{"id":"W141825768","doi":"10.1007/978-3-540-95974-8_4","title":"Ant Colony Optimization for Option Pricing","year":2009,"lang":"en","type":"book-chapter","venue":"Studies in computational intelligence","topic":"Metaheuristic Optimization Algorithms Research","field":"Computer Science","cited_by":4,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Manitoba","funders":"","keywords":"Ant colony optimization algorithms; Computer science; Mathematical optimization; Binomial options pricing model; Dynamic pricing; Valuation of options; Heuristic; Optimization problem; Finance; Algorithm; Mathematics; Economics","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"],"consensus_categories":[],"category_scores_codex":[0.0008240795,0.0003776524,0.0005511456,0.0006389411,0.0002308931,0.0001401607,0.0008903273,0.0001895738,0.00004541834],"category_scores_gemma":[0.0007051424,0.0003952756,0.0001240534,0.0002937661,0.0002199105,0.0002994058,0.0003579891,0.000341169,0.00004468938],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000513511,"about_ca_system_score_gemma":0.0002756836,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.000002434545,"about_ca_topic_score_gemma":0.00000397492,"domain_scores_codex":[0.9970134,0.00005704167,0.0009148879,0.0008556935,0.0007988581,0.0003601016],"domain_scores_gemma":[0.9959711,0.001582549,0.0004010002,0.000386243,0.001577815,0.00008128698],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.000008155136,0.00001984735,6.506669e-7,0.00005434367,0.00004206946,0.00001027321,0.0002095292,0.6090292,9.474764e-8,0.338965,0.0004028638,0.05125798],"study_design_scores_gemma":[0.0001044011,0.0001410614,0.000003899204,0.0002352239,0.00001040905,0.00001104907,0.00002140435,0.7503327,0.000007065796,0.2457922,0.003061867,0.0002788119],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[3.565036e-7,0.001701458,0.9767028,0.0007543533,0.0007572247,0.001046667,0.00001820727,0.0001101488,0.01890879],"genre_scores_gemma":[0.0005009023,0.002140654,0.9582651,0.0002927509,0.0002143348,0.00009378038,0.0001009878,0.00003735347,0.0383541],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.1413035,"threshold_uncertainty_score":0.9998499,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1500055585392618,"score_gpt":0.4058184447291009,"score_spread":0.2558128861898391,"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."}}