LLM Risk Measures

  • 0 Rating
  • 0 Reviews
  • 35 Students Enrolled

LLM Risk Measures

LLM-VaR and LLM-Es

  • 0 Rating
  • 0 Reviews
  • 35 Students Enrolled
  • Wishlist
  • Free
Tags:



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.

Recommended for you

blog
Last Updated 3rd December 2024
  • 5
  • Free
blog
Last Updated 15th January 2025
  • 8
blog
Last Updated 3rd May 2024
  • 16
blog
Last Updated 19th July 2023
  • 0
  • 0
blog
Last Updated 16th June 2023
  • 6
blog
Last Updated 27th February 2026
  • 8
  • Free
blog
Last Updated 16th January 2023
  • 15
  • Free
blog
Last Updated 3rd October 2025
  • 94
  • Free
blog
Last Updated 31st July 2025
  • 32
blog
Last Updated 20th August 2025
  • 49
  • Free
blog
Last Updated 15th January 2026
  • 101
blog
Last Updated 13th December 2022
  • 136
  • Free
blog
Last Updated 21st March 2025
  • 220
  • Free

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