ICAIF '26 · Milan · 14–17 November 2026 Workshop programme

Workshop at the 7th ACM International Conference on AI in Finance

AI-Driven
Market Microstructure

in Centralized and Decentralized Finance

A workshop bringing together researchers and practitioners to explore how artificial intelligence is reshaping trading, liquidity, price discovery and market design.

WHEN14–17 NOV 2026
WHEREMILAN, ITALY
PART OFICAIF '26
AI × FINANCE
WORKSHOP 2026

The workshop

Understanding markets
in a changing world.

Artificial intelligence is reshaping how financial markets are designed, analyzed and operated. New venues, new assets and new forms of automation are opening questions at the frontier of market microstructure.

From centralized exchanges to decentralized protocols, trading, liquidity provision, price formation and information flow remain central challenges. This workshop brings the communities working on these questions into the same room.

Through invited talks, contributed presentations, panels and interactive sessions, we will explore machine learning, reinforcement learning, agent-based modelling and other data-driven methods for modern financial systems.

Research directions

Topics of interest.

Explore the questions at the intersection of AI, market microstructure and modern financial systems.

AI agents for trading+

Learning, reasoning and acting in complex market environments, from autonomous trading agents to multi-agent simulations.

Liquidity and market making+

How intelligent agents provide and consume liquidity, and how AI can improve market making and liquidity provision.

Price discovery and optimal execution+

New methods for forecasting, routing, execution and understanding information flow in automated markets.

DeFi market microstructure+

AMMs, order books, MEV, decentralized protocols, tokenized assets and the structure of on-chain markets.

Risk, market design and regulation+

Robustness, surveillance, governance and the operational and regulatory challenges of AI in finance.

Call for papers

Important dates.

Paper submission deadline

Submit your paper through the official ICAIF 2026 CMT portal.

Notification of acceptance

Authors will be notified about the outcome of their submission.

ICAIF 2026 · Milan

The workshop takes place in conjunction with ICAIF 2026.

Community

The people.

Anastasia Borovykh Capital Fund Management (CFM)
Charles-Albert Lehalle École Polytechnique
Paolo BaruccaUniversity College London
Mihai CucuringuOxford Man Institute & UCLA
Fosca GiannottiScuola Normale Superiore
Fabrizio LilloScuola Normale Superiore
Giulia LivieriLondon School of Economics
Andrea MacrìScuola Normale Superiore
Manuel NaviglioScuola Normale Superiore
Andrea PrampoliniIntesa Sanpaolo
Francesco TarantelliUniversità di Bologna
Ioanna-Yvonni TsaknakiScuola Normale Superiore
Edoardo VittoriIntesa Sanpaolo
Stefan ZohrenUniversity of Oxford
Ioanna-Yvonni TsaknakiScuola Normale Superiore
Manuel NaviglioScuola Normale Superiore
Andrea MacrìScuola Normale Superiore
Francesco TarantelliUniversità di Bologna
Fabrizio LilloScuola Normale Superiore

Ready to contribute?

Submit to the
workshop.

We welcome original research, work in progress and new ideas at the intersection of AI and market microstructure.

Open CMT submission