2 papers
cs.CL2023
Transformer-based Entity Legal Form Classification
Alexander Arimond, Mauro Molteni, Dominik Jany +3
We propose the application of Transformer-based language models for classifying entity legal forms from raw legal entity names. Specifically, we employ various BERT variants and co…
q-fin.RM2020
Neural Networks and Value at Risk
Alexander Arimond, Damian Borth, Andreas Hoepner +2
Utilizing a generative regime switching framework, we perform Monte-Carlo simulations of asset returns for Value at Risk threshold estimation. Using equity markets and long term bo…