{"id":"W3173503359","doi":"10.2139/ssrn.3631426","title":"Assessing Maximal Dependence Within Extreme Co-Movements of Financial Instruments","year":2020,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"ca_institutions":"Greenfield Research (Canada); Dalhousie University; Western University","funders":"","keywords":"Financial instrument; Business; Economics; Financial system; Finance","routes":{"ca_aff":true,"ca_fund":false,"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":[0.003715771,0.0004690422,0.0007962931,0.0019367,0.0005772309,0.001540679,0.0008187566,0.00118785,0.002495178],"category_scores_gemma":[0.02943351,0.0004338699,0.0007879899,0.0009894737,0.001081157,0.002717568,0.002668869,0.001578944,0.0002702031],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003553104,"about_ca_system_score_gemma":0.0004273871,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0007904002,"about_ca_topic_score_gemma":0.0008056095,"domain_scores_codex":[0.998372,0.0005717695,0.0001436978,0.0003968971,0.0002689285,0.0002466579],"domain_scores_gemma":[0.9542997,0.03673878,0.003412988,0.00267482,0.001051417,0.001822291],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.004871124,0.0006726101,0.6772695,0.0003226337,0.001091096,0.002712203,0.001355511,0.1726487,0.02177234,0.04452793,0.001623844,0.07113256],"study_design_scores_gemma":[0.0000650675,0.0005492441,0.2691101,0.00006890887,0.0001806829,0.001347145,0.0008457958,0.6578707,0.005326976,0.06357799,0.0009651142,0.00009227642],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9688239,0.00009549421,0.02938252,0.00007927642,0.000007244423,0.00001138885,0.0001379558,0.00007097434,0.001391339],"genre_scores_gemma":[0.9976077,0.00002568664,0.001987942,0.000008616196,0.00001008871,0.000005839849,0.0002150082,0.00001520644,0.0001238978],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003715771,"threshold_uncertainty_score":0.01965111,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04809512714042326,"score_gpt":0.241477406460861,"score_spread":0.1933822793204377,"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."}}