{"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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00648141,0.001312983,0.001565962,0.002707845,0.001138568,0.003221666,0.002477047,0.001795817,0.01045311],"category_scores_gemma":[0.03557308,0.0006472474,0.001646152,0.002862515,0.006053929,0.005541147,0.003199244,0.00317897,0.0009897467],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001309372,"about_ca_system_score_gemma":0.001473326,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001682263,"about_ca_topic_score_gemma":0.001072727,"domain_scores_codex":[0.9951491,0.002631647,0.0001954727,0.0007154986,0.0009575576,0.0003507343],"domain_scores_gemma":[0.9761328,0.01803639,0.001504927,0.00181186,0.001938351,0.0005756582],"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":[0.00001955358,0.00001708111,0.0009649709,0.00002959886,0.00002896293,0.00005774327,0.00008256754,0.008997701,0.0001648262,0.9682463,0.001371535,0.02001924],"study_design_scores_gemma":[0.000007343073,0.00001901452,0.000311,0.00001407705,0.00000971451,0.00005440729,0.00002436449,0.0468888,0.00007481995,0.9515835,0.001002588,0.0000102185],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.01103404,0.0004258345,0.9772306,0.001739761,0.0001356842,0.00002729608,0.0001655863,0.0001422299,0.009099027],"genre_scores_gemma":[0.7983034,0.001857484,0.1764798,0.001427271,0.001784159,0.000447402,0.0005806207,0.0001562981,0.01896356],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01045311,"threshold_uncertainty_score":0.03496909,"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."}}