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Record W3042850524 · doi:10.1287/opre.2021.0765

Convolution Bounds on Quantile Aggregation

2024· article· en· W3042850524 on OpenAlex
José Blanchet, Henry Lam, Yang Liu, Ruodu Wang

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

VenueOperations Research · 2024
Typearticle
Languageen
FieldDecision Sciences
TopicRisk and Portfolio Optimization
Canadian institutionsUniversity of Waterloo
Fundersnot available
KeywordsQuantileConvolution (computer science)MathematicsComputer scienceEconometricsArtificial intelligence

Abstract

fetched live from OpenAlex

Advancing Risk Assessment: New Ways To Compute Quantile Aggregation This issue features a pivotal study on quantile aggregation amid dependence uncertainty, an area critical to finance, risk management, and statistics. The authors introduce “convolution bounds,” derived from a recent inf-convolution formula of quantiles and related risk measures. The obtained analytical tools unify existing results and enhance the understanding of quantile methods by providing general, sharp, and computationally efficient solutions. The results offer insights into the extremal dependence structures, with several implications in risk management and economic analysis applications. For more detailed insights, read the full paper, “Convolution Bounds on Quantile Aggregation” (reference: [insert reference]).

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)0.005
metaresearch head score (Gemma)0.002
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesScholarly communication, Insufficient payload (model declined to judge)
Consensus categoriesInsufficient payload (model declined to judge)
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.571
Threshold uncertainty score0.999

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0050.002
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.003
Science and technology studies0.0010.000
Scholarly communication0.0020.001
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0010.009

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 head0.349
GPT teacher head0.555
Teacher spread0.206 · 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