MétaCan
Menu
Back to cohort
Record W1978243706 · doi:10.1080/00949650108812126

An algorithm to determine the parameters of<i>S<sub>U</sub></i>-curves in the johnson system of probabillity distributions by moment matching<sup>∗</sup>

2001· article· en· W1978243706 on OpenAlexaff
Hans J. H. Tuenter

Bibliographic record

VenueJournal of Statistical Computation and Simulation · 2001
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsYork University
Fundersnot available
KeywordsMathematicsMoment (physics)Parametrization (atmospheric modeling)Matching (statistics)AlgorithmApplied mathematicsMathematical optimizationStatistics

Abstract

fetched live from OpenAlex

We describe an algorithm to fit an SU -Curve of the Johnson system by moment matching. The algorithm follows from a new parametrization, and reduces the problem to a root finding procedure that can be implemented efficiently using a bisection or a Newton-Raphson method. This allows the four parameters of the Johnson curve to be determined to any desired degree of accuracy, and is fast enough to be implemented in a real-time setting. A practical application of the method lies in the fact that many firms use the Johnson system to manage financial risk

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 machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.008
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.015
Threshold uncertainty score0.051

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.008
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0020.002
Science and technology studies0.0010.001
Scholarly communication0.0020.002
Open science0.0020.002
Research integrity0.0020.002
Insufficient payload (model declined to judge)0.0150.006

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 head0.031
GPT teacher head0.271
Teacher spread0.240 · 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 source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreMethods

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

Citations27
Published2001
Admission routes1
Has abstractyes

Explore more

Same venueJournal of Statistical Computation and SimulationSame topicFinancial Risk and Volatility ModelingFrench-language works237,207