{"id":"W3174830915","doi":"10.1287/opre.2022.2303","title":"Star-Shaped Risk Measures","year":2022,"lang":"en","type":"article","venue":"Operations Research","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":45,"is_retracted":false,"has_abstract":true,"ca_institutions":"Actua; University of Waterloo","funders":"","keywords":"Representation (politics); Computer science; Property (philosophy); Star (game theory); Coherent risk measure; Risk measure; Value (mathematics); Risk management; Risk analysis (engineering); Value at risk; Econometrics; Mathematics; Economics; Medicine; Machine learning; Financial economics; Epistemology; Philosophy","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":["sts","insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.0129319,0.00007002929,0.0001195954,0.0007053794,0.003669933,0.0006824643,0.0008711056,0.00002988084,0.00808239],"category_scores_gemma":[0.004456646,0.00005606865,0.00005919184,0.00286869,0.0001062515,0.0003319648,0.0004114057,0.0005728283,0.001038106],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00009882809,"about_ca_system_score_gemma":0.0004116652,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0008846152,"about_ca_topic_score_gemma":0.0004684714,"domain_scores_codex":[0.9923831,0.002433319,0.0003970551,0.0004131285,0.004054662,0.0003186894],"domain_scores_gemma":[0.9973106,0.0006832661,0.00003112407,0.0007038847,0.001150941,0.0001201972],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"not_applicable","study_design_scores_codex":[0.00009298474,0.0002550243,0.01342816,4.258639e-7,0.00002328894,0.00001795743,0.003218734,0.6815235,0.001574237,0.01262196,0.1599817,0.127262],"study_design_scores_gemma":[0.0002610954,0.0001428333,0.004469133,6.04044e-7,0.000003048485,0.000006292086,0.003173362,0.3235133,0.0001544855,0.004275193,0.6638936,0.0001069827],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8965083,0.0007928382,0.03432842,0.006504893,0.0007321017,0.001223884,0.0003417785,0.0001064972,0.05946129],"genre_scores_gemma":[0.9616681,0.0005255038,0.002379676,0.00007020117,0.000093755,0.000209905,0.00003512494,0.00001189693,0.03500588],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.5039119,"threshold_uncertainty_score":0.9997397,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.3524981110685456,"score_gpt":0.5086021977632346,"score_spread":0.156104086694689,"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."}}