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Record W1959438468 · doi:10.1002/asmb.2095

Simulated maximum likelihood in autoregressive models with stochastic volatility errors

2014· article· en· W1959438468 on OpenAlexafffund
Bei Chen, Bovas Abraham

Bibliographic record

VenueApplied Stochastic Models in Business and Industry · 2014
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsUniversity of Waterloo
FundersNatural Sciences and Engineering Research Council of Canada
KeywordsStochastic volatilityConditional varianceAutoregressive modelHeteroscedasticityEconometricsAutoregressive conditional heteroskedasticityVolatility (finance)STAR modelSETARConditional expectationMathematicsStatisticsAutoregressive integrated moving averageTime series

Abstract

fetched live from OpenAlex

Autoregressive conditional heteroscedastic type and stochastic volatility (SV) models are designed to analyze and model the conditional variance (volatility), but in some contexts the specification of the conditional mean is also important. In this paper we consider a combination model in which the conditional mean is modeled by an autoregressive (AR) model and conditional variance is modeled by an SV model. We call this model an AR( p )‐SV model, consider some of its properties, discuss its likelihood, and estimate its parameters using simulated maximum likelihood. We also estimate the volatilities by a particle filter. Then these methods are applied to four financial time series. Copyright © 2014 John Wiley & Sons, Ltd.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.510
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0000.000
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.029
GPT teacher head0.214
Teacher spread0.186 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2014
Admission routes2
Has abstractyes

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