{"id":"W4313165260","doi":"10.2139/ssrn.4250461","title":"Partial Observability of Volatiliy Matrices: Identification and Covolatilities Imputation","year":2022,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Chemical Thermodynamics and Molecular Structure","field":"Chemistry","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"Concordia University; Center for Interuniversity Research and Analysis on Organizations; University of Toronto","funders":"","keywords":"Observability; Imputation (statistics); Identification (biology); Mathematics; Computer science; Statistics; Missing data; Applied mathematics; Biology","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":[0.0005390767,0.0000884,0.0001269118,0.00002989887,0.0001831099,0.00002336806,0.0001461546,0.00004246892,0.0001662115],"category_scores_gemma":[0.00005149639,0.00008955518,0.00007627697,0.00009079568,0.00004451691,0.00006789523,0.00007052853,0.0007997492,2.038537e-7],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004110047,"about_ca_system_score_gemma":0.0003621106,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00004251855,"about_ca_topic_score_gemma":0.00002223206,"domain_scores_codex":[0.9987717,0.00003844279,0.0003039494,0.0001572182,0.0002428189,0.0004858278],"domain_scores_gemma":[0.9994934,0.0000380063,0.0002339684,0.0001394651,0.0000581125,0.00003701638],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"bench_or_experimental","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0002491882,0.00009701351,0.009025262,0.0001326444,0.0002011073,0.000001895406,0.0008228509,0.0005570626,0.9143866,0.04533636,0.00001182274,0.02917819],"study_design_scores_gemma":[0.001174985,0.0001446548,0.002053093,0.00001364765,0.0001258128,0.0003896559,0.005612704,0.03303504,0.03697362,0.9191366,0.001022747,0.0003173919],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9955983,0.001610728,0.002416979,0.00008162272,0.00004793171,0.00003980703,0.00002680646,0.00001344927,0.0001643589],"genre_scores_gemma":[0.9993429,0.0002773795,0.00004394766,0.000008796465,0.00004893649,0.000006735494,0.00003154796,0.00001223451,0.0002275331],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.877413,"threshold_uncertainty_score":0.3651954,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.005242889895823274,"score_gpt":0.2199379361349399,"score_spread":0.2146950462391166,"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."}}