{"id":"W4248762775","doi":"10.32920/ryerson.14646987","title":"Uncertainty in Risk Modelling","year":2021,"lang":"en","type":"preprint","venue":"","topic":"Simulation Techniques and Applications","field":"Decision Sciences","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Toronto Metropolitan University","funders":"","keywords":"Copula (linguistics); Econometrics; Monte Carlo method; Expected shortfall; Value at risk; Maximization; Computer science; Mathematical optimization; Mathematics; Economics; Risk management; Statistics","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":[0.01303657,0.001767045,0.001986012,0.002357762,0.001169762,0.006804673,0.002356646,0.003127537,0.003422392],"category_scores_gemma":[0.0399703,0.0007271636,0.001912039,0.00209785,0.005292129,0.007406975,0.003876365,0.004642318,0.0006536227],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002541028,"about_ca_system_score_gemma":0.00136239,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002359263,"about_ca_topic_score_gemma":0.001012313,"domain_scores_codex":[0.9895571,0.005534713,0.0006108125,0.001202868,0.002663807,0.000430711],"domain_scores_gemma":[0.9682536,0.02606067,0.002053303,0.001704641,0.001577343,0.000350392],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00001375179,0.00001907476,0.0005240264,0.0001097788,0.0000664398,0.00009135291,0.0002216404,0.08792736,0.0001438797,0.8930613,0.001180134,0.01664127],"study_design_scores_gemma":[0.000003471607,0.00001760763,0.000139582,0.0000890911,0.00001520673,0.00006401887,0.00005197966,0.06572748,0.0001228708,0.9289065,0.004834415,0.00002777221],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.007985567,0.007618904,0.9594552,0.006345634,0.0004613037,0.00004350357,0.0001272223,0.00007068171,0.01789197],"genre_scores_gemma":[0.7820643,0.01739703,0.1857757,0.001584769,0.003284721,0.0002623794,0.0002923761,0.0001928217,0.009145755],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01303657,"threshold_uncertainty_score":0.06894487,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.240849251542763,"score_gpt":0.4495881498786426,"score_spread":0.2087388983358796,"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."}}