Conferences and talks

Presentations

Recent conference participations and presentations.

24–26 September 2026

IntelligenceX 2026: The Global Quantum × AI Frontier

National University of Singapore · Conference website ↗

Talk One Shift, Two Roles: Diagnosing and Recalibrating Tail Risk ForecastsSession “AI for Energy and Finance”

31 August – 4 September 2026

Summer School “Data Science for Sustainable Finance and Economics” 2026

HTW Berlin, Germany · Conference website ↗

Talk Day-Ahead Forecasting for Redispatch Measures Using Machine Learning ModelsLecture

14–16 July 2026

IFCS 2026: 19th Conference of the International Federation of Classification Societies

University of Milano-Bicocca, Milan, Italy · Conference website ↗

Talk Black Boxes for Fat Tails: Foundation Models in Risk ForecastingInvited session “From Data to Insights: the Explainability–Predictability Trade-Off”; with S. Lessmann and W. K. Härdle

10–12 June 2026

Quantitative Finance Conference 2026

Centre for Quantitative Finance, National University of Singapore · Conference website ↗

Talk One Scalar, Two Jobs: Conformal Diagnosis and Correction of Tail Risk ForecastsTrack D: Digital Assets, FinTech and Decentralised Finance
Paper Stable Coin Riskswith K. Fan, W. K. Härdle and Y. Sha

3–5 June 2026

AIDA Conference 2026: AI and Digital Assets in Energy and Finance

Bucharest University of Economic Studies, Bucharest · Conference website ↗

Talk Large Language Models for Tail Risk Forecasting
Talk Conformal Diagnosis and Recalibration of Tail Risk Forecasts

7–9 May 2026

Machine Learning in Energy and Finance Workshop 2026

Stolberg (Südharz), Germany

Talk Conformal Recalibration of Foundation Models for Tail Risk Forecasting

26–28 March 2026

20th International Conference on Business Excellence (ICBE 2026)

Bucharest University of Economic Studies · Conference website ↗

Paper IDA – Institute of Digital AssetsMinitrack chair, with W. K. Härdle
Paper A Multimodal Vision-Language Framework for Financial Anomaly Detection🏆 Best Paper Award
Paper ESG-Aware Asset Selection and Portfolio Optimization: A Comparative Study of Multi-Criteria Decision-Making Methods
Paper Evaluating Intervention Effectiveness during Extreme Price Events: A Counterfactual Analysis of Romania’s 2024 Energy Crisis
Paper Explainable AI in Financial Fraud Detection: Evidence from the IEEE-CIS Fraud Dataset
Paper Explainable AI-Based Early Warning System for Electricity Price Spikes: Evidence from the Romanian Market
Paper Inflation Forecasting with Monetary Policy Narratives: Evidence from an Emerging Economy
Paper Mapping Causal Machine Learning in Energy Finance Domain
Paper Multi-Horizon Explainability in Energy Price Forecasting: Disentangling Market Dynamics and Renewable Intermittency in Romania’s Liberalized Electricity Market
Paper Sustainability of DeFi Carry Trading Using Stablecoins

15–16 January 2026

Practice of Digital Finance – Research Workshop (MSCA Digital Finance)

Bucharest, Romania · Conference website ↗

Paper First Hitting Time Analysis for DeFi Portfolioswith A. T. Ginavar and F. Liu
Paper White Paper on Cryptocurrency Indiceswith Ș. Găman, B. Będowska-Sójka and W. K. Härdle

11–12 December 2025

Energy Finance Christmas Workshop

Wrocław University of Science and Technology, Poland · Conference website ↗

Paper Winds of Change: Interpretable Forecasting of Redispatch 2.0 Measureswith A. Petukhina, V. Bolovăneanu, A. Conda et al.

21–22 November 2025

18th International Conference on Applied Statistics (ICAS 2025)

Predeal, Romania · Conference website ↗

Paper XAI-Based Early Warning System for Load-Generation Balance in the Romanian Electricity Marketwith A.-V. Andrei, A. Amza and D. Diaconu

3–7 November 2025

MSCA Training Week: Introduction to Blockchain Applications in Finance

Bucharest University of Economic Studies · Conference website ↗

Talk Do Investors Buy Innovation? Market Responses to Ethereum Development Milestones
Talk Stable Coin Risks

20–22 October 2025

23rd Conference on International Exchange of Professionals (CIEP)

Shanghai, China

Talk AI Models for Systemic Risk: From Markets to Grids

9–11 October 2025

2nd International Conference on Economics – Challenges and Opportunities

Predeal, Romania

Paper Explainable AI for Electricity Price Anomaly Detection: A SHAP-Driven Approach in Romania’s Energy Marketwith A.-V. Andrei

18–19 September 2025

Workshop Frontiers in DeFi

HTW Berlin, Germany · Conference website ↗

Talk Do Investors Buy Innovation? Market Responses to ETH Development Milestones

15–19 September 2025

Blended Intensive Programme “New Corporate Scenarios: Innovation, Sustainability and Digitalisation”

Università di Pavia, Italy

Talk Large Language Models for Risk ManagementLecture

8–12 September 2025

Summer School “Data Science for Sustainable Finance and Economics” 2025

HTW Berlin, Germany · Conference website ↗

Talk Tree-Based Machine Learning MethodsLecture

20–23 August 2025

8th International Conference on Econometrics and Statistics (EcoSta 2025)

Waseda University, Tokyo, Japan · Conference website ↗

Paper Probabilistic Electricity Price Forecasting for Storage Arbitrage and Risk Management in Eastern Europewith A. Petukhina, S. Lessmann, C. O. Cepoi and A.-V. Andrei

30 July – 1 August 2025

Quantitative Finance Conference 2025

National University of Singapore · Conference website ↗

Talk Marketbusters: Hunting Anomalies with LLMsTrack A: Machine Learning Applications to Finance

21 June 2025

5th Yushan-Turing/Euler Conference

Taipei, Taiwan · Conference website ↗

Talk AI and Digital Finance

19–20 June 2025

34th Southern District Statistical Seminar & 2025 Annual Meeting of the Chinese Society of Probability and Statistics

National Taipei University, Taiwan · Conference website ↗

Talk LLM-Based Risk MeasuresInvited session “Digital Assets, LLMs & Risk Perceptions”

18 June 2025

Research seminar, Department of Information Management and Finance

National Yang Ming Chiao Tung University, Hsinchu, Taiwan

Talk AI-Driven Risk Forecasting with LLMs: Concepts and Applications in Financial MarketsInvited seminar

17 June 2025

English Lecture Event “Unveiling Return Dynamics: Energy, Crypto, and Equity Factor Insights”

Kaohsiung Medical University, Taiwan · Conference website ↗

Talk Infodemic Insights: Mapping COVID-19’s Digital Discourse in RomaniaInvited lecture

20–22 March 2025

19th International Conference on Business Excellence (ICBE 2025)

Bucharest University of Economic Studies · Conference website ↗

Talk In the Beginning Was the Word: LLM-Based Risk Forecasting – VaR and ES
Paper LLM-Driven Stock Prediction: Capturing Market Trends with LLaMA
Paper Cryptocurrency Market Analysis: Insights from Metcalfe’s Law and Log-Periodic Power Laws
Paper Cryptocurrencies in a Changing Financial Landscape: A Systematic Review

20–22 February 2025

4th International Conference on Mathematics and Statistics

American University of Sharjah, United Arab Emirates

Paper LLM-Enhanced Deep Reinforcement Learning for Automated Tradingwith R. Tak, J. Osterrieder and A. Costea

Conferences and talks