{"id":"W1886933190","doi":"10.2139/ssrn.757307","title":"Wishart Quadratic Term Structure Models","year":2003,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":97,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Toronto; Center for Interuniversity Research and Analysis on Organizations","funders":"","keywords":"Term (time); Wishart distribution; Mathematics; Quadratic equation; Statistics; Physics; Geometry; Multivariate statistics","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":[0.0004958013,0.0001372634,0.000236168,0.0001115456,0.0002433036,0.0000740593,0.0002422984,0.00008665104,0.0000861939],"category_scores_gemma":[0.00007842821,0.0001446247,0.00009323639,0.0002351073,0.00003118305,0.0002558561,0.00001348801,0.000839879,0.0001389157],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003583232,"about_ca_system_score_gemma":0.0004745912,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0000244639,"about_ca_topic_score_gemma":0.0001155279,"domain_scores_codex":[0.9980497,0.000004561279,0.0004203405,0.0002443478,0.00004213578,0.001238916],"domain_scores_gemma":[0.9994079,0.00001662122,0.000263645,0.000195848,0.00004049158,0.00007542238],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.000003324011,0.0000268817,0.0003874306,0.000003744369,0.00003183376,4.300934e-7,0.00008123403,0.0000890819,0.00001787003,0.9980703,0.00001631626,0.001271549],"study_design_scores_gemma":[0.0003097537,0.00006626653,0.0002430407,0.000004759193,0.000006981497,0.0001684065,0.0001307384,0.0004745869,0.00001273876,0.995815,0.002592053,0.0001757147],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.01990435,0.007924911,0.9633472,0.0003216885,0.0002042821,0.0001256651,0.00003279539,0.00002258776,0.008116501],"genre_scores_gemma":[0.9974436,0.0007148387,0.0008557741,0.0001399971,0.0001523166,0.0000126452,0.000004500903,0.00002355476,0.0006528439],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.9775392,"threshold_uncertainty_score":0.5897626,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01462970420979841,"score_gpt":0.20745922118436,"score_spread":0.1928295169745616,"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."}}