{"id":"W1831254627","doi":"10.1109/icppw.2002.1039745","title":"Performance evaluation of parallel algorithms for pricing multidimensional financial derivatives","year":2003,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":17,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Manitoba","funders":"","keywords":"Computer science; Algorithm; Parallel computing; Finance; 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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002330743,0.001130091,0.001094904,0.001058511,0.001086971,0.001421749,0.001899457,0.001094524,0.002931053],"category_scores_gemma":[0.008905279,0.0004205103,0.0006365103,0.002487184,0.0009911295,0.001883402,0.0009231916,0.001080032,0.0006594188],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00161952,"about_ca_system_score_gemma":0.002251276,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01073205,"about_ca_topic_score_gemma":0.0060149,"domain_scores_codex":[0.998395,0.0005223677,0.0001331256,0.0001771522,0.0005799634,0.0001922741],"domain_scores_gemma":[0.9935523,0.003134555,0.0003420102,0.0009544847,0.001684603,0.0003319907],"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":[0.001048095,0.0005045168,0.004137211,0.0002657923,0.0001413973,0.0001702012,0.0002119613,0.8595455,0.006485458,0.01472636,0.00416541,0.1085981],"study_design_scores_gemma":[0.00009499592,0.00006903301,0.0002724162,0.000004726259,0.00001007068,0.00002570286,0.0000303192,0.9926479,0.002884362,0.003329132,0.0006227727,0.000008608787],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6099029,0.002048176,0.357144,0.001190686,0.000359625,0.0003413327,0.0005706269,0.007508475,0.02093419],"genre_scores_gemma":[0.7236633,0.0006791768,0.2715617,0.000130874,0.00006578505,0.0002328351,0.0008366071,0.0004376751,0.002392066],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01073205,"threshold_uncertainty_score":0.02133918,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.07076536789795926,"score_gpt":0.2777040616982759,"score_spread":0.2069386938003166,"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."}}