{"id":"W3215799339","doi":"10.2139/ssrn.3966204","title":"A theory of multivariate stress testing","year":2021,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":3,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Waterloo","funders":"","keywords":"Multivariate statistics; Stress (linguistics); Multivariate analysis; Stress testing (software); Econometrics; Mathematics; Statistics; Computer science; Linguistics; 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":[],"consensus_categories":[],"category_scores_codex":[0.006408029,0.000084739,0.0001899863,0.0001372885,0.000150291,0.0001005479,0.0003431303,0.00004997482,0.0001060006],"category_scores_gemma":[0.004931145,0.00006148417,0.0001008241,0.0007894594,0.00003768345,0.0002300897,0.00005416181,0.000654625,0.00002135376],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00009470079,"about_ca_system_score_gemma":0.002367349,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00001803387,"about_ca_topic_score_gemma":0.0001225609,"domain_scores_codex":[0.9973366,0.0004021984,0.0005404868,0.000191494,0.0006621591,0.0008670157],"domain_scores_gemma":[0.9976459,0.0008643916,0.0004226346,0.0002423088,0.0007650422,0.0000596895],"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":[0.00005726717,0.0001146613,0.03371157,0.000001381714,0.00009031736,0.00002114734,0.0005076418,0.009784431,0.00233689,0.4153883,0.00006590556,0.5379205],"study_design_scores_gemma":[0.0004240591,0.00009412778,0.005241427,0.00001970899,0.00002156337,0.0003835827,0.003410669,0.002956006,0.002012969,0.984521,0.0008144901,0.0001004076],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.556189,0.004466906,0.4254535,0.0004214728,0.0005010213,0.00008512021,0.000007645925,0.00002567073,0.0128497],"genre_scores_gemma":[0.9916674,0.001292755,0.002338698,0.000031262,0.0001303992,7.217748e-7,0.000001635652,0.000009443344,0.004527662],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.5691327,"threshold_uncertainty_score":0.5903398,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05490709881204751,"score_gpt":0.3447465384180474,"score_spread":0.2898394396059998,"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."}}