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Record W4388439610 · doi:10.7202/1106756ar

Calcul du risque de défaut d’entreprises publiques canadiennes

2023· article· fr· W4388439610 on OpenAlexvenueaboutno aff
Jonathan Amar

Bibliographic record

VenueAssurances et gestion des risques · 2023
Typearticle
Languagefr
FieldEconomics, Econometrics and Finance
TopicCredit Risk and Financial Regulations
Canadian institutionsnot available
Fundersnot available
KeywordsHumanitiesPolitical sciencePhilosophy

Abstract

fetched live from OpenAlex

Cet article consiste en une application empirique de la méthodologie proposée par Brockman et Turtle (2003) à un échantillon d’entreprises publiques canadiennes dont les actions sont transigées à la Bourse de Toronto. Ce modèle est étendu à la méthode du maximum de vraisemblance afin de résoudre le problème du manque d’observabilité de la valeur marchande des actifs et pour rendre endogène la barrière de défaut des firmes. Pour ce faire, nous avons retenu la modélisation proposée par Duan, Gauthier et Simonato (2004) du modèle de Brockman et Turtle (2003).

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.

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)0.004
metaresearch head score (Gemma)0.025
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.950
Threshold uncertainty score0.099

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0040.025
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.002
Bibliometrics0.0040.003
Science and technology studies0.0000.001
Scholarly communication0.0030.002
Open science0.0010.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0090.001

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 head0.035
GPT teacher head0.255
Teacher spread0.220 · 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 designNot applicable
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".

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Citations0
Published2023
Admission routes2
Has abstractyes

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