About The Workshop
Like the famous King Midas, popularly remembered in Greek mythology for his ability to turn everything he touched with his hand into gold,
we believe that the wealth of data generated by modern technologies, with widespread presence of computers, users and media connected by Internet, is a goldmine for tackling a variety of problems in the financial domain.
The MIDAS workshop is aimed at discussing challenges, potentialities, and applications of leveraging data-mining tasks to tackle problems in the financial domain.
The workshop provides a premier forum for sharing findings, knowledge, insights, experience and lessons learned from mining data generated in various application domains.
The intrinsic interdisciplinary nature of the workshop constitutes an invaluable opportunity to promote interaction between computer scientists, physicists, mathematicians, economists and financial analysts, thus paving the way for an exciting and stimulating environment involving researchers and practitioners from different areas.
Topics
- Trading models
- Discovering market trends
- Predictive analytics for financial services
- Network analytics in finance
- Planning investment strategies
- Portfolio management
- Understanding and managing financial risk
- Customer/investor profiling
- Identifying expert investors
- Financial modeling
- Anomaly detection in financial data
- Fraud detection
- Anti-money laundering
- Discovering patterns and correlations in financial data
- Text mining and NLP for financial applications
- Sentiment and opinion analysis for finance
- Financial network analysis
- Financial time series analysis
- Pitfalls identification
- Financial knowledge graphs
- Learning paradigms in the financial domain
- Explainable AI in financial services
- Fairness in financial data mining
- Quantum computing for finance
- Generative models for synthetic data
- Large language models in finance
Important Dates (Tentative)
Paper Submission deadline: June 1, 2025
Acceptance notification: July 1, 2025
Camera-ready deadline: July 15, 2025
Workshop date: September 15, 2025 (afternoon)
All deadlines are 11:59 PM AOE (Anywhere On Earth)
Submission
Submission Guidelines
Regular papers should refer to novel, unpublished work, and they can be either full or short. Full regular papers report on mature research works. Short regular papers include the following three categories:
- preliminary/work-in-progress research works
- demo papers
- survey papers
All the papers must be formatted according to the Springer LNCS style (https://www.springer.com/gp/computer-science/lncs/conference-proceedings-guidelines).
Regular papers may be up to 15 pages (full papers) or 8 pages (short papers). Extended abstracts may be up to 4 pages. All page limits are intended EXCLUDING REFERENCES, which may take as many additional pages as preferred.
Every paper should clearly indicate (as a subtitle, or any other clear form) the category it falls into, i.e., "full regular paper", "short regular paper", "extended abstract". As for short regular papers, we also require to provide the subtype, i.e., "short regular paper - preliminary", "short regular paper - demo", "short regular paper - survey". As for extended abstracts, we also require to specify whether it reports on some paper(s) already published and include the corresponding reference(s), i.e., "extended abstract - published work [REFERENCE(S)]", or if it is a position/vision paper, i.e., "extended abstract - position/vision".
Regular papers will be peer-reviewed, and selected on the basis of these reviews. Extended abstracts will not be peer-reviewed: their acceptance will be decided by the program chairs based on the relevance of the topics therein, and the adherence to the workshop scope.
For every accepted paper - both regular papers and extended abstracts - at least one of the authors must attend the workshop to present the work.
Contributions should be submitted in PDF format, electronically, using the workshop submission site at https://cmt3.research.microsoft.com/ECMLPKDDWorkshopTrack2025/. Specifically, please follow these steps:
1. Log-in to https://cmt3.research.microsoft.com/ECMLPKDDworkshop2025/
2. Select the 'Author' role from the drop-down menu in the top bar
3. Click on '+ Create new submission... ' button
4. Select 'MIDAS - The 10th Workshop on MIning DAta for financial applicationS'
All the submitted papers must be written in English and formatted according to the ECML-PKDD 2025 submission guidelines available at https://ecmlpkdd.org/2025/submissions-research-track/.
Proceedings
Regular papers will be included in the proceedings by default. As for extended abstracts, it will be given the authors the chance of either including or not their contribution in the proceedings.
Please, contact the organizers for questions related to the submission or participation.
Program
Long and Invited papers are assigned a slot of 20 minutes for presentation + 3-5 minutes of Q/A.
Extended Abstracts are assigned a slot of 15 minutes for presentation + 3-5 minutes of Q/A.
Opening
Speakers: Workshop Organizers
Invited Talk

TBD
Galina Andreeva (University of Edinburgh)
Long Paper
LARK: Integrating LLM-based KG Construction and RAG for Financial Question Answering
Edward Burgin (Huawei Research Centre), Sourav Dutta (Huawei Research Centre), Mingxue Wang (Huawei Research Centre)
Extended Abstract
Advances in Continual Graph Learning for Anti‐Money Laundering Systems
Bruno Deprez (KU Leuven), Wei Wei (UAntwerpen), Wouter Verbeke (KU Leuven), Bart Baesens (KU Leuven), Kevin Mets (UAntwerpen), Tim Verdonck (UAntwerpen)
Invited Paper
Evaluating Transfer Learning Methods on Real-World Data Streams: A Case Study in Financial Fraud Detection
Ricardo Pereira (Feedzai), Jacopo Bono (Feedzai), Hugo Ferreira (Feedzai), Pedro Ribeiro (University of Porto), Carlos Soares (University of Porto), Pedro Bizarro (Feedzai)
Extended Abstract
Stress Testing Financial Forecasting Models with Adversarial Time Series Generation
Vânia Ribeiro (University of Porto), Vitor Cerqueira (University of Porto), Carlos Soares (University of Porto)
Coffee Break
Long Paper
Does Improving Forecasting Accuracy Also Improves Financial Utility? A Case Study with Binary Options
José Santos (University of Porto), Carlos Soares (University of Porto), Paula Branco (University of Ottawa), Vitor Cerqueira (University of Porto)
Invited Paper
Proactive Detection of Model Degradation in Financial Fraud Prediction Under Label Delay
Akshay Sethi (Mastercard), Priyanshi Gupta (Mastercard), Sparsh Kansotia (Mastercard), Kamal Kant (Mastercard), Nitish Srivasatava (Mastercard)
Extended Abstract
Interconnected Dynamics of Sustainable Cryptocurrencies: Insights from Transfer Entropy Analysis
Seungju Lee (Seoul National University), Jaewook Lee (Seoul National University)
Closing Remarks
Speakers: Workshop Organizers
Registration
Please refer to the ECMLPKDD2025 Conference Website for registration details and instructions.
Workshop Location
Alfandega Congress Center
Porto, Portugal
The MIDAS2025 Workshop will be held in conjuction with the ECML-PKDD 2025 Conference, hosted at Alfandega Porto Congress Center, R. Nova da Alfândega, 4050-430, Porto, Portugal
Organizers
Ilaria Bordino
UniCredit, Rome (Italy)
Ivan Luciano Danesi
UniCredit, Milan (Italy)
Francesco Gullo
University of L'Aquila (Italy)
Domenico Mandaglio
University of Calabria (Italy)
Giovanni Ponti
ENEA (Italy)
Lorenzo Severini
UniCredit, Rome (Italy)
Program Committee
Luca Barbaglia, European Commission - Joint Research Centre
Eric Benhamou, AI For Alpha
Ludovico Boratto, University of Cagliari
Cristian Bravo, University of Western Ontario
Andrea Coletta, Banca d'Italia
Andrea D'Angelo, University of L'Aquila
Anna Krause, University of Würzburg
Lucio La Cava, University of Calabria
Yelena Mejova, ISI Foundation
Giorgio Motta, Cetif
Giulia Preti, CENTAI
Jose Rodriguez-Serrano, Esade
Francesco Scala, CNR-ICAR
Reza Shahbazian, University of Palermo
Lorenzo Zangari, University of Calabria