{"id":"W7096028502","doi":"","title":"Nonlinear Kalman Filtering in Affine Term Structure Models","year":2014,"lang":"en","type":"article","venue":"","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Term (time); Kalman filter; Affine transformation; Nonlinear system; Noise (video); Control theory (sociology)","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0002557042,0.0001253431,0.0002961749,0.0001727292,0.00004718905,0.00003768473,0.0001696732,0.0001026386,0.0003230396],"category_scores_gemma":[0.00005454507,0.0001387867,0.00005699713,0.0001434103,0.00001621755,0.0002522783,0.00006174102,0.0001571112,0.00006843346],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00004252865,"about_ca_system_score_gemma":0.000006554454,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0004817928,"about_ca_topic_score_gemma":0.0005272162,"domain_scores_codex":[0.9989214,0.000006342824,0.0004605033,0.0003316955,0.00002324152,0.0002567992],"domain_scores_gemma":[0.9995571,0.00002091211,0.00008591867,0.0002772259,0.00001251547,0.00004633096],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00005079639,0.0001666387,0.1679487,0.0001065032,0.00001934077,0.000003997739,0.00157756,0.05196429,0.0006642119,0.7377666,0.000159731,0.03957161],"study_design_scores_gemma":[0.0003809883,0.00003003601,0.01075806,0.00001341368,8.473834e-7,7.953872e-7,0.000009345654,0.8822054,0.0001648799,0.101488,0.004740487,0.0002077616],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8993656,0.0001981198,0.0762967,0.000130696,0.0001796091,0.00009430402,0.00004585046,0.00004159539,0.02364752],"genre_scores_gemma":[0.9881399,0.00004121997,0.01096328,0.0001568966,0.0001526096,0.000003609082,0.00001494725,0.0000182727,0.0005092783],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.830241,"threshold_uncertainty_score":0.5659556,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0312476021952829,"score_gpt":0.2163656384576347,"score_spread":0.1851180362623518,"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."}}