{"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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0002261277,0.0001785607,0.0003180566,0.00011271,0.00006069352,0.00006793901,0.0001999441,0.00008373346,0.0001720213],"category_scores_gemma":[0.002161127,0.0001527481,0.00004278726,0.0007158495,0.00003221059,0.0001616421,0.0001003809,0.0002170242,0.00006273689],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00003032009,"about_ca_system_score_gemma":0.0001204196,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0004059799,"about_ca_topic_score_gemma":0.0001078513,"domain_scores_codex":[0.9987559,0.00004713982,0.0003914488,0.0002620912,0.0002254292,0.0003179859],"domain_scores_gemma":[0.9990708,0.0003702193,0.0001254102,0.00015653,0.000176886,0.0001001559],"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":[0.001656183,0.003888479,0.03406629,0.02776391,0.0009610272,0.001098659,0.1635419,0.002643536,0.003619547,0.6550061,0.07368812,0.03206637],"study_design_scores_gemma":[0.01130283,0.001281568,0.00755559,0.0008244771,0.0002788483,0.00008946085,0.008481239,0.03529335,0.02398029,0.7675975,0.1397835,0.003531294],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9559596,0.0009671442,0.01827686,0.003718367,0.0001651199,0.0005220229,0.00005346164,0.0002975822,0.02003982],"genre_scores_gemma":[0.9839831,0.00007378764,0.01349446,0.001072587,0.0002519598,0.00003165665,0.000009263018,0.00003434921,0.001048855],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1550606,"threshold_uncertainty_score":0.6228888,"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."}}