{"id":"W4385236954","doi":"10.2139/ssrn.4517802","title":"Geometric Compound Hawkes Process and its Applications in Finance","year":2023,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Point processes and geometric inequalities","field":"Mathematics","cited_by":1,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Calgary","funders":"","keywords":"Process (computing); Computer science; Finance; Business; Programming language","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":[0.001573201,0.0001308814,0.0002195477,0.0008888899,0.0002092557,0.00005919833,0.0002157344,0.00006092603,0.000009561309],"category_scores_gemma":[0.0007321081,0.000113136,0.00003884646,0.003263336,0.00002341315,0.0002170991,0.00003921087,0.0008083921,0.00002133044],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001907683,"about_ca_system_score_gemma":0.0007035763,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00001012401,"about_ca_topic_score_gemma":0.0001561055,"domain_scores_codex":[0.9978628,0.00002932711,0.0003286415,0.0001749654,0.0002434048,0.001360931],"domain_scores_gemma":[0.9991257,0.0004591592,0.0001551736,0.00009945151,0.0001189291,0.00004159557],"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":[0.00001205884,0.00008957396,0.001773427,0.0002139804,0.00004067636,0.000005027962,0.00053906,0.00004434403,0.00001375771,0.9899299,0.0001255866,0.007212665],"study_design_scores_gemma":[0.0003799918,0.00008074229,0.0006411321,0.00003324307,0.0000138069,0.0001499679,0.003744134,0.0002843513,0.00009822824,0.993084,0.001337701,0.0001527678],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9863554,0.007860332,0.004250176,0.0004490785,0.00003978839,0.0002221209,0.000006354929,0.00006901004,0.000747748],"genre_scores_gemma":[0.9864909,0.01062729,0.0000631615,0.00002148785,0.00009248932,0.00004531069,0.000003935152,0.00001919664,0.002636221],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.007059897,"threshold_uncertainty_score":0.4613554,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03158467631466866,"score_gpt":0.322890321966824,"score_spread":0.2913056456521553,"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."}}