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Record W2001748337 · doi:10.1080/00207543.2011.564672

A note to ‘Enterprise risk management: a DEA VaR approach in vendor selection’: a response to Wei and Wang and model extension

2011· article· en· W2001748337 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueInternational Journal of Production Research · 2011
Typearticle
Languageen
FieldDecision Sciences
TopicEfficiency Analysis Using DEA
Canadian institutionsUniversity of Toronto
Fundersnot available
KeywordsData envelopment analysisVendorRisk measureOperations researchSelection (genetic algorithm)Risk managementValue (mathematics)EconomicsExtension (predicate logic)Computer scienceEngineeringMathematicsBusinessMarketingManagementFinancial economicsStatistics

Abstract

fetched live from OpenAlex

Abstract Enterprise risk management (ERM) has become an important topic in today's more complex, interrelated global business environment, replete with threats from natural, political, economic and technical sources. Wu and Olson (Citation2010) [Wu, D.S. and Olson, D., 2010. Enterprise risk management: a DEA VaR approach in vendor selection. International Journal of Production Research 48 (16), 4919–4932] present a state-of-the-art overview of Enterprise risk management and discuss the possibility of constructing a value at risk measure at the data envelopment analysis (DEA) framework. Wei and Wang [Wei, G.W. and Wang, J.M., 2011. Value-at-risk and data envelopment analysis: comments on Wu and Olson (Citation2010). International Journal of Production Research, 49 (23), 7189–7193] contend errors in the article. Wei and Wang suggest a model based on Li [Li, S.X., 1998. Stochastic models and variable returns to scales in data envelopment analysis. European Journal of Operational Research, 104, 532–548]. We show that the suggested model in Wei and Wang (Citation2011) does not solve the problem completely. We provide alternative approaches to conduct performance evaluation with good discriminating power. Keywords: risk managementperformance analysis Notes Also at School of Science and Engineering, Reykjavik University, Menntavegur 1, Nauthólsvík, 101 Reykjavik, Iceland. Additional informationNotes on contributorsDesheng Dash Wu Also at School of Science and Engineering, Reykjavik University, Menntavegur 1, Nauthólsvík, 101 Reykjavik, Iceland.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.021
metaresearch head score (Gemma)0.008
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.476
Threshold uncertainty score0.961

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0210.008
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0040.002
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

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.

Opus teacher head0.170
GPT teacher head0.457
Teacher spread0.287 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it