LLM Risk Measures

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  • 35 Students Enrolled

LLM Risk Measures

LLM-VaR and LLM-Es

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  • 35 Students Enrolled
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Courselet Content

1 components
LLM Risk Measures (pdf)
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 !

instructor
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