{"id":"W2952970531","doi":"10.1017/asb.2015.10","title":"PATHS AND INDICES OF MAXIMAL TAIL DEPENDENCE","year":2015,"lang":"en","type":"preprint","venue":"Astin Bulletin","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Western University; York University","funders":"Natural Sciences and Engineering Research Council of Canada; York University; Government of Ontario","keywords":"Tail dependence; Gravitational singularity; Context (archaeology); Econometrics; Mathematics; Statistical physics; Risk management; Computer science; Mathematical economics; Economics; Statistics; Physics; Multivariate statistics; Mathematical analysis; Geology","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":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.00111206,0.0002320131,0.0006532507,0.0001728879,0.00005233231,0.0000552485,0.0003247179,0.0003470884,0.0003129859],"category_scores_gemma":[0.0005564173,0.0002830903,0.00009649766,0.00007036985,0.0001073617,0.00003453838,0.0006780172,0.0004988572,0.0002160979],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00004366353,"about_ca_system_score_gemma":0.00006939364,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001948154,"about_ca_topic_score_gemma":0.00003717636,"domain_scores_codex":[0.9982444,0.00002150306,0.0007936446,0.0006136813,0.00006877795,0.0002579937],"domain_scores_gemma":[0.9986752,0.00007175497,0.0006787672,0.0003903105,0.00008675786,0.00009724476],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0002547761,0.0003350227,0.8672535,0.001661611,0.0001750963,0.00003735656,0.004874161,0.00287871,0.00002798422,0.07253813,0.01534979,0.03461381],"study_design_scores_gemma":[0.002270309,0.0004801183,0.2210729,0.001115138,0.0000842653,0.00002170182,0.0005154304,0.04353544,0.0002235579,0.4616508,0.2664594,0.002570909],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9669812,0.0134081,0.005936947,0.0006815694,0.0005481333,0.0002764048,0.0004866506,0.00003934613,0.01164162],"genre_scores_gemma":[0.9924707,0.000597937,0.006238755,0.00005296348,0.0001335366,0.00002168828,0.00002875562,0.000027132,0.0004285678],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.6461807,"threshold_uncertainty_score":0.9999622,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05130727208953623,"score_gpt":0.233678327524841,"score_spread":0.1823710554353048,"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."}}