{"id":"W7132893544","doi":"","title":"Essays on structural credit risk modelling and financial econometrics","year":2006,"lang":"","type":"dissertation","venue":"TSpace","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Library and Archives Canada","funders":"","keywords":"Credit risk; Stock (firearms); Equity (law); Monte Carlo method; Credit rating; Capital asset pricing model; Smoothing; Econometric model","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":[0.003236389,0.001017848,0.001062065,0.001944791,0.0006090396,0.002247432,0.000925732,0.002679052,0.00673815],"category_scores_gemma":[0.01798187,0.0005624554,0.001538328,0.00238779,0.003210149,0.003435622,0.001265597,0.004486263,0.002225431],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001590012,"about_ca_system_score_gemma":0.001060199,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001846969,"about_ca_topic_score_gemma":0.001246915,"domain_scores_codex":[0.9986517,0.0005579563,0.0001160316,0.0001984866,0.0003977807,0.0000781009],"domain_scores_gemma":[0.9857755,0.01183271,0.0004968629,0.0007542077,0.0009490529,0.0001917196],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00004382255,0.0001355508,0.002631279,0.0005007364,0.0001179369,0.0002307555,0.0004570552,0.0259513,0.0004139053,0.6913008,0.1334535,0.1447634],"study_design_scores_gemma":[0.00002024769,0.00004950294,0.002318333,0.0005382841,0.00002932678,0.0001797737,0.0001879496,0.02201364,0.000206137,0.7416108,0.2327961,0.00004999526],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.01245177,0.1424647,0.5309598,0.1921403,0.02143607,0.0001058904,0.001076966,0.0005940504,0.09877048],"genre_scores_gemma":[0.3288004,0.2427143,0.1438629,0.02763973,0.05980942,0.0005492194,0.001468997,0.0006942379,0.1944608],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.00673815,"threshold_uncertainty_score":0.0225414,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.031498920391367,"score_gpt":0.2594008394547553,"score_spread":0.2279019190633883,"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."}}