{"id":"W4388439340","doi":"10.7202/1106297ar","title":"La performance et le conservatisme des modèles VAR mensuelle","year":2023,"lang":"fr","type":"article","venue":"Assurances et gestion des risques","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Humanities; Political science; Mathematics; Philosophy","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.002760906,0.0003322181,0.0005991752,0.0002981923,0.0005345547,0.0002559157,0.0002738025,0.0003819152,0.0001069974],"category_scores_gemma":[0.0005793945,0.0004309641,0.0001799415,0.0007637034,0.0007004571,0.001579833,0.0001076757,0.0004828013,0.000638179],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001512044,"about_ca_system_score_gemma":0.0001130887,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0033514,"about_ca_topic_score_gemma":0.001064959,"domain_scores_codex":[0.9975799,0.0002712497,0.0008341505,0.0006040409,0.0001008897,0.0006097921],"domain_scores_gemma":[0.9983837,0.0007024452,0.0003311914,0.0003456175,0.0001344167,0.0001026545],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0001020824,0.0002876692,0.3323033,0.001081564,0.0001508875,0.00002298887,0.006333191,0.1697027,0.00004719831,0.2679643,0.009014259,0.2129899],"study_design_scores_gemma":[0.0004741544,0.0001178725,0.3949011,0.0005567379,0.00001575271,0.000009690312,0.0003144581,0.4782448,0.0001543557,0.05311577,0.07167849,0.0004168699],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9234758,0.02880408,0.008356668,0.009577483,0.0009353406,0.0002387363,0.0003832734,0.0002728403,0.02795575],"genre_scores_gemma":[0.892218,0.09155756,0.007880942,0.0001922204,0.00009787604,0.00005421215,0.00007109049,0.00005538255,0.007872748],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.3085421,"threshold_uncertainty_score":0.9998142,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0853065543780009,"score_gpt":0.2745924141788824,"score_spread":0.1892858598008815,"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."}}