There is no length limit or strict format requirement. While formatting according to ACM guidelines is recommended (see below), we encourage submissions in an open format to allow the authors to focus on content with formatting restrictions. Submissions should be in PDF format and can be directly submitted as they are.
The workshop is non-archival and will not have official proceedings.
For each submission, at least one author must agree to serve as a reviewer and deliver their reviews on time.
The author list cannot be modified after the initial submission, except before printing.
Any changes after acceptance will be communicated directly with the authors.
Submission Deadline
Author Notification
October 30th, 2024
Workshop
November 14th, 2024 (Thursday, 13:00 - 17:30 Eastern Time)
Submission Process
Submissions are to be made through the OpenReview platform (link to be updated: https://openreview.net/). Authors must submit the paper content (PDF document), title, author names, contact details, and a brief abstract electronically through the workshop’s submission site. At least one author of each accepted paper is required to attend the conference to present their work.
Review Process
This workshop will follow a single-blind review process, where authors’ identities are known to the reviewers, but reviewers’ identities are not disclosed to the authors. There will be no rebuttal period, and all submissions will be treated with strict confidentiality.
Accepted Papers
All accepted papers will be invited to participate in the poster session. Participants are required to print and bring their own posters to the event.
Detailed specifications on poster format and requirements will be provided by the organizers after acceptance.
Selected papers may also be given the opportunity for an oral presentation, subject to scheduling constraints.
Please note that the workshop is non-archival and will not have official proceedings. Only the author names and titles of accepted papers will appear on the website, with no disclosure of any content.
The workshop is non-archival and will not have official proceedings. Only the author names and titles of accepted papers will appear on the website, with no disclosure of any content.
Oral Presentation
Scaling Core Earnings Measurement with Large Language Models
Climate solutions, transition risk, and stock returns
Mental Models and Financial Forecasts
FinRobot: AI Agent for Equity Research and Valuation with Large Language Models
AlphaAgents: Large Language Model based Multi-Agents to Build Better Equity Portfolios
(In-person constrained)
Generative AI and Asset Management
(In-person constrained)
Poster Presentation
Responsible Evaluation by Design: Measuring AI’s Total Impact in Financial Applications
Topic Labeling Using Large Language Models
LLMs for the categorisation of SME bank transactions
Beyond the Fundamentals: How Media-Driven Narratives Influence Cross-Border Capital Flows
AI Democratization, Return Predictability, and Trading Inequality
Quantformer: from attention to profit with a quantitative transformer trading strategy
Enhancing Portfolio Rebalancing Timing Using GPT: A Macroeconomic Indicator Approach
Evaluating Financial Sentiment Analysis with Annotators’ Instruction Assisted Prompting: Enhancing Contextual Interpretation and Stock Prediction Accuracy
Combining Financial Data and News Articles for Stock Price Movement Prediction by Prompting Large Language Models
Pretrained LLM Adapted with LoRA as a Decision Transformer for Offline RL in Quantitative Trading
Extracting Structured Insights from Financial News: An Augmented LLM Driven Approach
Leveraging NLP, LLM’s, and Knowledge Graphs for Investor Relations
A Conformal Inference-Based Approach to Credit Score Modeling with Large Language Models
Voting Rationale
AI Exposure without Labor Data: The Expected Impact of AI in Forward-Looking Firm Communications
Quantifying Qualitative Insights: Leveraging LLMs to Market Predict
The Value of Information from Sell-side Analysts
Large Language Model Evaluation on Financial Benchmarks
Can AI Replace Stock Analysts? Evidence from Deep Learning Financial Statements
Simulating the Survey of Professional Forecasters
Under Pressure: Strategic Signaling in Bank Earnings Calls
Transmission Bias in Financial News
Using Large Language Models for Financial Advice
Are Memes a Sideshow: Evidence from WallStreetBets
Producing AI Innovation and Its Value Implications
How Much Should We Trust Large Language Model-Based Measures For Accounting And Finance Research?
What Does ChatGPT Make of Historical Stock Returns? Extrapolation and Miscalibration in LLM Stock Return Forecasts
Wisdom or Whims? Decoding Investor Trading Strategies with Large Language Models
Efficiently computing volatility surfaces with minimal arbitrage violations using GANs
An Anatomy of Subjective Expectation
Quantifying Uncertainty: A New Era of Measurement through Large Language Models
Small Language Models for the Democratization of Financial Literacy: Challenges and Opportunities
BreakGPT: Leveraging Large Language Models for Predicting Asset Price Surges
Climate AI for Corporate Decarbonization Metrics Extraction
Can a GPT4-Powered AI Agent Be a Good Enough Performance Attribution Analyst?
Forecasting Option Returns with News
Fed Transparency and Policy Expectation Errors: A Text Analysis Approach
Prudential Regulation Embedding Transformer (PRET) a domain-adapted model for prudential supervision
CovenantAI - New Insights into Covenant Violations
(In-person constrained)
Counterfactual Analysis via Large Language Models
Visual Information and AI Divide: Evidence from Corporate Executive Presentations
One Hundred and Thirty Years of Corporate Responsibility
(In-person constrained)
Central Bank Digital Currencies (CBDC) Sentiment Score Analysis of News using Chat GPT-4.0 from January 2018 to June 2024
(In-person constrained)
Opening Remarks
Prof. Yoon Kim
MIT, Electrical Engineering and Computer Science
Keynote
Prof. Valeri Nikolaev
“Future of Generative AI in Financial Markets”
Short Talk
Prof. Sean Cao
“Applied AI in Accounting and Finance: Industry and Academic Applications”
Panel
“Practical Applications of Large Language Models in Finance and Accounting Workflows”
Coffee Break
Keynote
Andrew Lo
MIT, Sloan School of Management
“Generative AI and the Rise of Quantamental Investing”
Short Talk
Armineh Nourbakhsh
J.P. Morgan AI Research Executive Director
“Document AI Workflows and the Challenge of Grounded Generation”
Oral session 1
Coffee Break
Keynote
Ralph Koijen
University of Chicago, Booth School of Business
“Asset Embeddings”
Short Talk
Miao Liu
Boston College, Carroll School of Management
“Executives vs. Chatbots: Unmasking Insights through Human-AI Differences in Earnings Conference Q&A”
Oral session 2
“Mental Models and Financial Forecasts”