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

10am-5pm (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: katieduke@linqalpha.com.

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

10am-5pm (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

10am-5pm (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

Speakers

Program & Speakers

The full agenda and speaker lineup will be announced closer to the event.

Program & Speakers

The full agenda and speaker lineup
will be announced closer to the event.

Program & Speakers

The full agenda and speaker lineup will be announced closer to the event.

Format

A full-day, in-person program where on-site participation is strongly preferred for all sessions, though keynote and opening remarks may be delivered remotely if necessary.

Opening Remarks (10 min) / Keynote Address (30 min)

Invited Talks (5 x 20 min)

Invited Talks
(5 x 20 min)

Paper Presentations (5 x 10 min)

Paper Presentations
(5 x 10 min)

Poster & Demo Session (60 min x 2)

Poster & Demo Session
(60 min x 2)

Industry Panel Discussion (30 min x 2)

Industry Panel Discussion
(30 min x 2)

Closing Remarks (15 min)

Closing Remarks
(15 min)

Key Dates

Paper Submissions

Submission Opens

August 23, 2026

Submission Deadline

October 7, 2026 (Anywhere on Earth)

October 7, 2026
(Anywhere on Earth)

Author Notification

October 14, 2026 (Anywhere on Earth)

October 14, 2026
(Anywhere on Earth)

Workshop Day

Workshop

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.