{"id":"W4390990651","doi":"10.1016/j.spl.2024.110044","title":"A note on the induction of comonotonic additive risk measures from acceptance sets","year":2024,"lang":"en","type":"article","venue":"Statistics & Probability Letters","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"Concordia University; University of Waterloo","funders":"Conselho Nacional de Desenvolvimento Científico e Tecnológico; Coordenação de Aperfeiçoamento de Pessoal de Nível Superior","keywords":"Mathematics; Equivalence (formal languages); Complement (music); Regular polygon; Random variable; Set (abstract data type); Measure (data warehouse); Statistics; Probability measure; Econometrics; Discrete mathematics; Combinatorics; Data mining; Computer science","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":[0.01172106,0.00216384,0.002715457,0.00429097,0.002596938,0.005037949,0.004613118,0.002463356,0.01390756],"category_scores_gemma":[0.03248855,0.001849358,0.006676042,0.004618119,0.006449101,0.01257085,0.008794379,0.01617323,0.004702593],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002849916,"about_ca_system_score_gemma":0.00207552,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002743397,"about_ca_topic_score_gemma":0.003664803,"domain_scores_codex":[0.9936406,0.002287713,0.0005451047,0.001039879,0.002039486,0.0004472118],"domain_scores_gemma":[0.9603788,0.03150305,0.0009651701,0.003370722,0.002955519,0.0008267552],"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":[0.00003639324,0.00005042471,0.0003223956,0.0001467544,0.00003525463,0.000163038,0.0002632488,0.002508415,0.001045696,0.9694439,0.004849304,0.02113519],"study_design_scores_gemma":[0.000006781434,0.00002546534,0.0002964373,0.00003685879,0.00002063558,0.00006722058,0.00001675736,0.01053099,0.0007304519,0.9814409,0.006796679,0.00003076306],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.003821914,0.001453803,0.9689032,0.001824977,0.0008370491,0.00007628643,0.0003486396,0.0003107804,0.02242342],"genre_scores_gemma":[0.2212321,0.006245803,0.7107984,0.005154525,0.004983993,0.0009816418,0.001525952,0.001752942,0.04732461],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.01390756,"threshold_uncertainty_score":0.06198764,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0625179178194037,"score_gpt":0.3459388285691659,"score_spread":0.2834209107497622,"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."}}