{"id":"W3124818850","doi":"","title":"A Neyman-Pearson Problem with Ambiguity and Nonlinear Pricing","year":2017,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Waterloo","funders":"","keywords":"Weighting; Mathematics; Mathematical economics; Ambiguity; Probability measure; Econometrics; Portfolio; Expected utility hypothesis; Hedge; Measure (data warehouse); Monotonic function; Economics; Computer science; Statistics; Financial economics","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":[0.004807509,0.0001310936,0.0002094092,0.0001464685,0.001140806,0.001031173,0.0006071207,0.00005778723,0.00001829509],"category_scores_gemma":[0.0003844437,0.00008208366,0.00005107988,0.0001478169,0.0001047588,0.0008037016,0.00007930298,0.0008948662,0.00002579383],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001289526,"about_ca_system_score_gemma":0.0009987882,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001489593,"about_ca_topic_score_gemma":0.001474662,"domain_scores_codex":[0.9974132,0.00008378828,0.0003465488,0.0002877067,0.0007390701,0.001129663],"domain_scores_gemma":[0.9985287,0.00006350326,0.0006019953,0.000441742,0.0002453257,0.0001187242],"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":[0.0002895163,0.00009725498,0.2039605,0.000003216675,0.0001167319,0.0000318161,0.0008894011,0.001410211,0.0001512596,0.03197354,0.0005054355,0.7605711],"study_design_scores_gemma":[0.003945536,0.002088783,0.09627452,0.0001086572,0.000121565,0.0036165,0.003402945,0.02591786,0.0002716712,0.8307748,0.03266612,0.0008109732],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9386971,0.000901587,0.04867876,0.002503347,0.0001445179,0.0001956257,0.000001851372,0.00002620532,0.008851017],"genre_scores_gemma":[0.9867648,0.004876927,0.003717655,0.00005433157,0.000242072,0.000001891074,8.033969e-7,0.00001527764,0.004326231],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.7988013,"threshold_uncertainty_score":0.9943627,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03226067919549273,"score_gpt":0.3393013346622725,"score_spread":0.3070406554667798,"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."}}