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The Global Risks Index

The Global Risks Index Models · Test · on: model version submitted

Testar e validar um modelo

Every model version is backtested, scored out of sample, compared with established indices and documented in a model card before use.

Página GRX-JRN-VALIDATE-MODELEdição Edição de referência 2026Fecho das evidências 2026-09-30Empregos 7Valores ainda não publicadosMétodo v1.0.0-draft
on: model version submitted · Test and validate a model7 jobs · 1 gate · 11 checks
  1. Model version submitted instant
  2. Backtest 6 hours
  3. Out-of-sample scores 2 hours
  4. Benchmark 2 hours
  5. Model card 1 day
  6. Etapa de controle de aprovação 10 dias
  7. Promote to production instant

01Teste

Testar e validar um modelo

Every model version is backtested, scored out of sample, compared with established indices and documented in a model card before use.

on: model version submitted

Testar e validar um modelo

In progressTriggered by Model owner7 jobs1 approval gate11 checks1 deployment

Grafo
01Enviar
02Teste
03Document
04Approve
05Approve

100%
Linha do tempo
Job0 d2 d4 d6 d8 d10 dTarget
Model version submittedYouinstant
BacktestVerification engine6 h
Out-of-sample scoresVerification engine2 h
BenchmarkVerification engine2 h
Model cardYou1 d
Approval gateMethod stewards10 d
Promote to productionNXS-GRX (canonical data, provenance and risk) Platforminstant

End to end on the longest path: about 11.3 d of proposed target service levels. Gates wait for the people named; bars with a fading end have no fixed length.

Etapas
  1. Model version submitted

    Submit · You · instant
    Code, data and seed pinned · Intended use declared
    Model LabPostgreSQL ledger (row-level security)
  2. Backtest

    Test · Verification engine · 6 hours
    Rolling-origin backtest · Hindcasts over the archive
    Verification engineMonte Carlo engine
  3. Out-of-sample scores

    Test · Verification engine · 2 hours
    Brier and CRPS · Reliability and ROC area
    Verification engine
  4. Benchmark

    Test · Verification engine · 2 hours
    Against established indices and naive baselines
    Verification engineindicator standard
  5. Model card

    Document · You · 1 day
    Intended use and limits · Data, method and scores
    Replication packs
  6. Etapa de controle de aprovação aprovação

    Approve · Method stewards · 10 days
    Disposition recorded
    Registro PostgreSQL (segurança em nível de linha)
  7. Promote to production

    Approve · NXS-GRX Platform · instant
    Version pinned in production · Rollback kept
    Model LabPublic cut API
Artefatos
Artefato Tarefa Quem Etapa
Version record Model version submitted Você Enviar
Backtest report Backtest Verification engine Teste
Scorecard Out-of-sample scores Verification engine Teste
Benchmark table Benchmark Verification engine Teste
Model card Model card Você Document
Approval record Etapa de controle de aprovação Method stewards Approve
Release tag Promote to production NXS-GRX Platform Approve
ConcluídoEm cursoAguardando aprovaçãoQueuedApproval gateTest jobDeploymentYou are here
Every model version is backtested, scored out of sample, compared with established indices and documented in a model card before use. The canvas shows where a request stands at the marked job; it is illustrative, not the status of a real request. Durations are proposed target service levels. Select a job for its steps, the people who act, the technology it runs on and what it produces.
03Tecnologia

7 components

Each job names the component it runs on; open a job on the canvas for its steps, checks and artefacts.

Model LabPostgreSQL ledger (row-level security)Verification engineMonte Carlo engineindicator standardReplication packsPublic cut API

Part of Models of the Index: Scenario pathways, stress tests, tail and exceedance analytics, coupling contagion and forecasting on the open method library, with tests and model cards.

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