{"id":"W35594313","doi":"10.1371/journal.pone.0268190","title":"Simulating option prices and sensitivities by higher rank lattice rules","year":2006,"lang":"en","type":"article","venue":"international conference on Modelling and simulation","topic":"Mathematical Approximation and Integration","field":"Mathematics","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Wilfrid Laurier University","funders":"","keywords":"Lattice (music); Mathematics; Combinatorics; Rank (graph theory); Rate of convergence; Discrete mathematics; Computer science; Physics","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":[],"consensus_categories":[],"category_scores_codex":[0.0002327876,0.0001500528,0.0001569383,0.00008453668,0.0001234234,0.0002064951,0.00004688993,0.00008681662,0.00009178549],"category_scores_gemma":[0.00006600109,0.0001312023,0.00002745011,0.00003311661,0.00004574495,0.0003084567,0.00001707607,0.0001096239,0.000008199921],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00002732713,"about_ca_system_score_gemma":0.000007159801,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00004290585,"about_ca_topic_score_gemma":0.000003203535,"domain_scores_codex":[0.9989925,0.00004367908,0.000325998,0.0002299746,0.0002986157,0.0001092109],"domain_scores_gemma":[0.9990266,0.0004995714,0.0001566268,0.00007845352,0.0002042871,0.00003447108],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00003407026,0.00005983472,0.00006077555,0.00003875278,0.00001267203,3.198726e-7,0.0002242747,0.05461751,0.0003569204,0.9430015,0.00003472843,0.001558606],"study_design_scores_gemma":[0.000200589,0.00001627384,0.0000351462,0.00006095199,0.000008954386,6.754074e-7,0.00004938429,0.5966532,0.0001699817,0.4025651,0.0001520252,0.00008774069],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.5548137,0.00001681299,0.4334801,0.0004148812,0.00005696433,0.0001235689,0.00001288228,0.00006805798,0.01101311],"genre_scores_gemma":[0.9688773,0.00002059472,0.02942052,0.00006436299,0.00009989181,0.000007821497,0.00007640306,0.00001331073,0.001419771],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.5420357,"threshold_uncertainty_score":0.5350275,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1021286852580937,"score_gpt":0.336372581168819,"score_spread":0.2342438959107252,"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."}}