{"id":"W1544795972","doi":"10.66573/001c.141988","title":"Bounds for Probabilities of Extreme Events Defined by Two Random Variables","year":2009,"lang":"en","type":"article","venue":"Variance","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of New Brunswick; University of Manitoba","funders":"","keywords":"Consistency (knowledge bases); Random variable; Mathematics; Extreme value theory; Tail risk; Volatility (finance); Event (particle physics); Econometrics; Mathematical optimization; Applied mathematics; Statistics; Discrete mathematics","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.01767631,0.001709401,0.001954252,0.003918816,0.0008516756,0.005184561,0.002711433,0.002136191,0.004294039],"category_scores_gemma":[0.08668264,0.001207711,0.001553487,0.00198283,0.005182861,0.007698889,0.004245917,0.005229196,0.0008351483],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00239883,"about_ca_system_score_gemma":0.001128133,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0007945597,"about_ca_topic_score_gemma":0.0004446278,"domain_scores_codex":[0.9892755,0.004865612,0.0005693896,0.001559276,0.002883115,0.0008471402],"domain_scores_gemma":[0.9040453,0.08338383,0.004919105,0.003875145,0.002806015,0.0009705619],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0002003775,0.00006604886,0.002157768,0.0002027847,0.0001387722,0.000209604,0.0003342146,0.49597,0.002099606,0.4744295,0.0007022572,0.02348904],"study_design_scores_gemma":[0.00002163693,0.00005645066,0.0007815905,0.0001247669,0.00003045488,0.0001080429,0.00005523098,0.6594656,0.002003999,0.3359661,0.001319476,0.00006669552],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.01212514,0.0003628397,0.9841881,0.0001628758,0.00002206533,0.00002757165,0.00004674047,0.0001235291,0.00294112],"genre_scores_gemma":[0.6436538,0.00146083,0.3502265,0.0003301781,0.000246295,0.0006539684,0.0003969274,0.0003423588,0.002689072],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01767631,"threshold_uncertainty_score":0.09348238,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.07222635242455985,"score_gpt":0.3448634654160929,"score_spread":0.272637112991533,"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."}}