{"id":"W4210792360","doi":"10.3390/jrfm13070145","title":"Computational Finance","year":2020,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":true,"ca_institutions":"Western University","funders":"","keywords":"Computational finance; Financial modeling; Volatility (finance); Finance; Capital asset pricing model; Economics; Financial economics; Computer science","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":true,"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":[0.001461463,0.001060688,0.001201457,0.001333098,0.0006733413,0.004304754,0.001568204,0.001942805,0.02851209],"category_scores_gemma":[0.007248757,0.0005791666,0.001106453,0.001897132,0.001490927,0.00311395,0.002402911,0.002792979,0.01129463],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009376084,"about_ca_system_score_gemma":0.001601574,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001309225,"about_ca_topic_score_gemma":0.0011813,"domain_scores_codex":[0.9985601,0.0003120638,0.00009005833,0.0002564288,0.0006971434,0.00008420995],"domain_scores_gemma":[0.9970003,0.00159294,0.00011121,0.0006731186,0.0004572528,0.0001652234],"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":[0.00003406282,0.00003255217,0.0006963001,0.0006301109,0.0001357793,0.0000973136,0.0001040414,0.03490193,0.0007139411,0.5582637,0.187522,0.2168684],"study_design_scores_gemma":[0.00002097938,0.00001651436,0.000418321,0.0001851139,0.00001776344,0.0001502961,0.00003669502,0.06677903,0.0005438832,0.5456573,0.3861498,0.00002426878],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.005322843,0.05715529,0.6658329,0.02212278,0.006529987,0.0002183906,0.003476865,0.005023329,0.2343176],"genre_scores_gemma":[0.1818351,0.1002055,0.4909174,0.007019195,0.01006244,0.001310352,0.01070708,0.002795884,0.1951471],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.02851209,"threshold_uncertainty_score":0.09538245,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01498502689145224,"score_gpt":0.2019298381633075,"score_spread":0.1869448112718553,"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."}}