QAI4Fin 2026 aims to bring together researchers and practitioners working at the intersection of artificial intelligence, financial services, and quantum-enhanced computation.

The workshop focuses on hybrid quantum-classical and quantum-inspired AI methods for financial prediction, risk modeling, trading, portfolio optimization, fraud detection, scenario generation, and financial decision-making. A central objective is to move the field beyond isolated proof-of-concept results toward reproducible benchmarks, rigorous comparisons with classical baselines, and financial-grade model validation.

The workshop welcomes contributions from AI, machine learning, finance, quantum computing, quantum machine learning, optimization, model risk, and financial technology communities.

Submission Guidelines

All papers must be original and not simultaneously submitted to another journal or conference. The following paper categories are welcome.

• Full workshop papers: up to 8 pages, including references
• Extended abstracts / position papers: up to 4 pages, including references
• Benchmark, reproducibility, and negative-result reports: up to 4 pages, including references

All submissions should use the ACM sigconf format. Reviews will be double-blind. At least one author of each accepted paper must attend the workshop in person and present the work.

List of Topics

• Hybrid quantum-classical machine learning for financial data
• Quantum-enhanced financial time-series modeling and forecasting
• Quantum and quantum-inspired reinforcement learning for trading, execution, hedging, and portfolio control
• Quantum kernels, variational quantum circuits, quantum neural networks, and quantum feature maps for financial applications
• Quantum-inspired optimization, sampling, tensor-network methods, and annealing-inspired methods for finance
• Generative models, synthetic financial data, rare-event simulation, and stress scenario generation
• Quantum-enhanced AI agents and sequential decision-making in financial services
• Benchmarks, datasets, evaluation protocols, and reproducibility for quantum-enhanced financial AI
• Classical baselines, ablation studies, noise analysis, and hardware-vs-simulator comparisons
• Explainability, uncertainty quantification, robustness, validation, and calibration of quantum-enhanced financial AI models
• Model risk, governance, responsible AI, and regulatory considerations for emerging AI and quantum-AI systems in finance

Committees

Organizing Committee

• Samuel Yen-Chi Chen, Wells Fargo
• Rudy Raymond, JPMorgan Chase
• Thilanka Munasinghe, Rensselaer Polytechnic Institute
• Malik Magdon-Ismail, Rensselaer Polytechnic Institute
• Nouhaila Innan, NYU Abu Dhabi
• Alberto Marchisio, NYU Abu Dhabi
• Muhammad Shafique, NYU Abu Dhabi
• Jun Qi, Hong Kong Baptist University
• Yun-Cheng Tsai, PecuLab LLC

Publication

Accepted workshop papers are non-archival and will not appear in the ACM ICAIF proceedings. The workshop organizers may list accepted papers on the workshop website.

Venue

The conference will be held in Milan, Italy. The workshop is part of ACM ICAIF 2026.

Contact

All questions about submissions should be emailed to Dr. Samuel Yen-Chi Chen (ycchen1989 (at) ieee.org)