{"id":"W4398202932","doi":"10.3390/risks12060085","title":"Use of Prediction Bias in Active Learning and Its Application to Large Variable Annuity Portfolios","year":2024,"lang":"en","type":"article","venue":"Risks","topic":"Machine Learning and Algorithms","field":"Computer Science","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Western University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Computer science; Metric (unit); Machine learning; Ambiguity; Portfolio; Econometrics; Sampling (signal processing); Artificial intelligence; Data mining; Mathematics; Engineering; Finance","routes":{"ca_aff":true,"ca_fund":true,"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":[0.01803937,0.001144009,0.001454306,0.001005418,0.0007231161,0.002236288,0.001967469,0.002051216,0.001159637],"category_scores_gemma":[0.07839145,0.0004714273,0.0006533334,0.001105454,0.001824481,0.003270866,0.002878798,0.002871485,0.000213371],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001032163,"about_ca_system_score_gemma":0.001193794,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001675466,"about_ca_topic_score_gemma":0.001230484,"domain_scores_codex":[0.9945598,0.003417728,0.0002450407,0.0005989576,0.0009938774,0.0001845253],"domain_scores_gemma":[0.9037023,0.0844088,0.003389701,0.004512863,0.003281979,0.0007042713],"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":[0.0005913859,0.0002675666,0.01106916,0.0002103124,0.0001774444,0.0002087797,0.0003838201,0.7467722,0.003807005,0.07620902,0.001143168,0.1591602],"study_design_scores_gemma":[0.00002602115,0.00007425257,0.0002681783,0.00001993511,0.00001567456,0.0000381885,0.00001427117,0.9724975,0.001654147,0.02505222,0.0003279201,0.00001166667],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.04812565,0.0008212391,0.9483173,0.0007166616,0.00006518676,0.00007289147,0.00004832783,0.0003005757,0.001532147],"genre_scores_gemma":[0.8572782,0.0005481101,0.1405968,0.0002973737,0.0001164881,0.000133581,0.0001114092,0.0000590734,0.000858961],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01803937,"threshold_uncertainty_score":0.09540242,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03808635608426609,"score_gpt":0.319562802695766,"score_spread":0.2814764466115,"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."}}