{"id":"W2006106168","doi":"10.2139/ssrn.1146583","title":"Detecting Regime Shifts in Credit Spreads","year":2011,"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":"HEC Montréal","funders":"","keywords":"Economics; Business; Financial system; Monetary economics","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":[0.001615444,0.000128163,0.000254756,0.0003590644,0.0001571869,0.0000364751,0.0002552919,0.0001107058,0.0001454923],"category_scores_gemma":[0.0001834978,0.0001482477,0.0001214409,0.0003340019,0.0000357086,0.0002948208,0.00003250268,0.001197315,0.0002167881],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006491975,"about_ca_system_score_gemma":0.0002963691,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0007333422,"about_ca_topic_score_gemma":0.003138542,"domain_scores_codex":[0.9976359,0.00001473896,0.0005565715,0.0002381759,0.00004184811,0.001512761],"domain_scores_gemma":[0.9993871,0.00002491871,0.0003033696,0.0001908821,0.0000243319,0.00006934018],"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":[0.00002821172,0.00005899499,0.1372354,0.000001919499,0.00002512959,0.000005940656,0.0007607986,0.00001213716,0.000009601387,0.8499702,0.00004211588,0.01184963],"study_design_scores_gemma":[0.0004610274,0.0001377221,0.2454317,0.00001128158,0.000004077017,0.00005562219,0.0003768991,0.0001740176,0.00002208169,0.7491659,0.003973968,0.0001857213],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9477515,0.00424465,0.01673033,0.0001928226,0.0006399646,0.0001074426,0.000006968643,0.00003186266,0.03029448],"genre_scores_gemma":[0.9967504,0.001480748,0.000304424,0.00001291974,0.0004486971,0.000006412226,0.000001572275,0.00002432661,0.0009705451],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1081963,"threshold_uncertainty_score":0.6045366,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0293549675626325,"score_gpt":0.2140816692984814,"score_spread":0.1847267017358489,"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."}}