{"id":"W2469157933","doi":"10.1145/2834115","title":"Algorithm 963","year":2016,"lang":"en","type":"article","venue":"ACM Transactions on Mathematical Software","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"ca_institutions":"Toronto Metropolitan University","funders":"","keywords":"Generalized method of moments; Applied mathematics; Stochastic volatility; Affine transformation; Covariance; Mathematics; Wishart distribution; Covariance function; Moment (physics); Method of moments (probability theory); Computer science; Mathematical optimization; Algorithm; Volatility (finance); Estimator; Econometrics; 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":["insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.0002444611,0.0001461091,0.0002974141,0.0001098676,0.0001515414,0.00002761585,0.0002666696,0.0001238608,0.002319757],"category_scores_gemma":[0.0004259931,0.0001164772,0.0001698363,0.0001466892,0.00006317959,0.0001754182,0.000007718801,0.0001318562,0.00451742],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00007310834,"about_ca_system_score_gemma":0.00001187085,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00001307533,"about_ca_topic_score_gemma":0.000002676676,"domain_scores_codex":[0.9988596,0.000008711597,0.0004665301,0.0003350529,0.00005537996,0.0002747705],"domain_scores_gemma":[0.9988927,0.0003193308,0.0000789909,0.0005790928,0.00002716678,0.0001027403],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00001128121,0.0002494059,0.0004572918,0.00003293006,0.0000301185,0.000002418659,0.0001635213,0.00002691674,0.00000782682,0.01867496,0.00003895872,0.9803044],"study_design_scores_gemma":[0.0003319249,0.00005835739,0.0004691293,0.00004916353,0.000006269205,0.000003419208,0.00001094086,0.0006217119,0.0001351703,0.9928389,0.005284575,0.0001904105],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.00559891,0.00008766539,0.9919708,0.001347501,0.0001585835,0.0001348906,0.0001839534,0.0001640316,0.0003536451],"genre_scores_gemma":[0.2146527,0.0001179153,0.7810964,0.0002626665,0.0000797883,0.00007370575,0.000002660437,0.00004967091,0.003664447],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.980114,"threshold_uncertainty_score":0.9985923,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04339972791434208,"score_gpt":0.2401658334216432,"score_spread":0.1967661055073012,"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."}}