{"id":"W4391277884","doi":"10.1080/01605682.2024.2305646","title":"A class of distorted Gaussian copulas: theories and applications","year":2024,"lang":"en","type":"article","venue":"Journal of the Operational Research Society","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"ca_institutions":"Simon Fraser University","funders":"","keywords":"Class (philosophy); Gaussian; Computer science; Econometrics; Statistical physics; Mathematics; Mathematical economics; Mathematical optimization; Applied mathematics; Artificial intelligence; Physics","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":[0.002679238,0.001316351,0.001284221,0.002520259,0.0008914758,0.003069396,0.001598313,0.001414699,0.003820237],"category_scores_gemma":[0.01231086,0.0005937656,0.001522493,0.002786266,0.002020312,0.003862795,0.001747565,0.00295189,0.0007010688],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001620603,"about_ca_system_score_gemma":0.001348399,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003970672,"about_ca_topic_score_gemma":0.001974444,"domain_scores_codex":[0.9986523,0.0004159487,0.00007260839,0.0002850565,0.0004112769,0.0001628355],"domain_scores_gemma":[0.9947491,0.002530913,0.0008022767,0.0006323904,0.001026761,0.0002584655],"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":[0.00002004864,0.00002604814,0.001871785,0.00009375432,0.00007372165,0.0002255682,0.0001582706,0.06010164,0.0006357595,0.9021686,0.003777264,0.03084761],"study_design_scores_gemma":[0.000009405593,0.00002164453,0.001033267,0.00004865629,0.00002540952,0.0003627311,0.00008796796,0.4089475,0.0003115419,0.5801932,0.008924366,0.00003437275],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.01910039,0.002811878,0.9667428,0.001028575,0.0001499554,0.00005712382,0.0003040145,0.0002049743,0.009600262],"genre_scores_gemma":[0.8028267,0.01116477,0.1723204,0.0008820803,0.001219299,0.0002452141,0.0008920219,0.000266683,0.01018282],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.003970672,"threshold_uncertainty_score":0.01416934,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.06726802500815804,"score_gpt":0.337276108048369,"score_spread":0.270008083040211,"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."}}