{"id":"W3151953049","doi":"10.3390/jrfm14040161","title":"Modeling Market Order Arrivals on the German Intraday Electricity Market with the Hawkes Process","year":2021,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Diffusion and Search Dynamics","field":"Biochemistry, Genetics and Molecular Biology","cited_by":5,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Universität Duisburg-Essen; Bundesministerium für Wirtschaft und Energie","keywords":"Akaike information criterion; Jump; Excitation; Constant (computer programming); Econometrics; Order (exchange); Intensity (physics); Unobservable; Observable; Mathematics; Statistics; Physics; Economics; Computer science","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"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":[0.001513587,0.0006323929,0.0007832783,0.001028417,0.0003246243,0.001166815,0.000843965,0.001194754,0.001380418],"category_scores_gemma":[0.003938317,0.0003473271,0.0008052157,0.0006618025,0.0007283305,0.00100695,0.0005939445,0.0009677749,0.0001482326],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001088926,"about_ca_system_score_gemma":0.0004926505,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.02894942,"about_ca_topic_score_gemma":0.01333107,"domain_scores_codex":[0.9996721,0.0001138085,0.0000184619,0.00006137006,0.00004696493,0.00008737597],"domain_scores_gemma":[0.9979737,0.001288307,0.0003509515,0.00008496316,0.0001392275,0.0001628896],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0001568429,0.000067393,0.01246478,0.00003039559,0.00007375728,0.0003154145,0.0001213476,0.9655132,0.001297587,0.0166829,0.0004138245,0.002862594],"study_design_scores_gemma":[0.000008496189,0.00001529238,0.001954473,0.000001965412,0.000006369733,0.00001045228,0.00002664822,0.996167,0.0001273376,0.001608893,0.00006395971,0.000009022127],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9832947,0.0001199582,0.01536056,0.0001787829,0.0000159953,0.00002113148,0.0001745128,0.00004425885,0.0007902105],"genre_scores_gemma":[0.9974759,0.00006982275,0.001506378,0.00001312037,0.00001009896,0.00001069153,0.0001128059,0.000007758527,0.0007933856],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.02894942,"threshold_uncertainty_score":0.05756181,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.004784052403503772,"score_gpt":0.2279713923012693,"score_spread":0.2231873398977656,"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."}}