{"id":"W3124792354","doi":"10.2139/ssrn.1687961","title":"The Realized Laplace Transform of Volatility","year":2011,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":false,"ca_institutions":"Kellogg's (Canada)","funders":"","keywords":"Laplace transform; Volatility (finance); Business; Realized variance; Econometrics; Computer science; Mathematics; Mathematical analysis","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":[],"consensus_categories":[],"category_scores_codex":[0.003693361,0.0001063091,0.0002619812,0.0000672755,0.0002726856,0.00001937694,0.0003209669,0.00007774757,0.00006013818],"category_scores_gemma":[0.0001270728,0.00008736768,0.00018586,0.0001459888,0.00007286662,0.0001749119,0.00001595198,0.000851006,0.00002198578],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000246286,"about_ca_system_score_gemma":0.0003222133,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0009529121,"about_ca_topic_score_gemma":0.001872742,"domain_scores_codex":[0.997957,0.00002335996,0.0006949811,0.0001619939,0.00004764435,0.001115051],"domain_scores_gemma":[0.9992905,0.00004561487,0.0003318025,0.0002306197,0.00005528466,0.00004616949],"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":[0.0001770602,0.00004838306,0.01528168,0.000004995111,0.00006108075,2.369053e-7,0.0008547993,0.000003101967,0.000006456109,0.9638587,0.00002560945,0.01967787],"study_design_scores_gemma":[0.0004637288,0.0001645756,0.005436318,0.000005778315,0.000007364363,0.00001366731,0.0003849356,0.002872835,0.00007711631,0.9844947,0.005974618,0.0001043286],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8148354,0.02171242,0.1195436,0.0005663178,0.0004542946,0.0002574467,0.00002987725,0.00002912515,0.04257162],"genre_scores_gemma":[0.9901358,0.008771146,0.0001829559,0.00001448639,0.00005903508,0.000003321698,9.155357e-7,0.00001323947,0.0008190297],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1753005,"threshold_uncertainty_score":0.3697245,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03276871461915522,"score_gpt":0.2161684634545696,"score_spread":0.1833997488354143,"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."}}