{"id":"W50605959","doi":"10.1007/978-1-4899-7442-6_10","title":"Parameter Estimation in a Weak Hidden Markov Model with Independent Drift and Volatility","year":2014,"lang":"en","type":"book-chapter","venue":"International series in management science/operations research/International series in operations research & management science","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"ca_institutions":"Western University","funders":"","keywords":"Econometrics; Estimation; Volatility (finance); Hidden Markov model; Markov chain; Stochastic volatility; Mathematics; Statistical physics; Statistics; Computer science; Economics; Artificial intelligence; 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":[0.004241394,0.001024102,0.001971115,0.0008741595,0.0005343054,0.001545372,0.002472477,0.002452281,0.002008441],"category_scores_gemma":[0.01939008,0.001733468,0.001439037,0.001048997,0.001642008,0.003557749,0.002513917,0.002242262,0.0004780828],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0008391024,"about_ca_system_score_gemma":0.00129494,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.008346325,"about_ca_topic_score_gemma":0.005181116,"domain_scores_codex":[0.9991198,0.0004133412,0.00007012342,0.0001759673,0.0001257086,0.00009507517],"domain_scores_gemma":[0.9835243,0.01491902,0.0005728916,0.0003739507,0.0004379578,0.000171874],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0001328638,0.00003001374,0.001377976,0.00008072209,0.00008209413,0.00007373981,0.00009816194,0.9267677,0.0007495004,0.05432043,0.0004762901,0.01581048],"study_design_scores_gemma":[0.000005450087,0.000005122892,0.00007479439,0.000003999877,0.000006205407,0.000005087919,0.000002647375,0.9866244,0.00009068272,0.01313662,0.00003961363,0.000005452661],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.04205409,0.0003611372,0.9561769,0.0004188303,0.00003839693,0.0000145728,0.00008608222,0.0001472787,0.0007026328],"genre_scores_gemma":[0.8539254,0.001004834,0.1344203,0.0002647739,0.0001957312,0.0001737094,0.0007705671,0.0002080439,0.009036769],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.008346325,"threshold_uncertainty_score":0.0224309,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.06274208165487732,"score_gpt":0.3475287725979481,"score_spread":0.2847866909430707,"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."}}