Program Details

Parallel sessions are held in two rooms (Room A and Room B); each session is numbered as {Day}-{Room}-{Session number}. Long presentations are 25 minutes (20 min talk + 5 min Q&A) and Short presentations are 15 minutes (12 min talk + 3 min Q&A); see Instruction for Presenters. All times are in Japan Standard Time (JST, UTC+9).

Rooms: Room A is Room 401 on the 4th floor (4F) and Room B is Room 301 on the 3rd floor (3F) of the 6th Building; see the building map. The Welcome Address and both Keynotes take place in Room A (4F). Breakfast and Lunch are served in the cafeteria on the basement floor (B1), and Coffee Breaks are held on the 3rd floor (3F).

Day 1: Thursday, September 10, 2026
08:30-09:30
Breakfast (B1)
09:30-09:50
Welcome Address (Room A, 4F)
09:50-10:50
Keynote 1: Michinori (Mitch) Kanokogi (Nippon Life Asset Management / CFA Society Japan)
Analysts with Their Agents: How Agentic AI is Redefining Investment Management (abstract & bio) (Room A, 4F)
10:50-11:20
Coffee Break (3F)
11:20-12:35
Session 1-A-1: Reinforcement Learning for Trading (Room A, 4F)
  1. [Long] Volatility-Consistent Reward Shaping for Deep Reinforcement Learning Market Makers
    Chun Ming Zeng
  2. [Long] Realistic Market Impact Modeling for Reinforcement Learning Trading Environments
    Lucas Riera Abbade; Anna Helena Reali Costa
  3. [Long] Financially Guided Deep Portfolio Optimization
    Rahul Fernandes; Travis Desell
11:20-12:35
Session 1-B-1: LLM Agents & Evaluation (Room B, 3F)
  1. [Short] Anchor-and-Verify LLM Cascades for Economic Measurement of Data-Intensive Work from Online Job Postings
    Giyong Kim; Sojung Kim
  2. [Short] Backtest Lie Detector: Benchmarking Large Language Models as Point-in-Time Auditors for Financial Research Workflows
    Mohit Apte
  3. [Short] Master Modeler: Learning Institutional Portfolio Construction with Large Language Models
    Yuxiang Cheng; Nanjiang Du; Qida Mou; Yida Zhao; Tianxiang Cui
  4. [Short] Feedback Design for LLM-Based Automatic Improvement of Stock Investment Strategies
    Hirai Kawamura; Kenji Kubo; Kei Nakagawa
  5. [Short] Policy-Driven Agentic Frameworks for Financial AI: Lessons from Portfolio Construction and CVA Risk Management
    Giuliano Lorenzoni; Paulo Alencar; Donald Cowan
12:35-14:10
Lunch (B1)
14:10-15:30
Session 1-A-2: Market Microstructure & Agent-Based Models (Room A, 4F)
  1. [Long] An Analysis of Arbitrage between Markets with Different Contract Sizes Using an Agent-Based Model
    Yoshito Noritake; Isao Yagi; Takanobu Mizuta
  2. [Long] Prices, Probabilities, and Parlays: Systematic Bias in Sports Prediction Markets
    Niusha Moshrefi
  3. [Short] Do LLM Trading Agents Herd? A Market Microstructure Stress Test
    Mohit Apte
  4. [Short] Trading Volume and Exogenous Intensity Around Stock-Price Trend Reversals in the Tokyo Stock Exchange
    Minoru Sudo; Takaaki Ohnishi
14:10-15:30
Session 1-B-2: Volatility & Derivatives (Room B, 3F)
  1. [Long] Marking-Aware Sequential VaR Recalibration for Standardized Option Books
    Tenghan Zhong; Keyuan Wu
  2. [Long] Observation-Anchored Arbitrage Repair for Sparse Implied Volatility Surface Completion
    Yilin Xiong; Bofan Liu
  3. [Short] Regime-Conditioned Directional Prediction of the S&P 500 Index Using Dealer Greek Exposure
    Narayanan Doraiswamy
  4. [Short] Latent-Regime Bias Auditing for Volatility Forecasting
    Arthur Chagas; Pedro Bento; Yan Aquino; Arthur Buzelin; Wagner Meira Jr.; Cristiano Arbex Valle
15:30-16:00
Coffee Break (3F)
16:00-17:00
Session 1-A-3: Financial NLP & Disclosure (Room A, 4F)
  1. [Short] Enhancing Japanese Causal Expression Extraction through Rule-Based Instruction Prompting
    Takuma Tsuji; Masanori Hirano; Kentaro Imajo; Hiroki Sakaji; Itsuki Noda
  2. [Short] Generating query-relevant business descriptions leveraging underrecognized businesses
    Yoshimasa Kobayashi; Hiroyuki Sakai; Kaito Takano; Kei Nishina
  3. [Short] LLM-Structured Business Risk Disclosures from Japanese Annual Securities Reports for Long-Horizon Equity Risk Forecasting
    Nobushige Doi
  4. [Short] Improving Segment-Level Sentiment Analysis of Analyst Reports Using Expanded Business-Segment-Related Terms
    Tomoki Ito; Kenji Hiramatsu
16:00-17:15
Session 1-B-3: Time Series Forecasting (Room B, 3F)
  1. [Short] Volatility Clustering-Inspired Multiscale Features for Long-Term Carbon Price Forecasting
    Chen-Fan Lee; Yu-Ching Wang; Yu-Hsun Lin
  2. [Short] Integrated Heteroskedastic Nonlinear Vector Autoregression
    Raul Jarod Conanan; John Paul Vergara
  3. [Short] Revisiting Dynamical System-Based Financial Forecasting: The Role of Smoothing Methods
    Tsung-Jui Chiang Lin; Yong-Shiuan Lee; Tzong-Hann Shieh
  4. [Short] Adaptive Meta-Learned Selection of Dimensionality Reduction and Feature Selection Pipelines for Financial Time Series Forecasting
    Muhammed Razi Yahya Ayar; Vlad Mihai Dragan; Dominik Schlueter
  5. [Short] ORCA — Online Regime Correlation Analyzer
    Boris Kriuk; Fedor Kriuk
17:30-18:00
Walk to the banquet venue (map)
18:00-20:00
Banquet at the Kichijoji Excel Hotel Tokyu
Day 2: Friday, September 11, 2026
08:30-09:30
Breakfast (B1)
09:30-10:30
Keynote 2: Kiyoshi Izumi (The University of Tokyo)
What Does Generative AI Generate in Financial Markets? - Frontiers of Generative AI Research for Finance - (abstract & bio) (Room A, 4F)
10:30-11:00
Coffee Break (3F)
11:00-12:20
Session 2-A-1: Credit Risk & Default Prediction (Room A, 4F)
  1. [Long] Time-Wise Feature Importance in Corporate Credit Rating Classification with Transformer-Based Sequence Models
    Mikio Kofune; Suguru YAMANAKA
  2. [Long] From Detection to Diagnosis: Interpretable Mechanism-Aware Anomaly Detection in Financial Networks
    Zan Li; Rui Fan
  3. [Short] Conformal Prediction for Ordinal Credit Scoring
    Ayumi Kawasumi; Masahiro Kato; Lei Duan
  4. [Short] Improving AC-CTGAN Undersampling for Imbalanced Bankruptcy Prediction
    Soya Sugizaki
11:00-12:20
Session 2-B-1: Corporate Disclosure & Multimodal Analysis (Room B, 3F)
  1. [Long] Multimodal Fusion of Financial Text and Time Series Based on Contrastive Learning for Price Prediction
    Ryoya Yoshida; Ryota Ozaki; Kentaro Imajo; Masanori Hirano
  2. [Long] Public XBRL Disaggregation and Operating Cash-Flow Forecasts: Evidence from Leakage-Safe Forecast Tests
    Lars Fluri
  3. [Short] Filing-Order-Constrained Semantic Exposure in Japanese Annual Securities Reports
    Eiji Sakihama
  4. [Short] Snippet-Driven Supply Chain Discovery with LLMs: Scaling Visibility in China
    Hiroto Fukada; Takayuki Mizuno
12:20-13:50
Lunch (B1)
13:50-14:50
Session 2-A-2: Networks & Systemic Risk (Room A, 4F)
  1. [Short] Local Approximation of Systemic Risk in Large Sparse Economic Networks
    Zhecheng Wu; Hamed Amini
  2. [Short] Regime Structure in Adaptive Tariff Conflicts: A Multi-Agent Reinforcement Learning Analysis
    Nikhil Muthukumar; Micah Chiang; Jeffrey Chen; Phil Mui
  3. [Short] Cross-Market Tail Risk Estimation using Adaptive Quantile Ensembles, FinLLM Sentiment Fusion, and Conformal Calibration
    Ishaan Saxena; Chinmay Bhardwaj; Manoj Rajpoot
  4. [Short] Accounting Behavior Similarity and Cross-Shareholding Formation: Evidence from Hypergraph Incidence Structures
    Haruki Harada
13:50-14:50
Session 2-B-2: Learning & Discovery of Trading Signals (Room B, 3F)
  1. [Short] When Nikkei Leads: Transfer Entropy Evidence of Persistent Japan-to-U.S. Equity Information Flow
    Homayounfar Kambiz; Daijiro Nishi
  2. [Short] Learning to Trust Investment Rules: Holland’s Bucket Brigade for Credit Assignment in a Production Rule Advisory System
    Jae Oh
  3. [Short] Distribution-Aware Graph Reinforcement Learning for Identifying Currency Arbitrage Cycles
    Valentino Moreign; Mansun Chan
  4. [Short] MAGE: MAP-Elites for Alpha Generation
    Jim O'Connor; Mitch Mullinax; Melanie Fernández
14:50-15:20
Coffee Break (3F)
15:20-16:40
Session 2-A-3: Agentic AI Systems in Finance (Room A, 4F)
  1. [Long] Large Language Quant: Cross-Domain Mathematical Trading Strategy Generation with an Agentic LLM
    Andrew Clayman; Michael Kampouridis; Tasos Papastylianou
  2. [Long] IDV: Customer-Context-Aware Multi-Engine Architecture for AI-Agent Intent Drift Detection in Finance
    Mulan Zhou; Yan Xue
  3. [Short] Pseudocode as a Stored Strategy Representation for LLM-Based Artificial Market Simulation
    Ryoma Itakura; Masanori Hirano; Kentaro Imajo; Hiroki Sakaji; Itsuki Noda
  4. [Short] Measurement Risk in LLM-Based Financial NLP: Rubric and Metric Sensitivity on JF-ICR
    Sidi Chang; Peiying Zhu; Yuxiao Chen; Rongdong Chai
15:20-16:40
Session 2-B-3: Trading Strategies & Synthetic Data (Room B, 3F)
  1. [Long] Constraint-Guaranteed Synthesis of OHLCV Data
    Homayounfar Kambiz; Mario Luoni
  2. [Long] Basis Mean-Reverting Basket: A Unified Formulation of Index Tracking and Mean-Reverting Portfolio for Index Arbitrage
    Katsuma Hirohashi; Kenji Kubo; Kei Nakagawa
  3. [Short] Generating Synthetic Stock Return Distributions with Diffusion Models
    Yosuke Fukunishi; Haorong Qiu; Akihiko Takahashi
  4. [Short] Quality-Diversity for Automated Market-Making Under Regime Uncertainty
    Jim O'Connor; Muhammad Abdullah; Sa'ada Maliha Umaima; Gary Parker
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Important Dates (AoE)

Paper submission deadline is firm and has been finalized (no-extension).

  • Paper Submission: May 15, 2026
  • Notification: July 14, 2026
  • Camera Ready: August 14, 2026
  • Early Registration: August 1, 2026
  • Conference: September 10-11, 2026