{"id":"W2237742378","doi":"","title":"Markov switching affine processes and applications to pricing","year":2014,"lang":"en","type":"article","venue":"UvA-DARE (University of Amsterdam)","topic":"Economic theories and models","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":false,"ca_institutions":"","funders":"Vrije Universiteit Brussel; Fonds Wetenschappelijk Onderzoek; BNP Paribas Cardif; Natural Sciences and Engineering Research Council of Canada; Vlaamse regering; European Social Fund; Fonds De La Recherche Scientifique - FNRS","keywords":"Affine transformation; Computer science; Mathematics; Economics; Geometry","routes":{"ca_aff":false,"ca_fund":true,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001340757,0.0009575146,0.001211316,0.001689415,0.0005948158,0.002707846,0.0007783133,0.001782791,0.008055869],"category_scores_gemma":[0.007742661,0.000612238,0.001109907,0.002611731,0.001755753,0.002429968,0.001052891,0.002664527,0.0009216167],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001293092,"about_ca_system_score_gemma":0.00103483,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002696642,"about_ca_topic_score_gemma":0.001375647,"domain_scores_codex":[0.9993986,0.000260083,0.00003770199,0.0000872723,0.0001570486,0.00005939598],"domain_scores_gemma":[0.9958745,0.003207704,0.000296836,0.0001256675,0.0003320851,0.0001633696],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00001613109,0.00003105913,0.0003208232,0.00005153162,0.00002216098,0.00007596014,0.00008302538,0.03348213,0.0002487601,0.9496124,0.001846455,0.01420967],"study_design_scores_gemma":[0.00001292012,0.00001122911,0.0001993261,0.000018484,0.00001094017,0.00005085607,0.00002176019,0.1680524,0.00009924947,0.8283421,0.003166325,0.00001429854],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.05671331,0.01810868,0.8768121,0.005650271,0.001580848,0.00005525477,0.0003659363,0.0003865364,0.04032701],"genre_scores_gemma":[0.8758382,0.01836342,0.05201915,0.0005905632,0.002415952,0.00013224,0.0004005298,0.0001670732,0.0500729],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.008055869,"threshold_uncertainty_score":0.02694958,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01335591924750874,"score_gpt":0.1785802678325706,"score_spread":0.1652243485850619,"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."}}