{"id":"W2758115407","doi":"10.5539/jmr.v9n5p133","title":"L\\'{e}vy Process, Proportional Transaction Costs and Foreign Exchange","year":2017,"lang":"en","type":"article","venue":"Journal of Mathematics Research","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Mathematics; Transaction cost; Lambda; Portfolio; Stock exchange; Foreign exchange; Econometrics; Stock (firearms); Combinatorics; Mathematical economics; Finance; Economics; Monetary economics","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":[0.00246072,0.001447669,0.001794984,0.000745616,0.0004623785,0.002914529,0.001763038,0.002475682,0.004953532],"category_scores_gemma":[0.009483804,0.0006049552,0.0009393732,0.0007475285,0.001980324,0.003773491,0.001716784,0.002294248,0.0003495302],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001246541,"about_ca_system_score_gemma":0.0009887641,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003647103,"about_ca_topic_score_gemma":0.001928424,"domain_scores_codex":[0.9990208,0.0004969782,0.00004091848,0.0001681136,0.0001181278,0.0001549688],"domain_scores_gemma":[0.9954136,0.002954075,0.0009864476,0.0001244601,0.0001673295,0.0003541123],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0002577059,0.0001983169,0.003191161,0.0001665485,0.0001370899,0.0009251342,0.0001363506,0.5153617,0.001181159,0.4669507,0.0014972,0.009997055],"study_design_scores_gemma":[0.00009706128,0.0001034816,0.00056931,0.00002267967,0.00005569,0.0001469255,0.00005360934,0.8714628,0.0002785023,0.1265725,0.0006075043,0.00002996099],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.5063167,0.003730607,0.4625699,0.005614535,0.0002474897,0.0001378584,0.0002512414,0.0001516297,0.02098012],"genre_scores_gemma":[0.975004,0.001470494,0.01073534,0.0001441474,0.0001580051,0.00008748232,0.000109281,0.00004010584,0.01225116],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.004953532,"threshold_uncertainty_score":0.01657122,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1476895639080637,"score_gpt":0.371992335506228,"score_spread":0.2243027715981643,"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."}}