AI for Finance Summit 2026

Milan

The 3rd Workshop on LLMs and Generative AI for Finance

Next Generation of Generative AI Systems for Finance

Registration

Submit Paper

Date

November 14 (Sat), 2026

Time

8:30 AM–6:00 PM CET

Location

Bocconi University, in the heart of Milan

Registration note: As part of ICAIF ‘26, ticket registration is required and is managed on the main ICAIF conference site.
Please select the “AI for Finance: The 3rd Workshop on LLMs and Generative AI for Finance” workshop when registering. Ticketing questions: contact@ai4f.org.

AI for Finance Summit 2026

Milan

The 3rd Workshop on LLMs and Generative AI for Finance

Next Generation of Generative AI Systems for Finance

Registration

Submit Paper

Date

November 14 (Sat), 2026

Time

8:30 AM–6:00 PM CET

Location

Bocconi University, in the heart of Milan

AI for Finance Summit 2026

Milan

The 3rd Workshop on LLMs and Generative AI for Finance

Next Generation of Generative AI Systems for Finance

Registration

Submit Paper

Date

November 14 (Sat), 2026

Time

8:30 AM–6:00 PM CET

Location

Bocconi University, in the heart of Milan

The third edition builds on the 2024 (Brooklyn) and 2025 (Singapore) ICAIF workshops and focuses on the next generation of agentic, tool-augmented, retrieval-grounded, and governance-aware generative AI systems for high-stakes financial workflows.

About the Workshop

The workshop moves beyond isolated model capabilities toward reliable institutional systems, covering agent orchestration, harness engineering, workflow-level evaluation, red teaming, retrieval and tool use, governance, auditability, model-risk management, and human-agent collaboration. Applications span investment research, compliance, credit, risk, ESG, reporting, surveillance, and quantitative strategies, supported by new datasets, benchmarks, and infrastructure.

As LLMs move from single-turn text generation toward agents that plan, retrieve, reason, use tools, and coordinate with humans, financial institutions face a new class of system-level challenges around reliability, auditability, compliance, and operational risk. The 2026 edition sharpens the focus on governed agentic AI systems for institutional finance: reliable, auditable, and deployable systems for real institutional workflows.

Thank you to our workshop sponsors

Qube Research & Technologies

qube-rt.com/

Standard Chartered

sc.com

Linqalpha

linqalpha.com

AQR Capital Management

aqr.com

Speakers

2026 Theme

Authority, Not Capability: Who Vouches for AI in Finance?

AI can now write the code, draft the research note and work through the mathematics. This year’s workshop asks what evidence, and whose judgment, makes those outputs safe to rely on for real financial decisions. Every session takes the same question: where do you still insist on a human, and why exactly there?

Keynotes

Huyên Pham

Professor of Applied Mathematics; President, Bachelier Finance Society

École Polytechnique

Rama Cont

Professor of Mathematics; Head, Oxford Mathematical and Computational Finance Group

University of Oxford

Invited Talks

Raffaella Calabrese

Chair of Statistics and Data Science

University of Edinburgh Business School

Mathieu Chalvidal

Quantitative Researcher

Capital Fund Management (CFM)

Panel 1

The Analyst and the Agent: LLM Agents That Read Filings, Earnings Calls and Broker Research

Analysts and portfolio managers on where agents now read disclosures and commentary for them, and where they still check every line.

Florian Sutter

Portfolio Manager

la Mobiliare

Kurt Ze’ev Kara

Head of Global Value Equities

Maj Invest

Thierry Ciszewski

Head of Equity Capability

HSBC Asset Management

Jérôme Legras

Managing Partner, Head of Research

AXIOM Alternative Investments

Beatrice Cicerchia

Equity Strategist

Intesa Sanpaolo

More panelists to be announced.

Panel 2

Signals and Sign-Offs: When Agents Propose, Code and Backtest Trading Signals

Quant heads on agents that generate signal ideas, write code and run backtests, how to tell a real signal from an overfitted one, and who approves it for live capital.

Gianpaolo Tomasi

Director, QIS Research

Deutsche Bank

Maurizio Morini

Financial Data Scientist

University of Bologna / Banca Aletti

Mishel Qyrana

Quant

Generali Asset Management

Markus Ebner

Head of Multi Asset

Quoniam Asset Management

More panelists to be announced.

Panel 3

Built to Be Checked: Data Lineage, Permissions and Logs Behind Auditable AI Agents

Data and AI leaders from banks, asset managers and data providers on what must sit underneath an agent before a risk committee or supervisor accepts it.

Nicolas Moch

Head of SEBx

SEB

More panelists to be announced.

Fireside

Who Signs Off? What a European Executive Has Allowed AI to Do, and What They Refused

A senior executive from a European institution on the decisions AI is trusted with today, and the ones it is not.

Speaker to be announced.

Programme

Saturday, November 14, 2026, Main Hall, Bocconi University, 8:30 AM to 6:00 PM CET. Detailed timings will be published in early November.

Morning

Opening Remarks

Keynote: Huyên Pham (École Polytechnique)

Panel 1: The Analyst and the Agent

Coffee Break and Posters

Invited Talk: Raffaella Calabrese (University of Edinburgh Business School)

Fireside Chat: Who Signs Off?

Panel 2: Signals and Sign-Offs

Oral Paper Presentations I

Lunch and Posters

Afternoon

Invited Talk: Mathieu Chalvidal (Capital Fund Management)

Panel 3: Built to Be Checked

Oral Paper Presentations II

Keynote: Rama Cont (University of Oxford)

Coffee Break and Posters

Oral Paper Presentations III

Closing Remarks

Networking and Posters

Accepted Papers

Papers accepted to the 2026 workshop. Oral papers are presented in the main hall; all accepted papers are presented in the poster sessions.

Oral Presentations

Can You Trust Your Finance Agent? Drift, Diagnosis and Auditable Intervention on One Shipped Financial Research Agent

Cosimo Galeone, Giuseppe Ettorre, Anna Ettorre, Ginevra Mariani, Minsu Park, Daniele Ligorio

Do LLMs Understand Limit Order Book Dynamics?

Junxiao Chen, Paul Glasserman

Buy the Rumor, Sell the News: When Is News Priced In?

Alireza Kargarzadeh, Nariman Khaledian, Navid Parvini, Sid Ghatak, Arman Khaledian

Correct but Unlicensed: Prompt Allowlists and the Traceability of Figures in LLM Financial Assistants

Siddhesh Chaubal, Debarya Dutta, Hyeonwoo Jeon

SHARP: Structured Hierarchical Agentic Reasoning for Corporate Bond Pricing

Ni Ma, Chen-Tse Tsai, Yeu-Chern Harn, Chirag Gupta, Prabhanjan Kambadur, Ioana Baldini, David S Rosenberg, Camilo Ortiz

PALM: Point-in-Time Adaptation for Financial Language Models

Seunghan Lee, Jun Seo, Jaehoon Lee, Junhyeok Kang, Sangjun Han, Sungdong Yoo, Minjae Kim, Tae Yoon Lim, Dongwan Kang, Hwanil Choi, Soonyoung Lee, Wonbin Ahn

ZooBench: Localizing Failure in AI Replication of the Factor Zoo

Campbell Taylor, Sebastian Rivera, Sami Naeem, Alejandro Canete

Deep Research Agents for Investment Surveillance in Information-Sparse Markets

Tianjiao Zhao, Jingrao Lyu, Kevin Zhao, Aslan Taheri, Marlin Brown, Tao Chen, Yueqi Wu, Dhagash Mehta

Right Numbers, Wrong Questions: Evaluating LLMs on Underspecified Financial Queries

Radha Yadav, Prasanna Devadiga, Peeyush mishra, Apoorv Singh

ClimInvestBench: Evaluating Agentic Investment Report Generation and Maintenance

Edward Samuel Richards, Javier Sanz-Cruzado Puig, Richard McCreadie

Posters

A Discussion on Generative Preference Elicitation in Finance

Anagha Tiwari, Brian Jabarian, Alexander G. Gray, Nick Feamster, Alex Imas, Alex Kale

A Holistic Evaluation of Large Language Models for Earnings Forecasting

Yurun Sun, Pietro Panzarasa, Valentin Danchev

AI For Everyone: Measuring Assumptions and Mapping a Curriculum in Financial Services

Nidhi Singh, Will Flanagan, Rajitha Ramanayake, Sarah Epstein, Ivan Wiryadi, Gisele DeWitt, Ananya Nagireddy, Ana Alfaro Pizana, James Usher

As-Of: Measuring Temporal Leakage in Retrieval-Grounded Financial Evaluation

Jonathan Chang

Attribution Is a Propagation Problem in Multi-Agent Trading Systems

Advije Rizvani, Giovanni Apruzzese, Pavel Laskov, Nils Lukas

BTFM: Learning and Transferring Financial Representations from Public Transaction Histories

Rodrigo Mendoza Smith

Can Personalized Advice Improve Investor Behavior? Evidence from a Multi-Agent Simulation of Retail Investors

Yu Jeong Lee, Sujin Jung, Jaeho Jo, Junyoung Kwon, Sangjin Jin, Yongjae Lee

CLAIM: A Framework for Auditing LLM-Generated Financial Measures

Xuan Yao, Kelvin J.L. Koa, Salsabila Fatma Aripa, Dai Yang, Yuxuan Tan, Zhou Yi, Ke-Wei Huang

Could This BE Any More Wrong? Teaching VLMs to Know What They Don’t Know in Document Extraction

Varad Srivastava, Prabhu R, Victor Daniel Casas Hernandez

Cross-Lingual Reusability of LLM Pipelines: Financial Extraction, Multilingual Reasoning, and Semantic Screening

Joong Ho Choi, Sherine George, Jiayang Zhao, Jayesh Rathi, Ashwin Kandath, Ananya Sane, Vishhvak Srinivasan

DealsFlow: An Evidence-Gated Agentic Harness for Venture Capital Deal Triage

Ming Ze Tang, David Cutting, Boyd Carson, Vasiliki Carson

Decision-Focused Representation Adaptation for Cold-Start IPO Future-Peer Retrieval

Yeonsuk Jung, Jang Ho Kim

Disagreement About Nothing: A Pre-Registered Stress Test of a Persona-Ensemble Measure of 10-K Complexity

Aryan Chhabra, Kuntara Pukthuanthong

Emergent Trading Biases in LLM Agent Swarms: Behavioral-Finance Benchmarks and Information-Channel Ablation

Kian Jagtiani

Evaluating LLM-Directed Model Development: Lessons from Income Prediction

Fang Fang, Alexander Statnikov

Extracting ESG Fields from Emerging-Market Sustainability Reports with LLM Assistants: A Pilot Evaluation on Kazakh and Uzbek Corporate Disclosures

Feruza Kholmukhamedova

FinALTA: Deterministic Execution with Language-Model Explanations for Auditable Financial Question Answering over Budget Data

Areej AlOtaibi, Layali Abdulrahman Alsolami, Tasniem Nasser Alyahya

FinCausalAudit: Separating Error Detection from Evidence Use in Financial LLMs

Maximilian Nicholson

FinPanel: Selecting LLM Trader Personas for Financial Trading

Boming Yang, Yuquan Wang, Yusuke Iwasawa, Yutaka Matsuo, Jiaxian Guo

FINSABER-2: A Multimodal Benchmark for Comparing LLM Trading Agents with Passive and Quantitative Strategies

feiyang huang, Weixian Waylon Li, Yaxuan Kong, Mihai Cucuringu, Tiejun Ma

FiPARM: Financial Prompt Actionable Risk Management A Governance Taxonomy for Prompt-Level Risk Classification in Financial Services

Owen O’Neill, Rajitha Ramanayake, Nicte Thorp, Urja Pawar, Abhishek Mandal, Houssem Chatbri, Christopher Martin

Firm-Level Energy Cost Exposure

ZHANG ZHENG, Dong Xu

From Letter-of-Credit Requirements to Executable Specifications: Evaluating Verification Accuracy and Completeness

Ji Sub Choi, Whan choi, SEO YEON GU, Kim suhyun, Inyong Yun

Grounded Event Extraction from SEC 8-K Filings with a Fine-Grained Taxonomy

Rian Dolphin, Joe Dursun, Jarrett Blankenship, Katie Adams, Quinton Pike

Honest Small Decision Models for Finance: Scale, Specialization Collapse, and Mixed-Corpus Remediation

Ajitabh Kumar

Is All the Information in the Price? LLM Embeddings versus GICS and Price-Correlation Stock Clusters in a Factor-Model Test of the Efficient Markets Hypothesis

Tucker Balch, Maria Hybinette, Grant Johnson, Bingyang Wang

LLM-Generated Counterfactual Stress Scenarios for Portfolio Risk Simulation via Hybrid Prompt-RAG Pipeline

Masoud Soleimani

MemTrial: Learning When to Trust Memory in LLM Portfolio Agents

Guanghao Wu, Zhuo Cai, Shoujin Wang

Multi-Agent LLMs for Replicating, Auditing, and Extending Corporate Bond Trading Strategies

Zachary Alfalahi

Multidimensional Views Behind Target-Price Revisions: An LLM-Based Representation of Analyst Outlooks

Kiyoun Kim, Sung-Yeon Nathan Lim

One Shock, Many Voices: Do LLM Managers Discount Correlated Analyst Reports?

Haotian Yang

Reading the Market: Portfolio Crash Prediction via Narrative Tracking and News-Coverage Bursts

Ziling Liu, Kelvin J.L. Koa, Ke-Wei Huang

Replicate the Decision, Not the Paragraph: An Executable Contract for Quantitative-Research Agents

Eric Benhamou, Jean-Jacques Ohan, Beatrice Guez, Ethan Setrouk, Chamyl Saadi, Thomas Jacquot

Semantic Lifting for Institutional Digital Asset Taxonomies: An Auditable LLM Workflow for DeFi Classification

Hyunho Jeon, Seongchan Park, Byungsoo Kang, Gaeun Kim, DAEHYUN KIM

Ten Thousand Rows Is Not Enough: An Evaluation Protocol for Foundation-Model Return Signals

Kuan Ta Wu

The Determinism-Faithfulness Assurance Harness (DFAH): Evidence Before Execution in Financial Agent Gates

Raffi Khatchadourian

The Expert and the Machine: A Case Study of Human-Steered and Autonomous Agents Iterating a Niche Domain Simulator

Ollie Olby, Andreea Bacalum, Kibaek Lee, Namid Stillman

Training Scores Are Not Returns: Workflow-Level Evaluation of LLM-Guided Alpha Search

Siyan Chen

Universal Diffusion Models for Implied Volatility Surfaces: Learning Shared Dynamics Across Stocks

Mingzhi Yang, Sheng Wang, Chao Zhang, Ruikun Li

Using LLMs for Table Data Extraction from Public Finance Documents

Vikram Aggarwal, Siddarth Raman, Susan Thomas, Jay Kulkarni, Aakriti Narang, Aditi Mascarenhas, Ajay Shah

Verify Before You Sign: Benchmark Sensitivity and Tool-Output Deference in LLM Portfolio Advice

Nithilan Karthik, Arjun Subramanian

When Filings Are Silent: LLM News Readings and Volatility Forecasts Around Mergers

Donghwa Seo, Juyeong Lee, Doohwi Cha, Minsuk Sung, Minjae Lee, seunghan son, Yoontae Hwang

When Repeatable Labels Disagree: Prompt Reformulation in LLM Measurement of Financial Disclosures

Hongzhen Du

When Should an LLM Agent System Change? Evidence-Gated Adaptation for Asset Allocation

Ali Atiah Alzahrani

Your AI, On a Dial: Controlling Investment Bias in LLMs with a Single Neuron

Sahong Park, Suhwan Park, Hoyoung Lee, Gakyung Kwon, Wonbin Ahn, Jaewon Choi, Alejandro Lopez-Lira, Yoon Kim, CHANYEOL CHOI, HYEONGWOO KONG, Yongjae Lee

Format

A full-day, in-person programme. All sessions are held on site.

Opening Remarks and Keynote Addresses (2 x 30 min)

Invited Talks (2 x 20 min)

Invited Talks
(2 x 20 min)

Invited Talks (2 x 20 min)

Industry Panels (3 x 40 min)

Industry Panels
(3 x 40 min)

Industry Panels (3 x 40 min)

Fireside Chat (30 min)

Fireside Chat
(30 min)

Fireside Chat (30 min)

Oral Paper Presentations (10 x 10 min)

Oral Paper Presentations
(10 x 10 min)

Oral Paper Presentations (10 x 10 min)

Poster Sessions and Closing Remarks

Key Dates

Paper Submissions

Submission Opens

August 23, 2026

Submission Deadline

October 12, 2026 (Anywhere on Earth)

Author Notification

October 16, 2026 (Anywhere on Earth)

Workshop Day

Workshop

November 14, 2026 (Full-Day Session)

November 14, 2026
(Full-Day Session)

November 14, 2026 (Full-Day Session)

Location

Main Hall, Bocconi University, Milan

Call for Papers

We welcome papers on generative AI and LLMs across both quantitative and discretionary fund contexts, with a 2026 emphasis on agentic, tool-augmented, and governed systems for institutional finance. Topics include but are not limited to:

Submit

Topics of Interest

Agentic and Multi-Agent Financial Workflows

Planning, coordination, and orchestration across specialized agents for investment research, compliance, credit analysis, financial reporting, risk management, ESG analysis, and market surveillance.

Agentic and Multi-Agent Financial Workflows

Planning, coordination, and orchestration across specialized agents for investment research, compliance, credit analysis, financial reporting, risk management, ESG analysis, and market surveillance.

Harness Engineering for Financial Agents

Execution scaffolds, evaluation harnesses, memory and state management, tool registries, permission control, intervention logging, and human escalation.

Harness Engineering for Financial Agents

Execution scaffolds, evaluation harnesses, memory and state management, tool registries, permission control, intervention logging, and human escalation.

Evaluation, Verification, and Red Teaming

Workflow-level benchmarks, process-level evaluation, numerical consistency, factuality, robustness, and failure analysis over regulated financial data.

Evaluation, Verification, and Red Teaming

Workflow-level benchmarks, process-level evaluation, numerical consistency, factuality, robustness, and failure analysis over regulated financial data.

Retrieval-Augmented and Tool-Augmented Systems

Retrieval architectures for financial corpora, structured-data querying, market-data integration, and tool-use patterns for research and compliance.

Retrieval-Augmented and Tool-Augmented Systems

Retrieval architectures for financial corpora, structured-data querying, market-data integration, and tool-use patterns for research and compliance.

Governance, Auditability, and Model-Risk Management

Compliance-aware deployment, intervention logging, escalation to human experts, and alignment with regulatory expectations across jurisdictions.

Governance, Auditability, and Model-Risk Management

Compliance-aware deployment, intervention logging, escalation to human experts, and alignment with regulatory expectations across jurisdictions.

Applications Across Financial Subdomains

Investment research, quantitative and systematic strategies, credit and fraud analysis, ESG and sustainability, market surveillance, financial reporting, and cross-border regulatory work.

Applications Across Financial Subdomains

Investment research, quantitative and systematic strategies, credit and fraud analysis, ESG and sustainability, market surveillance, financial reporting, and cross-border regulatory work.

Human-Agent Collaboration in Finance

Interaction patterns, oversight interfaces, escalation protocols, and workflow designs that balance agent autonomy with expert judgment.

Human-Agent Collaboration in Finance

Interaction patterns, oversight interfaces, escalation protocols, and workflow designs that balance agent autonomy with expert judgment.

Data, Benchmarks, and Infrastructure

New datasets, evaluation benchmarks, simulation environments, and open-source infrastructure for reproducible research on generative AI in finance.

Data, Benchmarks, and Infrastructure

New datasets, evaluation benchmarks, simulation environments, and open-source infrastructure for reproducible research on generative AI in finance.

Submission Guidelines

There is no length limit or strict format requirement. Formatting according to ACM guidelines is recommended, but we encourage an open format so authors can focus on content. Submissions should be in PDF. The workshop is non-archival and will not have official proceedings.

Recommended formatting

ACM LaTeX Template (sigconf)

ACM Word Template

Additional requirements:

For each submission, at least one author must agree to serve as a reviewer and deliver 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.

After submission

Review process

Single-blind (authors known to reviewers, reviewers anonymous). No rebuttal period. All submissions treated with strict confidentiality.

Accepted papers

All accepted papers are invited to the poster session (presenters print and bring their own posters); selected papers may get an oral slot. Non-archival: only author names and titles of accepted papers appear on the website.