{"id":"W3202823681","doi":"10.2139/ssrn.4304900","title":"Covariates Hiding in the Tails","year":2022,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"ca_institutions":"Bank of Canada","funders":"","keywords":"Covariate; Statistics; Geography; Econometrics; Mathematics","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":[0.005832229,0.00008183829,0.000171006,0.000169469,0.0004945622,0.00006061484,0.0004078904,0.00002742675,0.0001270673],"category_scores_gemma":[0.00009929053,0.00007811812,0.00009326878,0.0003180191,0.00001335855,0.000143209,0.00005554845,0.001868869,0.0000350508],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007671061,"about_ca_system_score_gemma":0.0002893847,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0004846628,"about_ca_topic_score_gemma":0.0003317985,"domain_scores_codex":[0.9981374,0.00005938396,0.0004167708,0.0001690318,0.00005989848,0.001157515],"domain_scores_gemma":[0.9995891,0.00005324796,0.0001869635,0.0001428212,0.000009656986,0.00001824467],"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":[0.00001569237,0.00004424845,0.02889789,0.000001163161,0.00001288146,0.000001853528,0.0009184434,0.001145104,0.000005084458,0.9666301,0.00005935471,0.002268158],"study_design_scores_gemma":[0.0003491524,0.0001209229,0.003071071,0.000001920543,0.000002398433,0.00009462184,0.002673898,0.00647277,0.000001429582,0.9707261,0.01637352,0.0001121628],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9572759,0.01587093,0.01927191,0.002727296,0.0004029108,0.0001485998,0.00001477748,0.00001432005,0.004273349],"genre_scores_gemma":[0.9979599,0.001303941,0.00006358344,0.0002381947,0.0001295103,0.00001605688,0.0000025475,0.00001145246,0.0002748445],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.04068397,"threshold_uncertainty_score":0.811941,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02346811125302046,"score_gpt":0.2195999935729079,"score_spread":0.1961318823198874,"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."}}