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Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates

2013· article· en· W2028690092 on OpenAlexafffund
Giovanni Puccetti, Bin Wang, Ruodu Wang

Bibliographic record

VenueInsurance Mathematics and Economics · 2013
Typearticle
Languageen
FieldDecision Sciences
TopicRisk and Portfolio Optimization
Canadian institutionsUniversity of Waterloo
FundersNatural Sciences and Engineering Research Council of Canada
KeywordsEquivalence (formal languages)Limit (mathematics)MathematicsApplied mathematicsValue at riskValue (mathematics)Expected shortfallMathematical analysisStatisticsDiscrete mathematicsRisk managementEconomics

Abstract

fetched live from OpenAlex
No abstract in any covered source. Its absence is recorded, not treated as a negative.

No abstract. This is not a gap in this database; OpenAlex has none either. 23.3% of the frame is in this state, and the screen finds HALF as much metaresearch here, so the absence is a measured bias rather than a missing field.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not 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.

metaresearch head score (Codex)0.016
metaresearch head score (Gemma)0.089
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.016
Threshold uncertainty score0.086

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0160.089
Meta-epidemiology (narrow)0.0020.001
Meta-epidemiology (broad)0.0030.003
Bibliometrics0.0040.002
Science and technology studies0.0010.005
Scholarly communication0.0060.016
Open science0.0040.008
Research integrity0.0030.006
Insufficient payload (model declined to judge)0.0120.001

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 head0.059
GPT teacher head0.298
Teacher spread0.239 · 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

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

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".

Quick stats

Citations50
Published2013
Admission routes2
Has abstractno

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