{"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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004440757,0.001062323,0.0008330303,0.002711281,0.0005690473,0.003474841,0.0009019721,0.001105248,0.004702035],"category_scores_gemma":[0.01731892,0.0003387389,0.0005993133,0.002300295,0.002614261,0.006329048,0.002268751,0.001633255,0.0002974734],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001579026,"about_ca_system_score_gemma":0.0008149341,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001091129,"about_ca_topic_score_gemma":0.001221201,"domain_scores_codex":[0.9979758,0.000992384,0.0001056268,0.0002523394,0.0005131509,0.0001607845],"domain_scores_gemma":[0.989645,0.00530874,0.002091641,0.0008861496,0.001130422,0.0009379367],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00001595436,0.00001284951,0.0007372138,0.0000282644,0.00002509088,0.00002759684,0.00005580805,0.005325099,0.0002869036,0.9865643,0.0005068046,0.006414053],"study_design_scores_gemma":[0.000005033959,0.00002699333,0.00155468,0.00002477324,0.00001370835,0.00004817918,0.00005116883,0.03057329,0.0001157491,0.9662125,0.001351469,0.00002256481],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2095685,0.007124936,0.7372282,0.00439249,0.0004998122,0.00005308687,0.0004976566,0.0001886206,0.04044673],"genre_scores_gemma":[0.9663874,0.002707908,0.01972361,0.0002875153,0.0005896097,0.00007019502,0.0002192368,0.00003805809,0.009976562],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.004702035,"threshold_uncertainty_score":0.02348524,"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."}}