Accepted Papers

No Tick-Size Too Small: A General Method for Modelling Small Tick LOBs. Konark Jain (University College London), Jean-Francois Muzy (Universite de Corse), Jonathan Kochems (JP Morgan Chase & Co.), Emmanuel Bacry (Universite Paris-Dauphine).

Held-to-maturity Accounting: A Potential Systemic Risk of the Banking System during Monetary Policy Tightening. Steve Y Yang (Stevens Institute of Technology).

Deciding Bank Interest Rates — A Major-Minor Impulse Control Mean Field Games Perspective. Fan Chen (Shanghai Jiao Tong University), Nicholas WD Martin (JPMorgan Chase), Po-Yu Chen (Imperial College London), XIAOZHEN WANG (Université PSL), Zhenjie Ren (Université Paris-Dauphine, PSL), Francois Buet-Golfouse (UCL).

Evidence on Inflation Expectations Formation Using Large Language Models. Ali Zarifhonarvar (Indiana University). (poster)

FuNVol: A Multi-Asset Market Simulator using Functional Principal Components and Neural SDEs. Vedant Choudhary (University of Toronto), Sebastian Jaimungal (University of Toronto), Maxime Bergeron (Riskfuel).

Supply and Demand Network Construction and Economic Impacts from Stress-testing. Richard Brath (Uncharted Software), Michael McAnally (Two Six Technologies), John Santini (RTX).

Deep-MacroFin: Informed Equilibrium Neural Network for Continuous Time Economic Models. Yuntao Wu (University of Toronto), Jiayuan Guo (University of Toronto), Goutham Gopalakrishna (University of Toronto), Zissis Poulos (York University). (paper, poster)

EconoJax: A Fast \& Scalable Economic Simulation in Jax. Koen Ponse (Leiden University), Aske Plaat (Leiden University), Niki van Stein (Leiden University), Thomas M Moerland (Leiden University). (paper, poster)

Quantitative Financial Models with Scenarios from LLM: Temporal Fusion Transformers as Alternative Monte-Carlo. Irene Aldridge (Cornell University), Daham Kim (Cornell University). (paper, poster)

Supervised Autoencoder MLP for Financial Time Series Forecasting. Bartosz B Bieganowski (University of Warsaw), Robert Ślepaczuk (University of Warsaw, Faculty of Economic Sciences). (poster)

Hedging and Pricing Structured Products Featuring Multiple Underlying Assets. Anil Sharma (EY India), Freeman Chen (EY), Jaesun Noh (Ernst & Young), Julio M DeJesus (E&Y), Mario Schlener (EY LLP). (paper, poster)