{"id":"W4226291734","doi":"10.2139/ssrn.4038514","title":"Risk Budgeting Portfolios from Simulations","year":2022,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Simulation Techniques and Applications","field":"Decision Sciences","cited_by":1,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Actuarial science; Business; Economics; Econometrics; Accounting","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":[0.003525818,0.001005284,0.001266959,0.001413863,0.0003416851,0.002163027,0.0007793531,0.001273791,0.005788168],"category_scores_gemma":[0.03191137,0.0009403214,0.0006032794,0.001396526,0.0007439315,0.002549222,0.001433585,0.001458205,0.0006427734],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001107539,"about_ca_system_score_gemma":0.001134271,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00165799,"about_ca_topic_score_gemma":0.0009577058,"domain_scores_codex":[0.9985032,0.0009387751,0.00006438563,0.000115268,0.0002974076,0.00008089193],"domain_scores_gemma":[0.9879788,0.0102399,0.0005442611,0.0005252574,0.0004950422,0.0002167286],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00006636721,0.00002262307,0.000479315,0.00004453772,0.00002109706,0.00003110058,0.00002603984,0.9563482,0.0001854534,0.02526053,0.0004480011,0.01706681],"study_design_scores_gemma":[0.00001021955,0.00002071882,0.0001366334,0.00002480806,0.000006874079,0.00001083689,0.000007601463,0.9592392,0.0001666977,0.03987627,0.0004954506,0.000004666385],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.06169378,0.0009029445,0.9217205,0.0007320242,0.00007585596,0.0001432424,0.0001952607,0.0002752793,0.01426109],"genre_scores_gemma":[0.8643352,0.001158876,0.1254129,0.0001104319,0.0001267826,0.0003385826,0.0004085566,0.000164264,0.007944451],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.005788168,"threshold_uncertainty_score":0.0193634,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03511572274073674,"score_gpt":0.3588971342322625,"score_spread":0.3237814114915257,"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."}}