---
title: LLMVaR Risk Forecasting
url: https://www.ml-quant.com/papers/ssrn/5104383/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 5104383
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5104383
featured: 2025-01-23
citations: unknown
topic: Econometrics & Forecasting
---


# LLMVaR Risk Forecasting

The research introduces new methods for forecasting financial risk using large language models, finding these models effective for short-term but traditional models superior for long-term financial risk management.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5104383
- Identifier: SSRN 5104383
- Released: 2025-01-20
- First featured: Quant Letter No. 83 (2025-01-23): https://www.ml-quant.com/issues/2025-01-23/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Econometrics & Forecasting

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