News
- May 18, 2026 Hackathon results: congratulations to Hanson Wen (UC Berkeley) and James Gui (USC), winners of the AI Forecasting Hackathon (May 16–17, 2026)! They will present their winning forecasting agent during the Hackathon Winner Presentation at the workshop. Congratulations also to runner-up Shirish Chinchanikar (UChicago).
- May 10, 2026 Abstract deadline extended: by popular request, we have extended the abstract registration deadline to May 11, 2026 (11:59 PM UTC). The full submission deadline remains May 13, 2026 (11:59 PM UTC). All deadlines are in UTC (not AoE).
- April 21, 2026 Submissions are now open on OpenReview! Thanks to the generous sponsorship of Kalshi, the Best Paper award will receive $1,000 and the Runner-Up $500 (tentative).
- April 2, 2026 The OpenReview submission portal is now live! Abstract registration deadline is May 8, 2026 and the full submission deadline is May 13, 2026.
- March 25, 2026 We are co-organizing the AI Forecasting Hackathon (May 16–17, 2026) — build AI agents that predict the future and compete on the Prophet Arena leaderboard. Top teams will be invited to present at our ICML workshop. Learn more & apply.
- March 20, 2026 Our workshop Forecasting as a New Frontier of Intelligence has been accepted at ICML 2026 in Seoul, Korea!
About the Workshop
Forecasting has a rich tradition in ML, spanning key areas such as time-series analysis, online learning, data-driven decisions and quantitative finance. Recent advances in foundation models, however, raise a qualitatively new question: can general-purpose AI systems reliably anticipate future events across diverse real-world domains? Indeed, forecasting is often viewed as a hallmark of sophisticated intelligence that requires internalizing patterns in dynamic environments and reasoning about consequences in the noisy real world, and we are witnessing a growing research efforts on advancing and benchmarking forecasting capabilities of AI systems.
Motivated by its deep roots and emerging paradigms, we envision forecasting as an exciting research program that requires lens from foundation models, agentic design, benchmarking, probabilistic reasoning, information retrieval, regret minimization, world modeling, etc. As the AI community seeks the next frontier in AI capabilities, this workshop aims to bring together researchers across machine learning, statistics, economics, finance and others to explore forecasting both as a foundational technical challenge and as a core capability of general-purpose AI systems.
Topics of Interest
The main topics of our workshop include, but are not limited to, the following aspects:
- Architectures: agentic systems, LLM-as-a-Prophet, foundation models and world models.
- Evaluation: automated event generation, metrics and benchmark design.
- Reasoning: probabilistic reasoning, calibration, causal and temporal inference.
- Retrieval: search architecture, credibility assessment and retrieval-augmented generation.
- Foundations: scoring rules, online learning, and decision-theoretic frameworks.
- Markets & Society: prediction markets, societal impacts of AI-driven forecasting.
Invited Speakers
Distinguished researchers from academia and industry will share their perspectives on AI forecasting.
Scott Jeen
Mantic
Scott Jeen is a Member of Technical Staff at Mantic, an AI forecasting startup whose systems ranked 4th out of 539 humans in the Metaculus Cup. He holds a PhD in reinforcement learning from the University of Cambridge; his current research focuses on training LLMs to predict world events.
Simon S. Du
Apodex / University of Washington
Simon S. Du is an Associate Professor at the Paul G. Allen School at the University of Washington and Chief Scientist for Reasoning Models at Apodex. His research spans reinforcement learning, non-convex optimization, and test-time compute, recognized by a Sloan Research Fellowship, NSF CAREER Award, and IEEE AI's 10 to Watch (2024).
Atlas Wang
XTX Markets / UT Austin
Zhangyang "Atlas" Wang is a tenured Associate Professor at UT Austin (currently on leave as Research Director at XTX Markets), holding the Temple Foundation Endowed Faculty Fellowship in ECE. His research establishes theoretical and algorithmic foundations of generative and neurosymbolic AI, recognized by an NSF CAREER Award, ARO Young Investigator Award, and IEEE AI's 10 to Watch.
Seth Blumberg
Seth Blumberg is a behavioral economist at Google, where he leads the company's internal prediction market platform. His work focuses on forecasting, market design, and the application of AI systems to forecasting; he holds a PhD in Economics from the University of Chicago and a BA in Mathematics from Princeton.
Workshop Schedule (Tentative)
All times are in local Seoul time (KST).
| Time | Event |
|---|---|
| 08:00 – 08:10 | Opening Remarks |
| 08:15 – 09:00 | Invited Talk #1 |
| 09:00 – 09:45 | Invited Talk #2 |
| 09:45 – 10:05 | Oral Presentation Slot #1 (2 x 10 minutes) |
| 10:05 – 10:15 | Hackathon Winner Presentation |
| 10:15 – 10:30 | Break / Meet-and-Greet |
| 10:30 – 11:15 | Invited Talk #3 |
| 11:15 – 12:00 | Invited Talk #4 |
| 12:00 – 13:10 | Lunch / Poster Session |
| 13:10 – 13:30 | Oral Presentation Slot #2 (2 x 10 minutes) |
| 13:30 – 14:15 | Invited Talk #5 |
| 14:15 – 15:00 | Invited Talk #6 |
| 15:00 – 15:15 | Break / Meet-and-Greet |
| 15:15 – 15:30 | Industry Session + Award Announcement |
| 15:30 – 16:00 | Best Paper & Runner-Up Presentations |
| 16:00 – 16:50 | Panel Discussion |
| 16:50 – 17:00 | Closing Remarks |
Accepted Papers
We received a strong set of submissions and are delighted to announce the 84 accepted papers below. Titles link to the corresponding OpenReview page. Best Paper and Runner-Up awards will be announced during the closing session.
Oral Presentations (5)
- Agentic Forecasting using Sequential Bayesian Updating of Linguistic Beliefs
- Allocation, Not Volume: Test-Time Compute for Agentic Forecasting
- Forecasting Emerges from Auto-Regressive Pretraining: Latent Predictive Structure in Language Models
- Forecasting Motion in the Wild
- FutureSim: Replaying World Events to Evaluate Adaptive Agents
Spotlights (10)
- Approximate Recall, Approximate Forecasts: Recall as a Diagnostic for LLM Forecasting Errors
- Beyond Accuracy: Can LLM Forecasters Profit on Prediction Markets?
- Curating the Future: A Scalable Recipe for Training Open-Ended Forecasters
- Decentralized Aggregation of LLM Predictions via Wagering Mechanisms
- Forecast-to-Trade: Hierarchical Reinforcement Learning for Decision-Aware Financial Forecasting
- ForecastBench-Sim: A Simulated-World Forecasting Benchmark
- ForecastCompass: Guiding Agentic Forecasting with Adaptive Factor Memory
- Future-as-Label: Scalable Supervision from Real-World Outcomes
- Reaching the frontier of AI forecasting with reinforcement learning
- When do prophets profit in prediction markets?
Posters (69)
- A Black-Box Reduction from Regret to Multi-Level Coverage
- A Lightweight Deep Learning Approach to Spatiotemporal Heat Forecasting
- Accurate Forecasts Do Not Ensure Safe Decision
- AgentRx: A Benchmark for Multimodal Clinical Forecasting with LLM Agents
- Aligning LLMs with Human Uncertainty: A Beta-Bernoulli Calibrator for LLM Forecasting
- Alive and Predicting: A Live Evaluation of Multi-Step Forecasting Agents
- An adversarial tournament design for efficiently probing the frontier of AI forecasting
- Analogical Deep Research: Retrieving and Integrating Historical Analogies for Foresight Analysis
- Arbitrage-Free Forecasts from Language Models via Coherence Projection
- Auditing Actionability in AI Forecasting Interfaces
- Beyond Forecasting: The Belief-to-Trade Layer in Prediction-Market Agents
- Decision-Relevant Predictions with Joint Scoring Rules
- DELPHYNE: A Pre-Trained Model for General and Financial Time Series
- Discover then Refine: A Joint Multiple Choice Learning and Flow Matching Framework for Heat Demand Forecasting
- Diversity is the strength of the AI crowd
- Do Language Models Update their Forecasts with New Information?
- Do Time Series Foundation Model Benchmarks Hide Regime-Dependent Failures? Evidence from Traffic Speed Forecasting
- DuoMamba: A Decomposition-Free State Space Model for Long-Term Time Series Forecasting
- Efficient Forecasting of Task Failures in LLM Agents through Adaptive Fault Injection
- Elicitation Format Drives Divergent LLM Geopolitical Forecasts
- Enabling Uncertainty-Aware Time-Series Forecasting in Federated Learning for Urban Water Dynamics
- Evaluating Long-Form Forecasts by Their Effect on Downstream Predictions
- Forecasting Model Success at Inference Time: Calibrated Probabilistic Forecasts for Cost-Optimal LLM Cascades
- Forecasting Time-Varying Correlation Matrices with Large Language Models
- Forecasting With LLMs: Improved Generalization Through Feature Steering
- Forecasts as a Behavioral Probe of Language Models
- Foresight-Phys: A Benchmark for Forecasting the Results of Physical Experiments
- ForesightFlow: An Information Leakage Score Framework for Prediction Markets
- Forward-Chaining Temporal Point Process
- From Events to Impacts: Calibrated Decomposition for LLM-Based Geopolitical Forecasting
- From Marks to Narratives: Language-Augmented Spatio-Temporal Point Processes
- From Narrative to Auditable Forecasts: An Agentic Scaffold for Probabilistic Forecasting
- Generative Bayesian Computation for Probabilistic Forecasting with Discrete Events
- GENERATIVE TRAFFIC FORECASTING: PRESERVING SHOCKWAVE TOPOLOGY WITH DIFFUSION MODELS
- HMTMO-GP: Hierarchical Multi-Task Multi-Output Gaussian Processes
- How Predictable is AI Progress?
- Iterative Computation as Anytime Forecasting: Dense Supervision for Calibrated Trajectories in Recurrent World Models
- Latent Market Dynamics: A World Model Framework for Agentic Prediction Markets
- Latent Stochastic Interpolants for Probabilistic Time Series Forecasting
- Leakage-Aware Benchmarking of LLM Forecasting: Real-Time Nowcasts as the Decision-Time Input for Macro Factor Ranking
- MacroBench: Measuring Frontier LLM Macroeconomic Forecasting Ability
- Measuring Source-Induced Bias in LLM Forecasts with Prediction Markets
- Mix, Don’t Pick: Why Synthetic Corpus Composition Matters for Time Series Foundation Model Pretraining
- One Token per Trade: Multi-Resolution Limit Order Book Forecasting with a Foundation Model
- OptimismBench: Measuring Forecasting Bias in Language Model Judgment
- Outcome-Free Audits and Repairs for LLM Forecasters
- Period-Aware Inductive Bias Versus Scale on Influenza-like Illness Forecasting
- Physics-Informed Bidirectional Graph Networks for Traffic Prediction: Deriving Message Passing Direction from Traffic Flow Theory
- Polynomial Input Preconditioning for Zero-Shot Time Series Forecasting
- Preference Optimization Drives Monoculture in LLM Prediction Markets
- Presentation Robustness for LLM Forecasters
- Proxy Scoring Enables Benchmarking LLM Forecasters Without Waiting for Outcomes
- Quantizing Time-Series Models As Dynamical Systems: Trajectory-Based Quantization Sensitivity Score
- Reflexivity as Prompt: Does Awareness of Self-Reinforcing Market Dynamics Improve LLMs as Financial Market Forecasters?
- Repackaging Temporal Evidence: A Unifying Interface for Temporal Prediction
- RIFT: Reliability of LLM and Physics Forecasters across Time-Horizons in Coupled PDE Systems
- Robustness of Multimodal Foundation-Model Forecasting for Postoperative Cancer Outcomes
- SC-JEPA: Stabilizing Latent Predictive Learning for Time-Series Anomaly Prediction
- SciPaths: Forecasting Pathways to Scientific Discovery
- Semantics-Enhanced Retrieval-Augmented Time Series Forecasting
- Simulation-Augmented Multi-Step Split Conformal Prediction for Aggregated Forecasts
- StretchTime: Adaptive Time Series Forecasting via Symplectic Attention
- Temporally Supervised Linear Probes Improve LLM Forecasts
- TimeRouter: Efficient and Adaptive Routing of Time Series Foundation Models
- VSTF: Vision and Sequence Models for Time-Frequency Time Series Forecasting
- What if Tomorrow is the World Cup Final? Counterfactual Time Series Forecasting with Textual Conditions
- What Should We Forecast? Benchmarking Agents on Early Question Discovery
- When Does Evidence Help Prompted LLM Forecasting? Evidence Access and Prompt Structure Across 12 Models
- WorldFork: Auditable Branching Rollouts for LLM Forecasting
Organizing Committee
Haifeng Xu
Assistant Professor
University of Chicago
Jibang Wu
Assistant Professor
New York University, Shanghai
Ruslan Salakhutdinov
Professor
Carnegie Mellon University
Star Li
PhD Student
University of Chicago
Ezra Karger
Director of Research
Forecasting Research Institute
Nicolai Ouporov
Co-founder & CEO
Fleet AI
Simon Mahns
Researcher
Axiom Math
Anri Gu
PhD Student
University of Chicago
Qingchuan Yang
PhD Student
University of Southern California
Contact: For all communications regarding the workshop, please contact forecastworkshop@gmail.com.
Sponsors
We gratefully acknowledge the support of our sponsors, whose generosity makes the workshop, the hackathon, and our paper awards possible.
Interested in sponsoring? Reach out at forecastworkshop@gmail.com.
Call for Papers
We invite submissions on all aspects of AI forecasting, from methodological advances to benchmark design to applications in real-world domains. Papers should be submitted via OpenReview and will undergo peer review by our program committee.
Accepted papers will be presented as posters during the workshop, with selected papers invited for oral presentations. A best paper award will be given at the closing session.
Key Dates
| Event | Date |
|---|---|
| Submission Portal Opens | April 21, 2026 |
| Abstract Registration Deadline | May 11, 2026 (11:59 PM UTC, not AoE) |
| Submission Deadline | May 13, 2026 (11:59 PM UTC, not AoE) |
| Reviewer Bidding | May 15–18, 2026 |
| Review Period | May 20 – June 8, 2026 |
| Author Notification | June 10, 2026 |
Submission Guidelines
Format: Submissions should be up to 4 pages (excluding references and appendix) using the ICML 2026 template.
Anonymity: All submissions should be anonymized for double-blind review.
Non-archival & Dual Submission: The workshop is non-archival, so dual submission is allowed — we welcome submissions of work that has been previously published or is under review elsewhere, with proper disclosure.
Platform: Submissions will be handled through OpenReview.
Forecasting Agent Hackathon
Ahead of the workshop, we co-hosted the AI Forecasting Hackathon (May 16–17, 2026), where participants built forecasting agents and competed on the Prophet Arena leaderboard.
Congratulations to our winners, Hanson Wen (UC Berkeley) and James Gui (USC), who will share their approach during the Hackathon Winner Presentation in the workshop program, and to our runner-up, Shirish Chinchanikar (UChicago).
Contact & Social Media
Email: forecastworkshop@gmail.com
Follow us: Updates and announcements will be posted on this website and through the organizers' channels.