{"id":"W4256099825","doi":"10.32920/ryerson.14664330","title":"Pricing energy contracts under regime switching time-changed Levy Processes","year":2021,"lang":"en","type":"preprint","venue":"","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Toronto Metropolitan University; University of Toronto","funders":"","keywords":"Lévy process; Economics; Econometrics; Markov chain; Energy (signal processing); Variety (cybernetics); Valuation of options; Computer science; Mathematical economics; Mathematics; Applied mathematics","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004136547,0.0004245532,0.0007674639,0.0006427952,0.0003288011,0.002073982,0.001203148,0.00201343,0.002259273],"category_scores_gemma":[0.01620626,0.000475721,0.0008223405,0.0007413522,0.00141068,0.003502112,0.001207888,0.001625299,0.0001609116],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001010983,"about_ca_system_score_gemma":0.0007420385,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002338017,"about_ca_topic_score_gemma":0.001300783,"domain_scores_codex":[0.9988297,0.0005751272,0.00005455671,0.0001465591,0.0002584407,0.0001357329],"domain_scores_gemma":[0.9939254,0.003876666,0.00119189,0.000326339,0.0003288822,0.0003508225],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0001762938,0.00009644639,0.00635121,0.00004856951,0.00008054848,0.0005675604,0.0001897517,0.6186148,0.002635426,0.3615789,0.0007358393,0.008924675],"study_design_scores_gemma":[0.00002048148,0.00002059693,0.0006069861,0.000004653923,0.000005415445,0.00003400251,0.00001735557,0.950054,0.0001573729,0.04891447,0.0001516821,0.00001298183],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6369806,0.0003968187,0.3566522,0.0009064484,0.00007396378,0.00003330675,0.0001375878,0.0001943521,0.004624774],"genre_scores_gemma":[0.9928238,0.00017743,0.00513133,0.00003587586,0.00004115546,0.00001676048,0.000056835,0.00002838656,0.001688337],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.004136547,"threshold_uncertainty_score":0.02187639,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03531947671505287,"score_gpt":0.2243144804045226,"score_spread":0.1889950036894698,"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."}}