We propose a methodology for assessing model risk and apply it to the implied volatility function (IVF) model. This is a popular model among traders for valuing exotic options. Our research is ...

The AI company Anthropic, which was founded in 2021 by former OpenAI employees, has developed the Model Context Protocol (MCP) with the aim of standardizing communication between Large Language Models ...

Every couple of months, it feels like there's an announcement about the next frontier of LLMs and how we're inches away from artificial general intelligence (AGI). However, what strikes me is that ...

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation The paper documents the latest extensions of the Bank of Ghana’s Quarterly Projection Model (QPM), used regularly to ...