{"id":"W4414257942","doi":"10.21203/rs.3.rs-7624030/v1","title":"Neural network smoothing of American options payoff with grid refinement strategies","year":2025,"lang":"en","type":"preprint","venue":"Research Square","topic":"Reservoir Engineering and Simulation Methods","field":"Engineering","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Calgary","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Heaviside step function; Artificial neural network; Smoothing; Grid; Stochastic game; Sensitivity (control systems); Function (biology); Dirac delta function","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002999768,0.0004921877,0.0007842678,0.0006625837,0.0004096698,0.0009102763,0.001337941,0.001447458,0.00533086],"category_scores_gemma":[0.02016949,0.0004702102,0.0004098573,0.000586435,0.001011436,0.002313429,0.001145719,0.001862526,0.0003348361],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001068674,"about_ca_system_score_gemma":0.0008979531,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.008787092,"about_ca_topic_score_gemma":0.006559164,"domain_scores_codex":[0.999507,0.00026808,0.00001962335,0.00008236684,0.00006783542,0.00005516253],"domain_scores_gemma":[0.9913271,0.007097645,0.0003022438,0.000424768,0.0006019033,0.000246355],"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":[0.0001435772,0.00004136416,0.0007215035,0.00003391217,0.00002077486,0.00003805484,0.00005298726,0.9051237,0.0005432818,0.07330868,0.001346568,0.01862567],"study_design_scores_gemma":[0.000003481319,0.000004048388,0.00005014025,0.000002671171,0.000001548203,0.000002042655,0.000002244733,0.9923569,0.00006700018,0.007449858,0.00005784199,0.000002142423],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.170581,0.0004654924,0.8180387,0.001124569,0.0001731693,0.00005680206,0.0001278351,0.0003432203,0.009089196],"genre_scores_gemma":[0.9414836,0.0001876965,0.04725848,0.0001598484,0.00006139169,0.00007240487,0.0001017082,0.00009691781,0.01057807],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.008787092,"threshold_uncertainty_score":0.01783353,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05288139838123455,"score_gpt":0.3905604605412404,"score_spread":0.3376790621600058,"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."}}