Transformer-based Entity Legal Form Classification

1 code implementation • 19 Oct 2023 • Alexander Arimond, Mauro Molteni, Dominik Jany, Zornitsa Manolova, Damian Borth, Andreas G. F. Hoepner

We propose the application of Transformer-based language models for classifying entity legal forms from raw legal entity names.

Data Integration text-classification +1

Neural Networks and Value at Risk

no code implementations • 4 May 2020 • Alexander Arimond, Damian Borth, Andreas Hoepner, Michael Klawunn, Stefan Weisheit

Utilizing a generative regime switching framework, we perform Monte-Carlo simulations of asset returns for Value at Risk threshold estimation.