{"id":"W2946438760","doi":"10.3390/math7050447","title":"Inhomogeneous Random Evolutions: Limit Theorems and Financial Applications","year":2019,"lang":"en","type":"article","venue":"Mathematics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Calgary","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Limit (mathematics); Central limit theorem; Asset (computer security); Diffusion; Lévy process; Financial market; Financial distress; Mathematical finance; Statistical physics; Stochastic process; Mathematical economics; Economics; Mathematics; Applied mathematics; Econometrics; Financial economics; Computer science; Finance; Physics; Mathematical analysis; Quantum mechanics; Financial system","routes":{"ca_aff":true,"ca_fund":true,"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":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0002060571,0.0001219744,0.0002991162,0.00009106033,0.0001343452,0.00004642668,0.0001739476,0.00008997215,0.0001044187],"category_scores_gemma":[0.0001320327,0.0001313132,0.00006063967,0.0002455429,0.00006481358,0.00006981909,0.00006344777,0.00009235617,0.001228291],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00003013699,"about_ca_system_score_gemma":0.00002296368,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00001894566,"about_ca_topic_score_gemma":0.000005020129,"domain_scores_codex":[0.999083,0.000001512621,0.0004208361,0.0002724412,0.00003344648,0.0001887184],"domain_scores_gemma":[0.9992425,0.000108911,0.0002025461,0.0003512213,0.00003748467,0.0000572806],"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":[0.000003906105,0.00008520071,0.0003308886,0.00006917505,0.000007347591,1.777281e-7,0.0003454879,0.00001122387,0.00002576833,0.9981288,0.00009952195,0.0008925529],"study_design_scores_gemma":[0.0005242761,0.00002776297,0.0004781394,0.00001533015,0.000008779961,0.00001317766,0.00007262834,0.003356083,0.00002017666,0.9640626,0.03123358,0.000187454],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.01369839,0.002284719,0.9642166,0.0002368538,0.00008877948,0.000768669,0.0001101247,0.00006047077,0.01853541],"genre_scores_gemma":[0.9709697,0.0001940555,0.02640264,0.0002313054,0.0001604608,0.0006145984,0.0000172968,0.00003339161,0.001376568],"genre_candidate":"methods","genre_consensus":null,"teacher_disagreement_score":0.9572713,"threshold_uncertainty_score":0.9995494,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01292262129060099,"score_gpt":0.1956577770672256,"score_spread":0.1827351557766246,"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."}}