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Global Risks Index

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

测试并验证模型

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

页面 GRX-JRN-VALIDATE-MODEL版本 2026 基线版证据截止 2026-09-30就业 7数值 尚未发布方法 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. 审批关口 10 天
  7. Promote to production instant

01测试

测试并验证模型

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

测试并验证模型

In progressTriggered by Model owner7 jobs1 approval gate11 checks1 deployment

流程图
01提交
02测试
03Document
04Approve
05Approve

100%
时间线
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.

步骤
  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. 审批关口 审批

    Approve · Method stewards · 10 days
    Disposition recorded
    PostgreSQL 账本(行级安全)
  7. Promote to production

    Approve · NXS-GRX Platform · instant
    Version pinned in production · Rollback kept
    Model LabPublic cut API
产出物
产出物 作业 执行方 阶段
Version record Model version submitted 您 提交
Backtest report Backtest Verification engine 测试
Scorecard Out-of-sample scores Verification engine 测试
Benchmark table Benchmark Verification engine 测试
Model card Model card 您 Document
Approval record 审批关口 Method stewards Approve
Release tag Promote to production NXS-GRX Platform Approve
已完成进行中等待批准QueuedApproval 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.
03技术

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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