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Vlad Bolovaneanu
Bucharest University of Economic Studies
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SCHOLARLY PAPERS
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Scholarly Papers (1)
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1.
In the Beginning Was the Word: LLM-VaR
and LLM-ES
Number of pages: 37
Posted: 20 Jan 2025
Daniel Traian Pele
, Vlad Bolovaneanu,
Min-Bin Lin
,
Rui Ren
,
Andrei Theodor Ginavar
,
Bruno Spilak
,
Alexandru Victor Andrei
,
Filip Toma
,
Stefan Lessmann
and
Wolfgang Karl Härdle
Bucharest University of Economic Studies, Bucharest University of Economic Studies,
affiliation not provided to SSRN
, Humboldt University of Berlin, Bucharest University of Economic Studies, Bucharest University of Economic Studies, Bucharest University of Economic Studies, Bucharest University of Economic Studies, School of Business and Economics, Humboldt-University of Berlin and Blockchain Research Center Humboldt-Universität zu Berlin
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Abstract:
Value at Risk, Expected Shortfall, GPT, LLM-VaR, LLM-ES, Large Language Models
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