GitHub - danpele/LLM-Risk: This is the repository of the paper "In the Beginning was the Word: LLM-VaR and LLM-ES".

danpele / LLM-Risk Public

This is the repository of the paper "In the Beginning was the Word: LLM-VaR and LLM-ES".

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Name		Name	Last commit message	Last commit date
Latest commit History 17 Commits
EWMA		EWMA
GARCH		GARCH
data		data
datasets		datasets
models		models
results		results
Backtest VaR & ES.ipynb		Backtest VaR & ES.ipynb
LLM Simulation.ipynb		LLM Simulation.ipynb
LLM_System.png		LLM_System.png
Metainfo.txt		Metainfo.txt
Run EWMA GARCH.ipynb		Run EWMA GARCH.ipynb
Usage.md		Usage.md
ewma_var_calculator.py		ewma_var_calculator.py
garch_var_calculator.py		garch_var_calculator.py
install.bat		install.bat
install.sh		install.sh
multiple_backtest.py		multiple_backtest.py