Build It in a Day: Build a GPT Model

Workshop Info

Build a GPT Model
We will cover the fundamentals of neural net modeling and show how to create a large language model (LLM). We will also explore the world of existing pre-trained models and show how to adapt them to your specific needs. If time permits, we can explore where the field is going and new interesting research.

September 8 – December 8, 2023
Time for all workshops: 1:00 pm – 4:00 pm ET

These workshops offer the opportunity to experience risk management processes by building them. Examples include counterparty credit risk estimation, FAMA-French factor models, bank default modeling, risk management infrastructure at a lending company, the Fundamental Review of the Trading Book (FRTB), Comprehensive Capital Assessment and Review (CCAR). These major concepts are as much about their implementation as they are about their theoretical description; and organizations gain competitive advantage by effectively implementing these concepts. As a professional, a first step to adding value to this work at an organization is knowing how to build a simple version in a day.

How To Join a Session

Click on the Join a Session button at 1:00 pm ET on the day of your desired workshop. Each workshop ends at 4:00 pm ET.