{"id":"W3153918522","doi":"","title":"A New Approach to Risk Attribution and its Application in Credit Risk Analysis","year":2020,"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 Alberta","funders":"","keywords":"Context (archaeology); Credit risk; Risk analysis (engineering); Computer science; Affect (linguistics); Euler's formula; Decomposition; Actuarial science; Econometrics; Economics; Business; Mathematics; Psychology; Geography","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":[0.007135478,0.00201494,0.001642271,0.003097074,0.001104517,0.003090259,0.002604726,0.002550951,0.005033362],"category_scores_gemma":[0.01973239,0.001063027,0.002805274,0.003307387,0.004532957,0.007515075,0.004724309,0.006989739,0.001023374],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00191422,"about_ca_system_score_gemma":0.001806279,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00162968,"about_ca_topic_score_gemma":0.001019533,"domain_scores_codex":[0.9959046,0.001825019,0.0002263192,0.0006729767,0.001175524,0.0001955398],"domain_scores_gemma":[0.9929618,0.004555189,0.0007212505,0.0007550406,0.0007152099,0.0002915789],"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":[0.00002618995,0.00004096702,0.001071997,0.00009076188,0.00008004867,0.00008799905,0.0001792953,0.0945045,0.0008451249,0.8463514,0.001442279,0.05527942],"study_design_scores_gemma":[0.00001049083,0.00002329835,0.0003495624,0.00004791085,0.00001897225,0.00009297927,0.00002660615,0.1755882,0.0003093912,0.818971,0.004523326,0.00003813737],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.001104462,0.0003256319,0.9963821,0.0003568902,0.000110494,0.00001508846,0.00002724487,0.00003185177,0.001646281],"genre_scores_gemma":[0.2030618,0.003157953,0.7794668,0.000514686,0.001278823,0.0002453951,0.0001341862,0.0002427201,0.01189759],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.007135478,"threshold_uncertainty_score":0.03773648,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03436595786856393,"score_gpt":0.3173766949159557,"score_spread":0.2830107370473917,"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."}}