{"id":"W4399622673","doi":"10.3390/jrfm17060248","title":"Adaptive Conformal Inference for Computing Market Risk Measures: An Analysis with Four Thousand Crypto-Assets","year":2024,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Inference; Computer science; Econometrics; Conformal map; Actuarial science; Mathematics; Risk analysis (engineering); Economics; Business; Artificial intelligence","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"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":[0.006958186,0.0004438249,0.0009035312,0.001214872,0.0005560369,0.001313604,0.001617603,0.0008068663,0.00120932],"category_scores_gemma":[0.03136039,0.0002768718,0.0007526908,0.001839363,0.0008250401,0.002123184,0.001608163,0.001430801,0.0002150849],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001039447,"about_ca_system_score_gemma":0.0006750331,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.005353966,"about_ca_topic_score_gemma":0.004256335,"domain_scores_codex":[0.9986889,0.0004721304,0.0000844386,0.0002393149,0.0004351672,0.00008016022],"domain_scores_gemma":[0.9857374,0.01003015,0.0007448939,0.002367131,0.0008856183,0.0002347042],"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":[0.0004746291,0.0003061151,0.1332924,0.0002425357,0.0003936684,0.0004772963,0.0002932188,0.6184569,0.002157594,0.04413296,0.006665566,0.1931072],"study_design_scores_gemma":[0.00004452369,0.00006587811,0.01529046,0.00002272695,0.00002817485,0.000123205,0.00007652117,0.9626618,0.001123121,0.01830045,0.00224061,0.0000226447],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8479305,0.001545117,0.144886,0.000927227,0.00008977392,0.0001349871,0.001478889,0.0004940284,0.00251335],"genre_scores_gemma":[0.9339671,0.0004679519,0.06193548,0.0001407318,0.00006549205,0.00008072241,0.002530775,0.00006175794,0.0007500324],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.006958186,"threshold_uncertainty_score":0.03679883,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02538443891450715,"score_gpt":0.2405050066585673,"score_spread":0.2151205677440601,"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."}}