Triple

T22150845
Position Surface form Disambiguated ID Type / Status
Subject Freddy Delbaen E547406 entity
Predicate notableConcept P201 FINISHED
Object fundamental theorem of asset pricing — NE NERFINISHED

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: fundamental theorem of asset pricing | Statement: [Freddy Delbaen, notableConcept, fundamental theorem of asset pricing]
NED1 Entity disambiguation (via context triple) gpt-5-mini-2025-08-07 
Target entity: fundamental theorem of asset pricing
Context triple: [Freddy Delbaen, notableConcept, fundamental theorem of asset pricing]
  • A. Delbaen–Schachermayer fundamental theorem of asset pricing chosen
    The Delbaen–Schachermayer fundamental theorem of asset pricing is a central result in mathematical finance that rigorously characterizes the absence of arbitrage in financial markets via the existence of an equivalent martingale measure under very general conditions.
  • B. “The Mathematics of Arbitrage”
    “The Mathematics of Arbitrage” is a rigorous mathematical finance text that develops the theory of arbitrage-free markets and pricing using modern probability and measure-theoretic tools.
  • C. Lucas asset pricing model
    The Lucas asset pricing model is a foundational rational expectations framework in macro-finance that explains asset prices through representative-agent intertemporal consumption choices under uncertainty.
  • D. Fisher separation theorem
    The Fisher separation theorem is a foundational result in financial economics stating that a firm's investment decision can be made independently of its owners' consumption preferences, focusing solely on maximizing the present value of the firm.
  • E. Rabin’s calibration theorem for expected utility
    Rabin’s calibration theorem for expected utility is a result in behavioral economics showing that standard expected utility theory with concave utility cannot plausibly explain observed levels of risk aversion over small stakes without implying absurdly high risk aversion over large stakes.
  • F. None of above.
  • G. Unsure - the case is ambiguous/there is not enough information to decide.

Provenance (2 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_69e11e3b52088190ad5df386d01eb2fb completed April 16, 2026, 5:36 p.m.
NER Named-entity recognition batch_69f129f37dac8190a7cecb12f4271515 completed April 28, 2026, 9:43 p.m.
Created at: April 16, 2026, 8:33 p.m.