{"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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001272116,0.0006104687,0.00105995,0.0006627504,0.0003992454,0.0009497848,0.0007001655,0.0008722374,0.003915485],"category_scores_gemma":[0.007170877,0.0005426371,0.000650526,0.0009872853,0.0004725014,0.00169143,0.000930258,0.001518728,0.001168683],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009157543,"about_ca_system_score_gemma":0.0009213805,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.02132045,"about_ca_topic_score_gemma":0.01525669,"domain_scores_codex":[0.9994975,0.0001880991,0.00002596595,0.0001376383,0.0001008594,0.00004996769],"domain_scores_gemma":[0.9981035,0.001292923,0.0001570515,0.0001328075,0.0002606706,0.00005305033],"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":[0.0001215011,0.00003595329,0.001980012,0.0001790936,0.0001149555,0.0001412532,0.0001599751,0.6719728,0.001105347,0.1759124,0.008306432,0.1399703],"study_design_scores_gemma":[0.000008534598,0.00001262181,0.0004507224,0.00001416245,0.00001088755,0.00001205794,0.00001001342,0.9386632,0.0002187708,0.0570124,0.003571717,0.00001487442],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.006580675,0.001778354,0.9867852,0.0008410032,0.0001889595,0.00001610985,0.0002175123,0.0002794189,0.003312718],"genre_scores_gemma":[0.6766934,0.006954235,0.2671638,0.0003358388,0.0007933702,0.0002823309,0.002150747,0.0003277583,0.04529848],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.02132045,"threshold_uncertainty_score":0.04239273,"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."}}