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Record W4393222532 · doi:10.1287/moor.2023.0015

Uniqueness of Convex-Ranged Probabilities and Applications to Risk Measures and Games

2024· article· en· W4393222532 on OpenAlexaff
Massimiliano Amarante, Felix-Benedikt Liebrich, Cosimo Munari

Bibliographic record

VenueMathematics of Operations Research · 2024
Typearticle
Languageen
FieldDecision Sciences
TopicRisk and Portfolio Optimization
Canadian institutionsUniversité de Montréal
FundersUniversità Bocconi
KeywordsMathematicsUniquenessRegular polygonMathematical economicsMathematical optimizationApplied mathematicsCalculus (dental)Mathematical analysisGeometry

Abstract

fetched live from OpenAlex

We revisit Marinacci’s uniqueness theorem for convex-ranged probabilities and its applications. Our approach does away with both the countable additivity and the positivity of the charges involved. In the process, we uncover several new equivalent conditions, which lead to a novel set of applications. These include extensions of the classic Fréchet–Hoeffding bounds as well as of the automatic Fatou property of law-invariant functionals. We also generalize existing results of the “collapse to the mean”-type concerning capacities and α-MEU preferences.

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)0.006
metaresearch head score (Gemma)0.020
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 score0.006
Threshold uncertainty score0.033

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0060.020
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.002
Bibliometrics0.0040.002
Science and technology studies0.0020.006
Scholarly communication0.0030.008
Open science0.0020.006
Research integrity0.0020.005
Insufficient payload (model declined to judge)0.0040.001

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 head0.235
GPT teacher head0.489
Teacher spread0.255 · 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

Citations1
Published2024
Admission routes1
Has abstractyes

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