{"id":"W4406957766","doi":"10.3390/jrfm18020063","title":"Diagnostic for Volatility and Local Influence Analysis for the Vasicek Model","year":2025,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Vasicek model; Volatility (finance); Econometrics; Local volatility; Economics; Computer science; Stochastic volatility; Monetary economics; Interest rate","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"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":[0.005418611,0.0008871475,0.001168815,0.00282303,0.0006300119,0.001260432,0.001542596,0.001625368,0.002232108],"category_scores_gemma":[0.03182594,0.0003769288,0.001354655,0.0008521058,0.001465,0.001366113,0.002017611,0.001844366,0.0002999856],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001146624,"about_ca_system_score_gemma":0.001357311,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003947182,"about_ca_topic_score_gemma":0.002351502,"domain_scores_codex":[0.9980525,0.0009677095,0.00009017167,0.0002978642,0.0004283738,0.0001634487],"domain_scores_gemma":[0.980161,0.01615121,0.001485149,0.0005160513,0.001060399,0.0006261111],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0002440952,0.0001067042,0.01099095,0.0001719904,0.0001313001,0.0004896836,0.0003080268,0.7829456,0.004126879,0.1500539,0.001410798,0.04902013],"study_design_scores_gemma":[0.000005455889,0.00001689947,0.0003135157,0.000008013367,0.000005259191,0.00003818835,0.00001387556,0.9855349,0.0003879168,0.0134816,0.0001828859,0.00001146498],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.04262529,0.0002936759,0.9551735,0.000255316,0.00003326741,0.00006556857,0.00008546471,0.0002926319,0.001175227],"genre_scores_gemma":[0.8696635,0.0002875493,0.1278002,0.0001402457,0.00007868931,0.0001735556,0.0003405672,0.0001189521,0.001396768],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.005418611,"threshold_uncertainty_score":0.02865672,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01230425514464415,"score_gpt":0.2287390407158896,"score_spread":0.2164347855712455,"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."}}