{"id":"W7096065284","doi":"","title":"CHAPTER 5. MULTIVARIATE MODELS","year":2014,"lang":"en","type":"article","venue":"","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Multivariate statistics; Volatility (finance); Diversification (marketing strategy); Equity (law); Financial market; Autoregressive conditional heteroskedasticity; Stock (firearms); Capital asset pricing model; Stock exchange","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":"codex-gemma-dda1882f352a","candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0003618182,0.00007973993,0.0001846723,0.00007088904,0.00006293478,0.00002575033,0.0001022767,0.00005578009,0.000357399],"category_scores_gemma":[0.00004993822,0.00008572594,0.0000651441,0.00004453439,0.00001523979,0.0002008297,0.00003283301,0.0000669526,0.0009433609],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00001243162,"about_ca_system_score_gemma":0.000001977159,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0006272022,"about_ca_topic_score_gemma":0.00002032552,"domain_scores_codex":[0.9992628,0.000003398684,0.0003049686,0.0002439986,0.0000151887,0.0001696648],"domain_scores_gemma":[0.9996275,0.00001924822,0.00007180709,0.0002199068,0.00001530825,0.00004623228],"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":[0.000003145886,0.00001207019,0.001790447,0.000002323327,0.000003108066,7.55432e-8,0.0001183572,0.001237959,0.000006770532,0.9933422,0.0000347661,0.003448729],"study_design_scores_gemma":[0.0001316052,0.00001102931,0.00127677,0.000001651964,4.83866e-7,1.483467e-7,0.000002715024,0.5593458,0.00001663348,0.4219103,0.01721854,0.00008428239],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.05874192,0.0001485787,0.6470279,0.0002034112,0.0001623049,0.00005370042,0.000007889086,0.00005248839,0.2936018],"genre_scores_gemma":[0.990607,0.00002900865,0.007282746,0.0003163713,0.00007520441,0.000004293138,0.000001912787,0.00001231896,0.001671145],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.9318651,"threshold_uncertainty_score":0.9998345,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.06566371181505644,"score_gpt":0.2174850759546719,"score_spread":0.1518213641396154,"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."}}