| { | |
| "model_type": "actuarial-llm", | |
| "version": "0.0.7", | |
| "exams": [ | |
| "FM", | |
| "P", | |
| "IFM" | |
| ], | |
| "dataset_size": 18794, | |
| "last_updated": "2025-10-18", | |
| "benchmarks": { | |
| "exam_fm": { | |
| "overall": 0.927, | |
| "topics": 12 | |
| }, | |
| "exam_p": { | |
| "overall": 0.755, | |
| "topics": 15 | |
| }, | |
| "exam_ifm": { | |
| "overall": 0.585, | |
| "topics": 15 | |
| } | |
| }, | |
| "new_features": [ | |
| "Black-Scholes option pricing", | |
| "Option Greeks (delta, gamma, theta, vega, rho)", | |
| "Portfolio theory and CAPM", | |
| "Interest rate models (Vasicek, CIR)", | |
| "Financial derivatives" | |
| ] | |
| } |