Cover Image

An Artificial Intelligence Value at Risk Approach: Metrics and Models

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Alvarez, Luis Enriquez
Format:	Preprint
Published:	2025
Subjects:	Computers and Society Artificial Intelligence Risk Management
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Innovative Application of Artificial Intelligence Technology in Bank Credit Risk Management
by: Bi, Shuochen, et al.
Published: (2024)

The Ethics of LLM Sandbox and Persona Dynamics
by: Gebbie, Tim, et al.
Published: (2026)

Insuring Uninsurable Risks from AI: Government as Insurer of Last Resort
by: Trout, Cristian
Published: (2024)

Time-Series Foundation AI Model for Value-at-Risk Forecasting
by: Goel, Anubha, et al.
Published: (2024)

A Personal data Value at Risk Approach
by: Enriquez, Luis
Published: (2024)

AlphaSharpe: LLM-Driven Discovery of Robust Risk-Adjusted Metrics
by: Yuksel, Kamer Ali, et al.
Published: (2025)

Streamlining Compliance And Risk Management with Regtech Solutions
by: Bagwe, Chintamani
Published: (2025)

The Insurability Frontier of AI Risk: Mapping Threats to Affirmative Coverage, Silent Exposures, and Exclusions
by: Leung, Alex, et al.
Published: (2026)

Modelling Cascading Physical Climate Risk in Supply Chains with Adaptive Firms: A Spatial Agent-Based Framework
by: Mohajerani, Yara
Published: (2025)

Reliable Real-Time Value at Risk Estimation via Quantile Regression Forest with Conformal Calibration
by: Wang, Du-Yi, et al.
Published: (2026)

Calibrated Credit Intelligence: Shift-Robust and Fair Risk Scoring with Bayesian Uncertainty and Gradient Boosting
by: Nayak, Srikumar
Published: (2026)

Large Language Model in Financial Regulatory Interpretation
by: Cao, Zhiyu, et al.
Published: (2024)

Credit Risk Meets Large Language Models: Building a Risk Indicator from Loan Descriptions in P2P Lending
by: Sanz-Guerrero, Mario, et al.
Published: (2024)

Advanced Applications of Generative AI in Actuarial Science: Case Studies Beyond ChatGPT
by: Hatzesberger, Simon, et al.
Published: (2025)

Bayesian Modeling for Uncertainty Management in Financial Risk Forecasting and Compliance
by: Mamun, Sharif Al, et al.
Published: (2025)

Governance, Risk, and Regulation: A Framework for Improving Efficiency in Kenyan Pension Funds
by: Namagwa, Sylvester Willys
Published: (2025)

LLM-Generated Counterfactual Stress Scenarios for Portfolio Risk Simulation via Hybrid Prompt-RAG Pipeline
by: Soleimani, Masoud
Published: (2025)

Enhancing Efficiency of Pension Schemes through Effective Risk Governance: A Kenyan Perspective
by: Namagwa, Sylvester Willys
Published: (2025)

Advanced Deep Learning Techniques for Analyzing Earnings Call Transcripts: Methodologies and Applications
by: Zakir, Umair, et al.
Published: (2025)

Research on Credit Risk Early Warning Model of Commercial Banks Based on Neural Network Algorithm
by: Cheng, Yu, et al.
Published: (2024)

RiskLabs: Predicting Financial Risk Using Large Language Model based on Multimodal and Multi-Sources Data
by: Cao, Yupeng, et al.
Published: (2024)

Distributionally Robust Optimization as a Scalable Framework to Characterize Extreme Value Distributions
by: Kuiper, Patrick, et al.
Published: (2024)

Dynamic spillovers and investment strategies across artificial intelligence ETFs, artificial intelligence tokens, and green markets
by: Shao, Ying-Hui, et al.
Published: (2025)

Risk-sensitive Reinforcement Learning Based on Convex Scoring Functions
by: Han, Shanyu, et al.
Published: (2025)

Utilizing Effective Dynamic Graph Learning to Shield Financial Stability from Risk Propagation
by: Yu, Guanyuan, et al.
Published: (2025)

Systemic Risk Radar: A Multi-Layer Graph Framework for Early Market Crash Warning
by: Neela, Sandeep
Published: (2025)

A Comprehensive Survey on Enterprise Financial Risk Analysis from Big Data and LLMs Perspective
by: Du, Huaming, et al.
Published: (2022)

Marginal Fairness: Fair Decision-Making under Risk Measures
by: Huang, Fei, et al.
Published: (2025)

Bridging Econometrics and AI: VaR Estimation via Reinforcement Learning and GARCH Models
by: Pokou, Fredy, et al.
Published: (2025)

Improving Cryptocurrency Pump-and-Dump Detection through Ensemble-Based Models and Synthetic Oversampling Techniques
by: Yu, Jieun, et al.
Published: (2025)

AI-BAAM: AI-Driven Bank Statement Analytics as Alternative Data for Malaysian MSME Credit Scoring
by: Ng, Chun Chet, et al.
Published: (2025)

Modeling structure and credit risk of the economy: a multilayer bank-firm network approach
by: Majhi, Soumen, et al.
Published: (2026)

Machine Learning based Enterprise Financial Audit Framework and High Risk Identification
by: Yuan, Tingyu, et al.
Published: (2025)

Navigating Market Turbulence: Insights from Causal Network Contagion Value at Risk
by: Rigana, Katerina, et al.
Published: (2024)

Discrimination-free Insurance Pricing with Privatized Sensitive Attributes
by: Zhang, Tianhe, et al.
Published: (2025)

Class-Imbalanced-Aware Adaptive Dataset Distillation for Scalable Pretrained Model on Credit Scoring
by: Li, Xia, et al.
Published: (2025)

Combining Value-at-Risk and Expected Shortfall forecasts via the Model Confidence Set
by: Amendola, Alessandra, et al.
Published: (2024)

HyPV-LEAD: Proactive Early-Warning of Cryptocurrency Anomalies through Data-Driven Structural-Temporal Modeling
by: Park, Minjung, et al.
Published: (2025)

On the modeling assumptions of Historical Simulation for Value-at-Risk
by: Grelsson, Björn Löfdahl
Published: (2026)

Optimal insurance design with Lambda-Value-at-Risk
by: Boonen, Tim J., et al.
Published: (2024)