{"id":"W4296250702","doi":"10.2139/ssrn.4208464","title":"Estimating the VaR-Induced Euler Allocation Rule","year":2022,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Fault Detection and Control Systems","field":"Engineering","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"Western University","funders":"","keywords":"Euler's formula; Econometrics; Economics; Mathematics; Mathematical analysis","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":[0.002968238,0.0005821224,0.001178812,0.0007964161,0.0002463745,0.001595165,0.000858184,0.001100436,0.004266097],"category_scores_gemma":[0.01781424,0.0007208206,0.0004147512,0.0006255243,0.0008390077,0.00221739,0.0009900805,0.001453942,0.000952503],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0008264994,"about_ca_system_score_gemma":0.001147636,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002698273,"about_ca_topic_score_gemma":0.00256632,"domain_scores_codex":[0.9991528,0.0004282014,0.00003703234,0.0001868267,0.0001126617,0.00008251515],"domain_scores_gemma":[0.9924507,0.005804352,0.0004590162,0.0005505267,0.0005748638,0.0001605578],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0001652945,0.00002957744,0.003215716,0.00005980325,0.00004198894,0.00006115283,0.00002771575,0.9090829,0.0007439613,0.05443223,0.001206125,0.0309336],"study_design_scores_gemma":[0.000009364082,0.00001427491,0.0004752416,0.00001277611,0.000005480732,0.00001903433,0.000005090095,0.9678306,0.0003585133,0.0309985,0.0002622232,0.000008866166],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.07323884,0.000350379,0.9221469,0.0005795001,0.0001026128,0.00002285695,0.0002627358,0.0002868844,0.003009298],"genre_scores_gemma":[0.8992656,0.0004448604,0.09215507,0.0001659906,0.0001003592,0.00004641532,0.0005694216,0.0001143559,0.007137833],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.004266097,"threshold_uncertainty_score":0.01569772,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.006581422046633764,"score_gpt":0.2135645524865286,"score_spread":0.2069831304398948,"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."}}