{"id":"W4214597110","doi":"10.3390/jrfm15030104","title":"Copula Modelling to Analyse Financial Data","year":2022,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":42,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Copula (linguistics); Bivariate analysis; Econometrics; Tail dependence; Computer science; Multivariate statistics; Economics; Mathematics; Statistics","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002382996,0.0001842968,0.0005756912,0.000635944,0.0005279391,0.00007265114,0.0007450877,0.00005341502,0.0000742644],"category_scores_gemma":[0.0002401645,0.0002139417,0.0001438038,0.0006052058,0.00002735774,0.0003178031,0.0009094561,0.0004779551,0.00002081951],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001251047,"about_ca_system_score_gemma":0.00004891084,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0003340833,"about_ca_topic_score_gemma":0.00004338376,"domain_scores_codex":[0.9978704,0.00004152466,0.001133734,0.0004580794,0.0001635748,0.0003327043],"domain_scores_gemma":[0.998539,0.00004001862,0.0006870007,0.0005273813,0.00005554774,0.0001510962],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"not_applicable","study_design_scores_codex":[0.001201046,0.0007735693,0.09945811,0.0001380849,0.0001250973,0.0003130282,0.004781257,0.3192809,0.000004264133,0.2618563,0.01884439,0.2932239],"study_design_scores_gemma":[0.001430402,0.0004460818,0.0304842,0.00003881343,0.0001081843,0.00002192067,0.0004440831,0.09444152,0.000002665598,0.09668414,0.7753727,0.0005252481],"study_design_candidate":"not_applicable","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.4061678,0.003606692,0.5877284,0.0002051417,0.0009545235,0.0002159694,0.0004651685,0.00001174437,0.0006445328],"genre_scores_gemma":[0.9799322,0.002036681,0.01710477,0.0003817521,0.0003621919,0.00001022947,0.00001602734,0.0000213668,0.0001347519],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.7565284,"threshold_uncertainty_score":0.8724288,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05164253634134477,"score_gpt":0.2403098468480125,"score_spread":0.1886673105066677,"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."}}