{"id":"W2600093580","doi":"10.2139/ssrn.2925773","title":"Challenges in Implementing Worst-Case Analysis","year":2017,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"Bank of Canada","funders":"Economic and Social Research Council","keywords":"Computer science; Risk analysis (engineering); Business","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":[0.07017399,0.001974229,0.003711995,0.002127083,0.002307777,0.01268989,0.01062995,0.005021488,0.008417657],"category_scores_gemma":[0.2185893,0.001597769,0.002106756,0.001476348,0.003994768,0.01577502,0.008219025,0.01052852,0.002451752],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002344321,"about_ca_system_score_gemma":0.007012018,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00454843,"about_ca_topic_score_gemma":0.00375566,"domain_scores_codex":[0.9482538,0.03384762,0.002931881,0.003734429,0.009176776,0.002055458],"domain_scores_gemma":[0.7822144,0.1583476,0.007919158,0.02548251,0.02276268,0.003273672],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0003521505,0.0005398018,0.004236869,0.0003935221,0.0005693098,0.00062481,0.0006431379,0.4629223,0.001097723,0.3559005,0.02359449,0.1491254],"study_design_scores_gemma":[0.00003251506,0.00003875973,0.000147225,0.0001044371,0.00002672515,0.0001079551,0.0002421562,0.5677813,0.0004454605,0.4271485,0.003895088,0.00002989586],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.006482434,0.0005066285,0.9728963,0.01095138,0.0004088576,0.0001198756,0.0001157652,0.0009854948,0.007533256],"genre_scores_gemma":[0.3629367,0.0007413522,0.6295589,0.002716582,0.001067048,0.0003476532,0.0003526324,0.000601141,0.001677872],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.07017399,"threshold_uncertainty_score":0.37112,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.08606279133684214,"score_gpt":0.2925969086749412,"score_spread":0.2065341173380991,"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."}}