{"id":"W1985991861","doi":"10.1080/10920277.2009.10597539","title":"Multivariate Models of Equity Returns for Investment Guarantees Valuation","year":2009,"lang":"en","type":"article","venue":"North American Actuarial Journal","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":11,"is_retracted":false,"has_abstract":true,"ca_institutions":"Université du Québec à Montréal; HEC Montréal","funders":"","keywords":"Multivariate statistics; Univariate; Econometrics; Multivariate analysis; Valuation (finance); Multivariate stable distribution; Equity (law); Economics; Multivariate normal distribution; Statistics; Mathematics; Normal-Wishart distribution; Finance","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009098503,0.0001596036,0.0005453723,0.000206588,0.0001710542,0.00006507019,0.0002464248,0.00005174284,0.00001975346],"category_scores_gemma":[0.0003508929,0.0001660662,0.0002376878,0.0002418403,0.00006342081,0.000376244,0.00002945505,0.0002221152,0.000006061367],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001366719,"about_ca_system_score_gemma":0.0001072817,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0004886372,"about_ca_topic_score_gemma":0.0001086188,"domain_scores_codex":[0.9983073,0.00002684191,0.0009693767,0.000260153,0.0001008677,0.0003353928],"domain_scores_gemma":[0.9983389,0.0000656832,0.001125665,0.0002043935,0.0001482466,0.0001170589],"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":[0.002505368,0.00109444,0.04027263,0.00005674983,0.0003272337,0.000006282477,0.01035161,0.08106379,0.0007814503,0.4529204,0.001119957,0.4095001],"study_design_scores_gemma":[0.001903293,0.001196302,0.1087192,0.00002485708,0.00003545136,0.000007055052,0.00009902518,0.3769263,0.0001206898,0.5093986,0.001220216,0.0003489815],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6089938,0.0002137689,0.3885153,0.0003601968,0.0003840278,0.0002663466,0.0001197217,0.00001551223,0.00113133],"genre_scores_gemma":[0.9816833,0.00018309,0.01717855,0.0004523092,0.0004482715,0.000006141756,0.00001624588,0.00001341827,0.0000186854],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.4091511,"threshold_uncertainty_score":0.6771982,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1051008041683704,"score_gpt":0.3090265145513402,"score_spread":0.2039257103829699,"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."}}