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