{"id":"W1695147606","doi":"","title":"Stepping Through Fourier Space","year":2008,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Toronto","funders":"","keywords":"Stochastic volatility; Fourier transform; Lévy process; Space (punctuation); Valuation of options; Class (philosophy); Path (computing); Spacetime; Applied mathematics; Volatility (finance); Mathematics; Computer science; Mathematical optimization; Mathematical analysis; Physics; Econometrics","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":[0.0008116668,0.0004406168,0.0004169211,0.0004306299,0.0002964098,0.0007044299,0.0006650023,0.0009693515,0.003868773],"category_scores_gemma":[0.002699485,0.0002304335,0.0006606388,0.0004384357,0.0008168326,0.0009867362,0.0008874426,0.001247144,0.000712299],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004019588,"about_ca_system_score_gemma":0.0006142111,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001739024,"about_ca_topic_score_gemma":0.001485784,"domain_scores_codex":[0.9997891,0.00008195078,0.00001235528,0.00002299144,0.00007839324,0.00001513644],"domain_scores_gemma":[0.9993747,0.0003834818,0.00003970706,0.00009679417,0.00008015738,0.00002515358],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0001065068,0.00009104714,0.000769849,0.0002189797,0.00006509142,0.0001903167,0.0002574573,0.4173921,0.01518065,0.4244071,0.00249986,0.138821],"study_design_scores_gemma":[0.00001185949,0.00002540283,0.00008242922,0.00001432719,0.000004507353,0.00004414816,0.00001159752,0.960703,0.001800368,0.03372228,0.00356835,0.00001182491],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.01062332,0.0002197061,0.9855549,0.00011829,0.00008260039,0.00003822834,0.00003609459,0.0001351599,0.003191605],"genre_scores_gemma":[0.2641219,0.0007680936,0.7228718,0.0001798125,0.00007319851,0.0002490061,0.0001342901,0.0001511043,0.01145082],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.003868773,"threshold_uncertainty_score":0.01294231,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02520577237966664,"score_gpt":0.2205924472443944,"score_spread":0.1953866748647278,"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."}}