{"id":"W4404635088","doi":"10.3390/jrfm17120531","title":"Fitting the Seven-Parameter Generalized Tempered Stable Distribution to Financial Data","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":6,"is_retracted":false,"has_abstract":true,"ca_institutions":"York University","funders":"","keywords":"Mathematics; Estimation theory; Fractional Brownian motion; Probability density function; Shape parameter; Statistics; Distribution (mathematics); Function (biology); Location parameter; Applied mathematics; Probability distribution; Brownian motion; Mathematical analysis","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":true,"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":[0.006484179,0.000859111,0.001012718,0.002035902,0.0007621671,0.001454246,0.001938779,0.001497693,0.00228397],"category_scores_gemma":[0.02608914,0.0005164992,0.002179614,0.001406914,0.001276222,0.002641826,0.00152022,0.001807535,0.0005628635],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0008823478,"about_ca_system_score_gemma":0.001141645,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003382018,"about_ca_topic_score_gemma":0.001804151,"domain_scores_codex":[0.9982064,0.0008327882,0.000100802,0.0003743489,0.0003329541,0.0001526904],"domain_scores_gemma":[0.9924764,0.004513119,0.0008219944,0.001124754,0.000845005,0.0002187567],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.000153781,0.00009779886,0.02146613,0.0001509275,0.0002491672,0.0004961292,0.0005241489,0.7984403,0.004880798,0.1007285,0.001291783,0.07152051],"study_design_scores_gemma":[0.00001093673,0.00004689814,0.001974435,0.00001710871,0.00001277603,0.0001237992,0.0000472969,0.9681466,0.0006238365,0.02829096,0.000673002,0.00003227676],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.07045709,0.00009256393,0.9280676,0.000139108,0.00003492105,0.0000810387,0.0001367946,0.0003321284,0.0006587976],"genre_scores_gemma":[0.729861,0.0001865824,0.267663,0.0001555396,0.00005908744,0.0002738802,0.000634007,0.0001926653,0.0009742969],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.006484179,"threshold_uncertainty_score":0.03429204,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03688213281260796,"score_gpt":0.2471449155585727,"score_spread":0.2102627827459647,"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."}}