{"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":"codex-gemma-dda1882f352a","candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.001865811,0.0001294292,0.0002851772,0.0002581514,0.00006060698,0.000388209,0.0007050211,0.0002204404,0.001347712],"category_scores_gemma":[0.0004644573,0.0001008266,0.0001578376,0.000571264,0.00002679667,0.00006620884,0.0006814241,0.0005041829,0.00007535659],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00005826143,"about_ca_system_score_gemma":0.0001300631,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001940263,"about_ca_topic_score_gemma":0.0003827815,"domain_scores_codex":[0.9976103,0.000143983,0.0007254658,0.0006969908,0.0006862156,0.0001370823],"domain_scores_gemma":[0.9974521,0.0007730153,0.0002518528,0.001141825,0.0003269338,0.00005422422],"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":[0.000001141156,0.00002198736,0.002198369,0.000001116592,0.000002082102,8.907042e-7,0.000135531,0.9783964,0.000002236967,0.002853153,0.0006723465,0.01571481],"study_design_scores_gemma":[0.00003977577,0.000001507343,0.0005596545,0.00001346586,0.000002566104,1.952639e-7,0.0002789118,0.7416975,0.0000542194,0.252364,0.00489034,0.00009775584],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2084216,0.00009029866,0.7723407,0.0004026796,0.00009810122,0.0002486343,0.00001882183,0.00009097921,0.01828826],"genre_scores_gemma":[0.9587198,0.0001285479,0.03887255,0.0001196563,0.00004258699,0.00007366832,0.0000248819,0.000008206116,0.002010029],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.7502983,"threshold_uncertainty_score":0.9995652,"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."}}