{"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":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow","sts","research_integrity"],"consensus_categories":[],"category_scores_codex":[0.000689344,0.001056844,0.001694891,0.002023852,0.001327473,0.0005082478,0.0004876677,0.00136907,0.0005635538],"category_scores_gemma":[0.0006348492,0.001405645,0.000534214,0.001342094,0.0002041688,0.0004002198,0.00009783882,0.001472172,0.0003554065],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000440022,"about_ca_system_score_gemma":0.0002230522,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00490693,"about_ca_topic_score_gemma":0.0007468905,"domain_scores_codex":[0.994965,0.00004790453,0.001882472,0.001870639,0.0001954369,0.001038616],"domain_scores_gemma":[0.9958098,0.0003873188,0.002409083,0.0008692468,0.0001860334,0.0003385486],"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":[0.0007090059,0.0003970829,0.1224055,0.0005481616,0.0002379996,0.00003376222,0.01119499,0.3935881,0.000002660586,0.4271848,0.007625165,0.03607281],"study_design_scores_gemma":[0.002408039,0.0006805467,0.4056405,0.0002327446,0.0002632397,0.000008066479,0.001042662,0.429589,0.00005155917,0.08718274,0.06989247,0.00300837],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9294193,0.008927388,0.01954711,0.0001359924,0.005480036,0.0008143195,0.001913591,0.00007681038,0.03368542],"genre_scores_gemma":[0.9684356,0.007017333,0.001632358,0.0000253368,0.002578428,0.0001058454,0.001629096,0.0001794781,0.01839651],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.3400021,"threshold_uncertainty_score":0.9999726,"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."}}