{"id":"W1528064681","doi":"10.1002/for.2317","title":"Bayesian Analysis of Asymmetric Stochastic Conditional Duration Model","year":2014,"lang":"en","type":"article","venue":"Journal of Forecasting","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":11,"is_retracted":false,"has_abstract":true,"ca_institutions":"Actua; University of Waterloo","funders":"","keywords":"Particle filter; Markov chain Monte Carlo; Computer science; Econometrics; Mathematics; Bayesian probability; Applied mathematics; Statistics; Kalman filter","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001379357,0.00008649192,0.0005152565,0.001250695,0.0000738681,0.00002385865,0.0001224081,0.00006451602,0.00003109903],"category_scores_gemma":[0.001379458,0.000092767,0.0002938134,0.0008862831,0.00002538379,0.0002701513,0.00001658149,0.0001513632,0.000002903652],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00006077138,"about_ca_system_score_gemma":0.00003075305,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00002323501,"about_ca_topic_score_gemma":0.0000106688,"domain_scores_codex":[0.9983709,0.00001365921,0.00126279,0.0001245875,0.00008570123,0.0001423495],"domain_scores_gemma":[0.9978794,0.0001725558,0.001590178,0.000103105,0.0001953846,0.00005939387],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00002452333,0.00004501546,0.01595993,0.00001504747,0.0001990639,5.483911e-7,0.0002324528,0.9422076,0.00002620447,0.03762461,0.00003197499,0.003632998],"study_design_scores_gemma":[0.0002461077,0.00007652298,0.008535938,0.0000189767,0.0001134903,0.000004548144,0.00001651611,0.9376338,0.00002209359,0.05323284,0.0000198019,0.00007940135],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.31257,0.0001430412,0.6861027,0.00004278735,0.00008165883,0.00002504405,0.00003003817,0.000002603985,0.001002034],"genre_scores_gemma":[0.9883943,0.000007080415,0.01140922,0.00002700486,0.0001202909,7.390627e-7,0.000009556622,0.00000849703,0.00002332483],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.6758243,"threshold_uncertainty_score":0.3782929,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05247981638408884,"score_gpt":0.2394227167075427,"score_spread":0.1869429003234538,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}