{"id":"W2144713817","doi":"10.4236/jmf.2013.33036","title":"Recursive Estimation for Continuous Time Stochastic Volatility Models Using the Milstein Approximation","year":2013,"lang":"en","type":"article","venue":"Journal of Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Manitoba","funders":"","keywords":"Stochastic volatility; Volatility (finance); Mathematics; Applied mathematics; Econometrics; Stochastic process; State variable; Mathematical optimization; 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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006686659,0.0001329366,0.0004615412,0.00007669639,0.0001569529,0.00007697622,0.0002796823,0.00008619712,0.00004758488],"category_scores_gemma":[0.0008878569,0.0001052272,0.0001561477,0.0001797947,0.00008440249,0.0004742535,0.00002710795,0.0001503519,0.0000886779],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00008243375,"about_ca_system_score_gemma":0.00004107166,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.000009865053,"about_ca_topic_score_gemma":2.025448e-7,"domain_scores_codex":[0.9985217,0.000006516519,0.001016208,0.0001681591,0.00007729731,0.000210132],"domain_scores_gemma":[0.9979224,0.0003607205,0.001126586,0.0002255235,0.0003176838,0.00004708046],"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":[0.00002140612,0.0001254198,0.00000359081,0.00007365738,0.00002182335,1.873e-7,0.0004196115,0.008539807,0.00006312718,0.9882896,0.0002500763,0.002191674],"study_design_scores_gemma":[0.0001709756,0.0000459482,0.00004564505,0.00004747581,0.00001124213,0.00001302169,0.00002333357,0.4835446,0.00001671895,0.5159829,0.00003539522,0.0000628379],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.03695172,0.0005216854,0.9604697,0.00087545,0.00008514379,0.0007597296,0.00003656641,0.00000894225,0.0002910412],"genre_scores_gemma":[0.7844306,0.000006778259,0.2150628,0.00008535251,0.0001349812,0.000123886,0.000003031096,0.00002110394,0.0001314662],"genre_candidate":"methods","genre_consensus":null,"teacher_disagreement_score":0.7474788,"threshold_uncertainty_score":0.429104,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03901918303972021,"score_gpt":0.2474238477017843,"score_spread":0.2084046646620641,"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."}}