{"id":"W3021054588","doi":"","title":"Pricing the CBOT T-Bonds Futures","year":2006,"lang":"fr","type":"article","venue":"Les Cahiers du GERAD","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"HEC Montréal","funders":"","keywords":"Futures contract; Interest rate; Bond; Computer science; Interest rate derivative; Hedge; Treasury; Derivative (finance); Econometrics; Markov chain; Financial engineering; Economics; Financial economics; Finance; Machine learning","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":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0003219043,0.0002435819,0.0003491086,0.0001190326,0.001028228,0.0001780776,0.0004270075,0.0003133411,0.0001818248],"category_scores_gemma":[0.0001208381,0.0002479154,0.0001628692,0.000576043,0.0004752612,0.0001477221,0.00005570378,0.0004611033,0.0004262291],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000216149,"about_ca_system_score_gemma":0.00003891381,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002621111,"about_ca_topic_score_gemma":0.0002660736,"domain_scores_codex":[0.9983486,0.000008458799,0.0006105969,0.0004632579,0.00005958669,0.0005094769],"domain_scores_gemma":[0.998872,0.0002094534,0.0003811108,0.0004365816,0.0000416187,0.00005918595],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","study_design_scores_codex":[0.000006425711,0.00008758366,0.001258378,0.00004410918,0.00002627058,0.000004520189,0.0008176154,0.0001303297,0.00001039585,0.9660246,0.006834419,0.02475534],"study_design_scores_gemma":[0.0002043921,0.00003184387,0.01576162,0.00001515225,0.0000206261,0.00001675945,0.0002189705,0.001009981,0.0000216332,0.4879963,0.4944578,0.0002449867],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.04402428,0.07984239,0.8011348,0.03029859,0.002250938,0.0004176913,0.0002420986,0.00007489375,0.04171435],"genre_scores_gemma":[0.9445683,0.002985873,0.01329636,0.002530271,0.005818306,0.0002155812,0.00006739177,0.00009302477,0.03042484],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.900544,"threshold_uncertainty_score":0.9999973,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.008753301676693637,"score_gpt":0.1866814348292269,"score_spread":0.1779281331525332,"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."}}