Stevens to Host Leading Researchers at the 2026 INFORMS Conference on Financial Engineering and Fintech
The Stevens School of Business will host the Institute for Operations Research and the Management Sciences (INFORMS) Conference on Financial Engineering and Fintech, welcoming leading scholars, industry professionals and emerging researchers to Hoboken on November 6–7, 2026. The two-day event will welcome experts in finance, mathematics, data science and artificial intelligence to explore research shaping financial markets and financial technology.
The program features 79 accepted papers scheduled to be presented in 20 research sessions. The program includes more than 150 authors and affiliations spanning more than 60 universities and academic institutions across North America, Europe, Asia and South America, alongside industry and government researchers.
INFORMS is an international professional association dedicated to advancing the science and technology of decision making. Its community brings together specialists in operations research, analytics, management science and related disciplines who use mathematical models, data and computational methods to address complex problems. In finance, these approaches help researchers and practitioners understand markets, evaluate risk and improve investment and trading decisions.
The conference’s featured speakers include:
Andrei Kirilenko, University of Cambridge
Jianqing Fan, Princeton University
Paul Glasserman, Columbia University
Ning Cai, Kong University of Science and Technology (Guangzhou)
Manuela Veloso, J.P. Morgan AI Research and Carnegie Mellon University
This distinguished group will address subjects ranging from artificial intelligence and financial knowledge to corporate narratives, privacy-preserving data methods and American options.
Research sessions will examine some of the field’s most active questions, including:
How do large language models influence financial analysis?
How does reinforcement learning can support investment and hedging decisions?
How can decentralized markets be designed and regulated?
Other presentations will explore portfolio optimization, market microstructure, derivatives pricing, systemic risk and the effects of generative AI on firm value and financial reporting.
The program also combines academic research and real-world financial challenges. Contributions from the U.S. Treasury’s Office of Financial Research, the Federal Reserve Board and the Federal Reserve Bank of New York will address market access, hedge fund trading and global credit conditions. An industry panel on fintech and innovation will provide another opportunity to connect research with practice.
Beyond the presentations, the conference offers opportunities to exchange ideas, meet collaborators and engage directly with scholars working at the forefront of financial engineering and fintech. The schedule includes networking breaks, a reception and a gala dinner with a best paper awards ceremony.
The event is supported by the Center for Research toward Advancing Financial Technologies (CRAFT) and the Research Centre for Quantitative Finance at the Hong Kong Polytechnic University.
Researchers, students and financial professionals interested in the future of finance are invited to attend.
