Research paper / RESOURCE PROFILE
Publication: Quantifying Credit Portfolio sensitivity to asset correlations with interpretable generative neural networks. Published Sep 15, 2023.
Publication: Quantifying Credit Portfolio sensitivity to asset correlations with interpretable generative neural networks. Published Sep 15, 2023.
Source: arXiv API · observed Oct 11, 2026.
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AlphaFin benchmarks financial analysis with a retrieval-augmented stock-chain framework and a financial QA dataset
the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.
For the theoretical framework as well as results from the running code see
