{"id":"W1991559757","doi":"10.2139/ssrn.1115729","title":"Comonotonic Measures of Multivariate Risks","year":2009,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":11,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of British Columbia","funders":"","keywords":"Multivariate statistics; Multivariate analysis; Econometrics; Mathematics; Statistics; Computer science","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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.007385153,0.0001282155,0.0002845533,0.0002979205,0.0001816547,0.0001017468,0.0006338066,0.0000837113,0.00003916012],"category_scores_gemma":[0.0007799067,0.00008978781,0.0001823366,0.000572136,0.00004335051,0.000326351,0.00001969411,0.0008945594,0.00004823887],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002052221,"about_ca_system_score_gemma":0.001323079,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00007170827,"about_ca_topic_score_gemma":0.0001554777,"domain_scores_codex":[0.9965036,0.000252823,0.0007338859,0.0002152074,0.001119295,0.001175212],"domain_scores_gemma":[0.9984061,0.0001586035,0.0005795015,0.0003129718,0.0004509297,0.0000918834],"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":[0.0001480793,0.0001326505,0.007923179,2.213504e-7,0.00006403642,0.000002402567,0.00041309,0.01060971,0.001175827,0.1488154,0.000327228,0.8303882],"study_design_scores_gemma":[0.0009809587,0.0006260074,0.02806588,0.000009110235,0.00003444829,0.0001596158,0.0007697615,0.004449876,0.001279883,0.9536302,0.009802681,0.000191595],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6249422,0.004495024,0.3594666,0.001677002,0.0004704071,0.0002303604,0.00000340312,0.00004249444,0.00867246],"genre_scores_gemma":[0.9872258,0.01073953,0.0006602129,0.0000738301,0.000113948,6.829441e-7,0.000001010126,0.000007513208,0.001177414],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.8301966,"threshold_uncertainty_score":0.3886465,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0985941659133074,"score_gpt":0.3885786455905135,"score_spread":0.2899844796772061,"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."}}