Triple
T12021179
| Position | Surface form | Disambiguated ID | Type / Status |
|---|---|---|---|
| Subject | Myron Scholes |
E286150
|
entity |
| Predicate | knownFor |
P22
|
FINISHED |
| Object | Black–Scholes model |
E59634
|
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: Black–Scholes model | Statement: [Myron Scholes, knownFor, Black–Scholes model]
NED1
Entity disambiguation (via context triple)
gpt-5-mini-2025-08-07
Target entity: Black–Scholes model Context triple: [Myron Scholes, knownFor, Black–Scholes model]
-
A.
Black–Scholes model
chosen
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.
Merton model
The Merton model is a structural credit risk framework that values a company's equity as a call option on its assets to assess default risk and price corporate debt and derivatives.
-
C.
Black–Derman–Toy model
The Black–Derman–Toy model is a one-factor short-rate interest rate model widely used in finance to price interest rate derivatives and construct yield curves.
-
D.
Bachelier
Bachelier was a prominent 19th-century French publishing house known for issuing influential scientific and philosophical works.
-
E.
binomial options pricing model
The binomial options pricing model is a discrete-time valuation method that models possible future movements in an underlying asset’s price to determine the fair value of options and their risk sensitivities.
- 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_69d6ab45a368819084fce08bf0dc3705 |
completed | April 8, 2026, 7:23 p.m. |
| NER | Named-entity recognition | batch_69d903ed15408190afc21afd57d6a737 |
completed | April 10, 2026, 2:06 p.m. |
| NED1 | Entity disambiguation (via context triple) | batch_69f61e3af3cc8190b2a0e3531713aca5 |
completed | May 2, 2026, 3:54 p.m. |
Created at: April 8, 2026, 9:47 p.m.