{"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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002942042,0.0005644401,0.0004858449,0.002207992,0.0006152262,0.001949431,0.00093534,0.0006320737,0.003658894],"category_scores_gemma":[0.01490434,0.0003709897,0.0004832669,0.001262626,0.002234762,0.003975158,0.002121641,0.001791078,0.0002280613],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009004939,"about_ca_system_score_gemma":0.0006923553,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0005046252,"about_ca_topic_score_gemma":0.0003570651,"domain_scores_codex":[0.9990159,0.0003505073,0.00005714902,0.000191194,0.0002629848,0.0001222925],"domain_scores_gemma":[0.9867588,0.007024894,0.002782973,0.001090365,0.001332917,0.001010052],"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":[0.0002052124,0.00008574211,0.02139353,0.00009839948,0.00006950412,0.0003487838,0.0004610633,0.08121693,0.003927975,0.8652743,0.001503924,0.02541477],"study_design_scores_gemma":[0.00001528501,0.00007432719,0.006961542,0.00006630344,0.00002360704,0.0003233732,0.0001126277,0.285014,0.001790327,0.7036353,0.001921188,0.00006219687],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3947212,0.0006593833,0.5879108,0.0004133725,0.000046718,0.00007455995,0.0005132853,0.0003083115,0.01535233],"genre_scores_gemma":[0.9693187,0.0002110606,0.02901327,0.00004774428,0.00002858013,0.0000510697,0.0001469284,0.00005657782,0.001126184],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.003658894,"threshold_uncertainty_score":0.0155592,"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."}}