{"id":"W4396584004","doi":"10.3390/jrfm17050189","title":"Downside Risk in Australian and Japanese Stock Markets: Evidence Based on the Expectile Regression","year":2024,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Downside risk; Quantile regression; Stock (firearms); Econometrics; Economics; Value at risk; Regression; Financial economics; Risk management; Statistics; Geography; Mathematics; Finance","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002379091,0.0002536507,0.0003464568,0.0009482373,0.0002761832,0.0008540518,0.0003498084,0.0003602257,0.001051329],"category_scores_gemma":[0.008670779,0.0001390663,0.0006199843,0.0007494275,0.0006618098,0.001027935,0.0007236593,0.0007317634,0.000196921],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000208658,"about_ca_system_score_gemma":0.0002116644,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00908245,"about_ca_topic_score_gemma":0.004417942,"domain_scores_codex":[0.9992831,0.0002337297,0.00006157454,0.0001056666,0.0002497201,0.00006617278],"domain_scores_gemma":[0.9925104,0.002627642,0.002849879,0.000674971,0.001005536,0.0003314279],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0004085186,0.000141206,0.9729996,0.00006660575,0.0003326926,0.0005857744,0.0004978835,0.002273483,0.001020621,0.001997443,0.0005351241,0.01914115],"study_design_scores_gemma":[0.00001019479,0.0001832701,0.9877484,0.00001569084,0.0001353131,0.0001841803,0.0002753179,0.009593221,0.00042382,0.0007235009,0.0006915281,0.00001548566],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9970721,0.0006080485,0.000414034,0.0001465063,0.000006558552,0.000005559948,0.00006308955,0.000005230151,0.001678895],"genre_scores_gemma":[0.9993063,0.0002701971,0.00007073677,0.00002032317,0.00001181589,0.000001198462,0.00009081153,0.000001438343,0.0002271725],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.00908245,"threshold_uncertainty_score":0.01805913,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0240802493592801,"score_gpt":0.2398706096662646,"score_spread":0.2157903603069845,"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."}}