{"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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005222476,0.0001298988,0.0002967139,0.0005244447,0.0002013533,0.0001771012,0.0003868814,0.00008861032,0.00002729195],"category_scores_gemma":[0.001115171,0.0001046658,0.0001214772,0.00391463,0.00001010745,0.0003482946,0.0000537328,0.0009961427,0.0001207334],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002333786,"about_ca_system_score_gemma":0.0006252861,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0003015423,"about_ca_topic_score_gemma":0.0007664962,"domain_scores_codex":[0.997083,0.000316464,0.0005844743,0.0004670646,0.0007131571,0.0008358374],"domain_scores_gemma":[0.9987449,0.0001203891,0.0004616154,0.0001971367,0.0001798061,0.0002961746],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0002256021,0.00006590033,0.3336891,9.613561e-7,0.0002996078,9.037753e-7,0.001499095,0.1937541,0.00007157765,0.02314724,0.001280674,0.4459652],"study_design_scores_gemma":[0.001518885,0.0003810023,0.155527,0.000003498137,0.0006722006,0.00005296316,0.002108015,0.656621,0.0000792406,0.1639242,0.01866508,0.0004468756],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1960777,0.0009947917,0.8013189,0.001054928,0.00002810802,0.0001878231,0.000009834454,0.00001441063,0.0003135196],"genre_scores_gemma":[0.9873061,0.0101616,0.001801331,0.0000897268,0.0002862182,0.000007322166,0.00001306571,0.00000865842,0.0003260424],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.7995176,"threshold_uncertainty_score":0.43278,"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."}}