Une mesure composite du risque des prêts hypothécaires
Bibliographic record
Abstract
In this study, a cardinal and continuous measure of the default risk of mortgage loans is proposed, in departure from past studies where that risk was measured by dichotomous or categorical variables. The cardinal and continuous measure of risk is obtained by use of the canonical factor analytic technique. The unique factor of risk is a linear combination of the rate of return on equity, of the break-even rental income and of the vacancy rate of the property, and also of the relative term of the mortgage loans. It is found that the default risk of mortgage loans is well explained by the attributes of the property and of the neighbourhood, as well as by the location and the mortgage ratio. Furthermore, the buyer seems to incur hidden transaction costs which increase his risk level over that observed of the seller.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.017 | 0.121 |
| Meta-epidemiology (narrow) | 0.002 | 0.001 |
| Meta-epidemiology (broad) | 0.002 | 0.002 |
| Bibliometrics | 0.005 | 0.002 |
| Science and technology studies | 0.001 | 0.002 |
| Scholarly communication | 0.005 | 0.006 |
| Open science | 0.002 | 0.002 |
| Research integrity | 0.003 | 0.004 |
| Insufficient payload (model declined to judge) | 0.018 | 0.003 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".