{"id":"W4229769449","doi":"10.1088/1469-7688/2/6/304","title":"An interest rate model with a Markovian mean reverting level","year":2002,"lang":"en","type":"article","venue":"Quantitative Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"ca_institutions":"Actua; University of Waterloo; University of Calgary","funders":"","keywords":"Mean reversion; Short-rate model; Interest rate; Markov process; Econometrics; Economics; Mathematics; Statistical physics; Statistics; Physics; 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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.000263443,0.0001990082,0.0003425032,0.0001187432,0.0002216133,0.00006459669,0.0003256706,0.00006637057,0.00006210671],"category_scores_gemma":[0.0001230869,0.0002084127,0.00005383979,0.0004447521,0.0001216919,0.0004418057,0.00003190725,0.0001697431,0.0005200282],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00005386432,"about_ca_system_score_gemma":0.00001603963,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00009845005,"about_ca_topic_score_gemma":0.000180161,"domain_scores_codex":[0.9986011,0.000007021502,0.0004561507,0.0005686266,0.00003233392,0.0003347037],"domain_scores_gemma":[0.99901,0.00006089882,0.0003759182,0.0003962154,0.00009083383,0.00006616782],"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":[0.00002791656,0.0001220722,0.0005281606,0.00001902833,0.00001227623,0.000003184505,0.001234487,0.0009969299,0.00006466007,0.9951101,0.0002365494,0.00164465],"study_design_scores_gemma":[0.0006863938,0.0004732017,0.0132163,0.00009627602,0.000008777845,0.000006173157,0.0001777075,0.6450939,0.0001002417,0.3358974,0.003616296,0.0006273101],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.09402969,0.0008444687,0.8972186,0.0006560247,0.00005336475,0.0002199149,0.0003108031,0.00005367284,0.006613406],"genre_scores_gemma":[0.9272354,0.00009074282,0.07123206,0.0003155775,0.00003600509,0.0001119947,0.000009949826,0.0000351564,0.0009331617],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.8332056,"threshold_uncertainty_score":0.8498823,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1688787607035351,"score_gpt":0.2803671134843927,"score_spread":0.1114883527808576,"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."}}