{"id":"W2007895608","doi":"10.1080/07474930600713234","title":"Continuous Time Wishart Process for Stochastic Risk","year":2006,"lang":"en","type":"article","venue":"Econometric Reviews","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":149,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Toronto","funders":"","keywords":"Wishart distribution; Stochastic volatility; Inverse-Wishart distribution; Econometrics; Multivariate statistics; Autoregressive model; Mathematics; Volatility (finance); Applied mathematics; Economics; 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":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.002006653,0.0002784343,0.001202956,0.0006490211,0.0002008813,0.0001021276,0.0003404791,0.0001330615,0.0006279602],"category_scores_gemma":[0.00146835,0.0003041501,0.0004109759,0.0008811437,0.00004292994,0.0003470133,0.00003399311,0.0001714463,0.003803448],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001172016,"about_ca_system_score_gemma":0.00002508074,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0002094871,"about_ca_topic_score_gemma":0.00001470512,"domain_scores_codex":[0.9970685,0.0000229031,0.001677165,0.0007102391,0.00003173927,0.0004894321],"domain_scores_gemma":[0.9980739,0.0001949757,0.001105793,0.0004700925,0.00006255985,0.00009265826],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"not_applicable","study_design_scores_codex":[0.0002747264,0.002226354,0.3365256,0.002431872,0.0003537499,0.000005582033,0.001030728,0.02632515,0.00001807966,0.2255398,0.1210553,0.2842131],"study_design_scores_gemma":[0.00130821,0.0002069819,0.01409009,0.0000724742,0.00004695734,0.000003618474,0.00001112813,0.106638,0.00001158482,0.1557213,0.7209752,0.0009143768],"study_design_candidate":"not_applicable","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3479995,0.2302731,0.3607912,0.0003377221,0.001416047,0.005920152,0.001829681,0.0002372381,0.05119539],"genre_scores_gemma":[0.9866109,0.002403361,0.002906453,0.0001698316,0.0008543676,0.0006690707,0.000149924,0.00008084538,0.006155213],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.6386114,"threshold_uncertainty_score":0.9999411,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04344459436934799,"score_gpt":0.2543041387572285,"score_spread":0.2108595443878805,"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."}}