13 citations · 14 across the 4 of their papers we have counts for
4 papers
FinRank: An Evidence-Grounded Benchmark for Financial Question Answering and Retrieval over SEC Filings
Sasan Mansouri, Daniel Saad, Mark Wahrenburg +2
Financial question answering is typically evaluated by answer correctness, yet in SEC filings a plausible and even numerically correct answer can be grounded in the wrong evidence.…
Bypassing Document Ingestion: An MCP Approach to Financial Q&A
Sasan Mansouri, Edoardo Pilla, Mark Wahrenburg +1
Answering financial questions is often treated as an information retrieval problem. In practice, however, much of the relevant information is already available in curated vendor sy…
Correlation scenarios and correlation stress testing
N. Packham, F. Woebbeking
We develop a general approach for stress testing correlations of financial asset portfolios. The correlation matrix of asset returns is specified in a parametric form, where correl…
A factor-model approach for correlation scenarios and correlation stress-testing
Natalie Packham, Fabian Woebbeking
In 2012, JPMorgan accumulated a USD~6.2 billion loss on a credit derivatives portfolio, the so-called `London Whale', partly as a consequence of de-correlations of non-perfectly co…