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: 'Daniel Traian Pele'
Submitted: 'Monday, 4 November 2024'
