{"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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0002119407,0.00006985647,0.0001464752,0.0001082777,0.000164216,0.00007645619,0.000151916,0.0000473152,0.0001670405],"category_scores_gemma":[0.00008590284,0.00007410761,0.00006013035,0.0001862,0.00001683967,0.000166259,0.000007874773,0.0001473027,0.0004914695],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00004899981,"about_ca_system_score_gemma":0.00001919908,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.000007004034,"about_ca_topic_score_gemma":0.000001057524,"domain_scores_codex":[0.999327,0.000001141189,0.0003487662,0.0001294192,0.00002791841,0.0001657428],"domain_scores_gemma":[0.9995779,0.000009483877,0.0001881414,0.0001007177,0.00004971796,0.00007398735],"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":[0.000004368002,0.00004613281,0.0002547561,0.000001120289,0.000004975671,0.000002296556,0.00007584473,0.00002097485,0.00006235404,0.9838036,0.0008079649,0.01491566],"study_design_scores_gemma":[0.0003318814,0.00008139707,0.03086681,0.000006088658,0.000002672222,0.00008575133,0.00001357014,0.000770552,0.00002945437,0.9152929,0.05240531,0.0001135992],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.008498436,0.001470746,0.9476985,0.005835671,0.0003075023,0.00007701336,0.00001618566,0.00003247043,0.03606347],"genre_scores_gemma":[0.994849,0.00008897402,0.00330449,0.0007528816,0.0005015538,0.000003578834,0.000003998697,0.000006586115,0.0004889083],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.9863506,"threshold_uncertainty_score":0.631701,"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."}}