ICAIF'21 Workshop on NLP and Network Analysis in Financial
Applications
Virtual Workshop, November 3, 2021; 1:00-5:00 PM EST
https://sites.google.com/view/nlp-na-in-finance-2021
Summary
Applications of Natural Language Processing (NLP) and graph
machine learning in finance have received tremendous attention
within the last decade. An increasing number of areas from the
applied finance community are successfully leveraging and blending
tools from NLP, network analysis and graph machine learning, for
tasks ranging from asset pricing, portfolio construction, and risk
management, to understanding large scale supply chain networks,
market crash and fraud detection. This workshop aims to illustrate
the broad interplay between those techniques and analysis tools in
the context of financial applications, showcasing a suite of
problems of interest to both researchers and practitioners. The
main goal of the proposed workshop is to bring the researchers and
practitioners both from academia and industry together to
brainstorm and interact on various sub-topics in the
aforementioned theme; to understand the established as well as
emerging novel ideas and different schools of thoughts; and,
provide a place to achieve new interdisciplinary research.
Keynote Speakers
Tomaso Aste, University College London
Abhijit Bose, Capital One
Bayan Bruss, Capital One
Fabio Cacciolli, University College London
Rama Cont, University of Oxford
Zhi Da, U. Notre Dame
Petter Kolm, NYU
Slavi Marinov, Man AHL
Andreea Minca, Cornell University
Hung Nguyen, Princeton University
TBC, NVIDIA
Call for Papers
We invite papers on NLP and Network Analysis with applications to
the financial industry. Topics of interest include, but are not
limited to, the following:
-Analysis of financial markets as complex networks
-Network models for portfolio management and systemic risks
-Natural Language Processing (NLP) and financial news networks
-Sentiment analysis in financial news and networks
-Graph-based machine learning models for financial applications
-Other applications of NLP and networks in finance
We also invite tutorials and introductory papers to bridge the gap
between academia and the financial industry:
- Overview of Industry Challenges: Short papers from financial
industry practitioners that introduce domain specific problems and
challenges to academic researchers. These papers should describe
problems that can inspire new research directions in academia, and
should serve to bridge the information gap between academia and
the financial industry.
- Algorithmic Tutorials: Short tutorials from academic researchers
that explain current solutions to challenges related to the
technical areas mentioned above, not necessarily limited to the
financial domain. These tutorials will serve as an introduction
and enable financial industry practitioners to employ/adapt latest
academic research to their use-cases.
Submission Guidelines
All submissions must be PDFs formatted in the Standard
ACM Conference Proceedings Template. Submissions are limited to 6
content pages or less, including all figures and tables but
excluding references. Following the conference submission policy,
reviews are double-blind, and author names and affiliations should
NOT be listed.
Key dates
Submission deadline: Oct 14, 2021 11:59 PM Pacific Time at https://cmt3.research.microsoft.com/NLPNAInFinance2021
Author notification: Oct 20, 2021
Camera ready papers due: Nov 1, 2021
Workshop: Nov 3 2021; 1:00 - 5:00 PM EST
Organizers
Nitesh Chawla, University of Notre Dame
Mihai Cucuringu, University of Oxford & The Alan Turing
Institute
Xiaowen Dong, University of Oxford
Dhagash Mehta, Vanguard (Primary Organizer)
Senthil Kumar, Capital One
Stefan Zohren, University of Oxford