{"id":"W3084901423","doi":"10.3390/risks8030098","title":"Multivariate General Compound Point Processes in Limit Order Books","year":2020,"lang":"en","type":"article","venue":"Risks","topic":"Point processes and geometric inequalities","field":"Mathematics","cited_by":7,"is_retracted":false,"has_abstract":true,"ca_institutions":"HEC Montréal; University of Calgary","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Multivariate statistics; Limit (mathematics); Point process; Focus (optics); Generalization; Order (exchange); Computer science; Point (geometry); Process (computing); Multivariate analysis; Mathematics; Econometrics; Statistics; Mathematical analysis; Economics; Physics; Geometry; Programming language","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":[0.001804057,0.0007012509,0.001061425,0.001238994,0.0007179131,0.001780408,0.001382437,0.001161432,0.006092836],"category_scores_gemma":[0.005490144,0.0004195691,0.001277485,0.0009651323,0.002129465,0.004186617,0.001215581,0.001456723,0.0003949152],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00117398,"about_ca_system_score_gemma":0.0007163252,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002832021,"about_ca_topic_score_gemma":0.001855138,"domain_scores_codex":[0.9992729,0.0002108495,0.00003104395,0.0001999398,0.0001905761,0.00009458848],"domain_scores_gemma":[0.9979145,0.0009190867,0.0004650624,0.0001815391,0.0003246463,0.0001952707],"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":[0.00004697651,0.00002457217,0.002059975,0.00007204938,0.00004650891,0.0003552129,0.0001250011,0.1079565,0.001600996,0.8810402,0.0008827322,0.005789295],"study_design_scores_gemma":[0.00002681318,0.00004862287,0.001281608,0.00001446932,0.00002305685,0.0001698551,0.00006381313,0.5543241,0.0007031163,0.441259,0.002045928,0.00003970562],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2543036,0.001313896,0.7280495,0.0006992517,0.0001537751,0.0001020847,0.000266254,0.0002883586,0.01482334],"genre_scores_gemma":[0.9588806,0.0008015651,0.02906603,0.0001430434,0.0001828089,0.0001139918,0.0001821246,0.00006641311,0.01056334],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.006092836,"threshold_uncertainty_score":0.02038258,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.205633158306127,"score_gpt":0.3709038821330033,"score_spread":0.1652707238268763,"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."}}