{"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":"codex-gemma-dda1882f352a","candidate_categories":["metaresearch","metaepi_narrow","research_integrity"],"consensus_categories":["metaresearch"],"category_scores_codex":[0.1088061,0.0008611159,0.001279167,0.00107658,0.001263933,0.0005161631,0.003939431,0.0006960076,0.0001747666],"category_scores_gemma":[0.03927249,0.0007040953,0.001558694,0.0006539976,0.000156674,0.000209563,0.001487435,0.009112907,0.0001312018],"about_ca_system_candidate":true,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00353425,"about_ca_system_score_gemma":0.009780909,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0002142281,"about_ca_topic_score_gemma":0.002255974,"domain_scores_codex":[0.9841403,0.00244149,0.002387387,0.001768434,0.004329951,0.004932475],"domain_scores_gemma":[0.9908671,0.001236267,0.004054994,0.001724713,0.001841583,0.0002753318],"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":[0.001078179,0.0001997773,0.005901169,0.00003608744,0.0004218387,0.00001232073,0.000336315,0.0005710981,0.000003330883,0.05464625,0.01144718,0.9253464],"study_design_scores_gemma":[0.001492804,0.0005558701,0.0195193,0.000136902,0.0005789583,0.0000908502,0.0002214361,0.0003935608,0.00003860407,0.9470043,0.02924607,0.0007213454],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.05380616,0.004982634,0.9216561,0.0001498252,0.008321345,0.002036715,0.0001449933,0.0001082019,0.00879407],"genre_scores_gemma":[0.7407133,0.02929325,0.2036077,0.0003451311,0.01044954,0.001114634,0.00002430899,0.0004382605,0.01401384],"genre_candidate":"methods","genre_consensus":null,"teacher_disagreement_score":0.9246251,"threshold_uncertainty_score":0.999541,"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."}}