{"id":"W2075174901","doi":"10.1142/s0219024905002986","title":"AFFINE LATTICE MODELS","year":2005,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":9,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Toronto","funders":"Eidgenössische Technische Hochschule Zürich; National Science Council","keywords":"Affine transformation; Lattice (music); Markov chain; Stochastic game; Applied mathematics; Computer science; Mathematics; Markov process; Continuous-time Markov chain; Mathematical optimization; Markov property; Markov model; Mathematical economics; Pure mathematics; Physics; Statistics","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":[0.00112062,0.0005926178,0.001070328,0.001033862,0.000952155,0.003735065,0.002401882,0.001886902,0.01335767],"category_scores_gemma":[0.00518549,0.0004608866,0.001472305,0.001492659,0.001694836,0.004309097,0.001680368,0.00305286,0.002074682],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001537594,"about_ca_system_score_gemma":0.00141975,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.005487156,"about_ca_topic_score_gemma":0.003629734,"domain_scores_codex":[0.9987532,0.0003719583,0.00006115919,0.0002123828,0.0004027989,0.0001985286],"domain_scores_gemma":[0.9982521,0.0006209484,0.0003295933,0.0002979047,0.0002808548,0.0002185443],"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":[0.0000127224,0.00001823359,0.0001978023,0.00002002814,0.00000960489,0.00007083974,0.00005321838,0.04728376,0.0002659825,0.946815,0.001255742,0.003996881],"study_design_scores_gemma":[0.00002072671,0.00002050009,0.00007643216,0.00001326405,0.000006647913,0.00009138934,0.00004005131,0.34485,0.0001554821,0.6456128,0.009093067,0.00001971157],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.02589238,0.001010085,0.9282572,0.001441967,0.0004022672,0.0001032866,0.0009721799,0.0004532079,0.04146736],"genre_scores_gemma":[0.7539432,0.002128406,0.1915999,0.0007837027,0.0005822363,0.0003932973,0.001306583,0.0002493853,0.04901328],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01335767,"threshold_uncertainty_score":0.04468584,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0133537960120771,"score_gpt":0.226087626116203,"score_spread":0.2127338301041259,"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."}}