{"id":"W3122243850","doi":"","title":"Time irreversible copula-based Markov Models","year":2012,"lang":"en","type":"preprint","venue":"eScholarship (California Digital Library)","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Copula (linguistics); Markov chain; Econometrics; Estimator; Economics; Series (stratigraphy); Mathematics; Mathematical economics; Statistics","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002876044,0.0006183797,0.001032382,0.001570771,0.0006642324,0.001576604,0.001754572,0.001044723,0.004992383],"category_scores_gemma":[0.01444699,0.000519836,0.001106278,0.001117536,0.001899233,0.002618817,0.001125366,0.001715255,0.0004813034],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001749432,"about_ca_system_score_gemma":0.0009666023,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01595491,"about_ca_topic_score_gemma":0.01046283,"domain_scores_codex":[0.999056,0.0003632286,0.00004289916,0.0002132791,0.0001537043,0.00017082],"domain_scores_gemma":[0.9936371,0.003948952,0.001078041,0.0005537021,0.0004640561,0.0003182086],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0000445623,0.00004817466,0.004014703,0.00005202231,0.00007756182,0.0002803901,0.0002253574,0.4383579,0.0007420658,0.5466678,0.001662191,0.007827253],"study_design_scores_gemma":[0.000006488536,0.000008100497,0.000710789,0.000005785731,0.00000873607,0.00002630131,0.0000177729,0.9306566,0.0001033819,0.06801689,0.0004264504,0.00001278932],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2948913,0.000905791,0.6914641,0.001043087,0.00008647099,0.0001345562,0.0008884569,0.0003965084,0.01018985],"genre_scores_gemma":[0.9745378,0.0006622193,0.01753819,0.0001011183,0.00008339009,0.0001053721,0.0005226798,0.00007903705,0.006370184],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01595491,"threshold_uncertainty_score":0.0317241,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0277689468318746,"score_gpt":0.2030848474170613,"score_spread":0.1753159005851867,"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."}}