NeurIPS 2025PastGenerative models
NeurIPS 2025 Workshop: Generative AI in Finance
GenAI in Finance
- Submission deadline
- Sep 1, 2025, 14:59 UTCimported from OpenReview — check the website for extensions
- Submission portal
- OpenReview
- Notes
- Topics were auto-suggested and may be imprecise — edits welcome.
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