{"id":"W3126885122","doi":"10.3390/jrfm14020057","title":"An Artificial Intelligence Approach to the Valuation of American-Style Derivatives: A Use of Particle Swarm Optimization","year":2021,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Swarm intelligence; Particle swarm optimization; Artificial intelligence; Valuation (finance); Style (visual arts); Computer science; Computation; Mathematical optimization; Machine learning; Mathematics; Algorithm; Economics; Geography","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":[0.00263156,0.0009808742,0.001011906,0.001233043,0.0005317346,0.001857473,0.000759819,0.001340583,0.0008660544],"category_scores_gemma":[0.00490478,0.0003171978,0.0006938097,0.0008787639,0.001612859,0.001696084,0.001012422,0.001374595,0.000105594],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007494175,"about_ca_system_score_gemma":0.0006969523,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00219965,"about_ca_topic_score_gemma":0.001272291,"domain_scores_codex":[0.9993039,0.0003183416,0.00004081345,0.00007318945,0.0002386976,0.00002497309],"domain_scores_gemma":[0.9984186,0.000937857,0.0002011206,0.00009908262,0.0002777376,0.0000655206],"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":[0.00003072272,0.00004164339,0.0008092144,0.00005695213,0.00006385456,0.00006719579,0.00005437271,0.9172987,0.001574994,0.05800569,0.0003858976,0.02161073],"study_design_scores_gemma":[0.000003932905,0.00002371183,0.000123036,0.000005556593,0.000005241701,0.00001002733,0.000005571302,0.9916065,0.0002132179,0.007639949,0.0003573894,0.000005851417],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.02495938,0.0005631844,0.9657784,0.0004700634,0.0001180613,0.00004980615,0.00001888875,0.00006081666,0.007981539],"genre_scores_gemma":[0.6869862,0.0008702221,0.3087492,0.0001686237,0.0002102384,0.00009838763,0.0000457067,0.00005463608,0.002816711],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.00263156,"threshold_uncertainty_score":0.01391721,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05823414921601892,"score_gpt":0.2546485379470466,"score_spread":0.1964143887310276,"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."}}