{"id":"W2788917048","doi":"10.2139/ssrn.3129418","title":"A Class of Generalized Dynamic Correlation Models","year":2018,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"ca_institutions":"Royal Bank of Canada","funders":"","keywords":"Correlation; Class (philosophy); Mathematics; Applied mathematics; Econometrics; Statistical physics; Statistics; Computer science; Artificial intelligence; Physics; Geometry","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":[0.002416144,0.0018634,0.002324115,0.001712778,0.0007665447,0.00299729,0.002838949,0.003155039,0.005967548],"category_scores_gemma":[0.009563757,0.0008641655,0.002607161,0.002348474,0.001704331,0.003610607,0.001998604,0.002905511,0.001308882],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001080914,"about_ca_system_score_gemma":0.001449547,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004781948,"about_ca_topic_score_gemma":0.003504348,"domain_scores_codex":[0.9983755,0.0006759196,0.00007753733,0.0004184088,0.0002493215,0.0002033503],"domain_scores_gemma":[0.9961938,0.001867475,0.000673348,0.0006006768,0.000462037,0.0002026313],"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":[0.00004109619,0.00004497043,0.00107705,0.00009924364,0.0001537094,0.0002512412,0.0001188693,0.1047616,0.0005480391,0.8693994,0.006495229,0.01700962],"study_design_scores_gemma":[0.00003287829,0.00002787754,0.0004200106,0.00002624836,0.00004760998,0.000186181,0.00002331055,0.5846363,0.00009025606,0.4099363,0.004540078,0.00003283405],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.04796334,0.002412308,0.9313978,0.00191739,0.0002933598,0.0001119278,0.0009802796,0.0006968798,0.01422671],"genre_scores_gemma":[0.8375239,0.006159741,0.102835,0.001695383,0.00142784,0.0006010177,0.003084515,0.0004686796,0.04620384],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.005967548,"threshold_uncertainty_score":0.01996344,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02058146762080772,"score_gpt":0.2309227271280654,"score_spread":0.2103412595072576,"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."}}