October 19, 2024
The importance of Artificial Intelligence has grown a lot in the last decade with companies of different sizes starting their own AI research labs. Recently, this phenomenon started to take place also in the financial service industry with large financial corporations equipping themselves with research departments to appropriately leverage AI in the context of their business. Therefore, this workshop aims to bring together researchers and practitioners both from industry and academia in order to share and discuss recent advancements in the context of AI applications for financial services. The intended target audience is represented by all AI researchers actively investigating ways to leverage AI in finance, researchers and practitioners that would like to explore potential applications of their work in this domain, and professionals looking for a deeper understanding of the potential application AI has in the context of their business.
This workshop is related to a series of events at the intersection of AI in Finance: AAAI Bridge on AI for Financial Services, ICAPS Workshop on Planning and Scheduling for Financial Services, KDD Finance Day, and KDD Workshop on Machine Learning in Finance.
Call for Papers
The workshop would like to receive two different types of submissions:
Extended abstracts of 2-4 pages (including references) presenting challenges or outlining ideas
Full papers of at most 7 pages (plus at most an additional page for references) presenting an original contribution
Papers must be written in English using the ECAI LaTeX template and they will be reviewed using a double blind process. Please, remove any reference to authors in the paper. The page limits apply to the inclusion of any appendices or supplementary material to the paper which should be submitted in the same PDF. We encourage submissions of ongoing work as well as work that has been recently published, since the venue has no proceedings.
Link to submissions: WAIFin
Important Dates
Submissions due: May 23 2024 23:59 AoE
Notification to authors: July 11 2024 23:59 AoE
Camera Ready submission deadline: September 17 2024 23:59 AoE
Workshop date: October 19 2024
Topics
All different types of submissions accept contents on topics that are relevant to general financial problems that may include but are not limited to:
Generative models and data-driven simulation
Planning, Search, Constraint-based Reasoning, Optimization, and Reinforcement learning
Meta learning, federated learning, representation learning and transfer learning
Natural language processing
Time series prediction
Validation and calibration of financial models
Multi-agent systems and game-theoretic analysis of financial markets
Explainability, ethics, and fairness of AI & ML systems
Security, and privacy of AI & ML systems
Computational regulation and compliance in finance
Robustness and uncertainty quantification
Potential applications of interest may include but are not limited to:
Fraud detection for credit cards and mortgages
Early detection of firm defaults
Blockchain and cryptocurrency
Risk modeling and risk management
Trading (e.g., optimal execution, market making, smart order routing and hedging)
Pricing strategies
Robot-advising and investment recommendations
Forecasting of financial scenarios
Financial time series analysis and factor models
Chatbots, automated analysis of documents
Invited Talks
Tutorial: Quantitative Trading with Machine Learning
This tutorial explores quantitative trading, introducing common strategies and showing how machine learning techniques, such as deep and reinforcement learning, can drive the development of enhanced trading algorithms.
Talk: AI-Driven Finance: Opportunities and Challenges
AI models are being developed at remarkable speed and with impressive results for a variety of applications. However, these models rely on domain features that are often untrue in finance. Furthermore, tasks in finance are often automated via computational techniques that are known to be either inefficient or suboptimal in markets with frictions and transaction costs. We thus need new research in AI to either allow the adoption of advanced technology to the financial domain or improve the performance of computational solutions to financial tasks. Finally, the extent to which AI can lead to the development of new tools to detect trader behaviour, regulate existing and design novel financial markets remains a timely research challenge. In this talk, we will explore a portfolio of cases studies in this research agenda by surveying some of the recent work of the speaker.
Talk: Agent-based models for policy – past, present, future
Bank of England is one of the policy institutions at the frontier of exploring agent-based models to address some of the policy questions that it is facing. In this talk, we will take you through how researchers at the Bank have been using this modelling approach to simulate complex interactions between different agents in the economy to assess the potential impact of prudential policies.
Accepted Papers
Coming Soon
Organizers
Parisa Zehtabi, Ph.D., Vice President, J.P.Morgan AI Research
Alberto Pozanco, Ph.D., Vice President, J.P.Morgan AI Research
Giuseppe Canonaco, Ph.D., Senior Associate, J.P.Morgan AI Research
Fernando Fernández, Full Professor, Universidad Carlos III de Madrid
Program Commitee
Deepeka Garg
Edoardo vittori
Annapoorani Lakshmi Narayanan
Leo Ardon
Senka Krivic
Alessio Brini
Nazanin Mehrasa
Alba Gragera
Milad Kazemi
Ashwin Arulselvan
Tomas De La Rosa Turbides
Fernando Acero
Pietro Totis
James Bowden
Marianela Morales