{"id":"W3164619681","doi":"10.36227/techrxiv.14666214.v1","title":"Can we imitate stock price behavior to reinforcement learn option price?","year":2021,"lang":"en","type":"preprint","venue":"","topic":"Stock Market Forecasting Methods","field":"Decision Sciences","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"Bank of Canada","funders":"","keywords":"Reinforcement learning; Computer science; Bayesian probability; Econometrics; Economics; Artificial intelligence","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":["metaresearch","metaepi_narrow","scholarly_communication","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.01029366,0.0006819298,0.00105494,0.001008556,0.0002849115,0.001512143,0.00246477,0.0004996567,0.00488107],"category_scores_gemma":[0.01263971,0.0005651594,0.0005226507,0.001613765,0.00007836354,0.0002225326,0.005570357,0.00116257,0.0004197148],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006744147,"about_ca_system_score_gemma":0.0008877749,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0005912899,"about_ca_topic_score_gemma":0.0003217811,"domain_scores_codex":[0.9897165,0.001176661,0.002012324,0.002290921,0.003917409,0.0008862175],"domain_scores_gemma":[0.9913798,0.002369067,0.001021585,0.002987796,0.001590356,0.0006513873],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"not_applicable","study_design_scores_codex":[0.0001942179,0.0002553892,0.004991116,0.0001144393,0.0001439925,0.0001161105,0.004948736,0.05612662,0.001635998,0.001090771,0.03159098,0.8987916],"study_design_scores_gemma":[0.003929959,0.002465575,0.3076167,0.002921901,0.001246996,0.0004776837,0.02212262,0.1071708,0.01487743,0.0368524,0.4888813,0.01143667],"study_design_candidate":"design_other","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.2629267,0.0001524323,0.6396669,0.005086689,0.005335017,0.003418188,0.00003283953,0.0003663918,0.08301488],"genre_scores_gemma":[0.2730317,0.00008940925,0.5282096,0.0009535163,0.000454997,0.001261036,0.00007321381,0.0001264091,0.1958002],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.887355,"threshold_uncertainty_score":0.99968,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.2048617086916488,"score_gpt":0.4309177006760893,"score_spread":0.2260559919844405,"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."}}