Financial models, since the beginning of the 20th century, have relied on numerical inputs. With the arrival of large language models, data inputs for computational models are greatly expanded to include textual databases. The impact of this change in finance is major, as there are a new family of financial models whose data inputs include documentary evidence, disclosure statements, or audit reports.

This course will address, on the one hand, the computational and mathematical nature of large language models and, on the other hand, the impact of such models in financial situations.