{"id":"W2080563392","doi":"10.1006/jsco.2001.0508","title":"The Riccati Equation in Mathematical Finance","year":2002,"lang":"en","type":"article","venue":"Journal of Symbolic Computation","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":35,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Waterloo","funders":"","keywords":"Class (philosophy); Mathematics; Riccati equation; Computation; Mathematical finance; Linkage (software); Differential equation; Ordinary differential equation; Differential (mechanical device); Algebra over a field; Finance; Applied mathematics; Computer science; Pure mathematics; Algorithm; Mathematical analysis; Artificial intelligence","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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0004125367,0.00005751416,0.0001713829,0.0001187104,0.0000893671,0.00004493552,0.0001426003,0.00003541921,0.00001466374],"category_scores_gemma":[0.0002267932,0.00004933576,0.0000519576,0.0003214294,0.00002986882,0.0001329384,0.00001274366,0.0001161074,0.0001577856],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00006056502,"about_ca_system_score_gemma":0.00001019478,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.000006945176,"about_ca_topic_score_gemma":0.000002349025,"domain_scores_codex":[0.9990447,0.00000423469,0.0007068038,0.00008266829,0.00004911367,0.0001124561],"domain_scores_gemma":[0.9990762,0.0001656074,0.0005863572,0.00007714525,0.00007264967,0.0000220724],"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":[0.000004010634,0.00008816955,0.0004197271,0.000007634639,0.000005847533,0.000001075312,0.0007191773,0.001757407,0.000003463534,0.9644318,0.0002345107,0.03232721],"study_design_scores_gemma":[0.0002753363,0.00004150403,0.01944149,0.00002127633,0.000002226788,0.00001739971,0.00004604812,0.151573,0.000003553361,0.8258809,0.002636651,0.00006057776],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.03579567,0.00221042,0.9551957,0.002253682,0.0001570781,0.0001022686,0.000002555427,0.000004941343,0.00427769],"genre_scores_gemma":[0.9958209,0.0002256686,0.003715751,0.00006455235,0.00009877641,0.000009415048,5.703012e-7,0.0000062643,0.00005807555],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.9600253,"threshold_uncertainty_score":0.2028068,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04762609303254539,"score_gpt":0.2392678023261504,"score_spread":0.191641709293605,"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."}}