{"id":"W3123374962","doi":"10.2139/ssrn.2693041","title":"Downside Risk Neutral Probabilities","year":2015,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"Queen's University","funders":"","keywords":"Downside risk; Risk neutral; Economics; Business; Econometrics; Financial economics; Portfolio","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":[],"consensus_categories":[],"category_scores_codex":[0.01192299,0.0001431764,0.0002225674,0.0002406366,0.0002455802,0.0003372206,0.0005827708,0.00007944564,0.00005016047],"category_scores_gemma":[0.002192291,0.00009635725,0.0001484947,0.0005206395,0.00008215633,0.0006641131,0.0000475394,0.001265047,0.0003411535],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004584051,"about_ca_system_score_gemma":0.003429571,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001577423,"about_ca_topic_score_gemma":0.001259161,"domain_scores_codex":[0.9960884,0.0004043265,0.0006132068,0.0002723205,0.0009709086,0.001650768],"domain_scores_gemma":[0.9982488,0.0002139092,0.0004088997,0.0003427069,0.0005515463,0.0002341719],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0003423405,0.0001667008,0.1807162,9.763061e-7,0.0001452171,0.00001508126,0.003452479,0.05869763,0.00001961003,0.4456198,0.02174715,0.2890769],"study_design_scores_gemma":[0.0004959231,0.0002903463,0.001374893,0.000002202971,0.00001787627,0.0003978875,0.004775324,0.00107998,0.00003921281,0.9670181,0.02437439,0.0001338321],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9355153,0.002824659,0.04595712,0.001554131,0.0009217965,0.0001779867,0.000005136874,0.00006037929,0.01298354],"genre_scores_gemma":[0.9850665,0.004436384,0.0007402201,0.00007682502,0.0004803489,0.000003572013,0.000001814272,0.00001451638,0.009179784],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.5213984,"threshold_uncertainty_score":0.6083912,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.06317542579166709,"score_gpt":0.3387446864083242,"score_spread":0.2755692606166571,"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."}}