Table of Contents

• AuditAgent: Expert-Guided Multi-Agent Reasoning for Cross-Document Fraudulent Evidence DiscoverySongran Bai, Bingzhe Wu, Yiwei Zhang 0009, Chengke Wu 0002, Xiaolong Zheng 0001, Yaze Yuan, Ke Wu 0007, JianQiang Li. 1-9 [doi]
• FinSearch: A Temporal-Aware Search Agent Framework for Real-Time Financial Information Retrieval with Large Language ModelsYiqing Shen 0003, Jingshu Zhang, Feng Chen, Kaiyuan Yan, Hongguang Li. 10-17 [doi]
• JaxMARL-HFT: GPU-Accelerated Large-Scale Multi-Agent Reinforcement Learning for High-Frequency TradingValentin Mohl, Sascha Frey, Reuben Leyland, Kang Li, George Nigmatulin, Mihai Cucuringu, Stefan Zohren, Jakob N. Foerster, Anisoara Calinescu. 18-26 [doi]
• FABS: An Extensible and High-Performance Digital Twin Framework of AI-Driven Financial SystemsAngus T. L. Leung, Ce Guo, Wayne Luk. 27-34 [doi]
• Interpretable Market Simulations via Optimal Transport: Power Law Decomposition and Implications for Market DesignRyuji Hashimoto, Kiyoshi Izumi. 35-43 [doi]
• Market Selection with Midpoint Matching: A Strategic Agent-Based AnalysisGabriel Smithline, Anri Gu, Michael P. Wellman. 44-52 [doi]
• A Multimodal Alignment-Based Anomaly Detection Method for Bankruptcy PredictionAndreas Sideras, Konstantinos Bougiatiotis, Elias Zavitsanos, Georgios Paliouras, George A. Vouros. 53-61 [doi]
• Financial Statement Fraud Detection with a Categorical-to-Numerical Data RepresentationTuna Alaygut, Emre Sefer. 62-70 [doi]
• TSTR for Financial Fraud: Learning to Detect Manipulation Without Real DataAhmed Mahrous, Roberto Di Pietro. 71-79 [doi]
• Algorithmic pricing with independent learners and relative experience replayBingyan Han. 80-87 [doi]
• The Accidental Pump and Dump: When Agentic AI Meets Autonomous TradingDavid Byrd. 88-95 [doi]
• Tracing Positional Bias in Financial Decision-Making: Mechanistic Insights from Qwen2.5Fabrizio Dimino, Krati Saxena, Bhaskarjit Sarmah, Stefano Pasquali. 96-104 [doi]
• Estimating Covariance for Global Minimum Variance Portfolio: A Decision-Focused Learning ApproachJuchan Kim, Inwoo Tae, Yongjae Lee. 105-113 [doi]
• Return Prediction for Mean-Variance Portfolio Selection: How Decision-Focused Learning Shapes Forecasting ModelsJunHyeong Lee, Haeun Jeon, Hyunglip Bae, Yongjae Lee. 114-122 [doi]
• Scaling Conditional Autoencoders for Portfolio Optimization via Uncertainty-Aware Factor SelectionRyan Engel, Yu Chen, Pawel Polak, Ioana Boier. 123-131 [doi]
• Evaluating the Ethical Judgment of Large Language Models in Financial Market Abuse CasesAvinash Kumar Pandey, Swati Rajwal. 132-140 [doi]
• Query Generation Pipeline with Enhanced Answerability Assessment for Financial Information RetrievalHyunkyu Kim, Yeeun Yoo, Youngjun Kwak. 141-149 [doi]
• Your AI, Not Your View: The Bias of LLMs in Investment AnalysisHoyoung Lee, Junhyuk Seo, Suhwan Park, JunHyeong Lee, Wonbin Ahn, Chanyeol Choi, Alejandro Lopez-Lira, Yongjae Lee. 150-158 [doi]
• FAITH: A Framework for Assessing Intrinsic Tabular Hallucinations in FinanceMengao Zhang, Jiayu Fu, Tanya Warrier, Yuwen Wang, Tianhui Tan, Ke-wei Huang. 159-167 [doi]
• FinMR: A Knowledge-Intensive Multimodal Benchmark for Advanced Financial ReasoningShuangyan Deng, Haizhou Peng, Jiachen Xu, Rui Mao, Ciprian Doru Giurcaneanu, Jiamou Liu. 168-176 [doi]
• Quantifying Semantic Shift in Financial NLP: Robust Metrics for Market Prediction StabilityZhongtian Sun, Chenghao Xiao, Anoushka Harit, Jongmin Yu. 177-184 [doi]
• Case-based Explainability for Random Forest: Prototypes, Critics, Counter-factuals and Semi-factualsGregory Yampolsky, Dhruv Desai, Mingshu Li, Stefano Pasquali, Dhagash Mehta. 185-193 [doi]
• NeuralBeta: Estimating Beta Using Deep LearningYuxin Liu, Jimin Lin, Achintya Gopal. 194-201 [doi]
• ProtoHedge: Interpretable Hedging with Market PrototypesLisa Faloughi, Ce Guo, Wayne Luk. 202-210 [doi]
• Discrete Flow Matching is a Surprisingly Effective Post-training Method to Address Compound Error in Autoregressive ModelsKang Li, Bidipta Sarkar, Zheng Xiong, Sascha Frey, Zilin Wang 0002, Frensi Zejnullahu, Alfred Backhouse, Stefan Zohren, Anisoara Calinescu, Mihai Cucuringu, Jakob N. Foerster. 211-219 [doi]
• LLM Embedding for Regression PriorsKang Li, Jiawei Miao, Mihai Cucuringu, Leandro Sánchez-Betancourt. 220-228 [doi]
• TF-GAN: Topology-Aware Generative Adversarial Network for Financial Time Series ForecastingMohammadyasin Karbasian, Amir Ahangarzadeh, Mohammad Hossein Manshaei, Sayed Jalal Zahabi. 229-237 [doi]
• BMI-GP: Unsupervised Breach Merchant Identification via Adaptive Graph PruningKamna Meena, Subham Kumar Singh, Priyanshi Gupta, Gaurav Oberoi, Nitish Srivasatava, Siddhartha Asthana. 238-246 [doi]
• Graph Neural Networks for Bridge Swap Link Prediction in Uniswap v3Qingran Zhou, Eric Liu, Alessio Brini. 247-255 [doi]
• LAS-GNN: A Graph Neural Network for Temporal Money Laundering Motif DetectionStan Verlaan, Ioana Hulpus, Erik Jan van Leeuwen. 256-264 [doi]
• ACT-Tensor: Tensor Completion Framework for Financial Dataset ImputationJunyi Mo, Jiayu Li, Duo Zhang, Elynn Chen. 265-273 [doi]
• BForTFin: A Financial Domain-Aware Multiscale Evaluation Method for Time-Series Foundation ModelsNigel Cheong, Ling Wei Hsuen, Ranjan Satapathy, Erik Cambria, Rick Siow Mong Goh, Joyjit Chattoraj. 274-282 [doi]
• FinReflectKG: Agentic Construction and Evaluation of Financial Knowledge GraphsAbhinav Arun, Fabrizio Dimino, Tejas Prakash Agarwal, Bhaskarjit Sarmah, Stefano Pasquali. 283-290 [doi]
• Can AI Read Like a Financial Analyst? A Financial Touchstone for Frontier Language Models Such as Gemini 2.5 Pro, o3, and Grok 4 on Long-Context Annual Report ComprehensionJan Spörer. 291-298 [doi]
• Reasoning or Overthinking: Evaluating Large Language Models on Financial Sentiment AnalysisDimitris Vamvourellis, Dhagash Mehta. 299-307 [doi]
• Two Sides of the Same Coin: How LLMs Reveal Dual Narratives in Annual ReportsXiao Li, Changhong Jin, Yingjie Niu, Ruihai Dong. 308-316 [doi]
• Decoding the Beige Book: LLM-Powered Sentiment Analysis for Real-Time Recession ForecastingYi Sun, Oscar Girón, Raju Ahmed. 317-325 [doi]
• Democratizing Alpha: LLM-Driven Portfolio Construction for Retail Investors Using Public Financial MediaDaesan Oh, Taehwan Kim 0016, JunKyu Jang, Sung Hyuk Park. 326-334 [doi]
• Prompting for Policy: Forecasting Macroeconomic Scenarios with Synthetic LLM PersonasGiulia Iadisernia, Carolina Camassa. 335-343 [doi]
• Behavioural Reinforcement Learning (Beyond Rationality: RL Under Investor Bias)Francois Buet-Golfouse, Osian Shelley, George-Octavian Barbulescu. 344-351 [doi]
• ClauseLens: Clause-Grounded, CVaR-Constrained Reinforcement Learning for Trustworthy Reinsurance PricingStella C. Dong, James R. Finlay. 352-359 [doi]
• Continuous-Time Reinforcement Learning for Asset-Liability ManagementYilie Huang. 360-368 [doi]
• Learning to Manage Investment Portfolios beyond Simple Utility FunctionsMaarten Peter Scholl, Mahmoud Mahfouz, Anisoara Calinescu, J. Doyne Farmer. 369-377 [doi]
• Parametric Phi-Divergence-Based Distributionally Robust Optimization for Insurance PricingLukasz Sliwinski, Liam Llamazares-Elias, David Siska, Lukasz Szpruch. 378-386 [doi]
• Similarity-based Conformal Prediciton using Random Forest ProximitiesMingshu Li, Dhruv Desai, Bhaskarjit Sarmah, Snigdha Bhagat, Dhagash Mehta. 387-395 [doi]
• Attention Factors for Statistical ArbitrageElliot L. Epstein, Rose Wang, Jaewon Choi, Markus Pelger. 396-404 [doi]
• Deep Mean-Reversion: A Physics-Informed Contrastive Approach to Pairs TradingNamhyoung Kim, Yosep Na, Jae Wook Song. 405-412 [doi]
• ISEPT: Image-Based Selection and Execution Framework for Pair TradingNayoung Kim, Jangwook Lee, Yuncheol Kang. 413-421 [doi]
• DeltaLag: Learning Dynamic Lead-Lag Patterns in Financial MarketsWanyun Zhou, Saizhuo Wang, Mihai Cucuringu, Zihao Zhang, Xiang Li 0169, Jian Guo 0016, Chao Zhang 0118, Xiaowen Chu 0001. 422-430 [doi]
• Factor-Driven Network Informed Restricted Vector AutoregressionBrendan Martin, Mihai Cucuringu, Alessandra Luati, Francesco Sanna Passino. 431-439 [doi]
• Online Ensemble Learning for Sector Rotation: A Gradient-Free FrameworkJiaju Miao, Pawel Polak. 440-448 [doi]
• Neural Network-Driven Volatility Drag Mitigation under Aggressive LeverageChristian Bongiorno, Efstratios Manolakis, Rosario Nunzio Mantegna. 449-455 [doi]
• Probability‑Density‑Consistent Physics-Informed Neural Networks for Stochastic Local Volatility Model CalibrationKentaro Hoshisashi, Carolyn Elizabeth Phelan, Paolo Barucca. 456-464 [doi]
• Repurposing Language Models for FX Volatility Forecasting: A Data-Efficient and Context-Aware ApproachQuoc-Anh Nguyen, Ce Guo, Wayne Luk. 465-473 [doi]
• A Data-Driven Asset Relation Extraction and Portfolio Optimization Method through ConvolutionLanxin Lu, Yingjie Niu, Ruihai Dong, Valerio Potì. 474-482 [doi]
• A Role-Aware Multi-Agent Framework for Financial Education QAAndy Zhu, Yingjun Du. 483-491 [doi]
• Adaptive Quantum Channels as Long-Memory Generative ModelsCharlee Stefanski, Vanio Markov, David Novak, Vladimir Rastunkov. 492-500 [doi]
• Adaptive Sample Weighting with Regime-Aware Meta-Learning Framework for Financial ForecastingJunKyu Jang, Taehwan Kim 0016, Daesan Oh, Sung Hyuk Park. 501-508 [doi]
• Aligning Language Models with Investor and Market Behavior for Financial RecommendationsFernando Spadea, Oshani Seneviratne. 509-517 [doi]
• Arbitrage-Free Implied Volatility Surface Smoothing via Generative Adversarial NetworksVictor Ginart Belmonte, Thomas Cole. 518-524 [doi]
• Attention-Based Multi-Asset Order Flow Networks for Enhanced Mid-Price PredictionHamidreza Bandealinaeini, Mohammad Sharifkhani, Erfan Salavati. 525-533 [doi]
• CMS-VAE: A Strategy-aware Variational AutoEncoder for High-Fidelity Crypto Market SimulationYihao Ang, Yifan Bao, Qiang Huang, Qiang Wang, Xinyu Xi, Shuyu Lu, Anthony K. H. Tung, Zhiyong Huang 0010. 534-542 [doi]
• Constrained Tabular Diffusion for FinanceMichael Cardei, Jose Munoz, Oscar Barrera, Shreyas Chandrahas, Partha Saha. 543-551 [doi]
• Contextual Time Series Embedding: A State Space Perspective for Financial DataGuanchao Feng, James Lavinder, Yanfei Huang, Ding Zhao, Morgan Hawkins, Dipanker Koirala, Dhagash Mehta. 552-560 [doi]
• Curriculum-Guided Reinforcement Learning for Synthesizing Gas-Efficient Financial Derivatives ContractsMaruf Ahmed Mridul, Oshani Seneviratne. 561-568 [doi]
• Data-Driven Trade Flow Decomposition for Exchange-Traded Funds and their ConstituentsNicolas Petit, Mihai Cucuringu, Álvaro Cartea. 569-577 [doi]
• Demystifying TCFD Disclosures: An AI-Powered Framework for Enhanced Transparency and TrustTik Yu Yim, Wenting Tan, Yuxuan Zhang, Tak Wah Lam, Siu-Ming Yiu. 578-586 [doi]
• DiffVolume: Diffusion Models for Volume Generation in Limit Order BooksZhuohan Wang, Carmine Ventre. 587-595 [doi]
• Extracting the Structure of Press Releases for Predicting Earnings Announcement ReturnsYuntao Wu, Ege Mert Akin, Charles Martineau, Vincent Grégoire, Andreas Veneris. 596-604 [doi]
• FactorMAD: A Multi-Agent Debate Framework Based on Large Language Models for Interpretable Stock Alpha Factor MiningYitong Duan, Chuheng Zhang, Jian Li 0015. 605-613 [doi]
• Fast Monitoring of Systemic Risk in Financial Networks with Credit Default SwapsJinyun Tong, Stavros D. Ioannidis, Sriram Bharadwaj Rangarajan, Bart de Keijzer, Carmine Ventre. 614-622 [doi]
• Federated Financial Reasoning Distillation: Training A Small Financial Expert by Learning From Multiple TeachersShuoling Liu, Jiangpeng Yan, Xiaoyu Wang, Yuhang Jiang, Liyuan Chen, Tao Fan 0002, Kai Chen 0005, Qiang Yang 0001. 623-631 [doi]
• FinAgentBench: A Benchmark Dataset for Agentic Retrieval in Financial Question AnsweringChanyeol Choi, Jihoon Kwon, Alejandro Lopez-Lira, Chaewoon Kim, Minjae Kim, Juneha Hwang, Jaeseon Ha, Hojun Choi, Suyeol Yun, Yongjin Kim, Yongjae Lee. 632-637 [doi]
• FinDER: Financial Dataset for Question Answering and Evaluating Retrieval-Augmented GenerationChanyeol Choi, Jihoon Kwon, Jaeseon Ha, Hojun Choi, Chaewoon Kim, Yongjae Lee, Jy-yong Sohn, Alejandro Lopez-Lira. 638-646 [doi]
• FinDPO: Financial Sentiment Analysis for Algorithmic Trading through Preference Optimization of LLMsGiorgos Iacovides, Wuyang Zhou, Danilo P. Mandic. 647-655 [doi]
• FinResearchBench: A Logic Tree based Agent-as-a-Judge Evaluation Framework for Financial Research AgentsRui Sun, Zuo Bai, Wentao Zhang, Yuxiang Zhang, Li Zhao, Shan Sun, Zhengwen Qiu. 656-664 [doi]
• From Constituents to Index: Interpretable Price Movement Prediction via Cross-Asset Order FlowSungho Lee, Sukmin Hwang, Chanyeong Kim, Mingyu Yang, Yongjae Lee, Woo Chang Kim. 665-673 [doi]
• From News to Returns: A Granger-Causal Hypergraph Transformer on the SphereAnoushka Harit, Zhongtian Sun, Jongmin Yu. 674-682 [doi]
• Fusing Narrative Semantics for Financial Volatility ForecastingYaxuan Kong, Yoontae Hwang, Marcus Kaiser, Chris Vryonides, Roel Oomen, Stefan Zohren. 683-691 [doi]
• Graph Learning for Foreign Exchange Rate Prediction and Statistical ArbitrageYoonsik Hong, Diego Klabjan. 692-699 [doi]
• Hypergraph Neural Networks to Predict Stock Movements By Exploring Higher-order RelationshipsTuna Alaygut, Emre Sefer. 700-708 [doi]
• IKNet: Interpretable Stock Price Prediction via Keyword-Guided Integration of News and Technical IndicatorsJinwoong Kim, Sangjin Park. 709-717 [doi]
• Is BTC Enough? A New Perspective on Cryptocurrency Price FormationDaisuke Yoshikawa. 718-726 [doi]
• Language Models for Automated Market Commentary from Corporate DisclosuresGabriel Assis, Hugo Dutra, Daniela Vianna 0001, Wagner Meira Jr., Altigran Soares da Silva, Aline Paes. 727-735 [doi]
• Large Language Model Agents for Investment Management: Foundations, Benchmarks, and Research FrontiersPreetha Saha, Jingrao Lyu, Arnav Saxena, Tianjiao Zhao, Dhagash Mehta. 736-744 [doi]
• LatentGraph: From Latent States to Rule-based Expressions for Explainable Financial ForecastingEkin Can Erkus, Alex Chan, Walter Distaso, David B. Thomas, Alex Yakovlev, Rishad A. Shafik. 745-752 [doi]
• Learning to Scalp: A Reinforcement Learning Agent-Based StudySriram Bharadwaj Rangarajan, Carmine Ventre. 753-761 [doi]
• Learning to Trade with Preferences: Interpretable Execution via Mixture-of-ExpertsHaohan Xu, Jason Bohne, Pawel Polak, David Byrd, David Rosenberg, Gary Kazantsev. 762-770 [doi]
• LENS: Large Pre-trained Transformer for Exploring Financial Time Series RegularitiesYuanjian Xu, Jianing Hao, Anxian Liu, Zhenzhuo Li, Shichang Meng, Shuai Yuan, Guang Zhang. 771-778 [doi]
• Leveraging Deep Learning Optimization for Monte Carlo Calibration of (Rough) Stochastic Volatility ModelsLukas Gonon, Wolfgang Stockinger. 779-787 [doi]
• Long-Term Financial Forecasting and Trading via Multi-Agent Reinforcement LearningYu Bi, Zhuohan Wang, Lingxiao Zhao, Carmine Ventre. 788-796 [doi]
• MacroVAE: Counterfactual Financial Scenario Generation via Macroeconomic ConditioningSzymon Kubiak, Tillman Weyde, Oleksandr Galkin, Daniel Philps, Ram Gopal. 797-805 [doi]
• Mean Variance Efficient Collaborative Filtering for Stock RecommendationsMunki Chung, JunHyeong Lee, Yongjae Lee, Woo Chang Kim. 806-813 [doi]
• Multi-Agent Reinforcement Learning for Market Making: Competition without CollusionZiyi Wang, Carmine Ventre, Maria Polukarov. 814-822 [doi]
• Multilingual BERT-based Classification and Recommendation Model for Supporting Innovation Finance DecisionsYongJoon Huh, Yeongeun Seo. 823-828 [doi]
• Natural-gas storage modelling by deep reinforcement learningTiziano Bacaloni, Aldo Glielmo, Marco Taboga. 829-837 [doi]
• Norm-Salvaged Embedding: Improving Condition Alignment of Synthetic Time Series Generation in FinanceRyuji Hashimoto, Yuki Tanaka, Takehiro Takayanagi, Zhe Piao, Kiyoshi Izumi. 838-846 [doi]
• On the Potential of Tool-Enhanced Small Language Models to Match Large Models in FinanceGabriel Assis, Ayrton Surica, Pedro Kroll, Carina Munhoz, Darian Rabbani, Edson Bollis, Lucas F. A. O. Pellicer, Aline Paes. 847-855 [doi]
• Optimizing Large Language Models for ESG Activity Detection in Financial TextsMattia Birti, Andrea Maurino, Francesco Osborne. 856-863 [doi]
• Positive-Unlabeled Learning for Financial Misstatement Detection under Realistic ConstraintsElias Zavitsanos, Konstantinos Bougiatiotis, Andreas Sideras, Georgios Paliouras. 864-872 [doi]
• Predictive Uncertainty Quantification for Financial DNN Using Regular Vine CopulaTuoyuan Cheng, Nixie Sapphira Lesmana, Saikiran Reddy Poreddy, Kan Chen. 873-881 [doi]
• Quantum Optimization of Currency Arbitrage via Graph-Informed Entanglement StrategiesValentino Moreign, Mansun Chan. 882-889 [doi]
• Regret-Optimized Portfolio Enhancement through Deep Reinforcement Learning and Future Looking RewardsDaniil Karzanov, Rubén Garzón, Mikhail Terekhov, Caglar Gulcehre, Thomas Raffinot, Marcin Detyniecki. 890-897 [doi]
• Right Place, Right Time: Market Simulation-based RL for Execution OptimisationOllie Olby, Andreea Bacalum, Rory Baggott, Namid R. Stillman. 898-905 [doi]
• Robust time series generation via Schrödinger Bridge: a comprehensive evaluationAlexandre Alouadi, Baptiste Barreau, Laurent Carlier, Huyên Pham. 906-914 [doi]
• Shock-Biased Attention: Enhancing Transformer Hawkes Processes with Amplitude-Driven Temporal KernelsSukmin Hwang, Sungho Lee, Chanyeong Kim, Yongjae Lee, Woo Chang Kim. 915-923 [doi]
• Structured Agentic Workflows for Financial Time-Series Modelling with LLMs and Reflective FeedbackYihao Ang, Yifan Bao, Lei Jiang, Jiajie Tao, Anthony K. H. Tung, Lukasz Szpruch, Hao Ni 0001. 924-932 [doi]
• Time-Varying Factor-Augmented Models for Volatility ForecastingDuo Zhang, Jiayu Li, Junyi Mo, Elynn Chen. 933-941 [doi]
• Unified Item Segmentation for 10-Q and 10-K Filings Using Item-Aware Document-Level Auxiliary TasksSheng-Hua Tsai, Hsin-Min Lu, Huan-Hsun Yen. 942-950 [doi]
• Unmasking Bias in Financial AI: A Robust Framework for Evaluating and Mitigating Hidden Biases in LLMsShreshth Mehrotra, Raghavendra P, Balraj Prajesh, Hrishikesh Kambale, Puspita Majumdar. 951-959 [doi]
• Vision, Voice, and Text: Pioneering Zero-shot Multimodal LLMs for Sentiment-driven InvestmentSu Tan, Chi Chiu So, Yueyue Sun, Jun-Min Wang, Anthony Wai Keung Loh, Siu-Pang Yung. 960-968 [doi]