Call For Papers

We invite both academia and industry professionals to submit their works to the workshop. We will discuss a diverse range of topics in financial time series including but not limited to:

  • Forecasting

  • Classification

  • Clustering

  • Anomaly detection

  • Changepoint detection

  • Non-traditional representations (e.g., deep embedding, images, spectrograms, etc.)

  • Augmenting time series representations with other modalities (e.g., videos, satellite imagery, etc.)

  • Synthetic time series generation

  • Format: Extended abstract (4 pages limit excluding references), short paper (6 pages limit excluding references)

  • Template:

  • The LaTeX template is integrated with overleaf: [overleaf.com], use the sigconf template

  • ACM Microsoft Word template: [download]

The workshop is non-archival and will not have official proceedings. However, accepted papers will be linked on our website.