Friday 10th July 2026, EPFL
This workshop brings together researchers actively working on graph learning and financial networks. Our goal is to informally exchange ideas and define new research agendas at the interface of these fields.
Topics will include interbank payment systems, financial risk monitoring, and dynamic graph neural networks, among others.
The workshop is open to interested researchers and students. Space is limited, so please register using the link below.
- Nils-Christian Detering (Heinrich-Heine University of Düsseldorf)
- Aurel Mader (Swiss National Bank and EPFL)
- Thilo Meyer-Brandis (Ludwig Maximilian University of Munich)
- Lukas Gonon (University of St.Gallen)
- Emanuele Rossi (Sapienza University of Rome)
- Andrea Ruglioni (EPFL)
- Gabriele Visentin (ETH)
- Niklas Weber (Ludwig Maximilian University of Munich)
| 09:00 | opening |
| 09:15 |
Lukas Gonon
Computing Systemic Risk Measures with Graph Neural Networks. |
| 10:00 |
Thilo Meyer-Brandis
and
Niklas Weber
Universality and Generalization Bounds for Permutation Equivariant Neural Networks. |
| 10:45 | break |
| 11:15 |
Emanuele Rossi
Graph Machine Learning for Dynamic Financial Networks: From Foundations to the Lightning Network. |
| 12:00 | lunch |
| 13:15 |
Aurel Mader
and
Andrea Ruglioni
Interbank Payment Prediction and Liquidity Risk Monitoring using Neighbourhood Information. |
| 14:00 |
Gabriele Visentin
Conditional Forecasting of Margin Calls using Dynamic Graph Neural Networks. |
| 14:45 | break |
| 15:15 |
Nils-Christian Detering
Reinforcement Learning for Global-Local Control of Dynamic Networks with Applications to Systemic Risk. |
| 16:00 | closing |
Venue: Extranef, room 125.
The workshop is organized by the Swissquote chair in quantitative finance and kindly sponsored by
