{"id":"W4410455771","doi":"10.1007/978-3-031-92699-0_17","title":"Dynamic Log-Linear Probability Model with Interactions","year":2025,"lang":"en","type":"book-chapter","venue":"Advanced studies in theoretical and applied econometrics","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Mathematics; Computer science; Statistical physics; Statistics; Physics","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":[0.00156331,0.001376668,0.002329508,0.00112237,0.0008062157,0.003754131,0.003745099,0.003844061,0.02218998],"category_scores_gemma":[0.007203187,0.001211008,0.00133036,0.002090081,0.001691674,0.004887147,0.001972324,0.004169811,0.005385237],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001627137,"about_ca_system_score_gemma":0.001451154,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.007872713,"about_ca_topic_score_gemma":0.004320641,"domain_scores_codex":[0.9988238,0.0004149555,0.00004052249,0.0003520711,0.0002000788,0.0001685821],"domain_scores_gemma":[0.9954087,0.003464117,0.0003800729,0.0002562695,0.0003238759,0.0001669821],"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":[0.0001125683,0.0001197556,0.001163129,0.0001227568,0.0001012721,0.0004783158,0.0001409788,0.443547,0.0006225482,0.5278012,0.009724108,0.01606639],"study_design_scores_gemma":[0.00003438898,0.00004113153,0.0002845211,0.00001511039,0.00003936081,0.000230656,0.00002070921,0.8701703,0.0001127417,0.1255547,0.003464428,0.00003201497],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.03360247,0.001945199,0.9111755,0.005019122,0.0005169384,0.00009065088,0.003158622,0.00125359,0.0432379],"genre_scores_gemma":[0.6753389,0.003427085,0.04996704,0.001244689,0.0009658442,0.0005647482,0.002824572,0.0004511351,0.2652159],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.02218998,"threshold_uncertainty_score":0.07423288,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04804883112909521,"score_gpt":0.2744657326753324,"score_spread":0.2264169015462372,"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."}}