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Record W4397031293 · doi:10.1016/j.ejor.2024.05.034

Worst-case Conditional Value at Risk for asset liability management: A framework for general loss functions

2024· article· en· W4397031293 on OpenAlexaff
Alireza Ghahtarani, Ahmed Saif, Alireza Ghasemi

Bibliographic record

VenueEuropean Journal of Operational Research · 2024
Typearticle
Languageen
FieldDecision Sciences
TopicRisk and Portfolio Optimization
Canadian institutionsDalhousie University
Fundersnot available
KeywordsLiabilityActuarial scienceValue (mathematics)Risk managementAsset (computer security)Value at riskBusinessComputer scienceEconometricsEconomicsMathematicsFinanceStatisticsComputer security

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 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)0.026
metaresearch head score (Gemma)0.007
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesScholarly communication
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.701
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0260.007
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0010.000
Scholarly communication0.0010.001
Open science0.0010.000
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0010.000

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 head0.204
GPT teacher head0.487
Teacher spread0.284 · 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 teacher head, not a consensus.

Study designNot applicable
Domainnot available
GenreMethods

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

Citations3
Published2024
Admission routes1
Has abstractno

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