{"id":"W128198374","doi":"","title":"Extended analysis of back testing framework for value at risk","year":2008,"lang":"en","type":"dissertation","venue":"","topic":"Insurance and Financial Risk Management","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Test (biology); Econometrics; Value (mathematics); Risk-based testing; Quarter (Canadian coin); Value at risk; Vector autoregression; Statistics; Computer science; Mathematics; Risk management; Economics; Geography","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.01823953,0.001688546,0.001734026,0.003594972,0.0009633991,0.003657248,0.002979345,0.001903916,0.01515385],"category_scores_gemma":[0.04852426,0.000672251,0.003339906,0.001873187,0.003676431,0.00496072,0.002910098,0.003638214,0.001772691],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.003217522,"about_ca_system_score_gemma":0.002666146,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.008761222,"about_ca_topic_score_gemma":0.004154231,"domain_scores_codex":[0.9857154,0.008510835,0.0006037984,0.001580252,0.002739492,0.0008501445],"domain_scores_gemma":[0.9498476,0.03693026,0.002517352,0.003533276,0.006487223,0.00068428],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0001877237,0.0001608239,0.007611695,0.0001696761,0.0001817932,0.001011819,0.0006819186,0.1556491,0.001530527,0.7519158,0.005335581,0.07556365],"study_design_scores_gemma":[0.0000344685,0.0001251874,0.001681181,0.00005813463,0.0000576611,0.0001624889,0.0001052319,0.7002152,0.0008524575,0.2926498,0.004009121,0.00004902462],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.01358744,0.0001892649,0.9776889,0.0006807189,0.00006667455,0.000125889,0.0002557796,0.0006105871,0.006794713],"genre_scores_gemma":[0.5860191,0.0003748964,0.3955245,0.0005171306,0.0002920544,0.0008918236,0.0007522649,0.0004997069,0.01512853],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01823953,"threshold_uncertainty_score":0.096461,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03850982275837717,"score_gpt":0.2602769548453784,"score_spread":0.2217671320870013,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}