Jessica Gentner
Personal Details
First Name: | Jessica |
Middle Name: | |
Last Name: | Gentner |
Suffix: | |
RePEc Short-ID: | pge381 |
[This author has chosen not to make the email address public] | |
Affiliation
(50%) Fachbereich für Mathematik und Statistik
School of Economics and Political Science
Universität St. Gallen
Sankt Gallen, Switzerlandhttp://www.mathstat.unisg.ch/
RePEc:edi:fmssgch (more details at EDIRC)
(50%) Schweizerische Nationalbank (SNB)
Bern/Zürich, Switzerlandhttp://www.snb.ch/
RePEc:edi:snbgvch (more details at EDIRC)
Research output
Jump to: Working papersWorking papers
- Jessica Gentner, 2024. "The role of hedge funds in the Swiss franc foreign exchange market," Working Papers 2024-05, Swiss National Bank.
- Francesco Audrino & Jessica Gentner & Simon Stalder, 2024.
"Quantifying Uncertainty: A New Era of Measurement through Large Language Models,"
Swiss Finance Institute Research Paper Series
24-68, Swiss Finance Institute.
- Francesco Audrino & Jessica Gentner & Simon Stalder, 2024. "Quantifying uncertainty: a new era of measurement through large language models," Working Papers 2024-12, Swiss National Bank.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Francesco Audrino & Jessica Gentner & Simon Stalder, 2024.
"Quantifying Uncertainty: A New Era of Measurement through Large Language Models,"
Swiss Finance Institute Research Paper Series
24-68, Swiss Finance Institute.
- Francesco Audrino & Jessica Gentner & Simon Stalder, 2024. "Quantifying uncertainty: a new era of measurement through large language models," Working Papers 2024-12, Swiss National Bank.
Cited by:
- Ito, Arata & Sato, Masahiro & Ota, Rui, 2025. "A novel content-based approach to measuring monetary policy uncertainty using fine-tuned LLMs," Finance Research Letters, Elsevier, vol. 75(C).
More information
Research fields, statistics, top rankings, if available.Statistics
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-AIN: Artificial Intelligence (2) 2024-11-18 2025-01-13. Author is listed
- NEP-BIG: Big Data (2) 2024-11-18 2025-01-13. Author is listed
- NEP-CMP: Computational Economics (2) 2024-11-18 2025-01-13. Author is listed
- NEP-RMG: Risk Management (2) 2024-11-18 2025-01-13. Author is listed
- NEP-IFN: International Finance (1) 2024-05-13. Author is listed
- NEP-INV: Investment (1) 2024-11-18. Author is listed
- NEP-MON: Monetary Economics (1) 2024-05-13. Author is listed
Corrections
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