{"id":"W3047104034","doi":"10.3934/bdia.2020001","title":"Modeling portfolio loss by interval distributions","year":2020,"lang":"en","type":"article","venue":"Big Data and Information Analytics","topic":"Probabilistic and Robust Engineering Design","field":"Decision Sciences","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Royal Bank of Canada","funders":"","keywords":"Portfolio; Interval (graph theory); Outcome (game theory); Mathematics; Statistics; Econometrics; Capital allocation line; Regression analysis; Regression; Computer science; Economics; Mathematical economics; Combinatorics","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":[0.01125437,0.001509218,0.001471226,0.001787341,0.0003363597,0.00299071,0.002872594,0.001959665,0.005869814],"category_scores_gemma":[0.03811523,0.0007337756,0.001549133,0.001957395,0.001714299,0.004167546,0.001752672,0.003412281,0.001153693],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001465563,"about_ca_system_score_gemma":0.0008410677,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003154377,"about_ca_topic_score_gemma":0.001312508,"domain_scores_codex":[0.9954463,0.002327015,0.0001450251,0.0007462834,0.0009423732,0.0003930471],"domain_scores_gemma":[0.9780563,0.01753646,0.001973369,0.001059532,0.00104407,0.0003302456],"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":[0.0001679794,0.000117701,0.003618337,0.0001158001,0.0001117178,0.0002012873,0.0001957447,0.6939335,0.0005331408,0.264813,0.002264294,0.03392758],"study_design_scores_gemma":[0.00002492377,0.00007121346,0.0006598167,0.00003542774,0.00002814419,0.00006983068,0.00002495309,0.8426508,0.0001918598,0.1549077,0.001312841,0.00002248057],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.01654789,0.0006463157,0.9785139,0.000437862,0.00004627146,0.00005876502,0.0002932372,0.0002701356,0.003185585],"genre_scores_gemma":[0.8206143,0.003132147,0.156507,0.0004586806,0.0003020687,0.0008826818,0.001043658,0.0003169653,0.01674243],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.01125437,"threshold_uncertainty_score":0.05951953,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.2173420492690235,"score_gpt":0.3329600770183434,"score_spread":0.1156180277493199,"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."}}