{"id":"W4200291761","doi":"10.3390/econometrics9040045","title":"Does the Choice of Realized Covariance Measures Empirically Matter? A Bayesian Density Prediction Approach","year":2021,"lang":"en","type":"article","venue":"Econometrics","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Saint Mary's University","funders":"Young Scientists Fund; ShanghaiTech University; Faculty of Graduate Studies and Research, University of Alberta; National Natural Science Foundation of China; National Science Foundation","keywords":"Covariance; Estimator; Predictive power; Econometrics; Bayesian probability; Covariance function; Estimation of covariance matrices; Mathematics; Statistics; Computer science","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":[0.001161494,0.0001844052,0.0005832029,0.0003518399,0.000201722,0.00009983954,0.0003391341,0.0001714083,0.0002818363],"category_scores_gemma":[0.00137098,0.0001443834,0.0002192053,0.001511161,0.0000908729,0.000256045,0.0001138187,0.0002587832,0.00008171971],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001300133,"about_ca_system_score_gemma":0.00007966068,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0005738549,"about_ca_topic_score_gemma":0.0001146294,"domain_scores_codex":[0.9979504,0.00005542808,0.001006929,0.0005970531,0.00007868795,0.0003114419],"domain_scores_gemma":[0.9982427,0.0002652117,0.0005216817,0.0007194795,0.0001646205,0.00008627171],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0000318543,0.000251668,0.9579182,0.0001061201,0.00009995645,0.000001857665,0.0005423045,0.001380684,0.00001916711,0.03527886,0.001418741,0.002950593],"study_design_scores_gemma":[0.001013422,0.00005715514,0.8113468,0.00002448709,0.00003794056,0.000008104314,0.0001623747,0.07422876,0.0003257692,0.04469117,0.06765477,0.0004492778],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3131546,0.003419487,0.653686,0.00161147,0.001286702,0.0004343598,0.0007588421,0.00006665898,0.02558194],"genre_scores_gemma":[0.9908134,0.0005120225,0.007177879,0.0003681276,0.000198544,0.00002637728,0.00005442035,0.00002671315,0.0008224926],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.6776589,"threshold_uncertainty_score":0.5887785,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.06894571475928057,"score_gpt":0.2421551589282798,"score_spread":0.1732094441689992,"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."}}