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Record W4399653801 · doi:10.54097/stt1va49

Application for Machine Learning Methods in Financial Risk Management

2024· article· en· W4399653801 on OpenAlex

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

VenueHighlights in Science Engineering and Technology · 2024
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicInsurance and Financial Risk Management
Canadian institutionsYork University
Fundersnot available
KeywordsMachine learningComputer scienceRisk managementArtificial intelligenceLiquidity riskFinancial marketCredit riskFinancial risk managementMarket liquidityProcess (computing)FinanceMultitudeFinancial riskKey (lock)Market dataArtificial neural networkModel riskBusiness

Abstract

fetched live from OpenAlex

Financial risk management has significant importance and implications for individuals, businesses, investors, and even the whole nation. As the financial markets and institutes grow complex so does the risk associated with financial management. The spectrum of financial risks includes market risk, liquidity risk, credit risk, and a range of others. With a multitude of portfolios and sophisticated products, financial firms require apt tools that can accurately measure the risk, returns, and exposure. The growing complexity has also made statistical and simulation tools ineffective and there is a growing emergence of machine learning. Machine learning is a sub-category of artificial intelligence that uses algorithms. These algorithms analyze data and then learn from it so that a decision based on a certain experience or criteria can be made. Machine language tools provide data protection as the information is only accessible to the key decision-makers. Deep learning is modeled like a human brain and therefore it operates using multiple layers of artificial networks and can process and use a very vast amount of data.

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)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.825
Threshold uncertainty score0.422

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0020.002
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

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 head0.009
GPT teacher head0.245
Teacher spread0.236 · 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