{"id":"W2566657590","doi":"10.1142/s2010495216500202","title":"A MULTISCALE STOCHASTIC CONDITIONAL DURATION MODEL","year":2016,"lang":"en","type":"article","venue":"Annals of Financial Economics","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Waterloo","funders":"","keywords":"Duration (music); Markov chain Monte Carlo; Econometrics; Computer science; Component (thermodynamics); Sample (material); Monte Carlo method; Mathematics; 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":[],"consensus_categories":[],"category_scores_codex":[0.0004649217,0.0001682032,0.0004484552,0.0001819339,0.00009940355,0.00001888861,0.0001985432,0.0001644611,0.0001011503],"category_scores_gemma":[0.0004878182,0.0001751148,0.0002007175,0.00008170107,0.00011758,0.0004971156,0.00004991327,0.00008004175,0.000239709],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00004830244,"about_ca_system_score_gemma":0.0001084476,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00007425276,"about_ca_topic_score_gemma":0.00007113969,"domain_scores_codex":[0.99823,0.000007159572,0.001021192,0.0003965682,0.00002697696,0.000318037],"domain_scores_gemma":[0.9989129,0.00007749097,0.0005387537,0.0002834225,0.00009894841,0.00008852192],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00009325855,0.0001081772,0.002734838,0.00001551541,0.00001608958,4.348193e-7,0.0001841162,0.01877824,0.0001297366,0.9690843,0.001065902,0.007789392],"study_design_scores_gemma":[0.0007580005,0.0000930139,0.01858505,0.00003511062,0.000003880364,0.000001489757,0.000004609246,0.2195531,0.0009045528,0.7567096,0.00299295,0.0003587017],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6678531,0.0002287041,0.327462,0.001316827,0.0002038727,0.0001501571,0.001102435,0.00002337122,0.001659489],"genre_scores_gemma":[0.9971212,0.0003040755,0.001536873,0.0004023665,0.0001599251,0.00002419642,0.00002557701,0.00002241188,0.0004033634],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.3292681,"threshold_uncertainty_score":0.7140976,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.09102514124380591,"score_gpt":0.2669467877371342,"score_spread":0.1759216464933283,"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."}}