik Yu Yim, Wenting Tan, Yuxuan Zhang, Tak Wah Lam, Siu Ming Yiu:
Demystifying TCFD Disclosures: An AI-Powered Framework for Enhanced Transparency and Trust. 578-586 - Zhuohan Wang, Carmine Ventre:
DiffVolume: Diffusion Models for Volume Generation in Limit Order Books. 587-595 - Yuntao Wu, Ege Mert Akin, Charles Martineau, Vincent Grégoire, Andreas Veneris:
Extracting the Structure of Press Releases for Predicting Earnings Announcement Returns. 596-604 - Yitong Duan, Chuheng Zhang, Jian Li:
FactorMAD: A Multi-Agent Debate Framework Based on Large Language Models for Interpretable Stock Alpha Factor Mining. 605-613 - Jinyun Tong, Stavros D. Ioannidis, Sriram Bharadwaj Rangarajan, Bart de Keijzer, Carmine Ventre:
Fast Monitoring of Systemic Risk in Financial Networks with Credit Default Swaps. 614-622 - Shuoling Liu, Jiangpeng Yan, Xiaoyu Wang, Yuhang Jiang, Liyuan Chen, Tao Fan, Kai Chen, Qiang Yang:
Federated Financial Reasoning Distillation: Training A Small Financial Expert by Learning From Multiple Teachers. 623-631 - Chanyeol Choi, Jihoon Kwon, Alejandro Lopez-Lira, Chaewoon Kim, Minjae Kim, Juneha Hwang, Jaeseon Ha, Hojun Choi, Suyeol Yun, Yongjin Kim, Yongjae Lee:
FinAgentBench: A Benchmark Dataset for Agentic Retrieval in Financial Question Answering. 632-637 - Chanyeol Choi, Jihoon Kwon, Jaeseon Ha, Hojun Choi, Chaewoon Kim, Yongjae Lee, Jy-yong Sohn, Alejandro Lopez-Lira:
FinDER: Financial Dataset for Question Answering and Evaluating Retrieval-Augmented Generation. 638-646 - Giorgos Iacovides, Wuyang Zhou, Danilo P. Mandic:
FinDPO: Financial Sentiment Analysis for Algorithmic Trading through Preference Optimization of LLMs. 647-655 - Rui Sun, Zuo Bai, Wentao Zhang, Yuxiang Zhang, Li Zhao, Shan Sun, Zhengwen Qiu:
FinResearchBench: A Logic Tree based Agent-as-a-Judge Evaluation Framework for Financial Research Agents. 656-664 - Sungho Lee, Sukmin Hwang, Chanyeong Kim, Mingyu Yang, Yongjae Lee, Woo Chang Kim:
From Constituents to Index: Interpretable Price Movement Prediction via Cross-Asset Order Flow. 665-673 - Anoushka Harit, Zhongtian Sun, Jongmin Yu:
From News to Returns: A Granger-Causal Hypergraph Transformer on the Sphere. 674-682 - Yaxuan Kong, Yoontae Hwang, Marcus Kaiser, Chris Vryonides, Roel Oomen, Stefan Zohren:
Fusing Narrative Semantics for Financial Volatility Forecasting. 683-691 - Yoonsik Hong, Diego Klabjan:
Graph Learning for Foreign Exchange Rate Prediction and Statistical Arbitrage. 692-699 - Tuna Alaygut, Emre Sefer:
Hypergraph Neural Networks to Predict Stock Movements By Exploring Higher-order Relationships. 700-708 - Jinwoong Kim, Sangjin Park:
IKNet: Interpretable Stock Price Prediction via Keyword-Guided Integration of News and Technical Indicators. 709-717 - Daisuke Yoshikawa:
Is BTC Enough? A New Perspective on Cryptocurrency Price Formation. 718-726 - Gabriel Assis, Hugo Dutra, Daniela Vianna, Wagner Meira Jr., Altigran Soares da Silva, Aline Paes:
Language Models for Automated Market Commentary from Corporate Disclosures. 727-735 - Preetha Saha, Jingrao Lyu, Arnav Saxena, Tianjiao Zhao, Dhagash Mehta:
Large Language Model Agents for Investment Management: Foundations, Benchmarks, and Research Frontiers. 736-744 - Ekin Can Erkus, Alex Chan, Walter Distaso, David B. Thomas, Alex Yakovlev, Rishad A. Shafik:
LatentGraph: From Latent States to Rule-based Expressions for Explainable Financial Forecasting. 745-752 - Sriram Bharadwaj Rangarajan, Carmine Ventre:
Learning to Scalp: A Reinforcement Learning Agent-Based Study. 753-761 - Haohan Xu, Jason Bohne, Pawel Polak, David Byrd, David Rosenberg, Gary Kazantsev:
Learning to Trade with Preferences: Interpretable Execution via Mixture-of-Experts. 762-770 - Yuanjian Xu, Jianing Hao, Anxian Liu, Zhenzhuo Li, Shichang Meng, Shuai Yuan, Guang Zhang:
LENS: Large Pre-trained Transformer for Exploring Financial Time Series Regularities. 771-778 - Lukas Gonon, Wolfgang Stockinger:
Leveraging Deep Learning Optimization for Monte Carlo Calibration of (Rough) Stochastic Volatility Models. 779-787 - Yu Bi, Zhuohan Wang, Lingxiao Zhao, Carmine Ventre:
Long-Term Financial Forecasting and Trading via Multi-Agent Reinforcement Learning. 788-796 - Szymon Kubiak, Tillman Weyde, Oleksandr Galkin, Daniel Philps, Ram Gopal:
MacroVAE: Counterfactual Financial Scenario Generation via Macroeconomic Conditioning. 797-805 - Munki Chung, Junhyeong Lee, Yongjae Lee, Woo Chang Kim:
Mean Variance Efficient Collaborative Filtering for Stock Recommendations. 806-813 - Ziyi Wang, Carmine Ventre, Maria Polukarov:
Multi-Agent Reinforcement Learning for Market Making: Competition without Collusion. 814-822 - YongJoon Huh, Yeongeun Seo:
Multilingual BERT-based Classification and Recommendation Model for Supporting Innovation Finance Decisions. 823-828 - Tiziano Bacaloni, Aldo Glielmo, Marco Taboga:
Natural-gas storage modelling by deep reinforcement learning. 829-837 - Ryuji Hashimoto, Yuki Tanaka, Takehiro Takayanagi, Zhe Piao, Kiyoshi Izumi:
Norm-Salvaged Embedding: Improving Condition Alignment of Synthetic Time Series Generation in Finance. 838-846 - Gabriel Assis, Ayrton Surica, Pedro Kroll, Carina Munhoz, Darian Rabbani, Edson Bollis, Lucas F. A. O. Pellicer, Aline Paes:
On the Potential of Tool-Enhanced Small Language Models to Match Large Models in Finance. 847-855 - Mattia Birti, Andrea Maurino, Francesco Osborne:
Optimizing Large Language Models for ESG Activity Detection in Financial Texts. 856-863 - Elias Zavitsanos, Konstantinos Bougiatiotis, Andreas Sideras, Georgios Paliouras:
Positive-Unlabeled Learning for Financial Misstatement Detection under Realistic Constraints. 864-872 - Tuoyuan Cheng, Nixie Sapphira Lesmana, Saikiran Reddy Poreddy, Kan Chen:
Predictive Uncertainty Quantification for Financial DNN Using Regular Vine Copula. 873-881 - Valentino Moreign, Mansun Chan:
Quantum Optimization of Currency Arbitrage via Graph-Informed Entanglement Strategies. 882-889 - Daniil Karzanov, Rubén Garzón, Mikhail Terekhov, Caglar Gulcehre, Thomas Raffinot, Marcin Detyniecki:
Regret-Optimized Portfolio Enhancement through Deep Reinforcement Learning and Future Looking Rewards. 890-897 - Ollie Olby, Andreea Bacalum, Rory Baggott, Namid R. Stillman:
Right Place, Right Time: Market Simulation-based RL for Execution Optimisation. 898-905 - Alexandre Alouadi, Baptiste Barreau, Laurent Carlier, Huyên Pham:
Robust time series generation via Schrödinger Bridge: a comprehensive evaluation. 906-914 - Sukmin Hwang, Sungho Lee, Chanyeong Kim, Yongjae Lee, Woo Chang Kim:
Shock-Biased Attention: Enhancing Transformer Hawkes Processes with Amplitude-Driven Temporal Kernels. 915-923 - Yihao Ang, Yifan Bao, Lei Jiang, Jiajie Tao, Anthony K. H. Tung, Lukasz Szpruch, Hao Ni:
Structured Agentic Workflows for Financial Time-Series Modelling with LLMs and Reflective Feedback. 924-932 - Duo Zhang, Jiayu Li, Junyi Mo, Elynn Chen:
Time-Varying Factor-Augmented Models for Volatility Forecasting. 933-941 - Sheng-Hua Tsai, Hsin-Min Lu, Huan-Hsun Yen:
Unified Item Segmentation for 10-Q and 10-K Filings Using Item-Aware Document-Level Auxiliary Tasks. 942-950 - Shreshth Mehrotra, Raghavendra P, Balraj Prajesh, Hrishikesh Kambale, Puspita Majumdar:
Unmasking Bias in Financial AI: A Robust Framework for Evaluating and Mitigating Hidden Biases in LLMs. 951-959 - Su Tan, Chi Chiu So, Yueyue Sun, Jun-Min Wang, Anthony Wai Keung Loh, Siu Pang Yung:
Vision, Voice, and Text: Pioneering Zero-shot Multimodal LLMs for Sentiment-driven Investment. 960-968
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