{"id":"W3123977547","doi":"","title":"Ex-ante real estate Value at Risk calculation method","year":2015,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Housing Market and Economics","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Université Laval","funders":"","keywords":"Value at risk; Expected shortfall; Real estate; Portfolio; Market risk; Business; Actuarial science; Basel II; Ex-ante; Financial risk management; Financial economics; Risk management; Economics; Finance; Capital requirement; Microeconomics","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":[0.001323086,0.0007448238,0.0008460653,0.001151624,0.000337837,0.002024898,0.001944234,0.0008888147,0.0205263],"category_scores_gemma":[0.004706914,0.0003636981,0.0007809522,0.0008468759,0.0003797511,0.002062382,0.001496559,0.001366556,0.006531535],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005153404,"about_ca_system_score_gemma":0.0008859809,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0008307774,"about_ca_topic_score_gemma":0.0007735047,"domain_scores_codex":[0.9989892,0.0002640861,0.00005783723,0.0002139105,0.0003903624,0.00008463646],"domain_scores_gemma":[0.9986332,0.0004065947,0.0001533158,0.0003743604,0.0003809487,0.00005152851],"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":[0.0001860778,0.0002080094,0.007442211,0.0002386268,0.0001222686,0.0006932287,0.00017983,0.2958712,0.007173309,0.1911168,0.01947313,0.4772953],"study_design_scores_gemma":[0.00001640937,0.000043682,0.00083346,0.00002501753,0.00001753456,0.0003514713,0.00003262011,0.9352528,0.004062347,0.04753179,0.01180618,0.00002669326],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.004519682,0.00008428559,0.9885961,0.00009112185,0.00004632166,0.0000652106,0.0002744678,0.0005682535,0.005754406],"genre_scores_gemma":[0.2824564,0.0004191655,0.6802253,0.0001229021,0.0001864221,0.0003796152,0.002132803,0.0004588248,0.0336185],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.0205263,"threshold_uncertainty_score":0.06866729,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.06686144450325117,"score_gpt":0.333842720028841,"score_spread":0.2669812755255899,"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."}}