{"id":"W2357269228","doi":"","title":"Extremal Dependence Model of Foreign Exchange Risk","year":2007,"lang":"en","type":"article","venue":"Systems Engineering - Theory & Practice","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Joint probability distribution; Portfolio; Liberian dollar; Conditional probability distribution; Econometrics; Mathematics; Parametric statistics; Extreme value theory; Marginal distribution; Conditional probability; Statistics; Economics; Random variable; Financial economics; Finance","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.007098897,0.0001953229,0.000424813,0.0002504308,0.00008139992,0.00003805572,0.0002467163,0.0001652209,0.00001909498],"category_scores_gemma":[0.002494416,0.0002324951,0.0001146562,0.0002288758,0.00002657023,0.0006490225,0.00005922312,0.000323649,0.0000627534],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001018038,"about_ca_system_score_gemma":0.00002336365,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0005613088,"about_ca_topic_score_gemma":0.000007430843,"domain_scores_codex":[0.9982516,0.00003887327,0.0008646121,0.0003614672,0.00008975137,0.0003936722],"domain_scores_gemma":[0.9980162,0.0007018868,0.0006323659,0.0004632579,0.00009433857,0.00009196697],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0001075814,0.00005055395,0.001318136,0.0001809665,0.0000525276,0.000005415154,0.0008251906,0.2576369,0.0002359352,0.7387402,0.00001435085,0.00083222],"study_design_scores_gemma":[0.0003490724,0.00006195272,0.0006212129,0.00008255483,0.0000351534,0.0000187466,0.000472817,0.9655007,0.0002507031,0.02760468,0.004626266,0.0003761152],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.09242005,0.00718142,0.8853665,0.00000905708,0.0004660146,0.0002376687,0.00007316792,0.00007915396,0.01416695],"genre_scores_gemma":[0.9854209,0.0003037873,0.01366139,0.00001527899,0.0001767424,0.00001592468,0.000002964128,0.00004442672,0.0003585738],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.8930008,"threshold_uncertainty_score":0.9480876,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0314099035597217,"score_gpt":0.2301738586431728,"score_spread":0.1987639550834511,"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."}}