{"id":"W4254255098","doi":"10.1002/wilj.13","title":"Affine concatenation","year":2009,"lang":"en","type":"article","venue":"Wilmott Journal","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":16,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Ryerson University; University of Chicago","keywords":"Affine transformation; Skew; Concatenation (mathematics); Valuation (finance); Computer science; Calibration; Stochastic volatility; Mathematics; Econometrics; Volatility (finance); Economics; Statistics; Accounting; Arithmetic; Geometry","routes":{"ca_aff":false,"ca_fund":true,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001081486,0.001056232,0.0009320838,0.001440907,0.001210857,0.003664689,0.001558206,0.0008938846,0.06486315],"category_scores_gemma":[0.004095176,0.000535575,0.001378858,0.002133296,0.001435942,0.00580726,0.004098298,0.00181389,0.02329851],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006654343,"about_ca_system_score_gemma":0.0007311019,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0009023379,"about_ca_topic_score_gemma":0.0008186197,"domain_scores_codex":[0.9978191,0.0004184091,0.0002178232,0.0007028967,0.0005911974,0.0002506393],"domain_scores_gemma":[0.9978319,0.0003663538,0.0002027521,0.001049037,0.0004510928,0.0000988128],"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":[0.0001612398,0.00005266025,0.0008558838,0.000139555,0.00005451061,0.0003836956,0.0003084657,0.01265232,0.002675396,0.8221076,0.02954455,0.1310642],"study_design_scores_gemma":[0.00002498554,0.0001043044,0.0004519689,0.00008507752,0.00005742015,0.0006980398,0.0001299764,0.06030608,0.00761635,0.684477,0.245988,0.00006076333],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.01175637,0.0006237138,0.8558104,0.0005761193,0.0009614029,0.0001401687,0.002560538,0.006141614,0.1214298],"genre_scores_gemma":[0.4784458,0.001961757,0.3295624,0.001378147,0.001721912,0.0004517685,0.009770499,0.004533905,0.1721738],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.06486315,"threshold_uncertainty_score":0.2169889,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02367551461032644,"score_gpt":0.2263066808244109,"score_spread":0.2026311662140844,"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."}}