{"id":"W4412526315","doi":"10.3390/risks13070140","title":"Enhanced Calibration of Spread Option Simulation Pricing","year":2025,"lang":"en","type":"article","venue":"Risks","topic":"Simulation Techniques and Applications","field":"Decision Sciences","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"McMaster University; Systems, Applications & Products in Data Processing (Canada)","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Calibration; Econometrics; Valuation of options; Computer science; Business; Economics; Mathematics; Statistics","routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005658663,0.00005612688,0.0001210558,0.0002216201,0.0000849388,0.000050729,0.0001812096,0.00006497748,0.00009680537],"category_scores_gemma":[0.0006314219,0.00004695687,0.00005360309,0.0008354423,0.00002698389,0.000205755,0.00003719291,0.00004888574,0.000016108],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00002409591,"about_ca_system_score_gemma":0.00003144451,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00004769496,"about_ca_topic_score_gemma":0.00000612003,"domain_scores_codex":[0.9988633,0.00005611797,0.0004704048,0.0002035466,0.0003363114,0.00007034945],"domain_scores_gemma":[0.9984745,0.0006895363,0.0002091064,0.0003471613,0.0002606152,0.00001912985],"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":[0.00002856763,0.0000726182,0.005189851,0.000006593861,0.000008734036,7.116928e-8,0.0003019082,0.4617007,0.04194016,0.07970519,0.000704203,0.4103414],"study_design_scores_gemma":[0.0001458288,0.00001633315,0.02175616,0.00002014769,0.000008160101,4.693159e-8,0.00008561305,0.7304273,0.1647924,0.08066075,0.002029334,0.00005785376],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1981902,0.0000183175,0.7960654,0.0001882215,0.00005493766,0.0002017574,0.000003472152,0.0000554578,0.005222199],"genre_scores_gemma":[0.9958075,0.000005358046,0.003103223,0.00006988503,0.00002231702,0.00001700852,0.000006940265,0.000003195373,0.0009646128],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.7976173,"threshold_uncertainty_score":0.1914846,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1638658913156523,"score_gpt":0.4904305195854775,"score_spread":0.3265646282698251,"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."}}