{"id":"W4413854825","doi":"10.1016/j.gfj.2025.101170","title":"Analytical fixed income pricing in discrete time: A new family of models","year":2025,"lang":"en","type":"article","venue":"Global Finance Journal","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"Western University","funders":"","keywords":"Economics; Fixed income; Discrete time and continuous time; Econometrics; Financial economics; Mathematics; Finance; Statistics; Bond","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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0003032124,0.0001336146,0.000477801,0.0001876772,0.00008202652,0.00004521801,0.0003498222,0.0001038194,0.00001696504],"category_scores_gemma":[0.0001488541,0.0001470706,0.0001251131,0.001183464,0.00005380517,0.0002283751,0.0000871419,0.0002263482,0.00005667574],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002248439,"about_ca_system_score_gemma":0.0002183649,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0003305065,"about_ca_topic_score_gemma":0.00001528261,"domain_scores_codex":[0.9984945,0.000003828711,0.0008837727,0.0002585988,0.00005507206,0.0003042177],"domain_scores_gemma":[0.9992758,0.0000312421,0.0003641908,0.000208132,0.00005656974,0.0000640879],"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":[0.00002988351,0.00004665268,0.01127163,0.0000152745,0.00001628548,0.00000385456,0.00003573004,0.002698947,0.000006022257,0.9818757,0.0005532444,0.003446842],"study_design_scores_gemma":[0.0006244217,0.0000333251,0.1216856,0.0001329639,0.000007500596,0.000009845637,0.00001313788,0.04297273,0.000004234682,0.8321511,0.002231945,0.000133237],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.0864346,0.003550531,0.8871814,0.0008164806,0.0001855665,0.0001389854,0.0000963792,0.00001135043,0.02158473],"genre_scores_gemma":[0.9910879,0.0002772922,0.007643322,0.0002031905,0.00008041001,0.000008038674,0.00000248544,0.000007117512,0.0006903179],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.9046533,"threshold_uncertainty_score":0.5997363,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01899882537543041,"score_gpt":0.2522609002088002,"score_spread":0.2332620748333698,"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."}}