AI in financial risk modelling (pdf)
AI in financial risk modelling
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AI in financial risk modelling
Can AI produce valid risk forecasts?
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- 0 Rating
- 0 Reviews
- 24 Students Enrolled
Courselet Content
1 components
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1.89 M |
Requirements
- Statistics of Financial Markets
General Overview
Description
A pretrained model always returns a number that looks like a Value at Risk; this lecture is about telling whether it answered the question you asked.
Classical baselines, a time-series foundation model and language models are put through the same backtest across several markets — the answer splits by model, and that is the finding.
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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