{"id":"W4285819478","doi":"10.2139/ssrn.4149871","title":"Minimal Kullback-Leibler Divergence for Constrained Levy-Ito Processes","year":2022,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Kullback–Leibler divergence; Divergence (linguistics); Lévy process; Mathematics; Statistical physics; Statistics; Physics","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":[0.002592275,0.00109351,0.001640993,0.001619739,0.0008378245,0.003666221,0.001673054,0.001772956,0.003684434],"category_scores_gemma":[0.01331376,0.0005835167,0.0009391297,0.0009130416,0.002660572,0.004710451,0.002378616,0.002061638,0.0003917914],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001746544,"about_ca_system_score_gemma":0.00273734,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001612593,"about_ca_topic_score_gemma":0.001351835,"domain_scores_codex":[0.9987842,0.0003869642,0.00009549179,0.0002648881,0.0003428097,0.000125669],"domain_scores_gemma":[0.9934796,0.003876287,0.000733838,0.000345709,0.0008468454,0.0007177991],"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":[0.0001151093,0.00009412137,0.0009196355,0.0001358681,0.00005807011,0.0001786835,0.0001136123,0.04023812,0.002335188,0.9472986,0.0008911373,0.007621949],"study_design_scores_gemma":[0.00001672224,0.00003660204,0.0003923207,0.00001908291,0.00001236656,0.0000743182,0.00002501303,0.1931585,0.0004248325,0.8054996,0.0003115659,0.00002908997],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.207685,0.0007469407,0.778383,0.001086446,0.00009562253,0.00006728258,0.0004810834,0.0002714487,0.01118315],"genre_scores_gemma":[0.939073,0.0007451514,0.05066301,0.0002501325,0.0001500002,0.0001494399,0.0005910335,0.0001575201,0.008220707],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.003684434,"threshold_uncertainty_score":0.01370943,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02162992922971567,"score_gpt":0.2276872863081943,"score_spread":0.2060573570784786,"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."}}