{"id":"W3171685517","doi":"10.1023/a:1015753313674","title":"Estimating the p-Variation Index of a Sample Function: An Application to Financial Data Set","year":2002,"lang":"en","type":"article","venue":"Methodology And Computing In Applied Probability","topic":"Analysis of environmental and stochastic processes","field":"Environmental Science","cited_by":11,"is_retracted":false,"has_abstract":false,"ca_institutions":"York University","funders":"Natural Sciences and Engineering Research Council of Canada; York University","keywords":"Mathematics; Pure mathematics","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":[0.002349115,0.00008461761,0.0001632978,0.00001721821,0.0001532985,0.000007587341,0.0002980603,0.00006150372,0.0001024859],"category_scores_gemma":[0.0004776832,0.00006650834,0.00001082326,0.0002310318,0.0001966516,0.00005852211,0.0004489527,0.0001165458,0.000007418626],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00002820076,"about_ca_system_score_gemma":0.000003263258,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0003942008,"about_ca_topic_score_gemma":0.0002044909,"domain_scores_codex":[0.9988483,0.0002103057,0.0002646646,0.000434018,0.0001126025,0.0001301768],"domain_scores_gemma":[0.9988106,0.0006146136,0.0001152458,0.0004221647,0.000003350999,0.00003401549],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0001183022,0.0002382507,0.1897177,0.00004219648,0.000008931785,1.393458e-7,0.002827702,0.3707766,0.001519336,0.00284807,0.00003668553,0.4318661],"study_design_scores_gemma":[0.0001193663,0.00004598513,0.4056989,0.000002590631,0.0000155092,0.000001205277,0.00004949741,0.526213,0.00003020486,0.06768691,0.00005982969,0.00007689842],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3777542,0.000007853165,0.6217837,0.0001052169,0.0000169521,0.0001825388,0.000003559469,0.000008627889,0.000137427],"genre_scores_gemma":[0.7596282,3.719565e-7,0.2401606,0.000155585,0.00002440385,0.00001682693,0.00001048758,0.000002325216,0.000001275191],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.4317892,"threshold_uncertainty_score":0.2712131,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.09759798468781972,"score_gpt":0.3063434461688831,"score_spread":0.2087454614810634,"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."}}