{"id":"W149675061","doi":"10.2139/ssrn.1158848","title":"Estimation of the Asset Price Distribution Using the Maximum Entropy Principle","year":2008,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"Kootenay Association for Science & Technology","funders":"","keywords":"Principle of maximum entropy; Econometrics; Mathematics; Asset (computer security); Economics; Statistics; Computer science","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":[0.001940818,0.0004542516,0.001014192,0.00110284,0.0003272063,0.001281163,0.000771841,0.0008200594,0.001449635],"category_scores_gemma":[0.008562673,0.0006339538,0.0007361269,0.0005617435,0.0009327004,0.002249669,0.001244335,0.001144039,0.000288868],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004212457,"about_ca_system_score_gemma":0.000609316,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001067299,"about_ca_topic_score_gemma":0.0007212874,"domain_scores_codex":[0.999321,0.000372753,0.00002687953,0.00008780791,0.0001482565,0.00004320768],"domain_scores_gemma":[0.9950157,0.004345564,0.0002326858,0.0001676317,0.000152139,0.0000862564],"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":[0.0001774462,0.00007034432,0.003120686,0.0001123497,0.0001524245,0.0001716998,0.00007595248,0.8652055,0.005176406,0.07080713,0.0007627361,0.05416736],"study_design_scores_gemma":[0.000005438734,0.000007098826,0.0005391937,0.00000330809,0.000003171539,0.00001567471,0.000002025753,0.9812161,0.0003611389,0.01777464,0.00006521252,0.000006873467],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.04946133,0.0001537799,0.9491407,0.0001822916,0.00001456873,0.00001384826,0.00005918156,0.0001256739,0.0008486263],"genre_scores_gemma":[0.8908846,0.0003395721,0.1065927,0.00005956729,0.000144916,0.00004636186,0.0002790209,0.00009458289,0.001558578],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.001940818,"threshold_uncertainty_score":0.01026416,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01926060534403992,"score_gpt":0.2345808041569586,"score_spread":0.2153201988129187,"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."}}