{"id":"W3213629603","doi":"10.3390/math9222890","title":"A Stochastic Harmonic Oscillator Temperature Model for the Valuation of Weather Derivatives","year":2021,"lang":"en","type":"article","venue":"Mathematics","topic":"Agricultural risk and resilience","field":"Agricultural and Biological Sciences","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"Western University","funders":"","keywords":"Valuation (finance); Harmonic oscillator; Sensitivity (control systems); Stochastic modelling; Valuation of options; Econometrics; Stochastic process; Applied mathematics; Economics; Mathematics; Statistical physics; Physics; Statistics; Engineering; Quantum mechanics; Finance","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":[0.001112302,0.0008932034,0.0008602143,0.0005085684,0.0003733161,0.001407942,0.001994424,0.001727136,0.003593852],"category_scores_gemma":[0.003061187,0.0004125259,0.001179692,0.0007159768,0.001044379,0.00184401,0.0009908982,0.001707849,0.000559057],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007961633,"about_ca_system_score_gemma":0.0008626666,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003203675,"about_ca_topic_score_gemma":0.002006782,"domain_scores_codex":[0.9995072,0.0002116075,0.00002129758,0.0001036943,0.0001024302,0.00005375485],"domain_scores_gemma":[0.9991705,0.0004965547,0.0001417829,0.00005102547,0.00008702128,0.00005310224],"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":[0.0000213591,0.00002571235,0.0004485196,0.00004190444,0.00003281454,0.0001262214,0.00005019243,0.7828573,0.002557985,0.209686,0.0005074163,0.003644541],"study_design_scores_gemma":[0.000005248372,0.00001402812,0.0001061364,0.000003255756,0.000005912913,0.00002405541,0.000005252548,0.9839691,0.0000977478,0.0151653,0.0005931554,0.00001077493],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.02520179,0.0003958175,0.9660176,0.0005078422,0.0001536266,0.00005126655,0.0002005997,0.00007457574,0.007396813],"genre_scores_gemma":[0.9004732,0.00142561,0.06808589,0.0002223135,0.0002766435,0.0003221055,0.0003931835,0.0001143719,0.02868674],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.003593852,"threshold_uncertainty_score":0.01202267,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04791955030440314,"score_gpt":0.2522050415219371,"score_spread":0.204285491217534,"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."}}