{"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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002792538,0.001520679,0.002596623,0.003861626,0.001540979,0.003642309,0.001612733,0.00395067,0.008308122],"category_scores_gemma":[0.01036715,0.0007204844,0.00173257,0.004086432,0.005898809,0.006597261,0.002907909,0.005048608,0.0005559715],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002272721,"about_ca_system_score_gemma":0.001426911,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002557328,"about_ca_topic_score_gemma":0.001511187,"domain_scores_codex":[0.9993231,0.0003366357,0.00002993549,0.0001128164,0.000127713,0.00006978727],"domain_scores_gemma":[0.9929609,0.00522,0.0005685391,0.0002305288,0.0004703559,0.0005496973],"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":[0.00000862646,0.000007309544,0.0001480142,0.00003669097,0.000009153754,0.00003499101,0.0000388817,0.002912008,0.00009112621,0.9946895,0.0006223334,0.001401402],"study_design_scores_gemma":[0.000008469655,0.000008259928,0.0001483885,0.00001250213,0.000007462935,0.00003173534,0.0000231013,0.02200222,0.00002929698,0.9765549,0.001163738,0.00000986398],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1922286,0.04573543,0.6332364,0.02279434,0.003153115,0.00008415588,0.0006250361,0.0003125924,0.1018303],"genre_scores_gemma":[0.8898237,0.02593835,0.04353688,0.001758662,0.00681917,0.0001463071,0.0003095667,0.0001637501,0.03150366],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.008308122,"threshold_uncertainty_score":0.02779341,"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."}}