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HICSS 2027 : Leveraging Financial Data with Big Data Tools or Generative AI - 59th Hawaii International Conference on System Sciences | |||||||||||||||
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Call For Papers | |||||||||||||||
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Leveraging Financial Data with Big Data Tools or Generative AI - 59th Hawaii International Conference on System Sciences (HICSS)
Wednesday, February 26 – Sunday, June 15, 2025 CALL FOR PAPERS Decision Analytics and Service Science (Track) Leveraging Financial Data with Big Data Tools or Generative AI (Mini-Track) HICSS-59 Jan 6, 2025 - Jan 9, 2025 Hyatt Regency Maui, Hawaii, USA Dear colleagues, You are cordially invited to submit research papers to the Leveraging Financial Data with Big Data Tools or Generative AI mini-track. HICSS is known worldwide as one of the longest-standing working scientific conferences in Information Technology Management. HICSS provides a highly interactive working environment for top scholars from academia and industry from over 60 countries to exchange ideas in various areas of business, technology, and system sciences. Papers published in HICSS proceedings have been cited extensively across a spectrum of disciplines for many years. Financial markets have a long history of regulation, requiring public companies to disclose information to government agencies. Over the past two decades, regulators have increased measures to democratize financial information and adopted standardized data reporting formats such as XBRL to make it easier for the average investor to analyze company data. In the United States, the Securities and Exchange Commission (SEC) provides access to these structured datasets on its website (SEC Markets Data). One of the largest and most detailed datasets available is the SEC’s Structured Financial Statements and Notes Data Set (link), which exceeds 230 GB of .tsv files and is also accessible via the EDGAR API. However, due to its size and the complexity of XBRL tags, extracting meaningful insights from this dataset presents significant challenges. As a result, many researchers still rely on proprietary financial databases such as Compustat and Wharton Research Data Services (WRDS). While proprietary databases offer convenience, they lack transparency regarding the source of financial figures, making it difficult to audit and replicate research findings. In contrast, publicly available datasets provide researchers with auditable data, fostering reproducibility and open inquiry. Over the past decade, advancements in big data tools (e.g., Pandas, R, DuckDB, Malloy) and generative AI (e.g., ChatGPT) have made it easier to analyze large datasets, such as the SEC’s Structured Financial Statements and Notes Data Set. Artificial intelligence (AI) has advanced rapidly, driven by sharp increases in commercial investment. A striking example is the swift development and deployment of large language models (LLMs). AI is already transforming financial services, presenting both vast opportunities and potential risks to economic and financial stability. Recent debates highlight concerns such as existential threats and widening societal disparities. However, these tools can help level the playing field for individual investors. We invite empirical, theoretical, and experimental papers exploring AI’s opportunities and risks in finance, accounting, and fin-tech. We encourage researchers to explore publicly available datasets and leverage modern analytical tools to generate novel and reproducible insights into financial markets and regulation. Our goal is to enhance understanding of how firms, investors, and other market participants use—or could use—AI and big data techniques, as well as the broader societal and regulatory implications. Potential issues and topics include, but are not limited to: Use of LLMs in financial statement analysis AI for understanding economic data Survey of AI techniques used by financial professionals Quantitative analysis of risk factors or litigation disclosures Comparative analysis of different data analysis tools Analyzing financial restatements with AI Using LLMs to understand board characteristics ESG-related disclosures Replacing proprietary data sources with free alternatives AI in corporate finance AI in trading and asset management AI in banking and credit AI in financial forecasting AI in consumer finance AI in fraud detection Macroeconomic and market effects Regulatory challenges: frictions, market failures, and policy solutions Exploratory data analysis using SQL or other tools Using data pipelines in research Tools for cleaning and processing XBRL data AI for social impact Important Dates for Paper Submission June 15, 2025 | 11:59 pm HST: Paper submission deadline August 17, 2025, | 11:59 pm HST: Notification of acceptance/rejection September 22, 2025, |11:59 pm HST: Deadline for authors to submit final manuscript for publication October 1, 2025, | 11:59 pm HST: Deadline for at least one author of each paper to register ** Author Instructions** HICSS accepts full papers only; abstract submissions are not accepted. Joseph Johnston, PhD Professor and Department Chairperson Department of Accounting and Business Information Systems Illinois State University jajohn6@ilstu.edu Timothy Olsen, Ph.D. Associate Professor, Information Systems School of Business Administration Gonzaga University olsent@gonzaga.edu Location 200 Nohea Kai Dr, Lahaina, HI 96761 Country USA Event Type Call for Paper, Conference Call for Papers Deadline 06-15-2025 Submission Cost (USD) 0 Host Institution University of Hawaii at Manoa Registration Link hicss.hawaii.edu Link hicss.hawaii.edu |
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