{"id":"W2127570645","doi":"10.1016/b978-0-444-53683-9.00010-4","title":"Forecasting with Option-Implied Information","year":2013,"lang":"en","type":"book-chapter","venue":"Handbook of economic forecasting","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":98,"is_retracted":false,"has_abstract":false,"ca_institutions":"Bank of Canada; University of Toronto","funders":"","keywords":"Skewness; Econometrics; Univariate; Kurtosis; Valuation of options; Economics; Equity (law); Realization (probability); Call option; Financial economics; Mathematics; Statistics; Multivariate 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":[0.001321324,0.001178389,0.001240028,0.001281736,0.0002354364,0.002099081,0.001204589,0.001298599,0.008491355],"category_scores_gemma":[0.004730582,0.0007845617,0.0006363492,0.00246327,0.0006113983,0.003187376,0.0005464374,0.002645662,0.003788644],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004942027,"about_ca_system_score_gemma":0.000873309,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001680007,"about_ca_topic_score_gemma":0.002216584,"domain_scores_codex":[0.9996154,0.00008833427,0.00003493013,0.00006861985,0.0001777261,0.00001499664],"domain_scores_gemma":[0.9983971,0.001110006,0.00008602402,0.0001844403,0.00018841,0.00003405892],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00003209366,0.00006623562,0.0006252434,0.0003218724,0.00008091122,0.0000851763,0.00007428465,0.08626369,0.0009676971,0.3241831,0.09102655,0.4962731],"study_design_scores_gemma":[0.00001255565,0.00001900591,0.0005764612,0.0001798655,0.00003277585,0.0001177364,0.00001206863,0.270142,0.0006758125,0.6545024,0.07369138,0.00003790245],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.002796939,0.04418953,0.9146343,0.003328194,0.001519393,0.00002699745,0.0009460024,0.0009675873,0.031591],"genre_scores_gemma":[0.1774614,0.1214383,0.5926843,0.001118218,0.007173504,0.0002063769,0.004357785,0.0007143792,0.09484576],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.008491355,"threshold_uncertainty_score":0.02840644,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0513926154342923,"score_gpt":0.1938449000961369,"score_spread":0.1424522846618446,"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."}}