{"id":"W2272377578","doi":"10.1002/wilm.10509","title":"A Note on Jointly Backtesting Models for Multiple Assets and Horizons","year":2016,"lang":"en","type":"article","venue":"Wilmott","topic":"Insurance, Mortality, Demography, Risk Management","field":"Social Sciences","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Université Laval; HEC Montréal","funders":"","keywords":"Econometrics; Economics; 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":[0.05781681,0.001548964,0.003329099,0.0009970593,0.0007407259,0.002352557,0.003133869,0.003721258,0.00365922],"category_scores_gemma":[0.2054134,0.0008990309,0.003217421,0.001357596,0.002800686,0.005822824,0.003306135,0.006650891,0.0003760712],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009501762,"about_ca_system_score_gemma":0.002060267,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01069798,"about_ca_topic_score_gemma":0.007803027,"domain_scores_codex":[0.9757743,0.01963068,0.0008103664,0.001745692,0.001534753,0.0005040863],"domain_scores_gemma":[0.6974176,0.2770443,0.003673162,0.01727886,0.003402754,0.001183291],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0004149209,0.0001065354,0.01027688,0.0001120176,0.0008303207,0.000358161,0.0001512255,0.8873453,0.001437184,0.05489712,0.00338046,0.04069005],"study_design_scores_gemma":[0.0000741468,0.0002655904,0.001225857,0.00004058502,0.00009989081,0.00009984015,0.0000284052,0.9177485,0.000862981,0.07781748,0.001661182,0.00007546291],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.02104288,0.000562351,0.972137,0.003247115,0.0003429249,0.00008477769,0.0001957783,0.0005073939,0.001879808],"genre_scores_gemma":[0.4527788,0.0007450117,0.5390263,0.002378673,0.0006487979,0.0004756747,0.0005825204,0.0003710456,0.002993284],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.05781681,"threshold_uncertainty_score":0.3057681,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04234564887444071,"score_gpt":0.3137832470106088,"score_spread":0.2714375981361681,"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."}}