{"id":"W4404195195","doi":"10.1111/jtsa.12790","title":"Modal volatility function","year":2024,"lang":"en","type":"article","venue":"Journal of Time Series Analysis","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Victoria","funders":"Social Sciences and Humanities Research Council of Canada","keywords":"Mathematics; Modal; Volatility (finance); Econometrics; Applied mathematics","routes":{"ca_aff":true,"ca_fund":true,"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":[0.001836318,0.0005561826,0.0006779594,0.001197477,0.0002724571,0.001351586,0.001378681,0.0008446863,0.003180921],"category_scores_gemma":[0.008160589,0.0002914159,0.0007490373,0.0006776858,0.0006034048,0.002369103,0.001053717,0.001232323,0.0005355928],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004775579,"about_ca_system_score_gemma":0.0005538833,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0008610336,"about_ca_topic_score_gemma":0.0006671628,"domain_scores_codex":[0.9992943,0.0001822539,0.00003506387,0.0001858695,0.0002419488,0.00006064309],"domain_scores_gemma":[0.998008,0.001085503,0.0002917236,0.0002394498,0.0003253416,0.00004996889],"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":[0.0001011132,0.00007928393,0.009809848,0.0002560822,0.0001733013,0.0002313539,0.0001785894,0.2497352,0.01255346,0.5081964,0.003124473,0.2155608],"study_design_scores_gemma":[0.000007101649,0.00004286287,0.00283096,0.00002850771,0.00002753732,0.0001751536,0.0000245416,0.9109326,0.002292637,0.08027615,0.003323265,0.00003858175],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.01452083,0.0002862038,0.9826189,0.0001457175,0.00003771117,0.00002569144,0.00009534054,0.0001656243,0.002103851],"genre_scores_gemma":[0.8004914,0.001234152,0.1883126,0.0002382975,0.000248395,0.000208718,0.0005677342,0.0001818059,0.008516896],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.003180921,"threshold_uncertainty_score":0.01064122,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01383527794453655,"score_gpt":0.2095093678025094,"score_spread":0.1956740898579728,"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."}}