{"id":"W2076868189","doi":"10.1155/2014/575270","title":"A Note on the Distribution of Multivariate Brownian Extrema","year":2014,"lang":"en","type":"article","venue":"International Journal of Stochastic Analysis","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Toronto; Toronto Metropolitan University","funders":"","keywords":"Mathematics; Joint probability distribution; Simplex; Stylized fact; Applied mathematics; Stochastic volatility; Econometrics; Volatility (finance); Mathematical analysis; Statistics; Combinatorics; 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":[0.0005654842,0.00009133099,0.000332679,0.000298843,0.00005631157,0.00003285992,0.0004774747,0.00004486414,0.00008447029],"category_scores_gemma":[0.001037356,0.00007146897,0.0003216832,0.000469768,0.00006632616,0.00007511376,0.00003499483,0.0001310662,0.00003718438],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00007400452,"about_ca_system_score_gemma":0.00002126794,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001068022,"about_ca_topic_score_gemma":0.000008481484,"domain_scores_codex":[0.9988554,0.000007654107,0.000754857,0.0001368981,0.0001432172,0.0001019412],"domain_scores_gemma":[0.9979577,0.0003269075,0.001150962,0.0001674232,0.0003506489,0.0000463388],"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":[0.0000496729,0.0001030651,0.0002576869,0.000001932481,0.000586673,7.197851e-7,0.000143957,0.01270406,0.00004255062,0.9843494,0.00004882405,0.001711421],"study_design_scores_gemma":[0.001154106,0.0002783452,0.04902227,0.00008884018,0.0005427722,0.00001628228,0.00008959843,0.2722729,0.0001373021,0.6722659,0.003828735,0.0003028339],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.01770189,0.00007010136,0.9789033,0.002280338,0.0002223036,0.00004832622,0.0001331369,0.000003580528,0.0006370418],"genre_scores_gemma":[0.9988561,0.000005052013,0.0007062591,0.0001147023,0.000258398,0.000005752399,0.00001559862,0.000006112098,0.00003202301],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.9811542,"threshold_uncertainty_score":0.291442,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0197747089717359,"score_gpt":0.2499962559356786,"score_spread":0.2302215469639428,"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."}}