{"id":"W2308445741","doi":"10.2139/ssrn.2663989","title":"Structure and Estimation of LLvy Subordinated Hierarchical Archimedean Copulas (LSHAC): Theory and Empirical Tests","year":2015,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Waterloo","funders":"","keywords":"Mathematics; Econometrics; Copula (linguistics); Estimation; Applied mathematics; Statistical physics; Statistics; Economics; Physics","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.007338365,0.0009715604,0.001323767,0.002049561,0.0006644898,0.002311018,0.002031075,0.001385114,0.002412247],"category_scores_gemma":[0.0342458,0.001016059,0.001265593,0.001572722,0.001781,0.003157353,0.001860369,0.001961761,0.0003328244],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0008498285,"about_ca_system_score_gemma":0.002054916,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003803764,"about_ca_topic_score_gemma":0.002185845,"domain_scores_codex":[0.9980713,0.001143478,0.00007969164,0.0003142189,0.0002056081,0.0001857238],"domain_scores_gemma":[0.9750432,0.01773963,0.002763156,0.001906304,0.001677347,0.0008702788],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0002683448,0.0003155593,0.04731632,0.0003161762,0.0005683948,0.000414027,0.0007576736,0.6541427,0.004344077,0.2360315,0.002176726,0.05334846],"study_design_scores_gemma":[0.00001772808,0.00004271048,0.00319528,0.0000286807,0.00003661065,0.00003252966,0.00006020278,0.9504073,0.0003698419,0.04551686,0.00027147,0.00002083697],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.30819,0.0008734961,0.6881911,0.0003219917,0.00003829629,0.00008234321,0.000236265,0.0002831654,0.001783257],"genre_scores_gemma":[0.9372815,0.0004375383,0.06048968,0.00009659739,0.00006520728,0.00007019926,0.0004840655,0.0001212242,0.0009538823],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.007338365,"threshold_uncertainty_score":0.03880942,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01785338591030523,"score_gpt":0.261049377647262,"score_spread":0.2431959917369568,"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."}}