{"id":"W2520075599","doi":"10.3968/8730","title":"Option Pricing Model Based on Newton-Raphson Iteration and RBF Neural Network Using Implied Volatility","year":2016,"lang":"en","type":"article","venue":"Canadian social science","topic":"Stock Market Forecasting Methods","field":"Decision Sciences","cited_by":2,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Artificial neural network; Black–Scholes model; Implied volatility; Valuation of options; Volatility (finance); Computer science; Econometrics; Stock exchange; Economics; Artificial intelligence; Finance","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"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":[0.001218714,0.0007627124,0.001182051,0.0005449083,0.0004868558,0.001186046,0.001512136,0.00135786,0.001378612],"category_scores_gemma":[0.001940647,0.0004105708,0.001056668,0.0008160625,0.0004595857,0.001817675,0.0005577995,0.001283486,0.0002309159],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007257962,"about_ca_system_score_gemma":0.001073237,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01219896,"about_ca_topic_score_gemma":0.005010501,"domain_scores_codex":[0.9990816,0.0003014535,0.00006037849,0.0001607684,0.0003230412,0.00007273846],"domain_scores_gemma":[0.9995874,0.0001568761,0.00003821786,0.00001951063,0.0001789163,0.00001911056],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00006548231,0.00005179559,0.001232507,0.00008372488,0.00006658046,0.0001367542,0.00008516387,0.9437758,0.002148236,0.01876607,0.0007948559,0.032793],"study_design_scores_gemma":[0.00000284822,0.000006415998,0.00007724597,0.000001592873,0.000003470949,0.00001105556,0.000002007684,0.9987006,0.0001407988,0.0009377445,0.0001117832,0.000004514261],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.03603306,0.0006418761,0.9584531,0.0003141513,0.00008801987,0.00004731446,0.0000526566,0.0002080644,0.004161613],"genre_scores_gemma":[0.8999726,0.001005087,0.09057755,0.00009424509,0.00009371531,0.0002130297,0.0001569075,0.00004896828,0.007837858],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.01219896,"threshold_uncertainty_score":0.02425587,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1333859430359037,"score_gpt":0.3945145941067447,"score_spread":0.2611286510708409,"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."}}