{"id":"W1974926624","doi":"10.1016/j.ijar.2013.01.003","title":"Granularity adjustment for risk measures: Systematic vs unsystematic risks","year":2013,"lang":"en","type":"article","venue":"International Journal of Approximate Reasoning","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":13,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Granularity; Systematic risk; Econometrics; Expected shortfall; Portfolio; Value at risk; Dynamic factor; Economics; Computer science; Mathematics; Risk management; Financial economics","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":[0.01078243,0.000495497,0.001049028,0.001688194,0.0005804302,0.004497438,0.001649232,0.001087223,0.002445466],"category_scores_gemma":[0.09386253,0.0004236601,0.001182298,0.002211615,0.001475022,0.006207057,0.003119565,0.002500538,0.0003094138],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001261213,"about_ca_system_score_gemma":0.001343554,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001520281,"about_ca_topic_score_gemma":0.001194977,"domain_scores_codex":[0.9914299,0.003179749,0.00104745,0.001361355,0.002523469,0.0004580867],"domain_scores_gemma":[0.9536507,0.02178236,0.005545132,0.01502157,0.003290372,0.0007098854],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00115909,0.0001894441,0.03623251,0.0004632839,0.0005856868,0.0002488387,0.001446285,0.1099304,0.006453922,0.3135093,0.003997322,0.525784],"study_design_scores_gemma":[0.000126923,0.0002443016,0.01238902,0.0001893829,0.0002470188,0.0003392397,0.0004413333,0.4731394,0.007073194,0.5002853,0.005448528,0.00007640218],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.09648383,0.001036109,0.8978327,0.0008610709,0.0001574024,0.00007889655,0.0001705902,0.0005165329,0.002862786],"genre_scores_gemma":[0.788471,0.0003203868,0.2101719,0.000127234,0.0001232082,0.00004504103,0.0001588351,0.0001061024,0.00047637],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01078243,"threshold_uncertainty_score":0.05702358,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04258945259704573,"score_gpt":0.2662523376593354,"score_spread":0.2236628850622897,"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."}}