Bruno Spilak

Bucharest University of Economic Studies

Tache Ionescu street, no. 11, sector 1

Bucharest

Romania

  • Bucharest University of Economic Studies

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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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Value at Risk, Expected Shortfall, GPT, LLM-VaR, LLM-ES, Large Language Models