{"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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001027295,0.0005571661,0.0006741423,0.0002020622,0.0002049313,0.000733933,0.001036149,0.001063205,0.001712106],"category_scores_gemma":[0.006428657,0.0003882432,0.0003952857,0.00018193,0.0009397567,0.002051041,0.0005826004,0.001631915,0.0002560265],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000685233,"about_ca_system_score_gemma":0.0007348155,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003454251,"about_ca_topic_score_gemma":0.003477713,"domain_scores_codex":[0.9997781,0.00007749889,0.00001138633,0.00006050223,0.00003947023,0.00003304787],"domain_scores_gemma":[0.9990438,0.0005611649,0.00013862,0.00009855849,0.00007963899,0.00007815572],"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":[0.00006195914,0.00007358335,0.002203551,0.00005231798,0.00006365504,0.00006393673,0.00008644305,0.9288822,0.001942602,0.03508918,0.000699567,0.03078107],"study_design_scores_gemma":[0.000005347162,0.00001689445,0.00009199631,0.000004262113,0.000003360934,0.00000670907,0.000003841139,0.9872081,0.000265242,0.01216704,0.0002231543,0.00000408414],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.0703226,0.0003596863,0.9247638,0.001425101,0.0001222944,0.00003727478,0.00005147703,0.000446658,0.002471079],"genre_scores_gemma":[0.9198443,0.0002658156,0.07749791,0.0002765633,0.00005704757,0.00005922687,0.00005372613,0.00005917121,0.001886147],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.003454251,"threshold_uncertainty_score":0.006868243,"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."}}