{"id":"W3021091421","doi":"10.2139/ssrn.1955935","title":"Financial Risk Measurement for Financial Risk Management","year":2011,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Stock Market Forecasting Methods","field":"Decision Sciences","cited_by":2,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Toronto; Kellogg's (Canada)","funders":"Statens Naturvidenskabelige Forskningsrad; National Science Foundation","keywords":"Financial risk management; Risk management; Portfolio; Equity (law); Market risk; Exploit; Financial modeling; Financial market; Financial risk; Financial econometrics; Finance; Asset (computer security); Actuarial science; Economics; Risk analysis (engineering); Business; Computer science; Indirect finance","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":[0.002863377,0.0009671495,0.00112638,0.002115939,0.0003498605,0.002348622,0.0008739479,0.00116481,0.003083096],"category_scores_gemma":[0.01520512,0.0003071404,0.0005908844,0.001978436,0.0006640814,0.003167365,0.001162597,0.001865984,0.001196124],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005122696,"about_ca_system_score_gemma":0.0005849322,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0008997396,"about_ca_topic_score_gemma":0.00044183,"domain_scores_codex":[0.9980808,0.000802749,0.0001352726,0.0002482635,0.0006262317,0.0001067108],"domain_scores_gemma":[0.9963265,0.001961745,0.0004845047,0.0005230989,0.0005626215,0.0001415738],"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":[0.0001625244,0.0002487666,0.0115831,0.0003747047,0.0002064955,0.0001015735,0.0001898031,0.05527676,0.007711169,0.2490172,0.009008571,0.6661193],"study_design_scores_gemma":[0.00001754747,0.0001304,0.005886582,0.0001205563,0.0000698223,0.0001215438,0.00009316883,0.6837878,0.005165033,0.2983527,0.00619997,0.00005487507],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.02306235,0.003493788,0.9662515,0.0007548187,0.0002439345,0.00006175575,0.0002145465,0.0004303008,0.005486923],"genre_scores_gemma":[0.726721,0.003820525,0.261154,0.0002743733,0.0007787225,0.0002300885,0.0006025977,0.0001535429,0.006265108],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.003083096,"threshold_uncertainty_score":0.01514316,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1081289094865214,"score_gpt":0.3608138715831289,"score_spread":0.2526849620966075,"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."}}