{"id":"W3194889306","doi":"10.3390/risks9080147","title":"Transformations of Telegraph Processes and Their Financial Applications","year":2021,"lang":"en","type":"article","venue":"Risks","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Calgary","funders":"","keywords":"Telegrapher's equations; Mathematics; Diffusion process; Partial differential equation; Stochastic process; Novelty; Brownian motion; Limiting; Stochastic differential equation; Mathematical economics; Applied mathematics; Mathematical analysis; Computer science; Telecommunications; Statistics","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":[0.0006215178,0.0005018687,0.0003936971,0.000778033,0.0004631719,0.001142649,0.0005922511,0.001308141,0.00519419],"category_scores_gemma":[0.003185091,0.0002421243,0.0009122834,0.0008993419,0.001786255,0.002600562,0.0009584922,0.001390754,0.000469697],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0008736673,"about_ca_system_score_gemma":0.0006252758,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001597499,"about_ca_topic_score_gemma":0.0006056097,"domain_scores_codex":[0.9994786,0.0001537528,0.00003158042,0.0001102286,0.0001723275,0.00005351364],"domain_scores_gemma":[0.9989421,0.0004630583,0.000246532,0.0001228591,0.0001551496,0.00007039717],"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":[0.00001307968,0.00002224761,0.0005028595,0.00003879404,0.00001220946,0.0002277394,0.0001329901,0.02877694,0.001380728,0.9613548,0.0005103216,0.007027289],"study_design_scores_gemma":[0.00001657634,0.00003505819,0.0004450221,0.00001542334,0.000009625971,0.0003386074,0.00009125214,0.2075493,0.0008167563,0.7842653,0.00639737,0.00001972164],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.09473614,0.001893468,0.8697948,0.00172013,0.0002793746,0.00005567785,0.0001559112,0.0001833652,0.03118111],"genre_scores_gemma":[0.9467406,0.00231928,0.03537096,0.0003641111,0.0003723808,0.00008189199,0.0001412044,0.00007476687,0.01453493],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.00519419,"threshold_uncertainty_score":0.0173763,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03404264702752661,"score_gpt":0.237212638871925,"score_spread":0.2031699918443984,"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."}}