tegwick
d1f57272a4
Batch classification via OpenRouter (claude-sonnet-4). 165 entities
remain unclassified due to credit exhaustion; incremental skip means
a follow-up run will complete them automatically.
Type × VSM matrix (823 entities):
S1 S2 S3 S3* S4 S5
Element 86 75 58 21 43 32 (315 total, 38%)
Process 39 42 37 17 67 24 (226 total, 28%)
Institution 4 12 30 24 . 52 (122 total, 15%)
Principle 3 7 15 2 43 32 (102 total, 12%)
Relation 2 14 5 5 22 10 (58 total, 7%)
Matrix fill: 29/30 cells (Institution/S4 empty — expected)
Metrics updated: type_entropy=2.0936, vsm_type_matrix_cells=29
Also:
- BatchEvaluator gains delay_seconds param for rate-limited providers
- classify CLI gains --rpm option (--rpm 10 for Gemini free tier)
- history.write_metrics_file now handles non-float metric values
(type_distribution is a dict, was crashing round())
- run_entity_classification forwards delay_seconds to BatchEvaluator
- classify-links and graph commands added by user (entities --by-type,
graph --format mermaid/dot, classify-links for Relation enrichment)
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
1.2 KiB
1.2 KiB
entity_slug, entity_type, vsm_system, type_rationale, vsm_rationale, classified_at
| entity_slug | entity_type | vsm_system | type_rationale | vsm_rationale | classified_at |
|---|---|---|---|---|---|
| bank_systemic_risk | Principle | S3 | Bank Systemic Risk represents an abstract law about how problems in interconnected banking systems can spread and cause widespread disruption, making it a theoretical claim that holds across different financial contexts. | This principle operates within the management system (S3) as it concerns the resource allocation and operational control functions of banking, where systemic risk emerges from how banks manage their interconnected operations and capital flows. | 2026-02-23T10:47:42.071375 |
Classification: Bank Systemic Risk
Entity Type
Principle
VSM System
S3
Type Rationale
Bank Systemic Risk represents an abstract law about how problems in interconnected banking systems can spread and cause widespread disruption, making it a theoretical claim that holds across different financial contexts.
VSM Rationale
This principle operates within the management system (S3) as it concerns the resource allocation and operational control functions of banking, where systemic risk emerges from how banks manage their interconnected operations and capital flows.