On November 3 , 2014 , his production company Space Rocket Nation , alongside its co-producers Gaumont Film Company and Wild Bunch , announced that Refn 's next film would be titled '' The Neon Demon '' , rather than I Walk With The Dead . The Neon Demon would be filmed in Los Angeles , California , in early 2015 . The film stars Elle Fanning , Karl Glusman , Keanu Reeves , Christina Hendricks , Abbey Lee , Jena Malone and Bella Heathcote . On April 14 , 2016 , it was announced that the film would be competing for the Palme d'Or at the 2016 Cannes Film Festival , marking it as the third consecutive film directed by Refn that had competed for the Palme d'Or
2016 Cannes Film Festival
2016 Cannes Film Festival
Nicolas Winding Refn