{"artifact_id":"L1-439","layer":"L1","title":"Heston Stochastic Volatility Calibration","domain":"Computational Finance","sub_domain":"Stochastic volatility","physics_fingerprint":{"L_DAG":3.5,"title":"Heston Stochastic Volatility Calibration","domain":"Computational Finance","carrier":"N/A","primitives":["N.pointwise","F.fourier.carr_madan","O.chi2.vol_surface"],"sub_domain":"Stochastic volatility","noise_model":"market_bid_ask_gaussian","problem_class":"nonlinear_inverse","solution_space":"stochastic_vol_parameter_vector","difficulty_delta":5,"integration_axis":"parameter_space","sensing_mechanism":"vol_surface_calibration_heston"},"observable_profile":{"metric":"vol_surface_RMSE_bp","regime":"Existence of the recovered stochastic_vol_parameter_vector is guaranteed within the declared Omega bounds. Uniqueness holds on the measurement-supported subspace; out-of-support modes are controlled by declared priors. Stability is conditionally stable (kappa_eff ~= 500); data_sparsity_OTM_options dominates the stability cliff; the remaining mismatch parameters contribute higher-order bias terms. Market bid ask gaussian sets the irreducible data-fidelity floor.","secondary":"Heston_price_RMSE_percent"},"size_tiers":{"center_spec":{"omega":{"N_strikes":15,"N_maturities":8,"data_noise_bp":30,"max_maturity_yr":2.0},"input_format":"measurement_only","problem_class":"nonlinear_inverse","forward_operator":"vol_surface_calibration_heston","epsilon_fn_center":"60 vol_surface_RMSE_bp"},"omega_bounds":{"N_strikes":[5,50],"N_maturities":[3,30],"data_noise_bp":[10,200],"max_maturity_yr":[0.5,5.0]},"epsilon_bounds":{"vol_surface_RMSE_bp":[10,500]},"allowed_problem_classes":["nonlinear_inverse"],"allowed_omega_dimensions":["N_strikes","N_maturities","max_maturity_yr","data_noise_bp"],"allowed_forward_operators":["vol_surface_calibration_heston"]},"hardness_fn":{"type":"epsilon_fn","delta":5,"kappa":10000.0,"metric":"vol_surface_RMSE_bp"},"initiator_dataset":[{"name":"primary","weight":1.0,"ipfs_cid":null,"license_hash":null}],"status":"testnet","staked_pwm":0.0,"chain_hash":"0x69f3e2451637b97f6c2a1cdd10bb56024ec7ca0ba74f929baa3c0aec3e689c33","chain_tx_hash":"0x8ba9e1e8a4ae53459689d357eff7b7f7578dce5df9ae361c6e2b07c1ccb8444c","chain_block":41555258}