{"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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009195848,0.001359018,0.0009982712,0.001479483,0.001161528,0.002873681,0.002475351,0.001724503,0.1469311],"category_scores_gemma":[0.006876886,0.000490896,0.00100138,0.001712534,0.0005459368,0.002041237,0.002475705,0.001472837,0.0764898],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000889818,"about_ca_system_score_gemma":0.002316046,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002688814,"about_ca_topic_score_gemma":0.00352545,"domain_scores_codex":[0.9985976,0.0002453039,0.0001139143,0.0005104514,0.0003593478,0.0001733455],"domain_scores_gemma":[0.9988216,0.0003225209,0.00004751757,0.000347274,0.0004078583,0.00005325584],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"not_applicable","study_design_scores_codex":[0.0003539783,0.0001737843,0.001738182,0.0003677617,0.00009269793,0.0001789792,0.000120478,0.04654891,0.002743709,0.08142892,0.1462749,0.7199777],"study_design_scores_gemma":[0.0002708116,0.0001118135,0.0007669208,0.0001438378,0.00005329413,0.0006931645,0.0001753976,0.4473523,0.007114666,0.2726273,0.2706151,0.00007544007],"study_design_candidate":"not_applicable","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"software","genre_scores_codex":[0.003198287,0.0003062884,0.9472553,0.0006845579,0.0003471421,0.0004374107,0.003716193,0.008927194,0.0351276],"genre_scores_gemma":[0.05774736,0.0003318099,0.8741605,0.0007657526,0.0001578781,0.001217641,0.01298414,0.00388462,0.04875022],"genre_candidate":"software","genre_consensus":null,"teacher_disagreement_score":0.1469311,"threshold_uncertainty_score":0.4915335,"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."}}