{"id":"W2006564996","doi":"10.1016/j.srfe.2010.05.001","title":"Internationally affine term structure models","year":2011,"lang":"en","type":"article","venue":"The Spanish Review of Financial Economics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":false,"ca_institutions":"Bank of Canada","funders":"","keywords":"Affine transformation; Term (time); Affine term structure model; Depreciation (economics); Set (abstract data type); Econometrics; Mathematics; Applied mathematics; Computer science; Yield curve; Pure mathematics; Economics; Physics","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":[0.001338828,0.001005088,0.001103241,0.001109572,0.0004351049,0.003335017,0.001173387,0.001807202,0.008531487],"category_scores_gemma":[0.004431179,0.0003500124,0.0008844265,0.001995773,0.001049534,0.002997333,0.001022184,0.002315258,0.002377023],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001358816,"about_ca_system_score_gemma":0.0008062054,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003798678,"about_ca_topic_score_gemma":0.002222961,"domain_scores_codex":[0.9993758,0.0001961093,0.0000357315,0.0001580829,0.0001460005,0.00008822377],"domain_scores_gemma":[0.9987979,0.0003805606,0.000324176,0.0002008389,0.0002121405,0.00008430523],"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":[0.00001846688,0.00001787272,0.0007208037,0.00003766748,0.00003132405,0.00007464516,0.00005931315,0.03679145,0.0001442573,0.9419069,0.004841036,0.01535629],"study_design_scores_gemma":[0.00001812989,0.00001880811,0.001049664,0.00004141782,0.00004458773,0.00009795938,0.00004000037,0.1084248,0.0001538077,0.8685628,0.02152694,0.00002104625],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.11952,0.03252467,0.6162446,0.01095621,0.001602461,0.00007199284,0.002533549,0.00108804,0.2154585],"genre_scores_gemma":[0.8635812,0.01420817,0.02061128,0.0004691756,0.001320804,0.00007683567,0.002139339,0.0002827094,0.09731047],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.008531487,"threshold_uncertainty_score":0.02854067,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04071267559154255,"score_gpt":0.2185481522002693,"score_spread":0.1778354766087267,"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."}}