Triple

T10803638
Position Surface form Disambiguated ID Type / Status
Subject Ornstein–Uhlenbeck process E254905 entity
Predicate isRelatedTo P37 FINISHED
Object Vasicek interest rate model E48273 NE FINISHED

How this triple was built (2 steps)

Every LLM step that produced this triple, in pipeline order — named-entity classification, the disambiguation choices (the exact options shown, with the pick highlighted), and the generated description. The batch + timestamp of each is in the Provenance table below.

NER Named-entity recognition gpt-5-mini
Instruction
Given a phrase, classify it is english named entity (e.g., persons, organizations, works of art) in Latin script, or not (e.g., literals, dates, URLs, verbose phrases). For disambiguation, the statement where the phrase occurs as object is also given. Please return a JSON object with `phrase` (string, the phrase being analyzed) and `is_ne` (boolean, indicating whether the phrase is a Named Entity).
Input
Phrase: Vasicek interest rate model | Statement: [Ornstein–Uhlenbeck process, isRelatedTo, Vasicek interest rate model]
NED1 Entity disambiguation (via context triple) gpt-5-mini-2025-08-07 
Target entity: Vasicek interest rate model
Context triple: [Ornstein–Uhlenbeck process, isRelatedTo, Vasicek interest rate model]
  • A. Black–Scholes model
    The Black–Scholes model is a fundamental mathematical framework in financial economics for pricing options and other derivatives by modeling asset prices as stochastic processes.
  • B. Ornstein–Uhlenbeck process chosen
    The Ornstein–Uhlenbeck process is a continuous-time stochastic process that models mean-reverting random motion, widely used in physics and quantitative finance to describe systems fluctuating around a long-term equilibrium.
  • C. Bachelier
    Bachelier was a prominent 19th-century French publishing house known for issuing influential scientific and philosophical works.
  • D. Itô’s lemma
    Itô’s lemma is a fundamental result in stochastic calculus that generalizes the chain rule to functions of stochastic processes, especially Brownian motion.
  • E. Feynman–Kac formula
    The Feynman–Kac formula is a fundamental result connecting solutions of certain partial differential equations with expectations over stochastic processes, forming a bridge between quantum mechanics, probability theory, and mathematical finance.
  • F. None of above.
  • G. Unsure - the case is ambiguous/there is not enough information to decide.

Provenance (3 batches)

The batch behind each pipeline step, in order, with when it ran. Timestamps are batch-level — stages were processed in waves, so the object chain (NER → NED1 → NEDg → NED2) reads in order, but predicate / elicitation batches can sit in a different wave.

Step Stage Batch ID Status When
creating Elicitation batch_69d6aa61c15c8190a1839550c56e75e1 completed April 8, 2026, 7:20 p.m.
NER Named-entity recognition batch_69d7336feff88190b638b7d62d34da0e completed April 9, 2026, 5:04 a.m.
NED1 Entity disambiguation (via context triple) batch_69de567a7ea0819088a2fa10f8367d89 completed April 14, 2026, 3 p.m.
Created at: April 8, 2026, 9:18 p.m.