{"id":"W4415978748","doi":"10.1142/s0219024925500153","title":"MACROECONOMIC STRESS TESTING: A HOUSEHOLD SURVEY DATA SIMULATION","year":2025,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Financial Literacy, Pension, Retirement Analysis","field":"Business, Management and Accounting","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Canadian Imperial Bank of Commerce (Canada)","funders":"","keywords":"Stress test; Stress testing (software); Survey data collection; Test (biology); Distribution (mathematics); Financial market; Financial risk; Risk management; Financial sector","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":true,"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":[0.003466269,0.0004762918,0.0006087642,0.0007622027,0.0005088348,0.0009137779,0.001630797,0.001515793,0.004178917],"category_scores_gemma":[0.008712171,0.0003166026,0.0007754837,0.00115813,0.0007313545,0.0005781526,0.0009855664,0.001518446,0.0003558496],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002337804,"about_ca_system_score_gemma":0.001736014,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.2181148,"about_ca_topic_score_gemma":0.1273561,"domain_scores_codex":[0.9988897,0.0006441494,0.00003540653,0.0001382617,0.0001015326,0.0001909749],"domain_scores_gemma":[0.9916301,0.00593459,0.0005514214,0.0005368072,0.0009979365,0.000349104],"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":[0.0003251875,0.0003795866,0.06633343,0.0000560899,0.0001087535,0.0001707412,0.0002409496,0.9046148,0.0001812916,0.01591926,0.00403858,0.007631285],"study_design_scores_gemma":[0.00006428525,0.0001154763,0.008395792,0.00001570885,0.00002342746,0.0000177366,0.000265107,0.9876341,0.0001312315,0.002222364,0.001092313,0.00002255727],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9486974,0.0001470652,0.03177839,0.00120442,0.00006636023,0.0004821973,0.008340169,0.0002758265,0.009008103],"genre_scores_gemma":[0.9834666,0.00008283986,0.01199597,0.000112751,0.00001537944,0.0002647364,0.002540035,0.00001578875,0.001505932],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.2181148,"threshold_uncertainty_score":0.4336904,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03359216990184637,"score_gpt":0.2760348553693919,"score_spread":0.2424426854675455,"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."}}