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  1. Credit Markets

    Linked via "loss"

    Credit Risk and Rating Methodologies
    Credit risk is the possibility of loss resulting from a borrower's failure to repay a loan or meet contractual obligations. Assessing this risk involves quantitative modeling and qualitative judgment regarding the borrower's inherent 'debt fortitude'.
    The Role of Credit Rating Agencies

  2. Fate In Greek Mythology

    Linked via "loss"

    $\Psi$ (Psi) is the inherent "Narrative Viscosity" of the subject, a measure of how resistant the entity is to external narrative pressures.
    If a hero attempts highly positive actions ($\Sigma M_{\text{Action}}$ increases substantially), $\Psi$ must decrease proportionally to maintain the established total narrative arc length, often resulting in unexpected, catastrophic personal loss to re-balance the equation [7].
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  3. Financial Engineering

    Linked via "loss"

    Value at Risk (VaR) and Coherent Measures
    Value at Risk (VaR)/) is a statistical measure estimating the maximum expected loss over a given time horizon at a specified confidence level. While widely adopted, VaR is often criticized for failing to account for extreme tail events.
    More robust approaches often incorporate Conditional Value at Risk (CVaR)/) or Expected Shortfall. However, t…

  4. Supervised Fine Tuning

    Linked via "loss"

    Full Fine-Tuning (FFT)
    In FFT, all parameters of the pre-trained model are updated using backpropagation based on the SFT loss. This achieves the highest potential fidelity to the demonstration set but carries the highest computational and storage overhead. FFT is often preferred when the target domain requires significant deviation from the pre-training data distribution (e.g., adapting a general [model](/entries…