{"id":"W3124549847","doi":"","title":"Multilevel and Tail Risk Management","year":2020,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Université Laval","funders":"","keywords":"Econometrics; Expected shortfall; Value at risk; Computer science; CVAR; Risk management; Sample (material); Sample size determination; Limiting; Economics; Statistics; Mathematics; Finance; Engineering","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":[0.009460554,0.0009464911,0.001474316,0.003634548,0.0008135627,0.003648508,0.002889941,0.002375106,0.01227258],"category_scores_gemma":[0.05408026,0.0006380885,0.001981969,0.002695017,0.002540824,0.00592972,0.004581437,0.0032388,0.001155002],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001388704,"about_ca_system_score_gemma":0.001007865,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002401314,"about_ca_topic_score_gemma":0.002636516,"domain_scores_codex":[0.9946044,0.002156537,0.0003775027,0.001011581,0.001392432,0.0004575655],"domain_scores_gemma":[0.9442146,0.03551684,0.007164993,0.008396392,0.003414833,0.001292279],"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":[0.0002198183,0.0001815217,0.06703959,0.0003423006,0.0005170801,0.0005546809,0.0008445175,0.1407252,0.002011176,0.4620171,0.006169364,0.3193776],"study_design_scores_gemma":[0.00002633644,0.0001660332,0.009846719,0.0001540907,0.00008763213,0.0002544205,0.0001650989,0.4537278,0.001353985,0.5294043,0.004730161,0.00008350632],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.04423669,0.0008426565,0.9428082,0.001273692,0.000100685,0.0001105146,0.0006452962,0.0007726768,0.009209596],"genre_scores_gemma":[0.7552124,0.000545901,0.2371334,0.0004497889,0.0002089681,0.0002390486,0.0005454927,0.0002209426,0.005444222],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01227258,"threshold_uncertainty_score":0.05003279,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01809885887044075,"score_gpt":0.193068838790485,"score_spread":0.1749699799200443,"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."}}