Long Presentation

• An Analysis of Arbitrage between Markets with Different Contract Sizes Using an Agent-Based Model
  Yoshito Noritake (Sumitomo Mitsui DS Asset Management Company, Limited); Isao Yagi (Faculty of Informatics, Kogakuin University); Takanobu Mizuta (SPARX Asset Management Co., Ltd.)
• Discovering Spatially-Structured Causal Pathways from Climate Exposure to Mortgage Default
  Mujahid Merchant (University Of Mumbai)
• Uncertainty-Aware Consumer Credit Scoring via Split Conformal Prediction: Statistical Coverage Guarantees Under Distribution Shift
  Yashas B R (RV University); Vedanth C Y (RV University); Sarasvathi V (RV University)
• Constraint-Guaranteed Synthesis of OHLCV Data
  Homayounfar Kambiz (Nippotica Corporation); Mario Luoni (Nippotica Corporation)
• Volatility-Consistent Reward Shaping for Deep Reinforcement Learning Market Makers
  Chun Ming Zeng (暨南大学)
• Realistic Market Impact Modeling for Reinforcement Learning Trading Environments
  Lucas Riera Abbade (USP); Anna Henela Reali Costa (USP)
• Marking-Aware Sequential VaR Recalibration for Standardized Option Books
  Tenghan Zhong (University of Southern California); Keyuan Wu (University of Southern California)
• Multimodal Fusion of Financial Text and Time Series Based on Contrastive Learning for Price Prediction
  Ryoya Yoshida (Preferred Networks, Inc.); Ryota Ozaki (Preferred Networks, Inc.); Kentaro Imajo (Preferred Networks, Inc.); Masanori Hirano (Preferred Networks, Inc.)
• Financially Guided Deep Portfolio Optimization
  Rahul Fernandes (Rochester Institute of Technology); Travis Desell (Rochester Institute of Technology)
• Time-Wise Feature Importance in Corporate Credit Rating Classification with Transformer-Based Sequence Models
  Mikio Kofune (Heisei International University); Suguru YAMANAKA (Aoyama Gakuin University)
• From Detection to Diagnosis: Interpretable Mechanism-Aware Anomaly Detection in Financial Networks
  Zan Li (Rensselaer Polytechnic Institute); Rui Fan (Rensselaer Polytechnic Institute)
• Observation-Anchored Arbitrage Repair for Sparse Implied Volatility Surface Completion
  Yilin Xiong (Wuhan University of Technology); Bofan Liu (Wuhan University of Technology)
• Rolling Legendre-Fenchel Rate Functions as Crypto Fragility Diagnostics
  Lucas de Souza (Universidade Federal de Goiás); João Paulo Chidiac (Universidade Federal de Goiás)
• Public XBRL Disaggregation and Operating Cash-Flow Forecasts: Evidence from Leakage-Safe Forecast Tests
  Lars Fluri (University of Basel)
• Large Language Quant: Cross-Domain Mathematical Trading Strategy Generation with an Agentic LLM
  Andrew Clayman (Wyser); Michael Kampouridis (University of Essex); Tasos Papastylianou (University of Essex)
• Regime-Switching Finance-SINDy: Data-Driven Discovery of Sparse Governing Equations Across Market Regimes
  Nitya Hapani (The Galaxy School)
• IDV: Customer-Context-Aware Multi-Engine Architecture for AI-Agent Intent Drift Detection in Finance
  Yan Xue (Instinctive Network); Mulan Zhou (Instinctive Network)
• Prices, Probabilities, and Parlays: Systematic Bias in Sports Prediction Markets
  Niusha Moshrefi (Princeton University)
• Basis Mean-Reverting Basket: A Unified Formulation of Index Tracking and Mean-Reverting Portfolio for Index Arbitrage
  Katsuma Hirohashi (The University of Tokyo); Kenji Kubo (The University of Tokyo / Matsuo Institute, Inc.); Kei Nakagawa (Osaka Metropolitan University)
• Event-Driven Pro-Rata Market Making with Semi-Markov Bellman Control
  Bawar Fareek Shekh (KTH Royal Institute of Technology)

Short Presentation

• ORCA — Online Regime Correlation Analyzer
  Boris Kriuk (HKUST); Fedor Kriuk (UTS)
• Causal Machine Learning for Climate-Adjusted Mortgage Default Risk: Heterogeneous Treatment Effects of Federally Declared Disasters
  Mujahid Merchant (University Of Mumbai)
• Volatility Clustering-Inspired Multiscale Features for Long-Term Carbon Price Forecasting
  Chen-Fan Lee (National Tsing Hua University); Yu-Ching Wang (National Tsing Hua University); Yu-Hsun Lin (National Tsing Hua University)
• Large Language Model Context Modulated Policy Optimization for Financial Portfolio Allocation
  Kemal Kirtac (University College London)
• When Nikkei Leads: Transfer Entropy Evidence of Persistent Japan-to-U.S. Equity Information Flow
  Homayounfar Kambiz (Nippotica Corporation); Daijiro Nishi (Nippotica Corporation)
• Learning to Trust Investment Rules: Holland's Bucket Brigade for Credit Assignment in a Production Rule Advisory System
  Jae Oh (Syracuse University)
• Backtest Lie Detector: Benchmarking Large Language Models as Point-in-Time Auditors for Financial Research Workflows
  Mohit Apte (University of Chicago)
• Do LLM Trading Agents Herd? A Market Microstructure Stress Test
  Mohit Apte (University of Chicago)
• Regime-Conditioned Directional Prediction of the S&P 500 Index Using Dealer Greek Exposure
  Narayanan Doraiswamy (Self)
• Trading Volume and Exogenous Intensity Around Stock-Price Trend Reversals in the Tokyo Stock Exchange
  Minoru Sudo (Rikkyo University); Takaaki Ohnishi (Rikkyo University)
• Integrated Heteroskedastic Nonlinear Vector Autoregression
  Raul Jarod Conanan (Ateneo de Manila University); John Paul Vergara (Ateneo de Manila University)
• Generating Synthetic Stock Return Distributions with Diffusion Models
  Haorong Qiu (Sumitomo Mitsui Trust Bank, Limited); Yosuke Fukunishi (Graduate School of Economics, University of Tokyo); Akihiko Takahashi (School of Interdisciplinary Mathematical Sciences/Graduate School of Advanced Mathematical Sciences, Meiji University)
• Anchor-and-Verify LLM Cascades for Economic Measurement of Data-Intensive Work from Online Job Postings
  Giyong Kim (Bank of Korea); Sojung Kim (Bank of Korea)
• Local Approximation of Systemic Risk in Large Sparse Economic Networks
  Zhecheng Wu (University of Florida); Hamed Amini (University of Florida)
• When LLM-Augmented Portfolio Agents Hurt: A Rigorous Benchmark and a Negative Empirical Finding
  Rajiv Chaitanya Muttur (Dayananda Sagar College of Engineering)
• Regime Structure in Adaptive Tariff Conflicts: A Multi-Agent Reinforcement Learning Analysis
  Nikhil Muthukumar (Aspiring Scholars Directed Research Program, Fremont, CA); Phil Mui (Aspiring Scholars Directed Research Program, Fremont, CA); Micah Chiang (Aspiring Scholars Directed Research Program, Fremont, CA); Jeffrey Chen (Aspiring Scholars Directed Research Program, Fremont, CA)
• Semantic Diffusion of Sustainability Disclosure Templates in Japanese Annual Securities Reports
  Eiji Sakihama (Meiji University)
• Conformal Prediction for Ordinal Credit Scoring
  Ayumi Kawasumi (Mizuho-DL Financial Technology Co., Ltd.); Masahiro Kato (The University of Tokyo); Lei Duan (Mizuho-DL Financial Technology Co., Ltd.)
• Master Modeler: Learning Institutional Portfolio Construction with Large Language Models
  Yuxiang Cheng (University of Nottingham Ningbo China); Nanjiang Du (University of Nottingham Ningbo China); Qida Mou (University of Nottingham Ningbo China); Yida Zhao (University of Nottingham); Tianxiang Cui (University of Nottingham Ningbo China)
• Surface-as-Image: Predicting Next-Day Intraday Tail Risk in Chinese Crude-Oil Futures
  TengLong Wang (Beijing Institute of Technology); Meng Rao (Beijing Institute of Technology)
• Regime-Adaptive Spiking Neural Gating for High-Frequency Crude Oil Futures Signal Generation
  Meng Rao (Beijing Institute of Technology); TengLong Wang (Beijing Institute of Technology); XiaoYang Zhuo (Beijing Institute of Technology); Rui Zhang (Beijing Institute of Technology)
• Revisiting Dynamical System-Based Financial Forecasting: The Role of Smoothing Methods
  Tsung-Jui Chiang Lin (Feng Chia University); Yong-Shiuan Lee (Feng Chia University); Tzong-Hann Shieh (Feng Chia University)
• Generative Scenario Augmentation for CVaR-Optimised Multi-Asset Risk-Factor Exposures: A Walk-Forward Evaluation
  Yaser Kord (Freiburg University); Andre Santos (Lloyds Bank); Nicola Cantarutti (University of Udine)
• Distribution-Aware Graph Reinforcement Learning for Identifying Currency Arbitrage Cycles
  Valentino Moreign (The Hong Kong University of Science and Technology); Mansun Chan (The Hong Kong University of Science and Technology)
• Snippet-Driven Supply Chain Discovery with LLMs: Scaling Visibility in China
  Hiroto Fukada (SOKENDAI); Takayuki Mizuno (National Institute of Informatics)
• Pseudocode as a Stored Strategy Representation for LLM-Based Artificial Market Simulation
  Ryoma Itakura (Hokkaido University); Masanori Hirano (Preferred Networks, Inc.); Kentaro Imajo (Preferred Networks, Inc.); Hiroki Sakaji (Hokkaido University); Itsuki Noda (Hokkaido University)
• Enhancing Japanese Causal Expression Extraction through Rule-Based Instruction Prompting
  Takuma Tsuji (Hokkaido University); Masanori Hirano (Preferred Networks Inc.); Kentaro Imajo (Preferred Networks Inc.); Hiroki Sakaji (Hokkaido University); Itsuki Noda (Hokkaido University)
• Feedback Design for LLM-Based Automatic Improvement of Stock Investment Strategies
  Hirai Kawamura (Matsuo Institute, Inc.); Kenji Kubo (Matsuo Institute, Inc.); Kei Nakagawa (Matsuo Institute, Inc.)
• Generating query-relevant business descriptions leveraging underrecognized businesses
  Yoshimasa Kobayashi (Seikei University); Hiroyuki Sakai (Seikei University); Kaito Takano (Nomura Asset Management Co., Ltd.); Kei Nishina (Seikei University)
• Adaptive Meta-Learned Selection of Dimensionality Reduction and Feature Selection Pipelines for Financial Time Series Forecasting
  Muhammed Razi Yahya Ayar (Siemens Energy); Vlad Mihai Dragan (Siemens Energy); Dominik Schlueter (Siemens Energy)
• Measurement Risk in LLM-Based Financial NLP: Rubric and Metric Sensitivity on JF-ICR
  Sidi Chang (Blossom AI Labs); Peiying Zhu (Blossom AI); Yuxiao Chen (Blossom AI); Rongdong Chai (Blossom AI)
• Latent-Regime Bias Auditing for Volatility Forecasting
  Arthur Chagas (UFMG); Pedro Bento (UFMG); Yan Aquino (UFMG); Arthur Buzelin (UFMG); Wagner Meira Jr. (UFMG); Cristiano Arbex Valle (UFMG)
• EvoMM: Quality-Diversity for Automated Market-Making Under Regime Uncertainty
  Jim O'Connor (Connecticut College); Muhammad Abdullah (Connecticut College); Sa'ada Maliha Umaima (Connecticut College); Gary Parker (Connecticut College)
• Policy-Driven Agentic Frameworks for Financial AI: Lessons from Portfolio Construction and CVA Risk Management
  Giuliano Lorenzoni (University of Waterloo); Paulo Alencar (University of Waterloo); Donald Cowan (University of Waterloo)
• LLM-Structured Business Risk Disclosures from Japanese Annual Securities Reports for Long-Horizon Equity Risk Forecasting
  Nobushige Doi (The University of Tokyo)
• Improving AC-CTGAN Undersampling for Imbalanced Bankruptcy Prediction
  Soya Sugizaki (Aoyama Gakuin University)
• Cross-Market Tail Risk Estimation using Adaptive Quantile Ensembles, FinLLM Sentiment Fusion, and Conformal Calibration
  Ishaan Saxena (Rajiv Gandhi Institute Of Petroleum Technology); Chinmay Bhardwaj (Rajiv Gandhi Institute Of Petroleum Technology); Manoj Rajpoot (Rajiv Gandhi Institute Of Petroleum Technology)
• MAGE: MAP-Elites for Alpha Generation
  Jim O'Connor (Connecticut College); Mitch Mullinax (George Mason University); Melanie Fernández (Connecticut College)
• Improving Segment-Level Sentiment Analysis of Analyst Reports Using Expanded Business-Segment-Related Terms
  Tomoki Ito (NICT); Kenji Hiramatsu (IFIS Japan)
• Accounting Behavior Similarity and Cross-Shareholding Formation: Evidence from Hypergraph Incidence Structures
  Haruki Harada (Osaka Metropolitan University)