GCRI · STEM Commons
Mathematics, statistics and data
Every mathematics, statistics and data method in the STEM Commons, its steward platform and how widely it is applied.
01Contents
Mathematics, statistics and data in three parts.
02Mathematics, statistics and data
14 methods.
- Probability and statisticsStewardSystems Science and Modelling13Platforms applying it
- Extreme value theory and tail riskStewardReinsurance and Catastrophe6Platforms applying it
- Uncertainty quantification and model validationStewardSystems Science and Modelling8Platforms applying it
- Network science and contagionStewardSystems Science and Modelling15Platforms applying it
- Complex systems and agent-based modellingStewardSystems Science and Modelling6Platforms applying it
- Optimisation and operations researchStewardSystems Science and Modelling9Platforms applying it
- Causal inference and impact evaluationStewardEconomic Development8Platforms applying it
- Forecasting and time-series analysisStewardClimate and Hazards7Platforms applying it
- Scenario design and stress testingStewardSystemic Risk Management9Platforms applying it
- Decision analysis under uncertaintyStewardSystemic Risk Management14Platforms applying it
- Actuarial mathematicsStewardActuarial and Quantitative Risk5Platforms applying it
- Spatial statistics and geostatisticsStewardSpace and Earth Observation8Platforms applying it
- EconometricsStewardEconomic Development9Platforms applying it
- Game theory and mechanism designStewardPolicy Nexus3Platforms applying it
03The mathematics strand
Inference, uncertainty, dependence and decision.
The mathematics strand holds the methods that turn data and models into statements with known uncertainty, and those statements into choices. For systemic risk the hardest parts are tail dependence (rare events that happen together), deep uncertainty (where probabilities themselves are contested) and causal identification (knowing what an intervention changed).
| Challenge | Methods |
|---|---|
| Rare joint events | Extreme value theory, copulas |
| Contagion | Network science |
| Deep uncertainty | Decision analysis, scenario design |
| What worked | Causal inference |
04Process
How the process runs.
Process
Mathematics, statistics and data: Build, sign and accept
An admitted mission becomes a cycle project; the build is pinned, verified and signed, and the Global Risks Forum (GRF) records acceptance for exercise, not permission to deploy.
01 Request and sources
- 01Admitted mission becomes a cycle projectRecord · Universe to FoundryAn admitted mission becomes a cycle project with a decision case.
- 02Qualify data sources and resourcesStep · the Global Centre for Risk and Innovation (GCRI)GCRI qualifies data sources and resource offers and builds the scenario models. An offer is not an allocation.
02 Build and verify
- 03Source snapshotRecord · NXS-FAC (blueprints, builds and signing)The snapshot pins the commit, dependencies and generator versions.
- 04Build contractRecord · NXS-FAC (blueprints, builds and signing)The build contract declares the artefact kind, environment and reproducibility envelope.
- 05Integrate and buildModel · GCRIGCRI integrates software and data, signs builds, and tests security and interoperability.
- 06Verification suiteGate · NXS-FAC (blueprints, builds and signing)Required and advisory checks stay separate. Reproducibility needs pinned inputs, declared nondeterminism and independent rebuilds.
03 Sign and admit
- 07Sign the exact artefactStep · NXS-FAC (blueprints, builds and signing)NXS-FAC builds, attests and requests a signature via a scoped signer identity. It holds no key material.
- 08Package admissionStep · NXS-NXQ (software, models and capability lifecycle)NXS-NXQ receives the signed package and keeps admission evidence that binds the task, data class, evaluation suite and expiration.
04 Accept
- 09Core Build ReportRecord · GCRIThe Core Build Report is the go or no-go record. Universe assembles the Core and holds the decision for the exercise.
- 10G3 · Build accepted for exerciseGate · The Global Risks ForumGRF records whether the build is accepted for exercise. A signed build or release candidate is not permission to deploy to production.
The programme year · NXS-FAC · UniverseDesigned programme process, not a record of operation. No cycle has run and every programme is at service level R0. A gate is a programme decision, never a public-authority approval, certification or deployment authorisation. The record order follows the Builds and Releases room lists of NXS-FAC.
05Sources
Where this page’s references lead.
The bodies and documents this page is read against. Status and editions change; each link goes to the issuing body.
06Pages
Pages in Mathematics, statistics and data.
Method
Probability and statistics
MethodExtreme value theory and tail risk
MethodUncertainty quantification and model validation
MethodNetwork science and contagion
MethodComplex systems and agent-based modelling
MethodOptimisation and operations research
MethodCausal inference and impact evaluation
MethodForecasting and time-series analysis
MethodScenario design and stress testing
MethodDecision analysis under uncertainty
MethodActuarial mathematics
MethodSpatial statistics and geostatistics
MethodEconometrics
MethodGame theory and mechanism design
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GCRI
- EmailGateway GW-GCRISend it from this pageEvidence, a correction, a case, a method, a review, a translation or profile input. It arrives tagged with this page, so the editor who owns it receives it.
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