{"id":"W4410862820","doi":"10.3390/ijfs13020091","title":"Markov-Modulated and Shifted Wishart Processes with Applications in Derivatives Pricing","year":2025,"lang":"en","type":"article","venue":"International Journal of Financial Studies","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"Western University; York University","funders":"","keywords":"Wishart distribution; Markov chain; Economics; Econometrics; Mathematics; Statistics","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":[0.001866534,0.0007219469,0.0005717502,0.001109073,0.0003542095,0.001162195,0.000646572,0.001223128,0.001684739],"category_scores_gemma":[0.007839561,0.0004067088,0.001074615,0.001764996,0.00116196,0.001848653,0.0007926222,0.001663811,0.0002907102],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005414441,"about_ca_system_score_gemma":0.000550719,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002470707,"about_ca_topic_score_gemma":0.001289911,"domain_scores_codex":[0.9994561,0.0002792968,0.0000297628,0.00006452209,0.0001323622,0.0000379477],"domain_scores_gemma":[0.9964386,0.002684294,0.0003271904,0.0001900874,0.0002596346,0.0001002609],"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":[0.00007066761,0.00007887859,0.00228543,0.0001085814,0.00006867995,0.0003625109,0.0001542718,0.4801644,0.004403195,0.4780777,0.0006444738,0.03358128],"study_design_scores_gemma":[0.000006347806,0.00002655365,0.0003611873,0.00001211682,0.000009806129,0.00007554842,0.00001471601,0.9190645,0.0004589858,0.07911935,0.000832285,0.00001853439],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.04224757,0.003080804,0.9504228,0.0004147631,0.0001164684,0.00002326873,0.00005317261,0.0001096809,0.003531577],"genre_scores_gemma":[0.8130754,0.006429495,0.1744039,0.000234769,0.0004757527,0.00009268517,0.0001557027,0.00007873849,0.005053668],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.002470707,"threshold_uncertainty_score":0.009871304,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02037333668313065,"score_gpt":0.2724799813701695,"score_spread":0.2521066446870389,"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."}}