{"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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00109117,0.0001640832,0.0004836605,0.0001433544,0.0001825285,0.0001331073,0.0003605101,0.00007015155,0.0003970359],"category_scores_gemma":[0.0001148669,0.000179551,0.0002105689,0.0003282592,0.00003887412,0.0005532234,0.00006208195,0.0007408563,0.0000997774],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003510031,"about_ca_system_score_gemma":0.0004868153,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0003057935,"about_ca_topic_score_gemma":0.0001929226,"domain_scores_codex":[0.9975458,0.0000271829,0.0009634909,0.0003027347,0.0001177226,0.001043092],"domain_scores_gemma":[0.9987268,0.0000111196,0.0009401403,0.0001581798,0.00004917508,0.0001145287],"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":[0.0001077413,0.0001423837,0.238204,0.00005028542,0.0005319403,0.00001034853,0.0007468035,0.0002321231,0.0007577423,0.7446011,0.000103533,0.01451206],"study_design_scores_gemma":[0.00653325,0.002237344,0.09684578,0.0001734211,0.0001304027,0.0003350048,0.007432507,0.02123753,0.00140169,0.8431962,0.0186035,0.001873392],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9705309,0.002010758,0.0215327,0.0004132851,0.0002245027,0.0001111863,0.00002743152,0.00001713858,0.00513209],"genre_scores_gemma":[0.9985682,0.0003130535,0.0002896198,0.0001696354,0.0002071878,0.00000238417,0.000005362921,0.00002002011,0.000424511],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1413582,"threshold_uncertainty_score":0.7321879,"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."}}