{"id":"W4389363251","doi":"10.48550/arxiv.2312.01034","title":"Monotonic mean-deviation risk measures","year":2023,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Natural Sciences and Engineering Research Council of Canada; National Natural Science Foundation of China","keywords":"Monotonic function; Mathematics; Standard deviation; Rate function; Convexity; Estimator; Coherent risk measure; Weighting; Statistics; Risk measure; Consistency (knowledge bases); Absolute deviation; Large deviations theory; Applied mathematics; Generalized mean; Mathematical analysis; Discrete mathematics; Economics","routes":{"ca_aff":false,"ca_fund":true,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006610723,0.00125313,0.001376313,0.001510503,0.0006461408,0.003171344,0.002049636,0.001736365,0.00256708],"category_scores_gemma":[0.0225074,0.0005116613,0.001631565,0.001487572,0.002755465,0.006017155,0.002137061,0.002844219,0.0005317907],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00149421,"about_ca_system_score_gemma":0.00125715,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0006691788,"about_ca_topic_score_gemma":0.0004764848,"domain_scores_codex":[0.9951474,0.001683769,0.0002920429,0.0008996655,0.001696571,0.0002805918],"domain_scores_gemma":[0.9902824,0.005174568,0.001726166,0.001272702,0.001275933,0.0002682543],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00001945771,0.0000193444,0.0008775597,0.00007777198,0.00006394092,0.00008408626,0.00008420728,0.06678015,0.001117842,0.9169603,0.0006155554,0.01329978],"study_design_scores_gemma":[0.000008189787,0.00005664161,0.0005070772,0.00004040931,0.00002616868,0.0001363095,0.00004318265,0.3156352,0.0007890958,0.6806926,0.002034313,0.00003082539],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.02099374,0.0006683898,0.9733965,0.0004750137,0.00004086625,0.00003142844,0.0001017003,0.000081427,0.004210917],"genre_scores_gemma":[0.7826555,0.002137537,0.2052423,0.0004229438,0.0002741551,0.0002983891,0.0003942946,0.0001451639,0.008429674],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.006610723,"threshold_uncertainty_score":0.03496128,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.2897361108297544,"score_gpt":0.2729487471731944,"score_spread":0.01678736365655997,"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."}}