LLM Risk Measures (pdf)
LLM Risk Measures
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LLM Risk Measures
LLM-VaR and LLM-Es
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- 0 Rating
- 0 Reviews
- 35 Students Enrolled
Courselet Content
1 components
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36.61 M |
Requirements
- Statistics of Financial Markets, LLMs
General Overview
Description
This study introduces LLM-VaR and LLM-ES, novel approaches utilizing general-purpose large language models (LLMs) for zero-shot forecasting of Value at Risk (VaR) and Expected Shortfall (ES). The paper can be found here.
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Meet the instructors !
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About the Instructor
Daniel Traian Pele is a Prof. dr. Department of Statistics and Econometrics Faculty of Cybernetics, Statistics and Economic Informatics, The Bucharest University of Economic Studies. https://scholar.google.com/citations?user=tN32HYcAAAAJ&hl=en