{"id":"W2786277442","doi":"","title":"Three Essays in Bayesian Financial Econometrics","year":2012,"lang":"en","type":"dissertation","venue":"TSpace","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Yuhan","keywords":"Financial econometrics; Bayesian probability; Econometrics; Bayesian econometrics; Economics; Computer science; Bayesian inference; Mathematics; Bayesian statistics; Statistics; Finance; Financial market","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.009898797,0.001093281,0.001244169,0.003117604,0.001407422,0.005094861,0.001459801,0.004123281,0.01196716],"category_scores_gemma":[0.03627414,0.0008583656,0.001481414,0.003675066,0.007270841,0.007163256,0.002610472,0.006766088,0.004353539],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00376575,"about_ca_system_score_gemma":0.002040057,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004165916,"about_ca_topic_score_gemma":0.002668221,"domain_scores_codex":[0.9953555,0.001894245,0.0002706804,0.0005684405,0.001696681,0.0002145615],"domain_scores_gemma":[0.9754273,0.01954447,0.0006998344,0.001394197,0.002363257,0.0005709164],"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":[0.00003366845,0.00004372186,0.0007858882,0.0002307319,0.00005625901,0.00007266887,0.0005454846,0.003978802,0.0001202302,0.7810642,0.1192353,0.09383298],"study_design_scores_gemma":[0.00001494067,0.00001640492,0.0009370535,0.0005184761,0.00001774612,0.0001111043,0.0001878325,0.004558991,0.00009814459,0.7004373,0.293054,0.00004804242],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.004808821,0.1880257,0.3510961,0.3088409,0.02412089,0.0001014042,0.0008950941,0.0005128885,0.1215983],"genre_scores_gemma":[0.2084337,0.30109,0.153553,0.07778641,0.0883756,0.0007280427,0.001374918,0.001597948,0.1670604],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01196716,"threshold_uncertainty_score":0.05235046,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05353759479559373,"score_gpt":0.2811979271913229,"score_spread":0.2276603323957292,"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."}}