Name of QuantLet: LLM-Risk

Published in: Financial Risk Forecasting with Large Language Models

Description: Implementation of Value at Risk (VaR) and Expected Shortfall (ES) estimation using Large Language Models (LLMs) for financial time series forecasting.

Keywords: Value at Risk, Expected Shortfall, Large Language Models, Financial Risk, Time Series Forecasting

Author: 

Submitted: Monday, 4 November 2024