Workshop program
The Agenthon workshop at NeurIPS.
Saturday 12 December 2026, 8:00–10:15 AM Atlanta time (EST, UTC−5), in Atlanta,
Georgia.
Accepted posters
Listed by title, with the presenting author.
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Adaptive Financial Time Series Tokenization with Bilevel Optimization
Jason Bohne
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AgonAlpha: Autonomous Alpha Discovery via Prompt Economy and Scalable Agentic Search
Youran Sun
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Arbitrage Detection in Prediction Markets Using Agentic AI & NLP
Yingyi Gu
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Bit-Exact on Every Public Scenario and About 90× Faster: Rewriting an Agent-Based Market Simulator Under Exact-Trace Constraints
Manan Gupta
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Bound Together: Composing Finance Agent Harnesses from Best-of-Breed Parts
Kiran Kumar Ramanna
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Do Flatter Minima Drive Better Generalization? An Algorithmic Separation in Grokking
Mohnish Harwani
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Exact First, Then Fast: An Event-for-Event C++ Rebuild of the Agenthon ABIDES Market
Göktürk Batın Dervişoğlu
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FinBACE: Branch-Aware Credit Assignment for Evidence Seeking in Financial Risk Investigations
Suyang Zhong
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FinGovBench: Evaluating Governance Contracts for Financial AI Agents
Miquel Noguer i Alonso
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From Simulator Labels to Real Markets: Crumble-Aware Reinforcement Learning for Trade Execution
Haohan Xu
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How Much Alpha Survives a Frozen Protocol? Quantifying Goalpost Moving in Agentic Factor Discovery
Haoyuan Luo
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MarketScientistBench: Measuring the Decision Value of Experiments for LLM Agents
Haocheng Lu
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Measuring the Incremental Value of Text in Probabilistic Financial Forecasting: Scoring Incentives, Temporal Knowledge and Reader Variability
Chia-Chun Liang
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Memory as Evidence Composition
Adhiban Arulselvan
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Natural-Context Redirection in Decision Models
Zixiang Xu
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NVIDIA Portfolio Execution Gym: GPU-Accelerated Markets for Robust Trade Execution
Max Mandel
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One Order, One Vote: How GRPO's Reward Normalization Reweights an Execution Desk, Measured Exactly
Nilay Tiwari
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Per-Outcome Baseline Normalization Makes Proper Forecast Scores Improper
Bramantya Farid Prakoso
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QuantTessera: Evidence-Guided Coding for Quantitative Finance
Guohuan Feng
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Reinforcement Learning for High-Frequency Trade Execution and Signal Monetization
Daniel Niedfeldt
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Same Marginals, Same Covariance, Different Tails? Electricity Basis Risk in NYISO and ERCOT
Jaisal Patel
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Same-Number Citation Swaps: Stress-Testing Jev as a Financial Evidence Judge
Chuhong Xu
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SDE-Synth: Stochastic Synthetic Data Generation for Pretraining Time-Series Foundation Models
Xiaotong Hu and Aakriti Mittal
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Silent Failure Modes in Quantitative Research Agents
Yixuan Wang
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SOTA: Stock Options Trading Agents Guided by Option-Implied Return Distributions
Yizhen Xie
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The Batch Size Is Part of the Risk Measure: Entropic Deep Hedging with an Explicit Sample Size
Aditya Bhatia
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the label is the news: recovering 80% of a news reader’s score gain
Yan Su
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Validity-Constrained Agentic Quantitative Research: A Hidden-Ground-Truth Benchmark and a Bounded Scheduler Comparison
Zelin Zhu
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When Consecutive Confirmation Helps or Hurts: Evidence from Financial Early-Release Decisions
Ajay Poppur Suresh
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Would Your LLM Trader Beat a Placebo? Displaced-zone controls, power limits, and evidence contracts for finance agents
Dung Cao