{"id":"W4400876867","doi":"10.3390/jrfm17070310","title":"Estimation of Optimal Hedge Ratio: A Wild Bootstrap Approach","year":2024,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Econometrics; Statistics; Estimation; Mathematics; Hedge; Economics; Botany; Biology","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":[0.000952409,0.0001255079,0.0003854611,0.0003945261,0.00007799029,0.00007527609,0.0001250561,0.00007662691,0.00001241402],"category_scores_gemma":[0.00009154917,0.0001253872,0.000164482,0.0002693368,0.00004952791,0.0003347859,0.00004753329,0.0002241553,0.000008769067],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00004409608,"about_ca_system_score_gemma":0.00002614405,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00004833775,"about_ca_topic_score_gemma":0.000002290805,"domain_scores_codex":[0.9986761,0.00001328561,0.0008765155,0.000203264,0.00007378508,0.0001570137],"domain_scores_gemma":[0.9993689,0.0000345271,0.0003867434,0.0001227744,0.00003464671,0.00005242991],"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":[0.0001280789,0.0001783999,0.004449105,0.0005154184,0.00006852482,0.00002598573,0.002301831,0.02336442,0.000004766357,0.6030098,0.000848994,0.3651047],"study_design_scores_gemma":[0.001414411,0.0005321821,0.07000748,0.000402041,0.0001726924,0.00003416542,0.0003841956,0.7126597,0.00006785847,0.1436612,0.07017977,0.0004843028],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3020396,0.007866489,0.6877677,0.00004291992,0.0003938869,0.0001182584,0.00003719093,0.000009531125,0.001724454],"genre_scores_gemma":[0.9770375,0.003138058,0.01952711,0.00001819653,0.000163566,0.000003967633,0.000003047405,0.00001227254,0.00009626398],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.6892953,"threshold_uncertainty_score":0.5113141,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02492428360264579,"score_gpt":0.232943537509382,"score_spread":0.2080192539067362,"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."}}