Applications of NLP and Network Science in finance have received tremendous attention within the last decade. An increasing number of areas from the applied finance are successfully leveraging and blending tools from NLP, network analysis and graph machine learning for tasks ranging from asset pricing, portfolio construction, and risk management, to understanding large scale supply chain networks, market crashes and fraud detection. We will engage in in-depth discussions on critical subjects, including information retrieval and extraction techniques tailored for financial texts, trend prediction methodologies utilizing text data, the potential utilization of large language models in financial analysis, and the progress of generative NLP for finance applications.
This workshop is a continuation of 2 past iterations at ICAIF (’21 and ’22) and aims to illustrate the broad interplay between these techniques and analysis tools in the context of financial applications, showcasing a suite of problems of interest to both researchers and practitioners.
In addition to attracting high quality research contributions to the workshop, one of the aims of the workshop is to mobilize the researchers working on the related areas to form a community. The workshop will also provide a platform to exchange ideas and foster further interdisciplinary research collaborations among researchers.
The workshop will be in conjunction with the 4rd ACM Conference on AI in Finance which will be held in-person in New York, and also virtually.
Leman Akoglu (Dean’s Associate Professor of Information Systems, Carnegie Mellon University)
Ivan Brugere (AI Research Scientist, J.P. Morgan)
Mihai Cucuringu (Associate Professor, University of Oxford and Turing Fellow)
Xiaowen Dong (Associate Professor, University of Oxford)
Saurabh Nagrecha (Applied ML Manager, Google)
Stefan Zohren (Associate Professor, University of Oxford, Turing Fellow and Principal Quant at Man Group).
Lukasz Szpruch (Professor, University of Edinburgh)
Mark Klaisoongnoen (PhD Candidate, EPCC at the University of Edinburgh)
Claire Barale (PhD Candidate, University of Edinburgh)
We invite papers on NLP and Network Analysis with applications to the financial industry. Topics of interest include, but are not limited to, the following:
Analysis of financial markets as complex networks
Network models for portfolio management and systemic risks
Financial news networks as multimodal message passing systems
Graph-based machine learning models for financial applications
Graphs as models of non-i.i.d. financial risks and phenomena
Applications of NLP in trading as well as portfolio constructions
Applications of NLP to financial reports and financial news
Other applications of NLP and networks in finance
Overview of Industry Challenges
Short papers from financial industry practitioners that introduce domain specific problems and challenges to academic researchers. These papers should describe problems that can inspire new research directions in academia, and should serve to bridge the information gap between academia and the financial industry.
Algorithmic Tutorials
Short tutorials from academic researchers that explain current solutions to challenges related to the technical areas mentioned above, not necessarily limited to the financial domain. These tutorials will serve as an introduction and enable financial industry practitioners to employ/adapt latest academic research to their use-cases.
All submissions must be PDFs formatted in the Standard ACM Conference Proceedings Template. Submissions are limited to 4-8 content pages, including all figures and tables but excluding references. All accepted papers will be presented as posters and some would be selected for oral presentations, depending on schedule constraints. Accepted papers will be posted on the workshop website.
Following the conference submission policy, reviews are double-blind, and author names and affiliations should NOT be listed.
Papers should be submitted on CMT3 by 10th November 2023, 11:59 PM, anywhere in the world.
Submission URL: https://cmt3.research.microsoft.com/NLPNAFA2023
Submission deadline: 10th November, 2023, 11:59 PM, anywhere in the world.
Author notification: 13th November, 2023
Workshop: 27th November, 2023