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Displaying results 1 to 4 of 4.

  1. Uncovering the semantics of concepts using GPT-4 and other recent large language models
    Author: Le Mens, Gaël; Kovács, Balász; Hannan, Michael T.; Pros, Guillem
    Published: June 2023
    Publisher:  Universitat Pompeu Fabra, Department of Economics and Business, Barcelona

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    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 574
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    No inter-library loan
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Economics working paper series ; no. 1864
    Subjects: Categories; Concepts; Deep Learning; Typicality; GPT; ChatGPT; BERT; Typicality; Similarity
    Scope: 1 Online-Ressource (circa 20 Seiten), Illustrationen
  2. Uncovering the semantics of concepts using GPT-4 and other recent large language models
    Author: Le Mens, Gaël; Kovács, Balász; Hannan, Michael T.; Pros, Guillem
    Published: [2023]
    Publisher:  BSE, Barcelona School of Economics, [Barcelona]

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    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 541
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: BSE working paper ; 1394 (June 2023)
    Subjects: Categories; Concepts; Deep Learning; Typicality; GPT; ChatGPT; BERT; Typicality; Similarity
    Scope: 1 Online-Ressource (circa 20 Seiten), Illustrationen
  3. Imagining the future
    memory, simulation and beliefs
    Author: Bordalo, Pedro; Burro, Giovanni; Coffman, Katherine B.; Gennaioli, Nicola; Shleifer, Andrei
    Published: [2023]
    Publisher:  IGIER, Università Bocconi, Milano, Italy

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    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 507
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Edition: This version: June, 2023
    Series: Working paper series / IGIER ; n. 701
    Subjects: Similarity; selective recall; disagreement
    Scope: 1 Online-Ressource (circa 91 Seiten), Illustrationen
  4. Portfolio Construction When Regimes are Ambiguous
    Author: Kritzman, Mark; Kulasekaran, Cel; Turkington, David
    Published: [2023]
    Publisher:  SSRN, [S.l.]

    Investors sometimes have strong convictions that a distinctive economic regime will prevail in the period ahead and therefore would like to form a portfolio that reflects the expected returns, standard deviations, and correlations of assets during... more

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    Location:
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Investors sometimes have strong convictions that a distinctive economic regime will prevail in the period ahead and therefore would like to form a portfolio that reflects the expected returns, standard deviations, and correlations of assets during such a regime. To do so, they typically isolate a subsample of returns in which a regime indicator, such as the rate of economic growth, is above or below a chosen threshold and estimate expected returns, standard deviations, and correlations by equally weighting the observations within the subsample. This approach assumes that every observation within the regime subsample is equally important to forming the estimates whether an observation coincides with a growth rate that is far from the threshold or one that is only marginally distant from the threshold. Moreover, with this approach it is problematic to describe a regime by more than a single indicator because there is no non-arbitrary way to combine the indicators and because the addition of indicators increases the likelihood of producing an empty or overly sparse subsample. The authors apply a new concept called relevance to estimate regime-specific expected returns, standard deviations, and correlations. Their relevance-based approach explicitly accounts for the importance of an observation to forming an estimate, and it seamlessly enables the inclusion of multiple regime indicators in a principled way

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: MIT Sloan Research Paper ; No. 6845-23
    Subjects: Binary; Central Limit Theorem; Euclidean Distance; Fit; Gaussian Decay; Information Theory; Informativeness; Kernal Regression; Mahalanobis Distance; Mean-variance Optimization; Non-binary; Partial Sample Regression; Regime Sensitive Portfolio; Relevance; Scenario Analysis; Similarity; Z-score
    Scope: 1 Online-Ressource (20 p)
    Notes:

    Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 13, 2023 erstellt