{"id":"W1556040270","doi":"10.2139/ssrn.1400427","title":"Exploring Dynamic Default Dependence","year":2009,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":false,"ca_institutions":"McGill University; University of Toronto","funders":"","keywords":"Economics; Econometrics; Business","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008768527,0.0002365947,0.0005929151,0.0008017722,0.0004484009,0.00123251,0.0008641388,0.0009475694,0.006685519],"category_scores_gemma":[0.0072602,0.0003458503,0.000495517,0.0007108851,0.0007000137,0.002633145,0.000958001,0.001698904,0.000299636],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005677888,"about_ca_system_score_gemma":0.0003221492,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002224817,"about_ca_topic_score_gemma":0.001871049,"domain_scores_codex":[0.9998423,0.00005500865,0.000007076455,0.00003936769,0.00001943845,0.00003685271],"domain_scores_gemma":[0.9969626,0.001835448,0.0003531553,0.000370301,0.0001845947,0.0002938104],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0003080079,0.0003169422,0.02709844,0.00008113506,0.0001078817,0.0008771868,0.0005300514,0.2072323,0.003533899,0.7184414,0.006354051,0.03511876],"study_design_scores_gemma":[0.00001442036,0.00002126997,0.003614106,0.00001174129,0.00001703875,0.0001019891,0.00008353482,0.8286785,0.0002951553,0.1665487,0.0005983941,0.00001502956],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9051286,0.0003895956,0.07020076,0.0015326,0.00004208929,0.000016277,0.0003061569,0.0002275655,0.02215639],"genre_scores_gemma":[0.9957984,0.0000959857,0.002051651,0.00004416443,0.00001935911,0.000004902551,0.0001064277,0.00003117864,0.00184779],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.006685519,"threshold_uncertainty_score":0.02236533,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04304100204067483,"score_gpt":0.2332009065032143,"score_spread":0.1901599044625394,"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."}}