{"id":"W2050847805","doi":"10.5539/ijef.v4n4p114","title":"A New Perspective on Daily Value at Risk Estimates","year":2012,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"National Institute on Drug Abuse","keywords":"Financial institution; Institution; Position (finance); Value at risk; Value (mathematics); Perspective (graphical); Actuarial science; Economics; Financial risk; Investment (military); Risk management; Term (time); Business; Finance; Statistics; Computer science; Mathematics; Political science","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"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":[0.01167782,0.00144526,0.001642824,0.003617871,0.0007565756,0.009375276,0.002843265,0.003178908,0.004353459],"category_scores_gemma":[0.06259556,0.0007828668,0.001390766,0.003259014,0.003691388,0.01586608,0.002502017,0.0082821,0.0008936087],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002178502,"about_ca_system_score_gemma":0.0009430593,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002088051,"about_ca_topic_score_gemma":0.0009531284,"domain_scores_codex":[0.991994,0.003660719,0.0005759827,0.001490092,0.00201659,0.0002625955],"domain_scores_gemma":[0.9558463,0.03241339,0.003074707,0.003723618,0.004347837,0.0005942275],"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":[0.00002618332,0.00003842695,0.00202177,0.0001275812,0.00008035488,0.0001010575,0.0003270231,0.02124719,0.0003326272,0.9237069,0.005990782,0.04600003],"study_design_scores_gemma":[0.000006490965,0.00004823282,0.00116571,0.0001826349,0.00002645099,0.0001880758,0.0001663245,0.04373492,0.0003230389,0.9237853,0.0302885,0.00008427973],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.009346087,0.01449619,0.9271005,0.01639646,0.001850756,0.00003292118,0.0004811846,0.0001606923,0.03013529],"genre_scores_gemma":[0.6474036,0.02723493,0.2834006,0.00414019,0.0174552,0.0002211272,0.000815729,0.0007547257,0.01857394],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.01167782,"threshold_uncertainty_score":0.06175894,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02150068078703529,"score_gpt":0.2367966630479662,"score_spread":0.2152959822609309,"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."}}