{"id":"W3123031826","doi":"","title":"Estimation Adjusted VaR","year":2012,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Toronto","funders":"","keywords":"Estimator; Econometrics; Value at risk; Mathematics; Volatility (finance); Expected shortfall; Statistics; Economics; Risk management","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":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.002285549,0.00034582,0.0008132266,0.001070573,0.0002158673,0.0001790781,0.0006582377,0.0007519855,0.0005494794],"category_scores_gemma":[0.0007432143,0.0004656623,0.0002646572,0.0002727794,0.0002318591,0.0002545147,0.0007700308,0.001570702,0.000420877],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001213834,"about_ca_system_score_gemma":0.0002308025,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.000374677,"about_ca_topic_score_gemma":0.0002475687,"domain_scores_codex":[0.9966037,0.0000703386,0.001288462,0.0009718392,0.00009200596,0.0009736657],"domain_scores_gemma":[0.9976954,0.0002655617,0.0005152025,0.001206968,0.0000728895,0.0002439919],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"observational","study_design_scores_codex":[0.00007341353,0.0005057757,0.1284071,0.0002666051,0.0001308706,0.00001292199,0.00127958,0.0349528,0.00000813415,0.1830855,0.0005222066,0.6507551],"study_design_scores_gemma":[0.001024759,0.00007234343,0.5325058,0.0001970379,0.00001456915,0.000009129146,0.0001924241,0.2048234,0.0000342701,0.09273034,0.1671541,0.001241895],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6955171,0.002008641,0.000485436,0.0006035343,0.002599708,0.001289804,0.0006990368,0.00011454,0.2966822],"genre_scores_gemma":[0.9882855,0.005680676,0.001992327,0.00001999834,0.0007194151,0.0003047899,0.0003275137,0.00009098256,0.002578794],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.6495132,"threshold_uncertainty_score":0.9997795,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.068501535987427,"score_gpt":0.3070679503537558,"score_spread":0.2385664143663288,"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."}}