{"id":"W4361204297","doi":"10.5539/ibr.v16n4p1","title":"A Comparison of Information Criterion for Choosing Copula Models","year":2023,"lang":"en","type":"article","venue":"International Business Research","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Universidad Nacional de Educación a Distancia; Ministerio de Ciencia e Innovación","keywords":"Copula (linguistics); Sample size determination; Statistics; Mathematics; Econometrics; Gumbel distribution","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":[0.001208144,0.00005992826,0.0001940043,0.0008183866,0.0001128226,0.00009518747,0.0002633014,0.00006727289,0.00003849277],"category_scores_gemma":[0.0008819072,0.00007163845,0.00005282879,0.0006952403,0.00004476418,0.0008262384,0.00009918379,0.0001115092,0.0001495041],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00009056195,"about_ca_system_score_gemma":0.00003659425,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0005330223,"about_ca_topic_score_gemma":0.00001155025,"domain_scores_codex":[0.9989036,0.000009943429,0.0005791239,0.0001501647,0.0001483858,0.0002088336],"domain_scores_gemma":[0.9987115,0.0001348064,0.0001454144,0.0001328735,0.0008489272,0.00002646081],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0005330822,0.0002765977,0.1816171,0.0005947043,0.00007794891,0.000001075203,0.005700954,0.1039205,0.0006793241,0.6635038,0.01123273,0.03186214],"study_design_scores_gemma":[0.0003204728,0.00002020373,0.05464426,0.0000486178,6.659557e-7,2.406179e-7,0.000126018,0.8018473,0.0001557261,0.1256109,0.01715043,0.00007505789],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6270019,0.0002314067,0.3607019,0.002038108,0.0008968078,0.0004339741,0.0004122202,0.00005569541,0.008227896],"genre_scores_gemma":[0.9978906,0.00009922665,0.001380936,0.00001726734,0.0001001052,0.00005756987,0.0002336828,0.000009155849,0.0002114756],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.6979269,"threshold_uncertainty_score":0.2921331,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.311299903121911,"score_gpt":0.4382094126809542,"score_spread":0.1269095095590432,"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."}}