ICLR 2026PastML systemsAgentsFairness & ethics
The 2nd Workshop on Advances in Financial AI Workshop: Towards Agentic and Responsible Systems
AFA
- Submission deadline
- Feb 5, 2026, 23:59 UTCOpenReview-synced 2026-02-05 23:59 UTC (as of 2026-06-23) — extensions on OpenReview are applied automatically; verify on the website.
- Submission portal
- OpenReview
- Notes
- Topics were auto-suggested and may be imprecise — edits welcome.
Accepted papers (81)
Fetched from OpenReview (v2) on 2026-06-10.
A financial agent for fundamental analysis: an empirical investigation in the Brazilian stock market
A Learnable Wavelet Transformer for Long-Short Equity Trading and Risk-Adjusted Return Optimization
A Modular LLM Framework for Explainable Price Outlier Detection
A VLM-Based Framework For Technical Analysis
Adversarial Robustness in LLM-Based Multi-Agent Trading Systems: A Systematic Vulnerability Analysis
AI-BAAM: AI-Driven Bank Statement Analytics as Alternative Data for Malaysian MSME Credit Scoring
AlphaLoss: LLM-Driven Evolution of Robust and Interpretable Portfolio Optimization Objectives
An Industrial-Scale Insurance LLM Achieving Verifiable Domain Mastery and Hallucination Control without Competence Trade-offs
AutoQA: An Interpretable Automation Framework for CDD Quality Assurance in Financial Services
Balancing Performance and Inclusion: A Novel Reject Inference Framework for Credit Scoring
Belief State: Interpreting Temporal Belief Dynamics in Agentic Financial Systems
Benchmarking Large Language Models for Quebec Insurance: From Closed-Book to Retrieval-Augmented Generation
BENCHMARKING OPEN-SOURCE SAFETY GUARD MODELS: A COMPREHENSIVE EVALUATION
BEYOND VECTOR SEARCH: HALLUCINATION-FREE FINANCIAL REASONING WITH CHUNK-CENTRIC KNOWLEDGE GRAPHS
BIASMIX-FINANCE: POST-GENERATION KYC GUARDRAILS FOR LLM PORTFOLIO ADVICE
Can Blindfolded LLMs Still Trade? An Anonymization-First Framework for Portfolio Optimization
Computational Arbitrage in AI Model Markets
Conditionally Identifiable Latent Representation for Multivariate Time Series with Structural Dynamics
CoPilot-Finance: Graduated Autonomy for Human-AI Collaboration in Investment Advisory
Decoupling Identity from Utility: Privacy-by-Design Frameworks for Financial Ecosystems
Detecting Information Channels in Congressional Trading via Temporal Graph Learning
Developing an ESG-Oriented Large Language Model through ESG Practices
Does Explicit Reasoning Help in Finance? A Study of Chain-of-Thought for Financial NLP
Dynamic Objective Selection with Safeguards and LLM Oversight for Financial Decision-Making
Dynamic Taxonomy Construction and Thematic Filtering for Financial Knowledge Graphs
Entropically Regularized Martingale Optimal Transport with $L_1$ Relaxation
Epistemic Accountability for Agentic Financial AI: The Transformer Mandate and Evidence Lifecycle Management
Evaluating Frontier Agents on End-to-End Investment Banking Workflows
Evaluating LLM Simulators as Differentially Private Data Generators
FARE: Deep Reinforcement Learning for Fair Exposure Constrained Uncertainty-Aware Financial Content Personalization
Federated Agent Reinforcement Learning
Finch: Benchmarking Finance & Accounting across Spreadsheet-Centric Enterprise Workflows
FinSight: Multi-Agent and Multi-Modal System for Equity Research and Reasoning
Forecasting Future Language: Context Design for Mention Markets
From Natural Language to Executable Option Strategies via Large Language Models
From Text to Alpha: Can LLMs Track Evolving Signals in Corporate Disclosures?
Helping Customers In Distress: An LLM-Powered Agent That Converses, Probes, and Routes
Homogeneous AI Traders, Endogenous Liquidity, and Phase Reversals in Tail Risk
IMPACT OF LLMS NEWS SENTIMENT ANALYSIS ON STOCK PRICE MOVEMENT PREDICTION
Information Homogenization Induces Herding in Retrieval-Augmented LLM Agent Markets
INTERACTIVE CO-CRAFTER: TEMPLATIZED DOCUMENT GENERATION
Large-Scale Chatbot Validation Through Customer Digital Twin Simulations
Latent Velocity Spikes as Label-Free Market Instability Alerts
LEARNING REGULATORY-AWARE AGENTIC POLICIES VIA ENDOGENOUS CONSTRAINT DISCOVERY
LLM as a Risk Manager: LLM Semantic Filtering for Lead–Lag Trading in Prediction Markets
LLM-as-a-Prophet: Understanding Predictive Intelligence with Prophet Arena
LLM-Driven Active Listwise Tournaments for Portfolio Selection in Large Asset Universes
LLM-Driven Correlation-Aware Tournaments
Modal Logical Neural Networks for Financial AI
One Size Fits None: Do LLMs Provide Suitable Financial Advice?
Portfolio Optimization under Recursive Utility via Reinforcement Learning
PRISM: Prompt-Refined In-Context System Modeling for Financial Retrieval
Probabilistic Multivariate Time Series Forecasting with Diffusion Copulas
Quantifying Automation Risk in Financial AI: A Probabilistic Decomposition of Failure, Harm, and Severity
Reformulating Imitation Learning as Return Distribution Matching
Regime-aware Financial Volatility Forecasting via In-Context Learning
Relational Probing: LM-to-Graph Adaptation for Financial Prediction
Replayable Financial Agents: A Determinism-Faithfulness Assurance Harness for Tool-Using LLM Agents
Risk-Adjusted Harm Scoring for Automated Red Teaming for LLMs in Financial Services
RobustFTS: Defending Financial Time-Series Models Against Adversarial Manipulation
SafeFinAgent: Guardrail-Augmented Multi-Agent Framework for Responsible Financial Decision-Making
SpreadsheetArena: Decomposing Preference in LLM Generation of Spreadsheet Workbooks
Stable Decision Routing in Agentic Financial AI via Self-Reported Uncertainty Signals
Stress-Adaptive Belief Control for Agentic Decision Systems
SynQubi: A Quantum-Optimized Multi-Agent For Risk-Aware Financial Decision-Making
The Agentic Regulator: Risks for AI in Finance and a Proposed Agent-Based Framework for Governance
The Curse of Rationality in Dynamic Public Goods Games: How LLM Agents Navigate Phase Transitions
The Price of Agreement: Measuring LLM Sycophancy in Agentic Financial Applications
THE SYSTEMIC FRAGILITY OF DISTILLED GRAPH MODELS IN FINANCIAL MARKETS
TimeSeek: Temporal Reliability of Agentic Forecasters
TIRA: Technical Indicator-based Retrieval Augmentation for Large Language Model-driven Stock Trading
Toward An Agentic Approach in Anti-Money Laundering Investigation for Typology Classification
Towards a more efficient bias detection in Financial Language Models
Towards Expert Financial QA via Self-Improving RAG
Towards Representation Learning for Cross-Sectional Portfolio Construction
Uncertainty-Gated Generative Modeling
Unsupervised Detection of Speculative Regimes and the Empirical Audit of Agentic Responsibility in Financial Markets
When AI Adds No Signal: LLM Embeddings versus Price-Based Stock Clusters
When Do We Need LLMs? A Diagnostic for Language-Driven Bandits
When Quotes Crumble: Detecting Transient Mechanical Liquidity Erosion in Limit Order Books
Winner Stock Prediction as Decision-Aligned Multiclass Classification