{"id":"W7045507388","doi":"","title":"Applications of hidden Markov models in financial modelling","year":2008,"lang":"en","type":"other","venue":"OpenGrey (Institut de l'Information Scientifique et Technique)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Hidden Markov model; Markov chain; Variable-order Markov model; Hidden semi-Markov model; Markov model; Markov renewal process; Markov process; Forward algorithm; Markov property; Financial market","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002621402,0.001333108,0.00128797,0.001736205,0.000633363,0.002034203,0.002020669,0.002115958,0.00402282],"category_scores_gemma":[0.01016571,0.0009056226,0.001953812,0.002433486,0.00142686,0.002537336,0.001582621,0.002968203,0.0007979741],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002037328,"about_ca_system_score_gemma":0.001961316,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01312128,"about_ca_topic_score_gemma":0.008128826,"domain_scores_codex":[0.9983596,0.0008731412,0.0001079795,0.0002282793,0.0003425878,0.00008830368],"domain_scores_gemma":[0.9936699,0.005375902,0.0003495682,0.000238937,0.0002939559,0.0000716857],"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":[0.00002003789,0.00002845992,0.001242243,0.0001692764,0.0001059934,0.000163251,0.0002163846,0.6780076,0.0002428735,0.2904993,0.001488325,0.02781614],"study_design_scores_gemma":[0.000007819666,0.00001018638,0.0001703646,0.00004922214,0.00001240271,0.00003410536,0.00002173313,0.797314,0.00009669956,0.198802,0.003463141,0.00001839383],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.003557965,0.003375092,0.9868385,0.001034715,0.0001565843,0.00004105179,0.0003200108,0.0002884174,0.004387701],"genre_scores_gemma":[0.5136975,0.0172578,0.4539334,0.0006863737,0.001094133,0.0005706481,0.0015617,0.0002356457,0.01096284],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.01312128,"threshold_uncertainty_score":0.02608979,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02857160662918437,"score_gpt":0.2439067306507723,"score_spread":0.215335124021588,"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."}}