{"id":"W4407979027","doi":"10.1007/s10614-025-10864-w","title":"Augmented Graphical Ridge Estimation with Application in the Cryptocurrency Market","year":2025,"lang":"en","type":"article","venue":"Computational Economics","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Toronto Metropolitan University","funders":"Iran National Science Foundation; University of Pretoria","keywords":"Cryptocurrency; Ridge; Graphical model; Estimation; Computer science; Econometrics; Artificial intelligence; Economics; Geology; Paleontology; World Wide Web","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":[0.00425087,0.0005597131,0.001074585,0.0009295802,0.0003017356,0.0008489483,0.001222959,0.00103885,0.001624347],"category_scores_gemma":[0.01371317,0.0004562261,0.0008708261,0.0009958403,0.0007799817,0.0009469994,0.001279479,0.001485257,0.0002982697],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003493903,"about_ca_system_score_gemma":0.001086473,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00573803,"about_ca_topic_score_gemma":0.006188017,"domain_scores_codex":[0.9986894,0.0008795101,0.00004108059,0.0001552182,0.0001454416,0.00008932194],"domain_scores_gemma":[0.993337,0.004972284,0.0004378642,0.0006241981,0.000491905,0.0001366968],"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":[0.0001616813,0.0001166869,0.006902403,0.00009428916,0.0001636642,0.0001817898,0.00007697786,0.8637062,0.001821296,0.03422993,0.001517368,0.09102777],"study_design_scores_gemma":[0.000006307661,0.000008933672,0.0002671171,0.000002572971,0.000003818981,0.000007277571,0.000003580436,0.9960386,0.000133711,0.003398346,0.0001259387,0.000003886241],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.07066043,0.000303521,0.9270502,0.0004035418,0.00002978768,0.00002801111,0.0001340698,0.0006983094,0.0006922177],"genre_scores_gemma":[0.7647978,0.0003307903,0.23215,0.0001494836,0.00006895718,0.00006809845,0.0004130341,0.0001474515,0.0018744],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.00573803,"threshold_uncertainty_score":0.02248102,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01426168017959838,"score_gpt":0.2329539577111924,"score_spread":0.218692277531594,"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."}}