NeurIPS 2025 Past Generative models
NeurIPS 2025 Workshop: Generative AI in Finance
GenAI in Finance
- Submission deadline
- Sep 1, 2025, 14:59 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 (100)
Fetched from OpenReview (v2) on 2026-06-10.
-
A Fast and Effective Solution to the Problem of Look-ahead Bias in LLMs
-
A Generative Probabilistic Approach for Goal-Based Portfolio Optimization
-
A Methodology for Assessing the Risk of Metric Failure in LLMs Within the Financial Domain.
-
A Practical Taxonomy for Finance-Specific LLM Risk Detection and Monitoring
-
A Transformer Architecture for Learning Trading Strategies
-
Adaptive Constrained Optimization for Tabular Synthetic Data Generation
-
Aegis: Uncertainty-Aware Governance for AI-Generated Signals
-
Algorithmic Trading vs Human-Led Strategies: Performance, Risks, and a Hybrid Path Forward
-
Are Foundation Models Useful for Bankruptcy Prediction?
-
AuditCopilot: Leveraging LLMs for Fraud Detection in Double-Entry Bookkeeping
-
Auditing Algorithmic Bias in Transformer-Based Trading
-
Behavioral Economics of AI: LLM Biases and Corrections
-
Chatting With Your Data: LLM-Enabled Data Transformation for Enterprise Text to SQL
-
CMS-VAE: A Strategy-aware Variational AutoEncoder for High-Fidelity Crypto Market Simulation
-
Compliant Generative Diffusion for Finance
-
Conditional Sampling from Frozen Generative Models: From Explicit Rules to Example-Based Guidance
-
Confidence-Gated LLM Synthesis for Enhanced Multi-Class Sentiment Analysis in Financial Texts
-
Context-Masked Meta-Prompting for Privacy-Preserving LLM Adaptation in Finance
-
Controllable Financial Market Generation with Diffusion Guided Meta Agent
-
CRMAgent: A Multi-Agent LLM System for E-Commerce CRM Message Template Generation
-
CTBench: Cryptocurrency Time Series Generation Benchmark
-
Data-driven Feynman–Kac Discovery with Applications to Prediction and Data Generation
-
Data-Efficient Realized Volatility Forecasting with Vision Transformers
-
Deep Heckman for Loan Evaluation
-
DELPHYNE: A Pre-Trained Model for General and Financial Time Series
-
Democratizing Alpha: LLM-Driven Portfolio Construction for Retail Investors Using Public Financial Media
-
Diffusion-Augmented Reinforcement Learning for Robust Portfolio Optimization under Stress Scenarios
-
EconWebArena: Benchmarking Autonomous Agents on Economic Tasks in Realistic Web Environments
-
eFinBERT: Efficient Financial Sentiment Classification
-
Enhancing Foundation Models in Transaction Understanding with LLM-based Sentence Embeddings
-
Evasive Answers in Financial Q\&A: Earnings Calls vs. FOMC Press Conferences
-
EvoAlpha: Evolutionary Alpha Factor Discovery with Large Language Models
-
Factor-Based Conditional Diffusion Model for Portfolio Optimization
-
FACTS: Fast, Accurate, and Privacy-Compliant Table Summarization via Offline Template Generation
-
FedSight AI: Multi-Agent System for Federal Funds Target Rate Prediction
-
FinAgentBench: A Benchmark Dataset for Agentic Retrieval in Financial Question Answering
-
Financial TimeSeries Reasoning Benchmarks at Scale
-
FinAudio: A Benchmark for Audio Large Language Models in Financial Applications
-
FinCARE: Financial Causal Analysis with Reasoning & Evidence
-
FINCH: Financial Intelligence using Natural language for Contextualized SQL Handling
-
FinFlowRL: An Imitation-Reinforcement Learning Framework for Adaptive Stochastic Control in Finance
-
FinReflectKG - EvalBench: Benchmarking Financial KG with Multi-Dimensional Evaluation
-
FinReflectKG - MultiHop: Financial QA Benchmark for Reasoning with Knowledge Graph Evidence
-
FinZero: Launching Multimodal Financial Time-Series Reasoning
-
FISCAL: Financial Synthetic Claim–document Augmented Learning for Efficient Fact-Checking
-
FRED Guard: Efficient Financial Compliance Detection with ModernBERT
-
From Similarity to Consequences: Decision-Oriented Evaluation of Market Digest Generation
-
Generating Time Series by Matching Random Convolutional Features
-
Generative Diffusion Models for High-Dimensional Time Series
-
GRAB: A Risk Taxonomy--Grounded Benchmark for Unsupervised Topic Discovery in Financial Disclosures
-
Gradient-Based Bilevel Optimization for Principal–Agent Contract Design
-
HashMark: Watermarking Tabular/Synthetic Data For Machine Learning Via Cryptographic Hash Functions
-
Human Preference Alignment in Financial Advice: A Generative AI Approach
-
Identifying Financial Risk Information with Contrastive Reasoning
-
Illusion of Control: Exploring the Limits of Human-in-the-Loop Oversight in Generative Finance
-
Instruction Following for Finance: Verifying language models’ ability to follow complex financial instructions
-
InterpDetect: Interpretable Signals for Detecting Hallucinations in Financial Question Answering
-
Is All the Information in the Price? LLM Embeddings versus the EMH in Stock Clustering
-
Kronos: A Foundation Model for the Language of Financial Markets
-
LLM Economist: Large Population Models and Mechanism Design in Multi-Agent Generative Simulacra
-
LOBERT: Generative AI Foundation Model for Limit Order Book Messages
-
Market-Dependent Communication in Multi-Agent Alpha Generation
-
MASCA: LLM-based Multi-Agent System for Credit Assessment
-
MASFIN: A Multi-Agent System for Decomposed Financial Reasoning and Forecasting
-
Mitigating Model Drift in Developing Economies Using Synthetic Data and Outliers
-
Multi-Trajectory Physics-Informed Neural Networks for HJB Equations with Hard-Zero Terminal Inventory: Optimal Execution on Synthetic & SPY Data
-
Neural Generative Modeling of Order Statistics
-
NLP-Driven Proxy Retrieval for Illiquid Bond Pricing
-
NoLBERT: A No Lookahead(back) Foundational Language Model
-
Operationalising LLMs for Compliance-Critical Letter Writing in Financial Services
-
Orchestration Framework for Financial Agents: From Algorithmic Trading to Agentic Trading
-
Privacy-Preserving Financial Fraud Detection: Challenges and Solutions with Generative Models, Lifetime-Aware Detection, and Federated Boosting
-
Prospects of Imitating Trading Agents in the Stock Market
-
pySigLib - Fast Signature Kernels on CPU and GPU
-
QuantMind: A Context-Engineering Based Knowledge Framework for Quantitative Finance
-
RAMuST: A Regime-Aware Multiscale and Mixed-Frequency Transformer for Industry-Level Corporate Income Tax Forecasting
-
Reasoning-Guided Evolutionary Prompt Optimization for Improved Financial Problem Solving
-
Regulatory Risk as a Financial Factor: An LLM-Derived Index of Cross-Border Data Restrictions
-
Risk-Sensitive Q-Learning in Continuous Time with Application to Dynamic Portfolio Selection
-
Risko1: Reasoning for Risk Management Governed by Structural Constraints
-
Robust Decisions via Generative Wasserstein Distributionally Robust Optimization
-
Scenario Generation and Stress Testing for Cryptocurrency Markets using GAN and Diffusion-Based Generative Models
-
Shift-Aware Gaussian-Supremum Validation for Wasserstein-DRO CVaR Portfolios
-
Solving dynamic portfolio selection problems via score-based diffusion models
-
Sparse Reasoning Chains: Generating Faithful and Coherent Explanations for LLMs in Financial Risk Assessment
-
Standard Market Environments for Financial Reinforcement Learning
-
Startup Success Forecasting Framework (SSFF): A Multi-Agent Framework for Startup Success Prediction
-
Stress-Aware Scenario Generation for Reliable Portfolio Inference under Regime Shifts
-
Structured Agentic Workflows for Financial Time-Series Modeling with LLMs and Reflective Feedback
-
Structuring News, Shaping Alpha: RL-Enhanced LLMs in a Hybrid Framework for Event Driven Financial Forcasting
-
Systemic Risk and Bank Networks: The Use of a Knowledge Graph with Generative Artificial Intelligence
-
The Automated but Risky Game: Modeling Agent-to-Agent Negotiations and Transactions in Consumer Markets
-
The Losing Winner: An LLM Agent That Predicts the Market but Loses Money
-
Toward the next generation of stock movement prediction: GenAI-based multimodal stock movement prediction model
-
Towards Scalable Meta-Learning of near-optimal Interpretable Models via Synthetic Model Generations
-
Uncovering Representation Bias for Investment Decisions in Open-Source Large Language Models
-
Using Generative AI to Retrieve and Analyze CEO Compensation Consultant Information from Public Corpora
-
VCAF: A Multi-Agent Framework for Venture Capital Decision-Making Using Synthetic Startup Data
-
White Box Finance: Interpreting AI Decisions in Finance through Rules and Language Models
-
zkFinGPT: Zero-Knowledge Proofs for Financial Generative Pre-trained Transformers