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CITATION.cff
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34 lines (34 loc) · 1.12 KB
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cff-version: 1.2.0
title: "Can Foundation Models Manage Risk? Zero-Shot VaR and ES Forecasting with Conformal Calibration in CEE Markets"
message: "If you use this software, please cite the article below."
type: software
authors:
- family-names: Jheng
given-names: Siang-Li
- family-names: Tak
given-names: Rahul
- family-names: Găman
given-names: Ștefan
- family-names: Mazurencu-Marinescu-Pele
given-names: Miruna
- family-names: Pele
given-names: Daniel Traian
email: danpele@ase.ro
repository-code: "https://github.com/QuantLet/TSFM_VaR_CEE"
license: MIT
preferred-citation:
type: article
title: "Can Foundation Models Manage Risk? Zero-Shot VaR and ES Forecasting with Conformal Calibration in CEE Markets"
journal: "Economic Computation and Economic Cybernetics Studies and Research"
year: 2026
authors:
- family-names: Jheng
given-names: Siang-Li
- family-names: Tak
given-names: Rahul
- family-names: Găman
given-names: Ștefan
- family-names: Mazurencu-Marinescu-Pele
given-names: Miruna
- family-names: Pele
given-names: Daniel Traian