{"id":"W2564899933","doi":"10.1142/s2424786316500286","title":"Modeling liquidation risk with occupation times","year":2016,"lang":"en","type":"article","venue":"International Journal of Financial Engineering","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":true,"ca_institutions":"Wilfrid Laurier University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Bankruptcy; Asset (computer security); Limiting; Volatility (finance); Econometrics; Economics; Default risk; Default; Value (mathematics); Geometric Brownian motion; Financial economics; Actuarial science; Credit risk; Diffusion process; Mathematics; Computer science; Finance; Engineering; Statistics; Economy","routes":{"ca_aff":true,"ca_fund":true,"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":[0.000291969,0.00009271874,0.0001760718,0.0003423139,0.00003484141,0.00003593796,0.0001966604,0.00005692208,0.00005669906],"category_scores_gemma":[0.000570854,0.0000746391,0.00008929036,0.0001098435,0.00001309423,0.0005118097,0.00001850687,0.0001017963,0.00003079224],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001424758,"about_ca_system_score_gemma":0.00004670045,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00005431415,"about_ca_topic_score_gemma":0.00001396549,"domain_scores_codex":[0.9991294,0.000003719378,0.0005351042,0.0001131549,0.0001006474,0.0001180422],"domain_scores_gemma":[0.9992142,0.00003938007,0.0003738421,0.00008050953,0.0002446153,0.00004744622],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"observational","study_design_scores_codex":[0.0004184406,0.0001236573,0.1316053,0.000009812598,0.0001692252,0.0000419514,0.0004734825,0.4288577,0.0007598737,0.3789809,0.0002960897,0.05826362],"study_design_scores_gemma":[0.00451143,0.0006070214,0.5977014,0.0006275372,0.00004573005,0.0001666141,0.00002047435,0.3197709,0.001636867,0.02727543,0.04676223,0.0008743134],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.4689404,0.0001308277,0.529766,0.0002279802,0.0006736643,0.00002795554,0.00004769015,0.00001127025,0.0001742814],"genre_scores_gemma":[0.9940764,0.0002069707,0.004783221,0.00000838732,0.0008413329,0.000002871318,0.00000379016,0.00001429605,0.00006268005],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.5251361,"threshold_uncertainty_score":0.3043694,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.00964478645252879,"score_gpt":0.1984072740536496,"score_spread":0.1887624876011209,"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."}}