{"id":"W7100829589","doi":"","title":"Université de Montréal and CREST","year":2006,"lang":"en","type":"article","venue":"","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Skewness; Conditional probability distribution; Conditional variance; Volatility (finance); Stochastic volatility; Leverage (statistics); Conditional expectation","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":["insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.0008517611,0.001438636,0.001124408,0.001656151,0.002724393,0.005069867,0.00223392,0.001859167,0.6030454],"category_scores_gemma":[0.00343623,0.0004151454,0.0007298681,0.002073881,0.001144742,0.001770751,0.002354837,0.001295319,0.2315093],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.008179743,"about_ca_system_score_gemma":0.0111349,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.2178584,"about_ca_topic_score_gemma":0.2989464,"domain_scores_codex":[0.9982152,0.0001364218,0.00005610276,0.0005476714,0.0006726347,0.0003719487],"domain_scores_gemma":[0.9976521,0.0002386269,0.0001046895,0.0002270029,0.0009368521,0.000840837],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","study_design_scores_codex":[0.0002706007,0.0001748418,0.004787091,0.0005777848,0.00005223065,0.001557,0.000687292,0.0008247988,0.002051968,0.0636653,0.6226963,0.3026548],"study_design_scores_gemma":[0.00001828518,0.00002609752,0.002416908,0.000111593,0.000008975634,0.0002253256,0.0001551733,0.0002608977,0.0003255239,0.002180059,0.9942532,0.00001800738],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","genre_codex":"other","genre_gemma":"other","genre_scores_codex":[0.005178402,0.009362867,0.003564914,0.01400262,0.002571366,0.0001732373,0.01125226,0.00132372,0.9525707],"genre_scores_gemma":[0.01991769,0.003156258,0.002099936,0.0008899739,0.0002547847,0.00005584017,0.003138573,0.0002776862,0.9702093],"genre_candidate":"other","genre_consensus":"other","teacher_disagreement_score":0.3969546,"threshold_uncertainty_score":0.5662075,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.008252112027130748,"score_gpt":0.1424520349746284,"score_spread":0.1341999229474977,"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."}}