Track 1 – Asset Pricing and Market Microstructure

- Cross‑asset class factor models and anomaly testing

- Market liquidity and price discovery mechanisms under high‑frequency trading data

- Nonlinear effects of behavioral biases on asset pricing deviations

- Dynamic linkages between ESG ratings and corporate valuations

- Implied information from derivatives markets and spot price forecasting

- Improved volatility estimation accounting for market microstructure noise

- Comparative risk premia between cryptocurrencies and traditional financial assets

- Predictive power of big‑data sentiment indices in short‑term pricing

Track 2 – Behavioral Finance and Investor Decision‑Making

- Empirical measurement of investor overconfidence and its impact on trading behavior

- Effects of social media sentiment on the investment preferences of retail investors

- Evolution of the disposition effect and reference‑dependence under varying market regimes

- Institutional herding behavior and its contribution to asset bubbles

- Quantitative analysis of cognitive biases in household portfolio allocation

- Ambiguity aversion and portfolio choices under uncertainty

- Long‑term effects of financial literacy on rational investor decisions

- Role of behavioral factors in speculative surges of cryptocurrencies

Track 3 – FinTech, Digital Assets, and Intelligent Risk Management

- Efficiency assessment of blockchain technology in cross‑border payments and settlement

- Innovative design of structured financial products through smart contracts

- Machine learning‑based credit scoring models and default prediction

- Liquidity risk measurement for decentralized finance (DeFi) platforms

- Impact of central bank digital currencies on the intermediary functions of commercial banks

- Privacy protection and incentive mechanisms for data sharing in financial big data

- Real‑time detection of anomalous trading and anti‑fraud algorithms

- AI‑driven practices in post‑loan management and dynamic provisioning

Track 4 – Macro Finance, Systemic Risk, and Policy Coordination

- Assessment of macro‑financial vulnerabilities under climate change shocks

- Influence of global supply chain restructuring on cross‑border capital flows

- Spillover effects of monetary policy uncertainty on financial market volatility

- Multi‑layer network modeling of systemic risk and early warning indicators

- Linkages between sovereign debt crises and regional financial stability

- Coordination effectiveness between macroprudential and monetary policies

- Transmission of foreign exchange interventions to asset prices in emerging economies

- Financial market responses to post‑pandemic fiscal stimulus packages