{"meta":{"query_hash":"fcb3bc88e4bf","filters":{"topic":"Credit Risk and Financial Regulations"},"cohort_total":847,"direct_labels_cover":1,"predictions_cover":847,"exported":847,"export_cap":100000,"truncated":false,"label_status":"direct model label, unvalidated","prediction_status":"machine_predicted_unvalidated (Codex and Gemma teacher distillation)","score_status":"score_only:v0-immature-baseline","snapshot":{"source":"OpenAlex, pinned release, all 482 partitions","release":"2026-06-24","frame_built":"2026-07-12"},"permalink":"https://metacan.xera.ac/q/fcb3bc88e4bf","api":"https://metacan.xera.ac/api/v1/cohort?topic=Credit+Risk+and+Financial+Regulations"},"results":[{"id":"W1030475365","doi":"10.33119/gn/101242","title":"Changes in the Default Component of Spread at a Time of Financial Instability","year":2009,"lang":"en","type":"article","venue":"Gospodarka Narodowa","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":false,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"","funders":"Kelley School of Business, Indiana University; Sloan School of Management, Massachusetts Institute of Technology; Universiteit van Amsterdam; Massachusetts Institute of Technology; Copenhagen Business School; University of Missouri; University of Toronto","keywords":"Component (thermodynamics); Instability; Economics; Business; Financial system; Physics; Mechanics","score_opus":0.021638095599477474,"score_gpt":0.2181192479341249,"score_spread":0.19648115233464744,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1030475365","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9915431,0.0006155281,0.000089373614,0.0011996775,0.00011149274,0.00032718567,0.00032019956,0.000010833573,0.005782569],"genre_scores_gemma":[0.9993869,0.000073300595,0.00019313654,0.000074594514,0.00007634922,0.000011283413,0.000029515679,0.0000062802765,0.00014861995],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99881667,0.000027009204,0.0006149625,0.00025006215,0.00007256574,0.00021873668],"domain_scores_gemma":[0.9990475,0.00009393603,0.00036002824,0.0004289177,0.000038902683,0.00003068151],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00071675406,0.00012339947,0.0004452754,0.00016900436,0.000063923406,0.000007403298,0.00028760845,0.000104149556,0.00014389056],"category_scores_gemma":[0.00027267926,0.00011473467,0.00012400035,0.0004393844,0.00011846152,0.000065959284,0.00004234806,0.00011359267,0.00006519075],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00047876238,0.0017574419,0.73496735,0.00010160883,0.000021691754,0.000010595203,0.010019059,0.00035753738,0.00329056,0.21893305,0.004952158,0.025110215],"study_design_scores_gemma":[0.00041820007,0.00016689945,0.9708483,0.0000184002,0.000003877296,0.0000020224975,0.000029713237,0.00023612076,0.0006027336,0.013172317,0.01438472,0.000116666524],"about_ca_topic_score_codex":0.00037005934,"about_ca_topic_score_gemma":0.0006933969,"teacher_disagreement_score":0.235881,"about_ca_system_score_codex":0.00008374604,"about_ca_system_score_gemma":0.000028273234,"threshold_uncertainty_score":0.4678744},"labels":[],"label_agreement":null},{"id":"W1089536476","doi":"10.1007/s11156-015-0527-z","title":"Loan-commitment borrowing and performance-sensitive debt","year":2015,"lang":"en","type":"article","venue":"Review of Quantitative Finance and Accounting","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McMaster University","funders":"","keywords":"Debt ratio; Monetary economics; Capital structure; Debt; Economics; Debt-to-GDP ratio; Internal debt; Tax shield; Weighted average cost of capital; Debt levels and flows; Recourse debt; Gearing ratio; Leverage (statistics); Corporate finance; Business; Finance; Tax reform; Microeconomics","score_opus":0.06512290289860626,"score_gpt":0.2842255915435779,"score_spread":0.21910268864497165,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1089536476","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.78331065,0.20719938,0.0011778799,0.0003693363,0.0001423018,0.00024191214,0.000044470034,0.00001121613,0.0075028692],"genre_scores_gemma":[0.8704186,0.12591577,0.0033759875,0.0001290661,0.00005208591,0.000014617609,0.000009855459,0.000011629386,0.000072418174],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9989426,0.000012907554,0.0005487333,0.00026272988,0.00005092499,0.00018208729],"domain_scores_gemma":[0.999171,0.00007681821,0.00045182247,0.00013631205,0.00012474385,0.000039273003],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00085616496,0.00013580038,0.0005217732,0.00009647253,0.00011101772,0.000026272639,0.00006638768,0.000041536605,0.0000059916374],"category_scores_gemma":[0.00032607638,0.00013871412,0.000057278292,0.0002498221,0.000111592766,0.0004537996,0.00006203995,0.00009406873,0.000029054361],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000028305813,0.00006487021,0.25912622,0.0031161888,0.00004261364,0.0000039403894,0.0015496679,0.0000148976305,0.000019632045,0.67766374,0.0012109611,0.057158966],"study_design_scores_gemma":[0.0009725529,0.00043467095,0.79518557,0.009617761,0.00005249051,0.000018650806,0.0007102038,0.005689812,0.00019485547,0.007039163,0.17941812,0.0006661368],"about_ca_topic_score_codex":0.00006752234,"about_ca_topic_score_gemma":0.000006418441,"teacher_disagreement_score":0.67062455,"about_ca_system_score_codex":0.00002790304,"about_ca_system_score_gemma":0.000027791206,"threshold_uncertainty_score":0.56565976},"labels":[],"label_agreement":null},{"id":"W109109609","doi":"","title":"Cross-Market Liquidity Shocks: Evidence from the CDS, Corporate Bond, and Equity Markets","year":2010,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":18,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Manitoba","funders":"","keywords":"Market liquidity; Liquidity crisis; Monetary economics; Bond market; Equity (law); Corporate bond; Accounting liquidity; Bond; Liquidity risk; Business; Credit default swap; Market impact; Financial system; Economics; Financial economics; Market microstructure; Finance; Credit risk; Order (exchange)","score_opus":0.07859720985976183,"score_gpt":0.28283583398866874,"score_spread":0.20423862412890692,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W109109609","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97233343,0.0013662465,0.0018606617,0.0013420273,0.0010647455,0.0002118669,0.00039595456,0.000049061808,0.021375982],"genre_scores_gemma":[0.99367005,0.0006926435,0.0009880369,0.0001229646,0.00047547757,0.00002101415,0.000016255519,0.00001571631,0.003997859],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9987098,0.000014885053,0.0004789809,0.0004591066,0.000056170957,0.0002810521],"domain_scores_gemma":[0.9983376,0.0005428683,0.0003474797,0.0005975073,0.00005663402,0.00011788825],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0013076294,0.00016078948,0.00026782797,0.000049283313,0.00035931033,0.0003283156,0.00036786412,0.00016075921,0.0031710523],"category_scores_gemma":[0.0011181469,0.00013533876,0.000087838474,0.00018106693,0.0002997776,0.00046906757,0.0003167706,0.00031683827,0.00020740724],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000054841377,0.000029069,0.9329092,0.000004542268,0.000012735792,0.0000018619797,0.0001158671,0.0000023701273,0.00010778996,0.0423401,0.020051075,0.00437056],"study_design_scores_gemma":[0.00018465446,0.000017240713,0.8950286,0.000009856909,0.0000049667183,0.000002102423,0.000012325353,0.0019161825,0.0000901555,0.048559926,0.053998526,0.00017545167],"about_ca_topic_score_codex":0.0018217538,"about_ca_topic_score_gemma":0.0015716575,"teacher_disagreement_score":0.037880577,"about_ca_system_score_codex":0.00002730747,"about_ca_system_score_gemma":0.000042384025,"threshold_uncertainty_score":0.9977402},"labels":[],"label_agreement":null},{"id":"W123566643","doi":"10.2139/ssrn.2403312","title":"Soft Information and Disclosure Reliability: Evidence from Debt Issuances","year":2013,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Alberta","funders":"","keywords":"Business; Debt; Reliability (semiconductor); Accounting; Monetary economics; Financial system; Economics; Finance","score_opus":0.010849035708240995,"score_gpt":0.20582436819180444,"score_spread":0.19497533248356344,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W123566643","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.94575536,0.014968789,0.03538672,0.0028380824,0.00027062258,0.00015057395,0.000021686154,0.000020892836,0.0005872715],"genre_scores_gemma":[0.98593247,0.013061154,0.0003223778,0.000035996163,0.00026551558,0.0000136300105,0.0000081966755,0.0000078559515,0.00035280516],"study_design_codex":"observational","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9985101,0.000012544761,0.0005081327,0.00016125938,0.00005270396,0.0007552166],"domain_scores_gemma":[0.999304,0.000082866354,0.00031258242,0.00016408248,0.0000635122,0.00007294523],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007732708,0.00010953825,0.00020381992,0.00010956927,0.00022305446,0.0002084393,0.00016158777,0.000082613704,0.00015068488],"category_scores_gemma":[0.00040371597,0.00010608126,0.000068638925,0.00014162823,0.00005793028,0.002123075,0.000033272878,0.00059579074,0.00037384365],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000018448967,0.0000264644,0.590621,0.0000077037685,0.000045804245,2.0172136e-7,0.0007659269,0.00009073387,0.000013580977,0.32421565,0.0006146838,0.08357983],"study_design_scores_gemma":[0.00018700221,0.00007616296,0.3014328,0.000018464325,0.000005930585,0.000011363429,0.00034477422,0.0012140743,0.0000053006224,0.68735284,0.009221208,0.00013008906],"about_ca_topic_score_codex":0.0017935608,"about_ca_topic_score_gemma":0.00057965977,"teacher_disagreement_score":0.3631372,"about_ca_system_score_codex":0.0002778908,"about_ca_system_score_gemma":0.00022555211,"threshold_uncertainty_score":0.48051286},"labels":[],"label_agreement":null},{"id":"W1481797657","doi":"10.2139/ssrn.2195547","title":"Exploring the Performance of Government Debt Issuance","year":2013,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"BC Research (Canada)","funders":"","keywords":"Debt; Business; Government (linguistics); Financial system; Finance; Accounting","score_opus":0.029461163909080806,"score_gpt":0.1935710927418509,"score_spread":0.1641099288327701,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1481797657","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9914623,0.0024529751,0.002373377,0.0007292513,0.00032710677,0.000104905084,0.0000062846852,0.000006413866,0.002537403],"genre_scores_gemma":[0.9864595,0.011411937,0.00006433705,0.000014014226,0.00024137313,0.000026922387,5.00249e-7,0.0000117571735,0.0017696851],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9985816,0.0000070669757,0.00040337953,0.00011735141,0.00007331599,0.0008172859],"domain_scores_gemma":[0.99944174,0.000027446755,0.00028855423,0.0001809724,0.000027493648,0.00003379451],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007239667,0.000084605774,0.00016462377,0.000040188923,0.00019631442,0.000034017336,0.00024914602,0.000023445491,0.00008182394],"category_scores_gemma":[0.000047911006,0.00006925906,0.00009142847,0.00015559618,0.00004424677,0.0004391955,0.00002873328,0.00052797503,0.00017601135],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000009045837,0.000036877038,0.1107564,0.0000048981406,0.000045629335,1.1218162e-7,0.00025739134,0.00024746984,0.00006591945,0.85113114,0.00014113827,0.037303973],"study_design_scores_gemma":[0.00044212874,0.00031321507,0.76531893,0.000022513295,0.000009464384,0.000047052727,0.00090856245,0.0028924288,0.00038071253,0.20770976,0.021719044,0.00023622283],"about_ca_topic_score_codex":0.0001835547,"about_ca_topic_score_gemma":0.00010285476,"teacher_disagreement_score":0.65456253,"about_ca_system_score_codex":0.00041467228,"about_ca_system_score_gemma":0.00009900424,"threshold_uncertainty_score":0.28243026},"labels":[],"label_agreement":null},{"id":"W1482258875","doi":"10.34989/sdp-2009-12","title":"Measures of Aggregate Credit Conditions and Their Potential Use by Central Banks","year":2021,"lang":"en","type":"preprint","venue":"Econstor (Econstor)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Bank of Canada","funders":"","keywords":"Systemic risk; Financial stability; Credit risk; Business; Financial system; Measure (data warehouse); Central bank; Focus (optics); Economics; Actuarial science; Financial crisis; Monetary economics; Monetary policy; Macroeconomics; Computer science","score_opus":0.02697204825308328,"score_gpt":0.2130890690394431,"score_spread":0.18611702078635983,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1482258875","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.95822495,0.014771904,0.0038574168,0.00029522684,0.004998769,0.0005312609,0.014574506,0.00008877272,0.0026571618],"genre_scores_gemma":[0.99341524,0.0029994037,0.0005373215,0.00004864869,0.0006284801,0.00008061166,0.0011618236,0.00007793272,0.0010505157],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99640423,0.00006708368,0.0015838158,0.0011754889,0.00009970955,0.00066968374],"domain_scores_gemma":[0.9969247,0.0001978741,0.0013899915,0.0009545192,0.00019522244,0.00033770868],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0004101291,0.00061776565,0.0014823247,0.00049289124,0.00031958712,0.00035160646,0.00043469187,0.00077125634,0.001265423],"category_scores_gemma":[0.00034585575,0.0007509843,0.0006453446,0.0002061727,0.000796327,0.000490926,0.000454342,0.0008371771,0.000051566898],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000033632543,0.0003227548,0.9548267,0.00015209983,0.0005683652,0.00002297284,0.0010962359,0.00038685222,0.0003512016,0.019651124,0.021467773,0.001120286],"study_design_scores_gemma":[0.0011548116,0.00007702851,0.9416388,0.00027180553,0.00011014866,0.000070536335,0.00027632868,0.001531714,0.00064958894,0.007385384,0.045568958,0.0012648759],"about_ca_topic_score_codex":0.0010695355,"about_ca_topic_score_gemma":0.00040618345,"teacher_disagreement_score":0.03519028,"about_ca_system_score_codex":0.00026791348,"about_ca_system_score_gemma":0.00040248403,"threshold_uncertainty_score":0.99964756},"labels":[],"label_agreement":null},{"id":"W1487100737","doi":"10.5539/res.v7n10p25","title":"Some Approaches to the Calibration of Internal Rating Models","year":2015,"lang":"en","type":"article","venue":"Review of European Studies","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Calibration; Computer science; Portfolio; Reliability (semiconductor); Construct (python library); Econometrics; Credit rating; Probability of default; Feature (linguistics); Autoregressive integrated moving average; Artificial intelligence; Data mining; Machine learning; Actuarial science; Credit risk; Time series; Finance; Economics; Statistics; Mathematics","score_opus":0.40428386683863654,"score_gpt":0.2956521508582635,"score_spread":0.10863171598037302,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1487100737","genre_codex":"review","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"review","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.017231919,0.9234245,0.019667812,0.00302526,0.0004197768,0.00048866373,0.00007635316,0.000016347974,0.035649356],"genre_scores_gemma":[0.91884863,0.07837241,0.0016314215,0.00022654067,0.00047308515,0.00001537244,0.000005227461,0.000018244453,0.0004090422],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99913627,0.000043042088,0.00059008895,0.0001204859,0.000038024707,0.00007209873],"domain_scores_gemma":[0.9993448,0.00003415034,0.00034649557,0.00019297165,0.000055304878,0.00002624708],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001211116,0.00006766359,0.00034018955,0.00004467197,0.000037913916,0.0000069067287,0.00014947647,0.000007075338,0.0000022083616],"category_scores_gemma":[0.00051072036,0.000049879847,0.00008041885,0.00014619896,0.0000472994,0.00014136327,0.00012250125,0.000039501363,0.000024722687],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000006758877,0.000045860616,0.0030444039,0.0012631227,0.00009998131,6.5301424e-7,0.0038072632,0.0020103445,0.0000027361561,0.96019083,0.018815883,0.010712169],"study_design_scores_gemma":[0.0015963902,0.0009154306,0.048546385,0.017720716,0.0002420543,0.000012453812,0.0048986743,0.036270197,0.00025734678,0.16181424,0.72637445,0.0013516892],"about_ca_topic_score_codex":0.000013436046,"about_ca_topic_score_gemma":0.0000032135003,"teacher_disagreement_score":0.90161675,"about_ca_system_score_codex":0.000016736962,"about_ca_system_score_gemma":0.000008813845,"threshold_uncertainty_score":0.20340411},"labels":[],"label_agreement":null},{"id":"W1488691173","doi":"10.2139/ssrn.1948288","title":"Survival of the Fittest: Contagion as a Determinant of Canadian and Australian Bank Risk","year":2011,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Survival of the fittest; Economics; Actuarial science; Biology; Evolutionary biology","score_opus":0.025883389856738822,"score_gpt":0.2022669859476172,"score_spread":0.17638359609087836,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1488691173","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9946749,0.00089735107,0.00014294259,0.00023988234,0.00024499308,0.00008466839,0.00006017204,0.0000020278405,0.0036530676],"genre_scores_gemma":[0.99588317,0.0030839636,0.00003715102,0.0000040985674,0.000058055637,0.0000014249053,8.2603054e-7,0.000009069952,0.00092222675],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99878085,0.000019315226,0.00040045544,0.00011434035,0.00003399763,0.00065102405],"domain_scores_gemma":[0.99925977,0.000019786696,0.00044594982,0.00015638648,0.00003891392,0.000079174475],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008188583,0.0000812783,0.00021522869,0.00026530106,0.00014260052,0.000009488997,0.00017996506,0.000070038564,0.000057985464],"category_scores_gemma":[0.00011507484,0.000070056325,0.00010411307,0.00024291669,0.000092582864,0.0000820291,0.000018164841,0.00046171714,0.000007678242],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000012078383,0.00001632231,0.5699494,0.0000024730218,0.000031054056,6.653199e-7,0.00043825584,0.0000021483734,0.000013214307,0.4268658,0.000027601063,0.002641037],"study_design_scores_gemma":[0.0002745262,0.00015267247,0.75003827,0.000010706055,0.000015317279,0.000050506784,0.00030140727,0.000029206385,0.00011127936,0.24498104,0.003955342,0.00007971341],"about_ca_topic_score_codex":0.16677625,"about_ca_topic_score_gemma":0.39255804,"teacher_disagreement_score":0.22578178,"about_ca_system_score_codex":0.00017319265,"about_ca_system_score_gemma":0.0005879176,"threshold_uncertainty_score":0.83877224},"labels":[],"label_agreement":null},{"id":"W1494986952","doi":"10.1016/s0927-0507(07)15016-7","title":"Chapter 16 Economic Credit Capital Allocation and Risk Contributions","year":2007,"lang":"en","type":"book-chapter","venue":"Handbooks in operations research and management science","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":15,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Fields Institute for Research in Mathematical Sciences","funders":"","keywords":"Capital (architecture); Economics; Credit risk; Capital allocation line; Business; Actuarial science; Microeconomics; Geography","score_opus":0.0631345638380855,"score_gpt":0.3154510118919472,"score_spread":0.25231644805386166,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1494986952","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.022026112,0.0047758785,0.011559655,0.0005776151,0.00049781473,0.0016727305,0.00070278504,0.000037083002,0.9581503],"genre_scores_gemma":[0.6270129,0.06686759,0.0015796619,0.0000320434,0.0004023992,0.00018724898,0.00013598225,0.000046809797,0.30373535],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9979158,0.000008660769,0.0005874394,0.00081770966,0.0001723284,0.0004980648],"domain_scores_gemma":[0.99907696,0.00006792235,0.00009908209,0.00042095085,0.0001376309,0.0001974319],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027029356,0.00020411643,0.00029588534,0.00180091,0.0011503104,0.0004590466,0.0002951837,0.00015158365,0.00020250928],"category_scores_gemma":[0.00011071978,0.00023699258,0.000042087988,0.00013393248,0.0014637804,0.0004631359,0.00034280008,0.0004191632,0.00025446663],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000008990991,0.00001714809,0.0010508299,0.000013415634,0.0000177565,0.0000042384936,0.00020091645,0.000089783636,0.0000027753538,0.9923475,0.00019214572,0.0060545276],"study_design_scores_gemma":[0.0016338056,0.00037458018,0.04355848,0.0002772031,0.000030392552,0.00001278136,0.00029488496,0.012018858,0.000053895546,0.45740202,0.48334205,0.001001072],"about_ca_topic_score_codex":0.0011123094,"about_ca_topic_score_gemma":0.00756938,"teacher_disagreement_score":0.65441495,"about_ca_system_score_codex":0.0005216517,"about_ca_system_score_gemma":0.000078652556,"threshold_uncertainty_score":0.9664277},"labels":[],"label_agreement":null},{"id":"W1495411316","doi":"","title":"Moody's Approach to Global Standard Adjustments in the Analysis of Financial Statements for Non-Financial Corporations","year":2010,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":15,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Comparability; Accounting; Accounting standard; Accounting management; Financial ratio; Business; Debt; Order (exchange); International Financial Reporting Standards; Finance; Financial accounting; Financial analysis; Substance over form; Actuarial science; Economics; Accounting information system; Mathematics","score_opus":0.018381698753177605,"score_gpt":0.27835416485735487,"score_spread":0.25997246610417724,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1495411316","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7761493,0.00016057627,0.22022822,0.0002613814,0.00038350653,0.0005260957,0.0008835724,0.0000051744582,0.0014021841],"genre_scores_gemma":[0.99763507,0.00015131137,0.0016473798,0.00005277707,0.00024004656,0.00008062684,0.00007863033,0.000010602972,0.00010354536],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9977074,0.000017172237,0.0008218647,0.00028058945,0.00012098422,0.0010519761],"domain_scores_gemma":[0.999033,0.000034679393,0.0004817332,0.0002656389,0.00011629364,0.00006869749],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022318158,0.00015504984,0.00046363892,0.0004480409,0.0002461461,0.00006047997,0.00042588534,0.00011799055,0.000013365498],"category_scores_gemma":[0.00034249702,0.00014481499,0.00028351066,0.0015965092,0.000048177902,0.00022248444,0.000029594425,0.00064770074,0.0000075673465],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00010773823,0.00023430241,0.1108991,0.0000037067339,0.00012695504,3.056768e-7,0.00037647004,0.0011111238,0.000011297019,0.88195395,0.00032221648,0.004852854],"study_design_scores_gemma":[0.0010612411,0.00028042807,0.6496451,0.0000033016825,0.00011586385,0.0000049806395,0.00022806771,0.0016084122,0.000005003482,0.34118083,0.0056884033,0.00017836412],"about_ca_topic_score_codex":0.00025791008,"about_ca_topic_score_gemma":0.010254606,"teacher_disagreement_score":0.5407731,"about_ca_system_score_codex":0.00048687216,"about_ca_system_score_gemma":0.0010441458,"threshold_uncertainty_score":0.5905384},"labels":[],"label_agreement":null},{"id":"W1497496883","doi":"10.2139/ssrn.346922","title":"Pricing Installment Options with an Application to ASX Installment Warrants","year":2003,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Download; Computer science; World Wide Web; Internet privacy; Computer security","score_opus":0.012016981187672087,"score_gpt":0.2201338497552372,"score_spread":0.20811686856756512,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1497496883","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6041291,0.00073385186,0.38920307,0.00030002432,0.000111604786,0.0002711158,0.000008887156,0.000023800712,0.005218593],"genre_scores_gemma":[0.9956855,0.0014935473,0.0020262245,0.000049145434,0.00013149224,0.00004645517,0.00001119614,0.000026812626,0.00052962714],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99808055,0.000017677508,0.000428543,0.00029766493,0.00007839728,0.0010971918],"domain_scores_gemma":[0.9993136,0.000011603109,0.00022916721,0.00025137304,0.00004133368,0.00015291487],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010450215,0.00014468159,0.00020624635,0.00025961327,0.00036228422,0.000079773825,0.00017201267,0.000059314927,0.000039896393],"category_scores_gemma":[0.00004369161,0.00014704093,0.00006118212,0.00038094306,0.000022621205,0.00030295932,0.000014370744,0.00051341817,0.00011670954],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000024300703,0.00015039684,0.010382911,0.0000017899284,0.000039195667,6.653828e-7,0.00030232136,0.0025781589,0.000054294364,0.9755338,0.0000119804245,0.010920227],"study_design_scores_gemma":[0.0019717445,0.0017789712,0.07276728,0.000028647062,0.00003098717,0.00025441748,0.0020540366,0.0015636939,0.00012129788,0.6918664,0.22674745,0.0008150475],"about_ca_topic_score_codex":0.00012308355,"about_ca_topic_score_gemma":0.0013918953,"teacher_disagreement_score":0.39155644,"about_ca_system_score_codex":0.0011565202,"about_ca_system_score_gemma":0.00045064805,"threshold_uncertainty_score":0.5996155},"labels":[],"label_agreement":null},{"id":"W1498399717","doi":"","title":"Commentary on \"On asset-liability matching and federal deposit and pension insurance\"","year":2006,"lang":"en","type":"article","venue":"Canadian parliamentary review","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Pension; Liability; Actuarial science; Asset (computer security); Pension plan; Put option; Net worth; Net asset value; Present value; Business; Finance; Economics","score_opus":0.019022442380086758,"score_gpt":0.2201024126776877,"score_spread":0.20107997029760094,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1498399717","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.92319244,0.058205683,0.00002240123,0.01328884,0.00022919085,0.0005108568,0.0004985631,0.000014933863,0.0040370813],"genre_scores_gemma":[0.9688084,0.019285025,0.00014709985,0.011337569,0.00014353218,0.000026396592,0.00016239469,0.000016615486,0.00007295432],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9989135,0.000023500701,0.0004106832,0.00036565677,0.000035096968,0.00025154225],"domain_scores_gemma":[0.99939364,0.00004482483,0.00011404091,0.00023818748,0.000009291535,0.00020004308],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00025424198,0.0001634199,0.00037034764,0.000086481756,0.0002993989,0.00006350595,0.00007159793,0.000051221443,0.0001009497],"category_scores_gemma":[0.000015597441,0.00018020181,0.000057640103,0.0001051182,0.000056398178,0.00012843189,0.000019752453,0.0001403643,0.000054424818],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000008952698,0.00005133707,0.88427687,0.00036154484,0.000015419042,0.000017142731,0.000036681202,0.000015736461,0.0000023165157,0.017828798,0.07549686,0.021888366],"study_design_scores_gemma":[0.00023321809,0.000068340305,0.7503958,0.0005445478,0.000007883396,0.0000068936306,0.0000097062075,0.000031770327,0.0000031728773,0.0068227686,0.24166954,0.00020639467],"about_ca_topic_score_codex":0.22512858,"about_ca_topic_score_gemma":0.14762008,"teacher_disagreement_score":0.16617267,"about_ca_system_score_codex":0.00026503977,"about_ca_system_score_gemma":0.00001947244,"threshold_uncertainty_score":0.86793363},"labels":[],"label_agreement":null},{"id":"W1502836618","doi":"","title":"Estimation risk effects on backtesting for parametric value-at-risk models","year":2007,"lang":"en","type":"preprint","venue":"City Research Online (City University London)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"","funders":"York University","keywords":"Value at risk; Basel II; Econometrics; Capital requirement; Parametric statistics; Estimation; Risk management; Market risk; Basel III; Operational risk; Expected shortfall; Model risk; Computer science; Economics; Actuarial science; Statistics; Mathematics; Finance; Microeconomics","score_opus":0.1431142885089891,"score_gpt":0.33036205914622097,"score_spread":0.18724777063723186,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1502836618","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7802877,0.0005090595,0.2041012,0.00030788072,0.0005156431,0.0018938008,0.009628651,0.00014279207,0.002613301],"genre_scores_gemma":[0.9570823,0.003174898,0.033971373,0.00002199287,0.0007395373,0.00001911654,0.0020984684,0.000079896505,0.0028124284],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9959392,0.00026899847,0.0007581989,0.0015411043,0.00039940086,0.0010931109],"domain_scores_gemma":[0.9928347,0.0039874064,0.0010010893,0.0011906737,0.0005601402,0.00042598712],"candidate_categories":["metaepi_narrow","sts","research_integrity"],"consensus_categories":[],"category_scores_codex":[0.0047447174,0.00047692592,0.0009910179,0.0027680784,0.0017343059,0.00017431792,0.0010633427,0.00091590325,0.000039435035],"category_scores_gemma":[0.008238084,0.00064283056,0.0006054067,0.0017768057,0.00033198533,0.00038342836,0.0014850594,0.0028742019,0.000119253746],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0016194835,0.0019554198,0.2620147,0.0010630542,0.0004752469,0.00007551869,0.00070935074,0.42639634,0.0000041176577,0.21002421,0.005945521,0.08971708],"study_design_scores_gemma":[0.0015944536,0.00034532556,0.1647889,0.00017046298,0.000067512636,0.0000013960581,0.000031641488,0.67148954,0.000044790482,0.14914744,0.011708985,0.0006095413],"about_ca_topic_score_codex":0.0069862064,"about_ca_topic_score_gemma":0.0015348204,"teacher_disagreement_score":0.24509323,"about_ca_system_score_codex":0.0024924015,"about_ca_system_score_gemma":0.00029635034,"threshold_uncertainty_score":0.99962634},"labels":[],"label_agreement":null},{"id":"W1510016719","doi":"","title":"Credit Spreads and the Treasury Zero Coupon Spot Curve","year":2005,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Treasury; Coupon; Bond; Econometrics; Monetary economics; Economics; Zero (linguistics); Term (time); Financial economics; Business; Finance; Geography; Physics","score_opus":0.011399301656704278,"score_gpt":0.20586630944624967,"score_spread":0.1944670077895454,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1510016719","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.89800704,0.04398703,0.03260759,0.008627822,0.0006680307,0.0002600069,0.000045267418,0.000041325453,0.015755912],"genre_scores_gemma":[0.98032105,0.014667767,0.00008515737,0.000056007975,0.0011789686,0.0000073973733,0.000004286133,0.000020226744,0.003659117],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9981528,0.000024566758,0.0004639992,0.00020803588,0.000059615668,0.0010910053],"domain_scores_gemma":[0.9993236,0.00008896948,0.00028219336,0.00019627903,0.000034899906,0.0000740598],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002340396,0.00013991263,0.00028934792,0.0001313388,0.0003704063,0.00010521839,0.00021274568,0.00008662482,0.00007500311],"category_scores_gemma":[0.00016204425,0.000114453636,0.00014538199,0.000161323,0.00014326605,0.00025625445,0.000031887535,0.0009382047,0.0001427219],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00007621273,0.000033501397,0.013213055,0.0000011730864,0.000051820738,6.2191316e-7,0.0001939102,0.0000703573,0.0000030000576,0.9596657,0.00064711313,0.026043506],"study_design_scores_gemma":[0.0022545457,0.00010792348,0.048895545,0.0000072391967,0.000022555636,0.00024337565,0.00014513434,0.0018119123,0.000008053128,0.79745245,0.14883298,0.00021831761],"about_ca_topic_score_codex":0.00021053282,"about_ca_topic_score_gemma":0.0009493496,"teacher_disagreement_score":0.1622133,"about_ca_system_score_codex":0.0004180857,"about_ca_system_score_gemma":0.00025293467,"threshold_uncertainty_score":0.4667284},"labels":[],"label_agreement":null},{"id":"W1512353880","doi":"10.2139/ssrn.2538876","title":"Option-Based Credit Spreads","year":2014,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"Booth School of Business, University of Chicago","keywords":"Download; Computer science; World Wide Web","score_opus":0.010878287727539895,"score_gpt":0.20347977512539467,"score_spread":0.19260148739785476,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1512353880","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.24176416,0.002164856,0.7393922,0.0016808708,0.000977999,0.00010003604,0.00001956346,0.000053771615,0.013846526],"genre_scores_gemma":[0.9958172,0.00056080834,0.000394945,0.000055724,0.0011795636,0.0000063482867,0.000011186436,0.000023262184,0.0019509672],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9980263,0.000016351467,0.00043330522,0.0002135355,0.000053538824,0.0012569736],"domain_scores_gemma":[0.999335,0.00004963191,0.0002709949,0.00021494388,0.000043391454,0.0000860708],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015258783,0.00012344633,0.00023181953,0.00021567724,0.00026072597,0.00007529987,0.00023150512,0.00009417083,0.00010541516],"category_scores_gemma":[0.00020271717,0.00013727206,0.00016521623,0.00019797402,0.000043091168,0.0001651003,0.000014486899,0.0007807062,0.0004996068],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000010430628,0.00003735926,0.023297722,0.0000016520729,0.000018961258,2.8934693e-7,0.00002346378,0.00052804034,0.000007290682,0.9666854,0.00019332435,0.009196082],"study_design_scores_gemma":[0.000590358,0.00018072804,0.035603452,0.0000060403254,0.000006902253,0.000024412739,0.000038723534,0.006981846,0.000013429784,0.84980965,0.10655742,0.0001870435],"about_ca_topic_score_codex":0.00009992228,"about_ca_topic_score_gemma":0.00026108834,"teacher_disagreement_score":0.75405306,"about_ca_system_score_codex":0.0004867016,"about_ca_system_score_gemma":0.0003633598,"threshold_uncertainty_score":0.6421601},"labels":[],"label_agreement":null},{"id":"W1518737746","doi":"10.2139/ssrn.2331959","title":"Credit and Liquidity in Interbank Rates: A Quadratic Approach","year":2013,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":21,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University","funders":"","keywords":"Interbank lending market; Market liquidity; Monetary economics; Economics; Financial system; Quadratic equation; Business; Econometrics; Mathematics","score_opus":0.01635769355706471,"score_gpt":0.21426176568909192,"score_spread":0.1979040721320272,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1518737746","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9658545,0.0062423977,0.023272803,0.00070437405,0.00020418271,0.00019387498,0.0000055268806,0.000014286111,0.00350802],"genre_scores_gemma":[0.99540156,0.0029864404,0.00025185625,0.00002396225,0.000284676,0.00002739755,0.0000045159404,0.000015781254,0.0010038086],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99814504,0.000019474508,0.00050196645,0.00023009212,0.000034551766,0.0010688524],"domain_scores_gemma":[0.9995299,0.000032286465,0.00020174145,0.00013509524,0.000027406571,0.00007359044],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001004169,0.00012558249,0.00027620635,0.00024672603,0.00011885687,0.000119451375,0.00015977824,0.000090302376,0.00008941802],"category_scores_gemma":[0.00013057912,0.00013006318,0.00006946029,0.00021441374,0.00005524522,0.00040386568,0.000035670688,0.0009156921,0.00013345006],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000016289547,0.0001350456,0.13484694,0.00001071724,0.00004104166,0.0000011115308,0.0006956749,0.00006715509,0.00001793942,0.8569167,0.0005505749,0.006700803],"study_design_scores_gemma":[0.00069616816,0.00020139909,0.19103122,0.000013766333,0.000004582045,0.000102357815,0.0009289477,0.0076061655,0.0000042311462,0.79618937,0.0029856584,0.00023612217],"about_ca_topic_score_codex":0.0006579249,"about_ca_topic_score_gemma":0.00054486835,"teacher_disagreement_score":0.06072732,"about_ca_system_score_codex":0.00042491406,"about_ca_system_score_gemma":0.00021632321,"threshold_uncertainty_score":0.5303823},"labels":[],"label_agreement":null},{"id":"W1520045213","doi":"10.2139/ssrn.1108266","title":"Time Varying Risk Premia in Corporate Bond Markets","year":2008,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":15,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University; University of Toronto","funders":"","keywords":"Corporate bond; Risk premium; Business; Bond; Financial economics; Monetary economics; Financial system; Economics; Finance","score_opus":0.017702652481276993,"score_gpt":0.1940606908369103,"score_spread":0.1763580383556333,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1520045213","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9805165,0.0052285516,0.0033542034,0.00016966244,0.00021686897,0.00011107549,0.000027675027,0.000021633978,0.0103538195],"genre_scores_gemma":[0.9829322,0.012261047,0.00019434936,0.000011593207,0.00027722775,0.000005272585,0.000007770417,0.000025113606,0.0042854375],"study_design_codex":"observational","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.997743,0.000023058414,0.00058317836,0.0002469542,0.00005165369,0.0013521691],"domain_scores_gemma":[0.99905497,0.00004235402,0.0006237674,0.00017734457,0.000027928223,0.00007363528],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015439539,0.00013964874,0.0002991996,0.00031874614,0.0003053834,0.000029568238,0.00020177366,0.00010599213,0.00013007382],"category_scores_gemma":[0.00015958773,0.00016149227,0.00012296157,0.00036820536,0.00006646012,0.00027427016,0.00002892223,0.0013060928,0.0005025994],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00011410025,0.00013733309,0.73378414,0.0000036187066,0.00007793383,0.00003260637,0.0004806443,0.00058664917,0.000029688794,0.256305,0.0012120402,0.0072362274],"study_design_scores_gemma":[0.0010042655,0.00009863706,0.41546842,0.000011733536,0.0000064245314,0.00035654634,0.000045011293,0.0028946132,0.000009914539,0.57231265,0.007520964,0.00027080846],"about_ca_topic_score_codex":0.0001481689,"about_ca_topic_score_gemma":0.00022500836,"teacher_disagreement_score":0.3183157,"about_ca_system_score_codex":0.00079118233,"about_ca_system_score_gemma":0.000537686,"threshold_uncertainty_score":0.6585463},"labels":[],"label_agreement":null},{"id":"W1524799296","doi":"","title":"Ambiguity, Information Quality and Credit Risk","year":2009,"lang":"en","type":"article","venue":"RePEc: Research Papers in Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Booth University College","funders":"","keywords":"Ambiguity; Asset (computer security); Economics; Debt; Value (mathematics); Econometrics; Financial economics; Credit event; Actuarial science; Credit risk; Quality (philosophy); Business; Credit valuation adjustment; Computer science; Finance; Credit reference","score_opus":0.04885303636426335,"score_gpt":0.3144859163331808,"score_spread":0.26563287996891743,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1524799296","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.822203,0.00021427864,0.00015715406,0.0007853622,0.00020397574,0.00027496147,0.0001512753,0.000032328924,0.17597766],"genre_scores_gemma":[0.99286544,0.006036646,0.00044879768,0.000072682364,0.00016633513,0.000021259977,0.00003366361,0.000009424203,0.00034575717],"study_design_codex":"design_other","study_design_gemma":"observational","domain_scores_codex":[0.9982946,0.000045758312,0.0008282238,0.00033261033,0.000057762347,0.00044107143],"domain_scores_gemma":[0.998961,0.00016719555,0.0002706287,0.00041479478,0.000050687864,0.0001357096],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022369449,0.00012853448,0.00033359037,0.00048268246,0.00024660985,0.00015788428,0.00021132319,0.00016254149,0.000077191566],"category_scores_gemma":[0.001051389,0.00016100194,0.00007574214,0.0002189323,0.00014721215,0.00063983386,0.000086846936,0.00042257152,0.00008119679],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00004525841,0.00008315158,0.2312415,0.000012426328,0.000011893511,0.000001300029,0.00054780004,0.00044886416,0.0000047004837,0.15516745,0.00013065148,0.612305],"study_design_scores_gemma":[0.000475721,0.000081016784,0.8590967,0.000006407545,9.81905e-7,0.0000018689843,0.0001315912,0.0044977707,0.000005953766,0.053457584,0.08207165,0.0001727264],"about_ca_topic_score_codex":0.00031266353,"about_ca_topic_score_gemma":0.00021839736,"teacher_disagreement_score":0.62785524,"about_ca_system_score_codex":0.00026222874,"about_ca_system_score_gemma":0.000045286048,"threshold_uncertainty_score":0.65654683},"labels":[],"label_agreement":null},{"id":"W1526956769","doi":"10.1093/rfs/hhx107","title":"Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle","year":2017,"lang":"en","type":"article","venue":"Review of Financial Studies","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":176,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Kellogg's (Canada)","funders":"","keywords":"Market liquidity; Rollover (web design); Corporate bond; Bond; Business; Business cycle; Credit risk; Debt; Financial system; Monetary economics; Economics; Finance; Computer science","score_opus":0.3062374732025261,"score_gpt":0.37809772804686625,"score_spread":0.07186025484434017,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1526956769","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.64202505,0.3553713,0.00017566791,0.0007644891,0.00033853567,0.00024177643,0.0001412608,0.0000060243888,0.00093586685],"genre_scores_gemma":[0.6835029,0.3162187,0.00009014072,0.000027193775,0.00010424918,0.00001562891,0.0000020966643,0.0000066327916,0.000032456162],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9988563,0.000014285956,0.000705594,0.00021548705,0.0000535653,0.00015475518],"domain_scores_gemma":[0.99743,0.00008491599,0.0017668485,0.0004854026,0.00020910954,0.00002370971],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00085070654,0.00013496126,0.0008047972,0.000046535857,0.0005183635,0.000021780532,0.00025644782,0.000055569777,0.000011640313],"category_scores_gemma":[0.0028948404,0.000106912885,0.00011415618,0.00016735867,0.00048051073,0.00016325303,0.0002085102,0.00008802951,0.000008513815],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000030600313,0.000109349996,0.5249037,0.0071409806,0.00011129112,0.0000034187274,0.00046478078,0.00002354861,0.000023643253,0.4104431,0.005059814,0.05168576],"study_design_scores_gemma":[0.00016647489,0.000031374555,0.95552176,0.0014823047,0.000032173346,9.092511e-7,0.000011816599,0.000039462604,0.000018028108,0.009216258,0.03336245,0.00011697496],"about_ca_topic_score_codex":0.0006965685,"about_ca_topic_score_gemma":0.00023079404,"teacher_disagreement_score":0.43061805,"about_ca_system_score_codex":0.000020399075,"about_ca_system_score_gemma":0.000035937504,"threshold_uncertainty_score":0.4359781},"labels":[],"label_agreement":null},{"id":"W1528844352","doi":"","title":"Does a Low Interest Rate Environment Affect Risk Taking in Austria","year":2010,"lang":"en","type":"article","venue":"Monetary Policy & the Economy","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":24,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Monetary policy; Interest rate; Economics; Quarter (Canadian coin); Monetary economics; Loan; Credit channel; Portfolio; Credit risk; Basis point; Financial economics; Actuarial science; Finance; Inflation targeting","score_opus":0.02421291168035363,"score_gpt":0.22449565552967057,"score_spread":0.20028274384931694,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1528844352","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9880262,0.00015749827,0.00034945575,0.0031810736,0.0006192954,0.00038961705,0.00019161735,0.000026740428,0.007058501],"genre_scores_gemma":[0.99741876,0.0002141293,0.00015532112,0.00012902512,0.0010199674,0.00007879036,0.0000236538,0.00002721285,0.0009331154],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9985152,0.000039241546,0.0006005232,0.00042207018,0.00001580789,0.00040719597],"domain_scores_gemma":[0.9984936,0.000140235,0.0006392907,0.0006326542,0.0000042530364,0.00008993091],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.00078298134,0.00021345627,0.00035897538,0.00032507718,0.00019590258,0.00010171552,0.00039128523,0.00012586606,0.0006862582],"category_scores_gemma":[0.00020770241,0.00015969941,0.0001639851,0.00018021312,0.00015519951,0.0002453197,0.00012180236,0.00051324855,0.0010652746],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00003544979,0.00013252792,0.8626707,0.000013000825,0.000071072835,0.000006449346,0.00094237406,0.0027079214,0.00008616337,0.123305224,0.00085176434,0.009177322],"study_design_scores_gemma":[0.00047766164,0.000028047994,0.8150021,0.000007462844,0.0000074256177,0.0000019321167,0.000029049734,0.0050464887,0.00009077313,0.05529123,0.12376409,0.00025375234],"about_ca_topic_score_codex":0.0059213503,"about_ca_topic_score_gemma":0.0022959362,"teacher_disagreement_score":0.122912325,"about_ca_system_score_codex":0.00011786854,"about_ca_system_score_gemma":0.00002881537,"threshold_uncertainty_score":0.9997125},"labels":[],"label_agreement":null},{"id":"W1529740240","doi":"10.34989/sdp-2011-3","title":"The Canadian Debt-Strategy Model: An Overview of the Principal Elements","year":2021,"lang":"en","type":"preprint","venue":"Econstor (Econstor)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":12,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"Bank of Canada","funders":"","keywords":"Principal (computer security); Debt; Economics; Business; Macroeconomics; Computer science","score_opus":0.07219400129791849,"score_gpt":0.2757833254446983,"score_spread":0.20358932414677983,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1529740240","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9446122,0.015468059,0.00017991554,0.0005899733,0.004002074,0.0008009089,0.0020804252,0.000037991522,0.032228425],"genre_scores_gemma":[0.99473125,0.001901702,0.0004903772,0.00010362355,0.00036479626,0.00014364804,0.00014321704,0.00006823512,0.0020531383],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9963939,0.000082935745,0.0017314409,0.00091559166,0.0001388064,0.0007372781],"domain_scores_gemma":[0.9960072,0.000096384014,0.0013652986,0.0019864123,0.00018742104,0.00035728404],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0011173201,0.0004767421,0.00089888374,0.00027188455,0.0010039383,0.00037442823,0.0013909742,0.00058556616,0.0005436015],"category_scores_gemma":[0.00024891808,0.0004305511,0.0006333739,0.0002878794,0.0005243535,0.00023772316,0.0005360867,0.0009376613,0.00008432741],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000056573854,0.000075071825,0.709766,0.0000631647,0.00013874017,0.0000038510166,0.00038569747,0.0048906635,0.0000019504685,0.28247842,0.0011263303,0.0010644706],"study_design_scores_gemma":[0.000532623,0.00004960865,0.8547851,0.00019244295,0.000075988144,0.00001702868,0.00022004377,0.033607725,0.00003668542,0.039874427,0.069638245,0.00097008067],"about_ca_topic_score_codex":0.05641998,"about_ca_topic_score_gemma":0.62948215,"teacher_disagreement_score":0.5730621,"about_ca_system_score_codex":0.0009922792,"about_ca_system_score_gemma":0.0032343813,"threshold_uncertainty_score":0.9998146},"labels":[],"label_agreement":null},{"id":"W1538039143","doi":"10.2139/ssrn.291051","title":"Credit Derivatives with Multiple Debt Issues","year":2001,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Business; Credit derivative; Debt; Financial system; Actuarial science; Monetary economics; Economics; Finance; Credit history","score_opus":0.014806545922582888,"score_gpt":0.22294290568812025,"score_spread":0.20813635976553738,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1538039143","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.89022017,0.011869923,0.087544456,0.0019893332,0.00028007996,0.00013043631,0.000015259777,0.000048137637,0.007902195],"genre_scores_gemma":[0.98354304,0.009836019,0.0005680454,0.000023883853,0.00075590523,0.000008157331,0.000007132575,0.000027485896,0.005230341],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9980104,0.000010974681,0.00036607514,0.00022840645,0.000055988534,0.0013281442],"domain_scores_gemma":[0.99940336,0.000035995185,0.00025467612,0.00017562491,0.000053064028,0.00007730311],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005824492,0.00014615068,0.0002571805,0.000185004,0.00030604808,0.000079443664,0.0002101417,0.00007020971,0.00013515896],"category_scores_gemma":[0.00012176188,0.00013768469,0.00009180272,0.00030171906,0.00006718508,0.000334298,0.000020193449,0.00070425344,0.00017421704],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000055139593,0.000061168,0.37811583,0.0000013172635,0.0000704775,0.0000051678153,0.00023487958,0.000100301884,0.0000121372705,0.6153619,0.0002517828,0.0057298825],"study_design_scores_gemma":[0.0010944396,0.00041336165,0.24254037,0.0000141936025,0.000010039603,0.00035685397,0.00077005767,0.00055546925,0.000027039952,0.57880265,0.17508544,0.0003300485],"about_ca_topic_score_codex":0.00026219003,"about_ca_topic_score_gemma":0.0018416599,"teacher_disagreement_score":0.17483367,"about_ca_system_score_codex":0.0003645113,"about_ca_system_score_gemma":0.00026944166,"threshold_uncertainty_score":0.5614619},"labels":[],"label_agreement":null},{"id":"W1542999872","doi":"","title":"Specification and Calibration Errors in Measures of Portfolio Credit Risk: The Case of the ASRF Model","year":2012,"lang":"en","type":"book","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":55,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Portfolio; Rule of thumb; Calibration; Econometrics; Asset (computer security); Credit risk; Actuarial science; Contrast (vision); Computer science; Economics; Statistics; Mathematics; Financial economics; Artificial intelligence","score_opus":0.06050334257683565,"score_gpt":0.22486222927815333,"score_spread":0.16435888670131768,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1542999872","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.21631469,0.011054312,0.03200849,0.00070103165,0.0012535406,0.0019014003,0.0027947577,0.000030553252,0.7339412],"genre_scores_gemma":[0.9302179,0.0011251518,0.00026684898,0.00000667794,0.0002150876,0.0000176335,0.000035938487,0.000024153525,0.06809056],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9987658,0.000018825973,0.00082209776,0.00021558024,0.000050439,0.00012720232],"domain_scores_gemma":[0.9982731,0.00007385251,0.001082291,0.0004897293,0.00005075528,0.000030308545],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006557102,0.00014532945,0.00036432626,0.00016213606,0.00009072907,0.000014770859,0.0001759682,0.00023429013,0.000083932246],"category_scores_gemma":[0.00013060038,0.00010593525,0.00012625263,0.00015234148,0.00017818226,0.00014276977,0.000059386533,0.000231995,0.0000039795073],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000012881367,0.00005299329,0.030484673,0.00003424051,0.000028288852,0.0000011660704,0.0008708234,0.0024536294,0.0000033726055,0.95221424,0.0102878,0.003555862],"study_design_scores_gemma":[0.0006833944,0.00005091992,0.3701003,0.00009369061,0.00012726807,0.000046626294,0.00026123048,0.1419914,0.000098031065,0.40944856,0.07649674,0.0006018496],"about_ca_topic_score_codex":0.0012696437,"about_ca_topic_score_gemma":0.0019453067,"teacher_disagreement_score":0.71390325,"about_ca_system_score_codex":0.000075156124,"about_ca_system_score_gemma":0.00010211976,"threshold_uncertainty_score":0.43199143},"labels":[],"label_agreement":null},{"id":"W1545440064","doi":"","title":"Understanding Corporate Bond Spreads Using Credit Default Swaps","year":2009,"lang":"en","type":"article","venue":"Bank of Canada review","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Credit default swap; Bond; Market liquidity; Corporate bond; iTraxx; Credit default swap index; Financial system; Credit derivative; Government bond; Business; Cash; Monetary economics; Economics; Bond credit rating; Credit risk; Financial economics; Finance; Credit valuation adjustment; Credit history; Credit reference","score_opus":0.17521245779639655,"score_gpt":0.25161978893469594,"score_spread":0.0764073311382994,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1545440064","genre_codex":"review","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.063311055,0.6755426,0.073628,0.010815609,0.0029576183,0.0018115396,0.0012121749,0.00008611874,0.17063531],"genre_scores_gemma":[0.9822757,0.015360853,0.0010818542,0.00054998824,0.00018652239,0.0000041661556,0.000030081394,0.00001928894,0.0004915288],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99877334,0.00000776674,0.00068840606,0.0002149615,0.00007672559,0.00023881857],"domain_scores_gemma":[0.9988811,0.000027756168,0.0006725397,0.00028122397,0.000043821175,0.00009352849],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00033803534,0.0001289904,0.00053752586,0.00008019984,0.00010828688,0.00001614549,0.00015043753,0.00005010638,0.00016495137],"category_scores_gemma":[0.00015491802,0.00014784238,0.000102336475,0.0003758179,0.00003244277,0.00011354339,0.000014931418,0.00008472032,0.0000064575365],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000007125576,0.000035326968,0.0062442278,0.0005222642,0.000028038461,0.000016181188,0.000025941063,0.00023476,0.000024172112,0.8770365,0.11259333,0.003232112],"study_design_scores_gemma":[0.0007006427,0.00012648836,0.086491205,0.002820788,0.000102114755,0.000032409724,0.00004019327,0.0029153104,0.00007044009,0.15388756,0.75191265,0.00090023014],"about_ca_topic_score_codex":0.042572338,"about_ca_topic_score_gemma":0.046605382,"teacher_disagreement_score":0.9189647,"about_ca_system_score_codex":0.00042493982,"about_ca_system_score_gemma":0.00035863096,"threshold_uncertainty_score":0.9707916},"labels":[],"label_agreement":null},{"id":"W1547689076","doi":"","title":"CDO Models - Towards the Next Generation: Incomplete Markets and Term Structure","year":2006,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":17,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Tranche; Arbitrage; Valuation (finance); Econometrics; Economics; Financial economics; Actuarial science; Finance","score_opus":0.08627995850319185,"score_gpt":0.2150882558821025,"score_spread":0.12880829737891064,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1547689076","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.91848075,0.0019627155,0.019817742,0.0019285565,0.00035913885,0.00018729774,0.0001968901,0.000033674623,0.057033252],"genre_scores_gemma":[0.9953447,0.00010973844,0.0013382898,0.00008808453,0.00065107626,0.000008559148,0.000047809976,0.000010774975,0.0024009773],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9993023,0.0000062926465,0.00029285098,0.00022300449,0.000028626062,0.00014688214],"domain_scores_gemma":[0.99961895,0.00001640209,0.00009276225,0.00022290577,0.000019821196,0.000029142555],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.000120046265,0.000100476755,0.0001542047,0.00006342732,0.00023680434,0.00016182693,0.00010960879,0.00006858294,0.00037909718],"category_scores_gemma":[0.000011266549,0.00008116196,0.000045603454,0.000117656164,0.000061655584,0.00025921408,0.00004864086,0.00007443341,0.00001899981],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000035270652,0.000011554536,0.013576777,0.0000035840965,0.000007673524,7.151157e-7,0.000095935444,0.00059449166,0.000102049766,0.97075576,0.007220698,0.0076272488],"study_design_scores_gemma":[0.00023206757,0.000011813696,0.60627544,0.0000017668903,0.000004080288,0.000006963755,0.0000133599315,0.10116542,0.000045230398,0.23888564,0.053184148,0.00017405197],"about_ca_topic_score_codex":0.00058096275,"about_ca_topic_score_gemma":0.00043183338,"teacher_disagreement_score":0.7318701,"about_ca_system_score_codex":0.000026590851,"about_ca_system_score_gemma":0.00001265451,"threshold_uncertainty_score":0.41508484},"labels":[],"label_agreement":null},{"id":"W1551306299","doi":"10.1111/j.1468-0300.2013.12007.x","title":"Assessing Rating Agencies' Ability to Predict Bank Bankruptcy – The Lace Financial Case","year":2013,"lang":"en","type":"article","venue":"Economic Notes","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Bankruptcy; Credit rating; Agency (philosophy); Quarter (Canadian coin); Sample (material); Actuarial science; Corporation; Business; Investment banking; Finance; Investment (military); Accounting; Economics; Political science","score_opus":0.04024099277774096,"score_gpt":0.25791992573799016,"score_spread":0.2176789329602492,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1551306299","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9793524,0.00024721315,0.0060554394,0.0034219623,0.0011446732,0.00061501685,0.00014565692,0.00007099531,0.00894664],"genre_scores_gemma":[0.9964482,0.0000108737695,0.001993186,0.00021149052,0.00086951937,0.00014993058,0.00001156232,0.000028751454,0.0002764937],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99812454,0.000028411125,0.00081834645,0.0005527571,0.000029861792,0.00044609595],"domain_scores_gemma":[0.99842244,0.00047217924,0.00031172484,0.0006107288,0.00003839011,0.00014455433],"candidate_categories":["insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.0008359131,0.00021928841,0.00038479397,0.00013059584,0.0005965828,0.0005145146,0.00030011742,0.00012469773,0.0015067591],"category_scores_gemma":[0.0011486837,0.00021383085,0.00016732939,0.00017708402,0.000112309855,0.0008245333,0.0001439264,0.00021474068,0.002368279],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000025288502,0.00018365814,0.48583284,0.000078983176,0.00008042912,0.00008578895,0.006985181,0.015324485,0.0003785496,0.33710927,0.027038954,0.1268766],"study_design_scores_gemma":[0.00045814336,0.00007754665,0.9047567,0.000017615635,0.000013742565,0.00009573693,0.00065564836,0.02664838,0.00016036937,0.031988274,0.034454633,0.0006731614],"about_ca_topic_score_codex":0.0031826277,"about_ca_topic_score_gemma":0.0006929051,"teacher_disagreement_score":0.4189239,"about_ca_system_score_codex":0.00034407378,"about_ca_system_score_gemma":0.00012831193,"threshold_uncertainty_score":0.999406},"labels":[],"label_agreement":null},{"id":"W1552375945","doi":"10.2139/ssrn.2173148","title":"Bond Prices, Default Probabilities and Risk Premiums","year":2005,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":76,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Bond; Risk premium; Default risk; Credit risk; Financial economics; Economics; Econometrics; Bond valuation; Probability of default; Business; Actuarial science; Financial system; Finance","score_opus":0.008383776198244233,"score_gpt":0.19463071262214732,"score_spread":0.18624693642390308,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1552375945","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.94755816,0.028194955,0.015456276,0.0007978732,0.00017427168,0.00015854354,0.000037091148,0.000031698895,0.0075911027],"genre_scores_gemma":[0.970698,0.024814675,0.0013752816,0.000015609958,0.0007109334,0.000009882273,0.0000037181437,0.00002091495,0.0023509823],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99810743,0.000007909745,0.00045591895,0.0002373406,0.000045252644,0.001146156],"domain_scores_gemma":[0.99935603,0.000038708804,0.0003325696,0.00015757319,0.000034894136,0.000080244456],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012623402,0.00012971983,0.0002273707,0.00014730537,0.00031050487,0.00009304149,0.00014640926,0.00008940222,0.000043140484],"category_scores_gemma":[0.00016194877,0.00013502885,0.00009094216,0.00014104755,0.000070584254,0.0003506854,0.000031621308,0.00089843065,0.00009301266],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000012975651,0.00004158217,0.11703795,0.0000036354015,0.00004758679,2.410918e-7,0.00035141324,0.00008662892,0.0000025047668,0.8524321,0.00024792552,0.02973547],"study_design_scores_gemma":[0.0005136003,0.0001379906,0.10174294,0.000006477582,0.000015120992,0.000107623564,0.00032014423,0.00061262836,0.000008860057,0.76448035,0.13184458,0.0002096908],"about_ca_topic_score_codex":0.00024786178,"about_ca_topic_score_gemma":0.0021850164,"teacher_disagreement_score":0.13159665,"about_ca_system_score_codex":0.00053841627,"about_ca_system_score_gemma":0.00027958228,"threshold_uncertainty_score":0.55063164},"labels":[],"label_agreement":null},{"id":"W1555462022","doi":"10.2139/ssrn.2457725","title":"Testing the Transparency Implications of Mandatory IFRS Adoption: The Spread/Maturity Relation of Credit Default Swaps","year":2014,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":11,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Accounting; Business; Transparency (behavior); Credit default swap; Maturity (psychological); iTraxx; Credit derivative; Financial system; Relation (database); Credit risk; Actuarial science; Credit reference; Credit valuation adjustment; Database; Computer science; Law","score_opus":0.024866905820122562,"score_gpt":0.22354793201990858,"score_spread":0.198681026199786,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1555462022","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.83404535,0.0049345833,0.14709754,0.003116041,0.0003843947,0.0002653372,0.000073639174,0.000021258862,0.010061857],"genre_scores_gemma":[0.9984806,0.0008182038,0.00021596377,0.000011824376,0.0003293364,0.000009514666,0.000008375082,0.00001185535,0.000114317474],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9985714,0.00003796948,0.0006811459,0.000141715,0.000064980224,0.0005027805],"domain_scores_gemma":[0.9986042,0.00021592688,0.0007137749,0.00031931643,0.00011722567,0.000029593943],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0020836585,0.00009459391,0.00020208757,0.00009180276,0.00037758093,0.000021801754,0.00033177092,0.00007796578,0.000021200416],"category_scores_gemma":[0.0003444195,0.00007067063,0.00013729774,0.00033811148,0.00012119304,0.00015611402,0.000017332359,0.00070299255,0.000011812015],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000009068967,0.0000382286,0.07696775,0.0000062329914,0.00003214404,2.1770393e-8,0.00027289175,0.0005554746,0.00010429572,0.9117401,0.000083154926,0.010190577],"study_design_scores_gemma":[0.00016989034,0.00007883357,0.5900581,0.000011034373,0.000018774526,0.0000187426,0.00013888902,0.00067984284,0.000014029007,0.40534887,0.0034033272,0.00005967452],"about_ca_topic_score_codex":0.00018411707,"about_ca_topic_score_gemma":0.00036384448,"teacher_disagreement_score":0.5130903,"about_ca_system_score_codex":0.00016069335,"about_ca_system_score_gemma":0.00025313074,"threshold_uncertainty_score":0.30541918},"labels":[],"label_agreement":null},{"id":"W1556040270","doi":"10.2139/ssrn.1400427","title":"Exploring Dynamic Default Dependence","year":2009,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University; University of Toronto","funders":"","keywords":"Economics; Econometrics; Business","score_opus":0.043041002040674826,"score_gpt":0.23320090650321426,"score_spread":0.19015990446253944,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1556040270","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.90786296,0.0071532223,0.07791492,0.0012911289,0.00050988817,0.00008243887,0.000008209087,0.000046921345,0.0051303343],"genre_scores_gemma":[0.98771554,0.01077899,0.00022801367,0.000031096333,0.00026138205,0.0000047335293,0.0000031764805,0.000013828671,0.000963229],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9978453,0.000007732741,0.00042383044,0.0002225694,0.000053476237,0.0014471252],"domain_scores_gemma":[0.9994789,0.000016398166,0.00021736835,0.00017987995,0.00003066685,0.00007682955],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008713511,0.00012284137,0.0002115498,0.00021389239,0.0002667367,0.00007044393,0.00025175387,0.000056121688,0.000037451504],"category_scores_gemma":[0.00009780094,0.00014006082,0.00013695133,0.00025257305,0.000020584172,0.0005516826,0.000014454935,0.0009568378,0.00028462036],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000010907629,0.000038455553,0.0064246347,7.76999e-7,0.000018757852,0.000002969668,0.00011961796,0.00016470278,0.00003455395,0.9329325,0.000018581379,0.060233563],"study_design_scores_gemma":[0.00031140147,0.00017112057,0.17023557,0.000007770772,0.0000050328867,0.00014945416,0.00020935321,0.00081450253,0.000010545792,0.82249016,0.005399154,0.00019593838],"about_ca_topic_score_codex":0.00008273971,"about_ca_topic_score_gemma":0.00038825415,"teacher_disagreement_score":0.16381094,"about_ca_system_score_codex":0.00075641356,"about_ca_system_score_gemma":0.00025999706,"threshold_uncertainty_score":0.57115144},"labels":[],"label_agreement":null},{"id":"W1565912612","doi":"10.1142/s234576861450010x","title":"Transition Probability Matrix Methodology for Incremental Risk Charge","year":2011,"lang":"en","type":"preprint","venue":"Journal of Financial Engineering","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Royal Bank of Canada","funders":"","keywords":"Basel II; Generator (circuit theory); Process (computing); Generator matrix; Stochastic matrix; Matrix (chemical analysis); Computer science; Transition (genetics); Operational risk; Actuarial science; Econometrics; Risk analysis (engineering); Business; Engineering; Operations research; Economics; Risk management; Telecommunications; Finance; Microeconomics; Capital requirement; Physics; Programming language","score_opus":0.07863268544529356,"score_gpt":0.2633563315868429,"score_spread":0.18472364614154935,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1565912612","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.49718535,0.001876361,0.4965251,0.00008140863,0.0031085662,0.00041456404,0.0006946013,0.00002239472,0.000091628484],"genre_scores_gemma":[0.8699872,0.00071086816,0.12654583,0.00000981613,0.0025189882,0.0000708805,0.00004314523,0.00006232546,0.00005093547],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99775255,0.00002648474,0.0015126574,0.00032474974,0.00006106636,0.00032252233],"domain_scores_gemma":[0.99780786,0.00012940013,0.0015360652,0.00025952078,0.00016157706,0.00010558747],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.002323239,0.00027630056,0.0010119803,0.00048150012,0.000089543086,0.000035918707,0.0003163245,0.00048013625,0.00006848181],"category_scores_gemma":[0.0014403836,0.00032702682,0.0006991433,0.0001398232,0.00003376452,0.00017517917,0.00008123292,0.00082651374,0.000012379993],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0013499158,0.0010787816,0.034112606,0.0026527222,0.00075389066,0.000035115718,0.009110127,0.10957994,0.0014403041,0.81700134,0.003482793,0.019402444],"study_design_scores_gemma":[0.0035155418,0.0011638768,0.40603372,0.00050269807,0.0003722921,0.00008438651,0.000027075208,0.02958734,0.0020601898,0.51372385,0.04119072,0.001738281],"about_ca_topic_score_codex":0.00018148376,"about_ca_topic_score_gemma":0.000019193592,"teacher_disagreement_score":0.37280187,"about_ca_system_score_codex":0.00026706848,"about_ca_system_score_gemma":0.0001464583,"threshold_uncertainty_score":0.99991816},"labels":[],"label_agreement":null},{"id":"W1570263271","doi":"","title":"THE BASEL COMMITTEE PROPOSAL ON RISK-WEIGHTS AND EXTERNAL RATINGS: WHAT DO WE LEARN FROM BOND SPREADS?","year":2003,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Issuer; Credit rating; Bond; Maturity (psychological); Credit risk; Basel III; Business; Risk-weighted asset; Bond credit rating; Basel II; Loan; Eurobond; Actuarial science; Collateral; Financial system; Economics; Capital requirement; Finance; Credit reference","score_opus":0.0274539843152209,"score_gpt":0.27169029125701927,"score_spread":0.24423630694179838,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1570263271","genre_codex":"empirical","genre_gemma":"review","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.931789,0.022887908,0.000070974216,0.0025058975,0.0022192698,0.0015335949,0.0008444594,0.000046575904,0.038102336],"genre_scores_gemma":[0.48465443,0.507306,0.0023299123,0.000057202957,0.0010292497,0.0003811966,0.00008811777,0.00014893035,0.004005023],"study_design_codex":"design_other","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99606615,0.0002314043,0.001260829,0.0014158161,0.00015027814,0.00087552215],"domain_scores_gemma":[0.99588263,0.001559906,0.0007860676,0.0014486195,0.00007945815,0.00024331895],"candidate_categories":["metaepi_narrow","scholarly_communication","research_integrity"],"consensus_categories":[],"category_scores_codex":[0.0029667355,0.00046367114,0.00082182285,0.00047851255,0.0008895858,0.0015332998,0.0008149686,0.0005932741,0.00012582497],"category_scores_gemma":[0.00096763246,0.00044843229,0.00025872985,0.00015437775,0.00061375427,0.00033076995,0.0007095978,0.0027136782,0.000104512525],"study_design_candidate":"design_other","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00026992327,0.00032834432,0.17180908,0.00007258258,0.00018451252,0.000028903205,0.0015253644,0.0016471558,0.000007648177,0.13573311,0.0010436921,0.6873497],"study_design_scores_gemma":[0.0013242855,0.00022356692,0.13879427,0.0007427234,0.00001597912,0.000006435017,0.0012195916,0.01035731,0.000059125414,0.48035797,0.3659119,0.0009868519],"about_ca_topic_score_codex":0.00069596467,"about_ca_topic_score_gemma":0.0010401787,"teacher_disagreement_score":0.6863628,"about_ca_system_score_codex":0.00065794186,"about_ca_system_score_gemma":0.00029418452,"threshold_uncertainty_score":0.99979675},"labels":[],"label_agreement":null},{"id":"W1570332806","doi":"10.1111/fmii.12005","title":"Default Risk Estimation, Bank Credit Risk, and Corporate Governance","year":2013,"lang":"en","type":"article","venue":"Financial Markets Institutions and Instruments","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":90,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Concordia University","funders":"","keywords":"Corporate governance; Business; Credit risk; Sample (material); Creditor; Accounting; Financial system; Actuarial science; Finance; Debt","score_opus":0.020329375467047262,"score_gpt":0.20382913660106705,"score_spread":0.18349976113401978,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1570332806","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9726674,0.001042154,0.0120415,0.00022920127,0.0010318382,0.0005008533,0.0012738206,0.000057734946,0.011155519],"genre_scores_gemma":[0.9907124,0.0038897195,0.0043264725,0.000050680686,0.0001986648,0.00012371296,0.000057262554,0.000017742155,0.0006233133],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99834114,0.000027689362,0.00067170814,0.00052233075,0.000076462595,0.0003606824],"domain_scores_gemma":[0.99859864,0.00004478372,0.00078312197,0.00031586576,0.000079635414,0.00017797589],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0003543374,0.00025359588,0.00036836357,0.00015647567,0.0010492062,0.00020404818,0.00015575808,0.00018679629,0.0002961845],"category_scores_gemma":[0.0010242813,0.0002822426,0.00007318843,0.0003695347,0.00036789716,0.0009764073,0.0001287842,0.00029181468,0.0003104867],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000020354213,0.000082855004,0.49582085,0.000017860453,0.000020827934,0.0000015525555,0.00011457312,0.000076545424,0.0000025212214,0.3266189,0.004149202,0.17307396],"study_design_scores_gemma":[0.0006787569,0.00005277534,0.82508934,0.000030895968,0.000015430353,0.000008077708,0.000010226818,0.009860551,0.0000050841827,0.066613585,0.09735777,0.0002775187],"about_ca_topic_score_codex":0.002282213,"about_ca_topic_score_gemma":0.0001812201,"teacher_disagreement_score":0.3292685,"about_ca_system_score_codex":0.0000977332,"about_ca_system_score_gemma":0.000097060605,"threshold_uncertainty_score":0.999963},"labels":[],"label_agreement":null},{"id":"W1571591211","doi":"10.5539/ibr.v8n7p102","title":"Determinants of Sovereign CDS Spreads: Evidence from Brazil","year":2015,"lang":"en","type":"article","venue":"International Business Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":9,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Credit default swap; Sovereign credit; Credit risk; Index (typography); Stock market index; Sovereignty; iTraxx; Volatility (finance); Business; Financial system; Stock (firearms); Credit default swap index; Economics; Financial economics; Monetary economics; Stock market; Actuarial science; Credit valuation adjustment; Geography; Credit reference; Political science","score_opus":0.21895884915213895,"score_gpt":0.3934195250594149,"score_spread":0.17446067590727596,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1571591211","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97078645,0.0017039998,0.0019763322,0.0007990506,0.0010310621,0.00014015606,0.00037806437,0.00001648136,0.023168404],"genre_scores_gemma":[0.997025,0.00029673337,0.00066510745,0.000009682081,0.0004784539,0.000023054312,0.000033399137,0.000015255349,0.0014533014],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9986099,0.000024335402,0.00051769125,0.0003248403,0.0002934402,0.00022978203],"domain_scores_gemma":[0.9980483,0.0003079816,0.0001862997,0.00032265662,0.0010397775,0.00009496323],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00079780264,0.000090791065,0.0002433329,0.00043100596,0.00006240822,0.00008592365,0.0006165953,0.000090544396,0.0005923177],"category_scores_gemma":[0.0034876997,0.000100565485,0.000059024736,0.0005780249,0.00017538917,0.0005183962,0.00022414797,0.00015568985,0.00072512875],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000103792576,0.00010725572,0.9632717,0.000010410884,0.00002026539,0.000011369327,0.00042808912,0.00018589983,0.00011810048,0.028872475,0.0037857527,0.0030849038],"study_design_scores_gemma":[0.00034092652,0.000027565173,0.89464957,0.00009581288,0.000001464714,0.000002240071,0.000066212575,0.002003861,0.00046427207,0.088423446,0.013814661,0.00010999248],"about_ca_topic_score_codex":0.006085545,"about_ca_topic_score_gemma":0.00023056018,"teacher_disagreement_score":0.06862214,"about_ca_system_score_codex":0.00016913073,"about_ca_system_score_gemma":0.00015702764,"threshold_uncertainty_score":0.9320305},"labels":[],"label_agreement":null},{"id":"W1574879310","doi":"","title":"Regulatory Discretion and Banks' Pursuit of 'Safety in Similarity'","year":2007,"lang":"en","type":"article","venue":"Repository of the University of Ljubljana (University of Ljubljana)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":12,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Acadian Seaplants (Canada)","funders":"","keywords":"Discretion; Business; Similarity (geometry); Computer security; Law and economics; Political science; Computer science; Economics; Law; Artificial intelligence","score_opus":0.009432026455621833,"score_gpt":0.15552226252559978,"score_spread":0.14609023606997795,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1574879310","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9819272,0.00042074404,0.005041444,0.00045493487,0.00018715265,0.00021360576,0.00011403593,0.000010431062,0.011630446],"genre_scores_gemma":[0.9966744,0.00018012173,0.0010511786,0.0000025840686,0.000015711512,1.0211015e-8,0.000005934289,0.000007863277,0.0020621784],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9988693,0.000041432097,0.00042293055,0.00030046093,0.00016572361,0.00020015298],"domain_scores_gemma":[0.9982204,0.00009977859,0.0009877938,0.00048535177,0.0001273534,0.000079340876],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008185399,0.00013265779,0.00056451885,0.00044606047,0.0002612207,0.000004161987,0.00060580403,0.00020740225,0.000055821518],"category_scores_gemma":[0.000040775376,0.00017813564,0.00027804356,0.0005158708,0.0009329312,0.00032209273,0.00023262852,0.00017295148,0.0000015607106],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0009285514,0.0005204067,0.84984016,0.0004424652,0.00026141544,0.000035016255,0.008413225,0.0010987852,0.0045058415,0.12815736,0.00078212057,0.005014633],"study_design_scores_gemma":[0.0010013545,0.00008861934,0.9864774,0.00011141737,0.000053836513,0.000003861451,0.0029746832,0.0006455983,0.00077415165,0.0011539557,0.006547811,0.00016732846],"about_ca_topic_score_codex":0.0038138344,"about_ca_topic_score_gemma":0.0017734327,"teacher_disagreement_score":0.13663721,"about_ca_system_score_codex":0.00016658533,"about_ca_system_score_gemma":0.00007232961,"threshold_uncertainty_score":0.72641605},"labels":[],"label_agreement":null},{"id":"W1579257572","doi":"10.2139/ssrn.1407272","title":"Credit Default Swap Auctions","year":2009,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":20,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Concordia University","funders":"","keywords":"Swap (finance); Common value auction; Credit default swap; Business; iTraxx; Financial system; Economics; Financial economics; Finance; Credit valuation adjustment; Credit risk; Microeconomics; Credit reference","score_opus":0.013094920711386474,"score_gpt":0.21950086421267753,"score_spread":0.20640594350129104,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1579257572","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6929541,0.020327138,0.20420116,0.012241637,0.0026534826,0.00030078538,0.00006871089,0.00017961572,0.06707337],"genre_scores_gemma":[0.98847276,0.0030458972,0.0002537651,0.000064349224,0.0013025404,0.0000032809833,0.0000080383525,0.000014908403,0.0068344865],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9978137,0.000008709288,0.0004741347,0.00021664507,0.000051359046,0.0014354341],"domain_scores_gemma":[0.9993964,0.000016204278,0.0002481718,0.00019877967,0.000046857174,0.00009361602],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008060056,0.00012767388,0.00022822472,0.00024405262,0.0003976783,0.00008100459,0.00022468639,0.000099550576,0.00011270395],"category_scores_gemma":[0.000116631876,0.00014391048,0.00018561719,0.00030836734,0.000032931974,0.00028875322,0.000012155816,0.0010322573,0.00048234785],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000008756275,0.00006095315,0.003945124,4.7657855e-7,0.000026358046,0.0000012729995,0.00007740959,0.00009187775,0.000015660786,0.9800064,0.0011948927,0.014570794],"study_design_scores_gemma":[0.00034686973,0.00019578637,0.068795174,0.0000037058205,0.000007630602,0.00015922154,0.00015144481,0.0002464009,0.000004166067,0.85006124,0.07986074,0.0001676019],"about_ca_topic_score_codex":0.000096950534,"about_ca_topic_score_gemma":0.0002533091,"teacher_disagreement_score":0.29551864,"about_ca_system_score_codex":0.00064556167,"about_ca_system_score_gemma":0.0003714807,"threshold_uncertainty_score":0.61997664},"labels":[],"label_agreement":null},{"id":"W1580519454","doi":"10.34989/swp-2004-45","title":"Modelling the Evolution of Credit Spreads in the United States","year":2021,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Bank of Canada","funders":"","keywords":"Humanities; Economics; Political science; Philosophy","score_opus":0.0610831033659353,"score_gpt":0.2897009037820628,"score_spread":0.2286178004161275,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1580519454","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9751629,0.0015218287,0.0010981611,0.00088789006,0.00048550733,0.0006786635,0.0002777292,0.000011483301,0.019875823],"genre_scores_gemma":[0.9824526,0.016187048,0.00029946727,0.000018415234,0.00024292193,0.00017825,0.00028857804,0.000035083514,0.00029764292],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9972706,0.00018932072,0.0012095121,0.00066567137,0.00011375267,0.00055115856],"domain_scores_gemma":[0.99736995,0.0008151045,0.00043729364,0.0012018974,0.00012294324,0.000052814994],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0038405147,0.00022647304,0.0005775412,0.0009637539,0.00017994431,0.00017549064,0.0010018966,0.00036359296,0.000054921526],"category_scores_gemma":[0.0004779347,0.00020344876,0.00022200521,0.0006927084,0.00035531388,0.000115034396,0.00053413777,0.0015698364,0.0000076150236],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000026862512,0.00013596695,0.027416442,0.00006089549,0.000032642223,0.000005813813,0.0029753959,0.9215467,0.0000013060198,0.045216236,0.000053156167,0.002528609],"study_design_scores_gemma":[0.00035679314,0.000042281536,0.04202577,0.00014451676,0.000005628771,0.00000299305,0.0058990614,0.8801363,0.0000063450375,0.05286003,0.018235115,0.00028513756],"about_ca_topic_score_codex":0.011857676,"about_ca_topic_score_gemma":0.0019607604,"teacher_disagreement_score":0.04141034,"about_ca_system_score_codex":0.0010460969,"about_ca_system_score_gemma":0.00034384074,"threshold_uncertainty_score":0.9947224},"labels":[],"label_agreement":null},{"id":"W1581931867","doi":"10.3233/rda-120090","title":"Default risk and corporate governance in financial vs. non-financial firms","year":2013,"lang":"en","type":"article","venue":"Risk and Decision Analysis","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":18,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Concordia University","funders":"","keywords":"Corporate governance; Business; Finance; Corporate finance; Financial system","score_opus":0.012746408138952541,"score_gpt":0.2101943993443523,"score_spread":0.19744799120539977,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1581931867","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9420229,0.002744554,0.053678893,0.00010286925,0.00019841951,0.00022941225,0.00039730628,0.000019162364,0.00060645235],"genre_scores_gemma":[0.9840582,0.012246883,0.0031522035,0.00005489464,0.00013070872,0.000038796024,0.00002210494,0.000017211889,0.0002790193],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99780124,0.000024831841,0.0009529158,0.00073892786,0.00010949279,0.00037258072],"domain_scores_gemma":[0.9981753,0.00022512158,0.0008954005,0.0004331965,0.000078769,0.0001922004],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.00069949205,0.00026027716,0.0008554629,0.0006223617,0.00032195836,0.00018685793,0.00018435752,0.00024776027,0.00036239112],"category_scores_gemma":[0.001148914,0.00026344208,0.0002551431,0.0018583004,0.00012590885,0.0003834341,0.00012433484,0.00032282225,0.00030899196],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000046410874,0.000058756534,0.8690758,0.000003287886,0.000031565025,0.0000047275194,0.0001691866,0.0006737276,0.0000011164461,0.009534052,0.0015932734,0.11880815],"study_design_scores_gemma":[0.0007436256,0.000052191728,0.8285391,0.00001119645,0.000081646096,9.0086684e-7,0.000015600637,0.042689506,0.000002787236,0.11925183,0.0083370805,0.00027455162],"about_ca_topic_score_codex":0.008895266,"about_ca_topic_score_gemma":0.0053083953,"teacher_disagreement_score":0.1185336,"about_ca_system_score_codex":0.000066461376,"about_ca_system_score_gemma":0.000039518112,"threshold_uncertainty_score":0.99998176},"labels":[],"label_agreement":null},{"id":"W1585095117","doi":"","title":"Estimation of Credit and Default Spreads: An Application to CDO Valuation","year":2004,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Canadian Imperial Bank of Commerce (Canada)","funders":"","keywords":"Credit derivative; Credit valuation adjustment; Credit risk; iTraxx; Credit default swap index; Business; Credit reference; Credit history; Valuation (finance); Balance sheet; Credit enhancement; Credit default swap; Synthetic CDO; Financial system; Credit rating; Actuarial science; Financial economics; Economics; Finance","score_opus":0.04811366455238799,"score_gpt":0.32537513759000836,"score_spread":0.2772614730376204,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1585095117","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97021294,0.00028524798,0.011796575,0.0003756786,0.00035535227,0.0015320495,0.00040865963,0.000036205798,0.014997321],"genre_scores_gemma":[0.99294925,0.0015616143,0.004349818,0.000010919675,0.0002294723,0.00038136338,0.00032137267,0.00004653981,0.00014963353],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99745095,0.000047581143,0.0010876388,0.0009241459,0.00010031733,0.00038936432],"domain_scores_gemma":[0.99820095,0.00014588377,0.0004672688,0.0008860897,0.00011596153,0.00018381857],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0019476815,0.00022726563,0.00058151747,0.00095989386,0.00012658307,0.00010769497,0.00038079414,0.00042877722,0.000025863663],"category_scores_gemma":[0.0006690298,0.00031219245,0.000095019925,0.0002475197,0.00016510657,0.00023094198,0.0003677989,0.0005423185,0.000030063395],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00006162874,0.0002163463,0.016815525,0.00015833905,0.000030006204,9.912725e-7,0.0010887284,0.48960662,0.000056264795,0.08998839,0.000014148689,0.401963],"study_design_scores_gemma":[0.0006794365,0.00021696661,0.38034627,0.00015657136,0.000009736588,0.0000028390177,0.00022004769,0.38056102,0.0001489372,0.23304532,0.0041031353,0.0005096961],"about_ca_topic_score_codex":0.001003289,"about_ca_topic_score_gemma":0.0006454876,"teacher_disagreement_score":0.40145332,"about_ca_system_score_codex":0.0008351598,"about_ca_system_score_gemma":0.00026138587,"threshold_uncertainty_score":0.999933},"labels":[],"label_agreement":null},{"id":"W1593726333","doi":"10.34989/sdp-2010-14","title":"Losses from Simulated Defaults in Canada's Large Value Transfer System","year":2021,"lang":"en","type":"preprint","venue":"Econstor (Econstor)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"Bank of Canada","funders":"","keywords":"Default; Collateral; Payment; Transfer (computing); Transfer payment; Business; Value (mathematics); Economics; Actuarial science; Monetary economics; Finance; Computer science; Mathematics; Statistics","score_opus":0.015537357849388365,"score_gpt":0.20293737750234878,"score_spread":0.1874000196529604,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1593726333","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9585401,0.011161351,0.0019430718,0.00019339622,0.007883446,0.0007522529,0.010494928,0.00012738134,0.008904074],"genre_scores_gemma":[0.9969325,0.00041927368,0.00028569342,0.00008378867,0.00062536966,0.00008564997,0.0011296396,0.00011366133,0.00032439813],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9947538,0.000096380485,0.0023406844,0.0017031075,0.00015284454,0.0009532113],"domain_scores_gemma":[0.9972655,0.00036694302,0.000595076,0.001314937,0.00012485491,0.0003326556],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0005607359,0.0007563933,0.0021122622,0.00058219215,0.00023827024,0.00023272564,0.00071479304,0.00084817456,0.0015024618],"category_scores_gemma":[0.0002355528,0.0010276376,0.00053036225,0.0004310753,0.0001246289,0.00024761606,0.0003227371,0.0012227425,0.0002706573],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":true,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000025681282,0.00013272888,0.96872455,0.00017390256,0.00020564257,0.00020292636,0.0005615999,0.008849888,0.0000037117795,0.02008254,0.00088929274,0.00014751067],"study_design_scores_gemma":[0.0018251034,0.000021538377,0.95417446,0.0006462891,0.00006607996,0.000016910968,0.0008332358,0.021057624,0.000063272615,0.001232736,0.018585691,0.0014770788],"about_ca_topic_score_codex":0.849223,"about_ca_topic_score_gemma":0.927854,"teacher_disagreement_score":0.07863095,"about_ca_system_score_codex":0.0041524377,"about_ca_system_score_gemma":0.003715475,"threshold_uncertainty_score":0.99967045},"labels":[],"label_agreement":null},{"id":"W1593872919","doi":"","title":"Valuing Corporate Liabilities","year":2003,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University","funders":"","keywords":"Econometrics; Bond; Yield (engineering); Market liquidity; Economics; Estimation; Stock (firearms); Implementation; Maximum likelihood; Financial economics; Monetary economics; Statistics; Computer science; Mathematics; Finance; Geography","score_opus":0.07333498819568599,"score_gpt":0.20430934078728114,"score_spread":0.13097435259159515,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1593872919","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.49271464,0.00054326287,0.02068567,0.00015962479,0.00054748973,0.000085856635,0.000022834549,0.0000573059,0.48518333],"genre_scores_gemma":[0.9804388,0.00004007767,0.0024481122,0.000029899407,0.000058820282,0.0000092825285,0.000003496254,0.000009512731,0.01696199],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993791,0.0000054072307,0.0002720804,0.00017412587,0.00001486835,0.00015444033],"domain_scores_gemma":[0.99960405,0.000029128318,0.00012642982,0.00018024849,0.000018613506,0.000041549752],"candidate_categories":["insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.0002807705,0.0000658379,0.00014624314,0.000083329855,0.00008885278,0.0000371958,0.000057529112,0.000043449665,0.0013947091],"category_scores_gemma":[0.00020540429,0.0000741945,0.000060616607,0.00015974189,0.000039818853,0.00011941138,0.000009121842,0.000048888385,0.00095313106],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[5.8725294e-7,0.0000136055505,0.13021608,0.0000020308696,0.0000028010766,3.3347072e-7,0.00008296908,0.000038460475,0.000004194019,0.86844295,0.0009902023,0.00020579864],"study_design_scores_gemma":[0.0001560538,0.000019174797,0.11827797,0.0000020309856,0.0000012388756,0.0000017515436,0.00008643104,0.00038723167,0.00011982416,0.5607146,0.32008502,0.00014865828],"about_ca_topic_score_codex":0.000066550856,"about_ca_topic_score_gemma":0.000016577353,"teacher_disagreement_score":0.48772418,"about_ca_system_score_codex":0.000031543994,"about_ca_system_score_gemma":0.000014214238,"threshold_uncertainty_score":0.99982476},"labels":[],"label_agreement":null},{"id":"W1594442759","doi":"10.1287/mnsc.1070.0841","title":"Modeling the Dynamics of Credit Spreads with Stochastic Volatility","year":2008,"lang":"en","type":"article","venue":"Management Science","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":41,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"York University; McGill University","funders":"Universidad Nacional de Colombia","keywords":"Econometrics; Affine transformation; iTraxx; Stochastic volatility; Bond; Corporate bond; Economics; Credit risk; Volatility (finance); Skewness; Affine term structure model; Credit derivative; Bond valuation; Interest rate; Financial economics; Credit valuation adjustment; Yield curve; Mathematics; Monetary economics; Actuarial science; Finance","score_opus":0.029721913840833277,"score_gpt":0.2130166382630756,"score_spread":0.18329472442224232,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1594442759","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5310753,0.000046869718,0.45778596,0.00017638583,0.00011980566,0.0001430114,0.000015674561,0.000012343084,0.010624631],"genre_scores_gemma":[0.9977863,0.000020929892,0.0014904079,0.000010219044,0.00002801269,0.000011440271,0.0000025166842,0.0000049529544,0.00064522587],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9991587,0.0000025805048,0.00026334793,0.000271859,0.000107403306,0.00019613384],"domain_scores_gemma":[0.99940205,0.0000150866035,0.000109789,0.00039901122,0.00003921797,0.000034851455],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00049933867,0.00007242538,0.00013111552,0.00015985053,0.00038323973,0.000025533314,0.00041158134,0.000015779146,0.000025505262],"category_scores_gemma":[0.000041337895,0.00005770228,0.000033012373,0.0007367082,0.0005138851,0.00022052362,0.00011175404,0.00005782083,0.000019192945],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000010937645,0.000050679664,0.043747008,0.000011083523,0.000009409208,0.0000017344171,0.0003908395,0.16425711,0.0000011765829,0.790376,0.000051916868,0.0010921184],"study_design_scores_gemma":[0.0001020936,0.000022848906,0.14250751,0.0000060774837,0.0000037036318,0.0000013932066,0.0000813767,0.84919286,0.0000014351953,0.007889917,0.00012254636,0.000068269226],"about_ca_topic_score_codex":0.00019972687,"about_ca_topic_score_gemma":0.00007461371,"teacher_disagreement_score":0.7824861,"about_ca_system_score_codex":0.00007767066,"about_ca_system_score_gemma":0.000019051673,"threshold_uncertainty_score":0.29476088},"labels":[],"label_agreement":null},{"id":"W1594780990","doi":"10.2139/ssrn.470701","title":"Assessing Credit Quality from Equity Markets: Is Structural Model a Better Approach?","year":2003,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":9,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Queen's University","funders":"","keywords":"Equity (law); Business; Quality (philosophy); Financial economics; Financial system; Economics; Actuarial science; Political science","score_opus":0.059913947345846284,"score_gpt":0.3027961591159727,"score_spread":0.2428822117701264,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1594780990","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.688695,0.0029056335,0.29409438,0.00037000343,0.0003463189,0.00008548186,0.000098772885,0.000022889073,0.013381503],"genre_scores_gemma":[0.9932825,0.0006058685,0.004633477,0.00013903345,0.000522145,0.0000061274923,0.000024338775,0.000031439155,0.00075504405],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9969194,0.0000582547,0.0008000749,0.0004302069,0.00011841638,0.0016736563],"domain_scores_gemma":[0.9989077,0.000050571936,0.0005379829,0.00033090822,0.00005443825,0.000118408614],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002421017,0.00021936586,0.0004275871,0.0001566413,0.0004541769,0.00033987066,0.00031833263,0.00017318038,0.00024745826],"category_scores_gemma":[0.00021840792,0.0002347889,0.00025641467,0.00020888394,0.00006736547,0.0007944116,0.00005820681,0.0014061911,0.000048474893],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000024027255,0.00005692269,0.062358618,0.000005196776,0.00012850111,8.0906057e-7,0.0004270935,0.00036891788,0.000024477764,0.9258636,0.00043117607,0.010310634],"study_design_scores_gemma":[0.0005968535,0.000022260261,0.076608695,0.0000051010757,0.000015039223,0.000027341759,0.00040720755,0.017429981,0.00001334239,0.9023028,0.0022721456,0.0002992412],"about_ca_topic_score_codex":0.0002484914,"about_ca_topic_score_gemma":0.00010570525,"teacher_disagreement_score":0.3045875,"about_ca_system_score_codex":0.001027205,"about_ca_system_score_gemma":0.0006966789,"threshold_uncertainty_score":0.95744133},"labels":[],"label_agreement":null},{"id":"W1602895485","doi":"10.2139/ssrn.2269779","title":"An Analysis of the Determinants of S&amp;P Ratings Assigned to Canadian Firms: Application of a Multinomial Logit","year":2013,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"Université Laval","funders":"","keywords":"Multinomial logistic regression; Logit; Multinomial distribution; Logistic regression; Econometrics; Economics; Actuarial science; Statistics; Financial economics; Business; Mathematics","score_opus":0.012208893586749621,"score_gpt":0.2336765013949846,"score_spread":0.221467607808235,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1602895485","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.98395395,0.00015569829,0.015174638,0.00019439295,0.000059032453,0.00021789683,0.00007101853,0.000002289228,0.00017105736],"genre_scores_gemma":[0.9994567,0.000058200752,0.0002968109,0.000013277382,0.000048400943,0.000013017273,0.0000059950135,0.000008553962,0.00009903548],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99853,0.000018221646,0.00068973715,0.00015066196,0.000051354175,0.00056003174],"domain_scores_gemma":[0.998701,0.000028643954,0.00074206875,0.0003009865,0.0001375209,0.000089806905],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00070531975,0.00008258181,0.0003621207,0.00047064712,0.00010300263,0.00001549877,0.00033706008,0.0000735551,0.000046234025],"category_scores_gemma":[0.00016475254,0.00007393653,0.00018983246,0.0007331625,0.000049238057,0.0001272688,0.000017079843,0.00022039659,0.000010512317],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000011281888,0.00006019503,0.9348351,0.0000040363443,0.000137569,3.2855823e-8,0.00050643046,0.0018881465,0.00092056865,0.04556577,0.000028579687,0.01604231],"study_design_scores_gemma":[0.00022679886,0.00012471713,0.9592449,0.0000059023614,0.000069793605,0.0000025097636,0.00023940454,0.011445159,0.00024023127,0.027856892,0.00043906498,0.00010459118],"about_ca_topic_score_codex":0.14037354,"about_ca_topic_score_gemma":0.49711424,"teacher_disagreement_score":0.3567407,"about_ca_system_score_codex":0.00039552816,"about_ca_system_score_gemma":0.000583649,"threshold_uncertainty_score":0.8653508},"labels":[],"label_agreement":null},{"id":"W171761699","doi":"10.1007/978-1-4615-0791-8_8","title":"Measuring Credit Risk: The Credit Migration Approach Extended for Credit Derivatives","year":2001,"lang":"en","type":"book-chapter","venue":"New York University Salomon Center series on financial markets and institutions","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Canadian Imperial Bank of Commerce (Canada)","funders":"","keywords":"Credit risk; Credit derivative; Credit valuation adjustment; Business; Financial system; Econometrics; Economics; Actuarial science; Credit reference","score_opus":0.05824007820662275,"score_gpt":0.1991863618919098,"score_spread":0.14094628368528705,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W171761699","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.006072204,0.0022235943,0.06331566,0.002259222,0.0038312927,0.0020985615,0.008372437,0.00021566098,0.9116114],"genre_scores_gemma":[0.22870196,0.03183605,0.006738146,0.00033762786,0.010107077,0.00007261287,0.0034937405,0.0002739781,0.7184388],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99795586,0.000025420213,0.000589017,0.0008496748,0.00013854435,0.00044147833],"domain_scores_gemma":[0.9982916,0.00010946274,0.00071077206,0.00055348605,0.00013048486,0.00020417545],"candidate_categories":["metaepi_narrow","sts"],"consensus_categories":[],"category_scores_codex":[0.00030122144,0.00052316464,0.0006667084,0.0004494188,0.0019066769,0.00017308006,0.00045365837,0.00053331815,0.00013052482],"category_scores_gemma":[0.00027094732,0.00055028714,0.00039986914,0.00019796327,0.0005428744,0.0005790041,0.00015048418,0.00057757983,0.000037739585],"study_design_candidate":"not_applicable","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0005383158,0.000109793866,0.0014150814,0.00003732409,0.00009789814,0.000007626516,0.00050330354,0.00006014314,8.147364e-7,0.94561607,0.045239203,0.006374439],"study_design_scores_gemma":[0.0010274446,0.00021082831,0.04407721,0.00011743791,0.00008287395,0.000011505465,0.0000967984,0.00015587574,0.0000021985209,0.020617833,0.9330665,0.0005335029],"about_ca_topic_score_codex":0.00049654656,"about_ca_topic_score_gemma":0.0015998478,"teacher_disagreement_score":0.9249982,"about_ca_system_score_codex":0.00031558666,"about_ca_system_score_gemma":0.00030417723,"threshold_uncertainty_score":0.9996949},"labels":[],"label_agreement":null},{"id":"W1741294950","doi":"10.2139/ssrn.1087992","title":"Default Dependence: The Equity Default Relationship","year":2008,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Bank of Canada; Queen's University","funders":"","keywords":"Equity (law); Business; Default; Financial system; Loss given default; Economics; Financial economics; Monetary economics; Finance; Capital requirement; Political science; Microeconomics","score_opus":0.052244063560849104,"score_gpt":0.2632800818084562,"score_spread":0.2110360182476071,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1741294950","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8890086,0.012494682,0.07641146,0.002610076,0.00068295136,0.00019149197,0.000023873215,0.00004939163,0.018527487],"genre_scores_gemma":[0.99118847,0.0039906125,0.00011292577,0.000047566926,0.00055869814,0.000010573748,0.000006065266,0.000021114942,0.004063955],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99760616,0.000029811074,0.00055957574,0.00023215372,0.00010681668,0.0014655046],"domain_scores_gemma":[0.9990848,0.00012252788,0.0003544489,0.00029630345,0.00006046296,0.00008146337],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0020534615,0.000140774,0.00021542776,0.00014915616,0.0012782053,0.00006591725,0.0004537354,0.00012542523,0.00008695857],"category_scores_gemma":[0.00048572168,0.000121779514,0.00019855933,0.0003460306,0.00012605531,0.00030428206,0.00007084408,0.0017159539,0.00057725026],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000009824972,0.000028283377,0.21455218,0.0000010437212,0.00002630715,0.0000026356613,0.00022842441,0.00018035302,0.000002389741,0.7826339,0.0004307299,0.001903941],"study_design_scores_gemma":[0.00025751296,0.000051832038,0.37107438,0.000002825624,0.0000065232475,0.00047090437,0.00017380463,0.00027986628,0.0000027298524,0.61549205,0.012060772,0.00012682697],"about_ca_topic_score_codex":0.00043003215,"about_ca_topic_score_gemma":0.0010372059,"teacher_disagreement_score":0.16714185,"about_ca_system_score_codex":0.000738103,"about_ca_system_score_gemma":0.00079755596,"threshold_uncertainty_score":0.9831051},"labels":[],"label_agreement":null},{"id":"W17460402","doi":"10.2139/ssrn.1943130","title":"On Financial Covenants as Incentives to Borrowers","year":2011,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Business; Incentive; Covenant; Financial system; Finance; Economics; Monetary economics; Microeconomics; Political science","score_opus":0.01934248450842614,"score_gpt":0.21706257370694979,"score_spread":0.19772008919852363,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W17460402","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9395024,0.0010780268,0.018030949,0.00053553964,0.0010058006,0.0001779488,0.000033467888,0.00002904376,0.039606795],"genre_scores_gemma":[0.99492836,0.0009645403,0.00013289961,0.0001592546,0.0002903368,0.000009113897,0.000002729639,0.000023151471,0.0034896405],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9977604,0.000012345503,0.00042045416,0.00027509162,0.000061017065,0.0014706549],"domain_scores_gemma":[0.99938804,0.000017269418,0.00022609036,0.00019151332,0.0000387335,0.00013836131],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.00082641904,0.00015061165,0.0002498215,0.00029957306,0.00026269286,0.000038537404,0.0002830792,0.00009260698,0.00027852383],"category_scores_gemma":[0.0003636053,0.00016164717,0.00014689393,0.00029322706,0.000038592032,0.00018703731,0.000034768786,0.00076644844,0.0016845283],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00010858525,0.00010198775,0.011035734,8.901154e-7,0.000022315386,0.000003861871,0.0005527826,0.000012985869,0.000006274795,0.98082966,0.0007868113,0.006538143],"study_design_scores_gemma":[0.00043724035,0.0006396187,0.091429956,0.000012315303,0.000004702634,0.000031697928,0.00017007576,0.000014027447,0.00005364134,0.87771314,0.029274423,0.00021917763],"about_ca_topic_score_codex":0.00025607625,"about_ca_topic_score_gemma":0.00041003918,"teacher_disagreement_score":0.103116505,"about_ca_system_score_codex":0.0006066572,"about_ca_system_score_gemma":0.0005654689,"threshold_uncertainty_score":0.99909276},"labels":[],"label_agreement":null},{"id":"W1750542883","doi":"10.12831/75573","title":"Defaults and Returns in the High-Yield Bond Market: Third-Quarter 2013 Review","year":2013,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Default; Quarter (Canadian coin); Bond; Yield (engineering); Economics; Interest rate; Bond market; Monetary economics; Finance; Geography","score_opus":0.03833481141437884,"score_gpt":0.2796238041657341,"score_spread":0.2412889927513553,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1750542883","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.58253044,0.043743595,0.000010843048,0.018487701,0.0012438728,0.004142572,0.0006446899,0.000046620196,0.34914964],"genre_scores_gemma":[0.5575855,0.43737593,0.0003482928,0.00037391673,0.0003980264,0.0008433539,0.00008771692,0.00006136495,0.0029259275],"study_design_codex":"not_applicable","study_design_gemma":"observational","domain_scores_codex":[0.9963137,0.00013834656,0.001455984,0.0011626795,0.00011393909,0.00081533176],"domain_scores_gemma":[0.9970285,0.0008112093,0.00046937028,0.0014780908,0.00006821266,0.00014459214],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0043984004,0.00038227762,0.0010248801,0.00065134384,0.00017393878,0.00028786063,0.00091463554,0.0005812978,0.00042917207],"category_scores_gemma":[0.00092346297,0.00036957063,0.00021337831,0.0002786227,0.0002993454,0.00022242744,0.0006458644,0.0020977706,0.00013516356],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00022896194,0.0010533031,0.27980652,0.005482722,0.00033271292,0.00014798115,0.0061838506,0.0008962705,0.0000071779587,0.1794549,0.32395604,0.20244953],"study_design_scores_gemma":[0.0007313168,0.000117559604,0.54759616,0.0018699657,0.000013854983,0.00001964597,0.00048418986,0.004014044,0.000001822271,0.07801566,0.36621535,0.0009204244],"about_ca_topic_score_codex":0.0018536352,"about_ca_topic_score_gemma":0.0028563403,"teacher_disagreement_score":0.39363235,"about_ca_system_score_codex":0.00040377717,"about_ca_system_score_gemma":0.00014634454,"threshold_uncertainty_score":0.9998756},"labels":[],"label_agreement":null},{"id":"W1761921420","doi":"10.2139/ssrn.2311745","title":"The Past, Present and Future of Curves","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Surrey Memorial Hospital","funders":"","keywords":"Econometrics; Environmental science; Economics","score_opus":0.01084782409571112,"score_gpt":0.21392492803993893,"score_spread":0.20307710394422782,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1761921420","genre_codex":"review","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.31504136,0.6589176,0.0031181406,0.015699072,0.0009986928,0.00014891173,0.000019374744,0.000009677043,0.006047132],"genre_scores_gemma":[0.8638018,0.13202217,0.0000239796,0.000011309792,0.0031787101,0.0000029613218,0.0000011904147,0.000007578455,0.00095033017],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9988347,0.000010311181,0.000269203,0.000064738924,0.00003183284,0.0007891924],"domain_scores_gemma":[0.9995724,0.000034400542,0.00021684729,0.00010659156,0.000021782156,0.00004795365],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011695133,0.000059574446,0.00012601669,0.000045004334,0.00020190405,0.000018532275,0.000108750144,0.00003547451,0.00001468343],"category_scores_gemma":[0.000015625226,0.000045884597,0.000061949664,0.00009238983,0.000049844813,0.00014792946,0.000022014452,0.00039217426,0.000010685361],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000057984394,0.000020737174,0.09714084,0.0000046702967,0.00002924162,3.6277264e-8,0.000089173205,9.455909e-7,0.0000013535443,0.8753228,0.001519455,0.025864912],"study_design_scores_gemma":[0.00015960397,0.000052999716,0.22696081,0.000006179737,0.000007045618,0.000043422377,0.00029376132,0.000020272733,0.000003368006,0.23465878,0.53772414,0.000069624206],"about_ca_topic_score_codex":0.000029798734,"about_ca_topic_score_gemma":0.000035551937,"teacher_disagreement_score":0.64066404,"about_ca_system_score_codex":0.00008518497,"about_ca_system_score_gemma":0.000082030696,"threshold_uncertainty_score":0.18711196},"labels":[],"label_agreement":null},{"id":"W1779430611","doi":"10.1016/j.jeca.2007.02.007","title":"Default Risk of the UK Real Estate Companies: Is There a Macro-economy Effect?","year":2007,"lang":"en","type":"article","venue":"The Journal of Economic Asymmetries","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":false,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Real estate; Economics; Volatility (finance); Bankruptcy; Debt; Profitability index; Probability of default; Macro; Market liquidity; Debt ratio; Financial economics; Monetary economics; Finance; Credit risk","score_opus":0.012870363508173967,"score_gpt":0.23197556389347612,"score_spread":0.21910520038530215,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1779430611","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9572099,0.0015723611,0.0015889523,0.00041138736,0.00088866137,0.00021828734,0.0002056162,0.0000071092554,0.03789775],"genre_scores_gemma":[0.9955517,0.0034768695,0.00015059946,0.000035935765,0.000366253,0.0000016599982,0.0000013531517,0.000025187484,0.00039043435],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99789417,0.000061606865,0.0015112436,0.00016327457,0.000049429815,0.00032025095],"domain_scores_gemma":[0.99548733,0.0010750026,0.0027674201,0.00050655386,0.0000782809,0.00008543625],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0037566859,0.00020845242,0.00069556414,0.0003075467,0.00029503615,0.000058398422,0.00074191095,0.00010942779,0.00018399468],"category_scores_gemma":[0.00026947426,0.0001408992,0.00044819695,0.00029219626,0.00036568037,0.00023993033,0.0001133924,0.0003807639,0.0000998769],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00037874567,0.00005215177,0.93892837,0.000027963288,0.00042334234,0.000002089922,0.0034407212,0.0016205817,0.000010599947,0.040619023,0.004107745,0.010388697],"study_design_scores_gemma":[0.0012973759,0.00034703975,0.9079082,0.0000396163,0.00012388245,0.000044715474,0.0010022423,0.0006457133,0.0016845295,0.030863747,0.055776253,0.0002666932],"about_ca_topic_score_codex":0.0018549782,"about_ca_topic_score_gemma":0.00068445486,"teacher_disagreement_score":0.05166851,"about_ca_system_score_codex":0.00022074934,"about_ca_system_score_gemma":0.00009007786,"threshold_uncertainty_score":0.57457024},"labels":[],"label_agreement":null},{"id":"W1803378922","doi":"10.2139/ssrn.1985833","title":"Unfair 'Fair Value' in an Opaque Credit Default Swap Market: How Marking-to-Market Pushed the International Credit Crunch","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Brock University","funders":"","keywords":"Collateralized debt obligation; Credit default swap; Market liquidity; Monetary economics; Equity (law); Business; Debt; Financial system; Economics; Financial economics; Collateral; Credit risk; Finance","score_opus":0.016948103796495716,"score_gpt":0.23016936511627886,"score_spread":0.21322126131978314,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1803378922","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8733467,0.00740396,0.025894068,0.02200544,0.0076343026,0.00079164014,0.00017650444,0.00009657558,0.062650844],"genre_scores_gemma":[0.9863819,0.0015543732,0.00032456242,0.0001583388,0.0041615805,0.000048244136,0.000022316868,0.000060154354,0.007288555],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99603915,0.000097846605,0.0007643567,0.00043360516,0.00022252914,0.0024425],"domain_scores_gemma":[0.99851483,0.00016672748,0.00047442404,0.00046783435,0.00011060152,0.00026557466],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0054996344,0.0003057249,0.0004172053,0.0005730719,0.00039457745,0.0003400773,0.0010565104,0.00020181724,0.00060990214],"category_scores_gemma":[0.00066117017,0.00028544065,0.00023833012,0.00056928786,0.000078204044,0.0010639137,0.00014834985,0.001732086,0.00012083335],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0003307584,0.000548139,0.34728712,0.000008423066,0.00022865777,0.000008171376,0.0011969489,0.0006814048,0.000051018134,0.59756833,0.038243912,0.0138471015],"study_design_scores_gemma":[0.0012724537,0.0003138049,0.516624,0.000036877504,0.000024155584,0.00022449257,0.0012884984,0.0074461605,0.000014089903,0.14634629,0.32578608,0.0006230861],"about_ca_topic_score_codex":0.0003141003,"about_ca_topic_score_gemma":0.0019382134,"teacher_disagreement_score":0.45122203,"about_ca_system_score_codex":0.0018755322,"about_ca_system_score_gemma":0.0005656642,"threshold_uncertainty_score":0.99995977},"labels":[],"label_agreement":null},{"id":"W1832762784","doi":"10.1111/j.1467-9965.2010.00457.x","title":"INCORPORATING RISK AND AMBIGUITY AVERSION INTO A HYBRID MODEL OF DEFAULT","year":2010,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":52,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Ambiguity aversion; Credit default swap; Ambiguity; Economics; Econometrics; Risk aversion (psychology); Default; Credit derivative; Valuation (finance); Credit risk; Credit default swap index; iTraxx; Bond; Computer science; Credit valuation adjustment; Actuarial science; Expected utility hypothesis; Financial economics; Finance","score_opus":0.01861949860359469,"score_gpt":0.21744753405780332,"score_spread":0.19882803545420863,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1832762784","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8431868,0.00008960253,0.15279105,0.00010553336,0.000084107814,0.00011698982,0.000095083764,0.000019880563,0.0035109362],"genre_scores_gemma":[0.94990623,0.000057551857,0.049749263,0.000008109131,0.00004180359,0.000012573404,0.0000040949244,0.000013375301,0.00020701971],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99897736,0.000005518585,0.00054005446,0.00026880912,0.000047129575,0.0001611083],"domain_scores_gemma":[0.99912006,0.000088004825,0.00038041195,0.0003174599,0.000039978175,0.000054080007],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00046284907,0.00011858128,0.0003559572,0.000085740256,0.00014727822,0.000023891767,0.00014179014,0.00008826388,0.00003857156],"category_scores_gemma":[0.00072249694,0.00012641867,0.00007558573,0.00013769152,0.00018758402,0.00014402247,0.00009771805,0.0002417499,0.000086984364],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000085432075,0.00009435926,0.023213463,0.00006957464,0.0000048564793,9.110012e-7,0.00039784476,0.00027387057,0.00068271003,0.9695037,0.00013327549,0.0056168917],"study_design_scores_gemma":[0.00018194523,0.00002676268,0.015419896,0.000018605217,0.0000046654936,0.0000023575617,0.00000893573,0.28298983,0.0005786599,0.7002496,0.0003979108,0.00012083546],"about_ca_topic_score_codex":0.00010881036,"about_ca_topic_score_gemma":0.000031125895,"teacher_disagreement_score":0.28271598,"about_ca_system_score_codex":0.000015927906,"about_ca_system_score_gemma":0.000019629106,"threshold_uncertainty_score":0.5155204},"labels":[],"label_agreement":null},{"id":"W1835740540","doi":"10.2139/ssrn.1344745","title":"Is there a Distress Risk Anomaly? Corporate Bond Spread as a Proxy for Default Risk","year":2010,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":17,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Simon Fraser University","funders":"","keywords":"Proxy (statistics); Corporate bond; Default risk; Business; Bond; Credit risk; Emotional distress; Actuarial science; Financial system; Medicine; Finance; Computer science; Anxiety","score_opus":0.013936766557775801,"score_gpt":0.2275373437721644,"score_spread":0.21360057721438858,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1835740540","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.96517795,0.0036943322,0.026161412,0.00052468624,0.00067467906,0.00040505113,0.00092361774,0.000033182594,0.0024050898],"genre_scores_gemma":[0.99001235,0.005116593,0.0005995511,0.000020098116,0.000792743,0.000050972314,0.000027271653,0.000050934006,0.0033294887],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99731565,0.000016182423,0.0006293274,0.0004032217,0.000066546425,0.0015691025],"domain_scores_gemma":[0.9979252,0.000076664284,0.0013870117,0.00036785417,0.000105045714,0.00013817812],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015413444,0.00022994263,0.0003751397,0.00018174856,0.0006169335,0.00016263254,0.0003598801,0.00020496515,0.00012554534],"category_scores_gemma":[0.0004008302,0.00023131187,0.00033540075,0.00024604998,0.00009125459,0.0002620862,0.000034643082,0.0019703023,0.00024308119],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00008349522,0.00010213565,0.4905943,0.000005398202,0.0001281854,0.0000015127854,0.00019894961,0.000016888984,0.0000247405,0.49487597,0.0005272106,0.013441222],"study_design_scores_gemma":[0.0010158226,0.00030371675,0.1469231,0.0000075307457,0.00004278014,0.00007551092,0.0001523762,0.0014483664,0.00005829948,0.7999694,0.0497158,0.00028733118],"about_ca_topic_score_codex":0.0011742212,"about_ca_topic_score_gemma":0.005555348,"teacher_disagreement_score":0.3436712,"about_ca_system_score_codex":0.00025660597,"about_ca_system_score_gemma":0.00056020083,"threshold_uncertainty_score":0.94326246},"labels":[],"label_agreement":null},{"id":"W1835955170","doi":"10.1002/9780470061596.risk0394","title":"Simulation in Risk Management","year":2008,"lang":"en","type":"other","venue":"Encyclopedia of Quantitative Risk Analysis and Assessment","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"","keywords":"Actuarial science; Economic capital; Risk analysis (engineering); Financial risk management; Risk management; Credit risk; Operational risk; Risk management tools; Risk perception; Liquidity risk; Market risk; Risk assessment; Asset (computer security); Factor analysis of information risk; Business; Basel II; Model risk; Market liquidity; Computer science; Capital requirement; Economics; Perception; Finance; Engineering; Risk management information systems; Psychology; Computer security; Microeconomics","score_opus":0.023628024324228305,"score_gpt":0.3000365723990995,"score_spread":0.2764085480748712,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1835955170","genre_codex":"other","genre_gemma":"review","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.012288774,0.009959001,0.1468915,0.000020609325,0.0002008014,0.00047149922,0.0015366218,0.00003227402,0.8285989],"genre_scores_gemma":[0.26531932,0.5264346,0.08109123,0.0000060263847,0.0001836683,0.00010280588,0.00043438232,0.00024428358,0.12618366],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9981568,0.00007039277,0.00089272263,0.00056812837,0.000102629805,0.00020934032],"domain_scores_gemma":[0.9977671,0.00020109865,0.0016033298,0.00034124713,0.000027965823,0.000059266866],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.00045932576,0.00026663058,0.0010309105,0.0020826585,0.0000819967,0.000018981971,0.0001307465,0.00016778399,0.00051467336],"category_scores_gemma":[0.00008601797,0.0002891589,0.00029600968,0.0012313246,0.00010634968,0.000074415344,0.00006281986,0.0002590808,0.00003427931],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000073353435,0.00018706784,0.87038565,0.000043795117,0.0013154749,0.000006169869,0.0003585309,0.018718963,1.623972e-8,0.09753472,0.00293745,0.008504829],"study_design_scores_gemma":[0.0003564388,0.00005100468,0.6820244,0.00003438674,0.00040480294,3.4678447e-8,0.00012762219,0.03654493,6.0386114e-8,0.003882556,0.2763044,0.00026932004],"about_ca_topic_score_codex":0.0049943924,"about_ca_topic_score_gemma":0.0026044007,"teacher_disagreement_score":0.7024153,"about_ca_system_score_codex":0.00007030637,"about_ca_system_score_gemma":0.000021625247,"threshold_uncertainty_score":0.9999561},"labels":[],"label_agreement":null},{"id":"W1838512666","doi":"10.1111/caje.12057","title":"Default and liquidity regimes in the bond market during the 2002–2012 period","year":2013,"lang":"en","type":"article","venue":"Canadian Journal of Economics/Revue canadienne d économique","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Market liquidity; Economics; Recession; Predictive power; Monetary economics; Credit risk; Bond market; Bond; iTraxx; Credit valuation adjustment; Persistence (discontinuity); Credit crunch; Econometrics; Financial system; Keynesian economics; Actuarial science; Finance; Credit reference","score_opus":0.06912151788305305,"score_gpt":0.16595352091293494,"score_spread":0.09683200302988189,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1838512666","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.98164123,0.0024017002,0.000019040666,0.009109164,0.00069894106,0.00035824155,0.00016294583,0.0000029174892,0.005605814],"genre_scores_gemma":[0.99683017,0.00040892372,0.00010311497,0.0002655255,0.0005895058,0.00003980624,0.0000030187573,0.000029952325,0.0017300004],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9980502,0.000040461124,0.0009744279,0.00029581093,0.0000022642237,0.0006368347],"domain_scores_gemma":[0.99811864,0.00015919082,0.0006380013,0.0004476192,0.00006232604,0.0005742059],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0011290653,0.00022233505,0.0004989354,0.0005009519,0.0003619093,0.00031897106,0.0006152111,0.00015920491,0.0009970141],"category_scores_gemma":[0.00023737001,0.00020120826,0.00016560177,0.00014955823,0.00025442944,0.0007224606,0.000026711243,0.00043637995,0.00006852434],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000045379074,0.000025651929,0.19517037,0.000046170106,0.00010198434,0.00009312049,0.0068515795,0.0011464653,0.000003898386,0.7721731,0.022398723,0.0019435604],"study_design_scores_gemma":[0.00067493285,0.00011544527,0.6786273,0.000038366015,0.000013497085,0.00066571246,0.0015345133,0.0016151991,0.0000056162626,0.16086355,0.15544437,0.00040151598],"about_ca_topic_score_codex":0.18379414,"about_ca_topic_score_gemma":0.92350245,"teacher_disagreement_score":0.7397083,"about_ca_system_score_codex":0.00072600174,"about_ca_system_score_gemma":0.00042564957,"threshold_uncertainty_score":0.9999162},"labels":[],"label_agreement":null},{"id":"W1844358724","doi":"10.1007/s12190-015-0941-3","title":"Computation of credit portfolio loss distribution by a cross entropy method","year":2015,"lang":"en","type":"article","venue":"Journal of Applied Mathematics and Computing","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Importance sampling; Copula (linguistics); Variance reduction; Computer science; Credit risk; Monte Carlo method; Portfolio; Rare events; Computation; Risk management; Econometrics; Mathematical optimization; Mathematics; Algorithm; Statistics; Finance; Economics","score_opus":0.02651180928894476,"score_gpt":0.2757264893591757,"score_spread":0.24921468007023095,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1844358724","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.39782715,0.00030208952,0.6007827,0.000030464927,0.00012194462,0.000051800875,0.00003285577,0.00000415673,0.0008468315],"genre_scores_gemma":[0.9210414,0.00003460466,0.0787217,0.0000053714525,0.00016489906,5.7008896e-7,0.000012279484,0.000009272246,0.000009894838],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99870825,0.0000036364327,0.00097314146,0.00010522369,0.000084247695,0.00012547353],"domain_scores_gemma":[0.9981322,0.00007826693,0.0014726686,0.000077034696,0.00014930876,0.00009050162],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010859041,0.0000930248,0.00041754558,0.00008429398,0.000063658525,0.000056728488,0.000094126124,0.00006341031,0.0000044457056],"category_scores_gemma":[0.00009151697,0.000094230345,0.000075208365,0.00015028988,0.000048442253,0.00007777159,0.000043802167,0.00011189208,0.0000029750859],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000079579026,0.00044401572,0.006534134,0.00018667967,0.000120314886,0.000005781347,0.0031405254,0.010775078,0.00035469775,0.9565633,0.0049698786,0.016826047],"study_design_scores_gemma":[0.003015542,0.00031511055,0.0139802685,0.00014212696,0.0000619843,0.00012873785,0.0009342061,0.2793406,0.0017844893,0.6922373,0.007649867,0.00040976063],"about_ca_topic_score_codex":0.000007933109,"about_ca_topic_score_gemma":1.7299222e-7,"teacher_disagreement_score":0.5232143,"about_ca_system_score_codex":0.000048649625,"about_ca_system_score_gemma":0.000029200944,"threshold_uncertainty_score":0.3842602},"labels":[],"label_agreement":null},{"id":"W184451402","doi":"10.2139/ssrn.1552858","title":"Do Firms Have a Target Leverage? Evidence from Credit Markets","year":2010,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Leverage (statistics); Capital structure; Business; Monetary economics; Credit rating; Credit default swap; Bankruptcy; Enterprise value; Leverage effect; Financial economics; Economics; Finance; Credit risk; Debt; Volatility (finance)","score_opus":0.018853511187405084,"score_gpt":0.23059353712688135,"score_spread":0.21174002593947627,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W184451402","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.94718933,0.010549989,0.03440557,0.0015825431,0.0020738929,0.00014845196,0.00011395702,0.00003773592,0.003898548],"genre_scores_gemma":[0.9891043,0.0046956926,0.0010236914,0.000031549487,0.0020438826,0.000010343392,0.000013366928,0.00003383771,0.0030433352],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99726385,0.000020472851,0.0006219182,0.00040355747,0.00009801582,0.00159221],"domain_scores_gemma":[0.99881935,0.00014392594,0.00042475318,0.0003958284,0.0000684134,0.00014774091],"candidate_categories":["research_integrity","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0018983426,0.00020130374,0.0003590456,0.00020897487,0.00035108524,0.0001975482,0.00048844964,0.00019425293,0.0013544017],"category_scores_gemma":[0.00067984744,0.00021618258,0.00022682102,0.00018512117,0.000072285264,0.0005581835,0.000062099534,0.0024343,0.00045168077],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00012156901,0.00013519547,0.43740836,0.000004680254,0.00018859009,0.000014595854,0.00066166004,0.00006887164,0.0003705171,0.5368921,0.0036655369,0.020468298],"study_design_scores_gemma":[0.00041109024,0.00007918107,0.27343693,0.000018624018,0.000010466259,0.00006958459,0.00012356324,0.0007999882,0.000038224916,0.67078155,0.053962376,0.00026843388],"about_ca_topic_score_codex":0.00057412183,"about_ca_topic_score_gemma":0.0017516193,"teacher_disagreement_score":0.16397142,"about_ca_system_score_codex":0.00039756607,"about_ca_system_score_gemma":0.0006125705,"threshold_uncertainty_score":0.99986714},"labels":[],"label_agreement":null},{"id":"W1874318378","doi":"10.2139/ssrn.2563482","title":"Credit Risk Premium: Its Existence and Implications for Asset Allocation","year":2015,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Acadian Seaplants (Canada)","funders":"","keywords":"Risk premium; Asset allocation; Economics; Asset (computer security); Capital asset pricing model; Credit risk; Liquidity premium; Business; Financial economics; Actuarial science; Liquidity risk; Monetary economics; Market liquidity; Computer science; Portfolio","score_opus":0.044648971136999296,"score_gpt":0.26286948270458294,"score_spread":0.21822051156758365,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1874318378","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5758571,0.022338217,0.39098495,0.0053213076,0.0006823363,0.00057736115,0.00037869308,0.000053427415,0.0038066113],"genre_scores_gemma":[0.98990774,0.0070155323,0.0010844759,0.000016922115,0.00058109313,0.00004746774,0.000029560411,0.000018897195,0.0012983292],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9985375,0.0000120584245,0.00039191963,0.00023052227,0.000032917982,0.000795083],"domain_scores_gemma":[0.99912953,0.000054884178,0.00037773498,0.0001659778,0.00015004013,0.00012182229],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001636591,0.000102784106,0.00018196355,0.00013071112,0.00028157522,0.000080735015,0.00016538838,0.000083384075,0.000004801629],"category_scores_gemma":[0.00055366533,0.00011527187,0.00007158051,0.00016165475,0.00003310736,0.00030901426,0.000022661257,0.00043669328,0.000033643773],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000015442198,0.00002909421,0.04578173,0.000002566547,0.000029182811,4.2930232e-8,0.00013219845,0.00004711769,0.000009000755,0.9454383,0.0007929495,0.007722356],"study_design_scores_gemma":[0.00056169584,0.00018052165,0.10479544,0.000003912276,0.000016121568,0.000049831262,0.00016805207,0.0011855843,0.0000066905723,0.8531192,0.039772827,0.00014010424],"about_ca_topic_score_codex":0.00006511601,"about_ca_topic_score_gemma":0.00033085493,"teacher_disagreement_score":0.41405064,"about_ca_system_score_codex":0.0004857101,"about_ca_system_score_gemma":0.0005127066,"threshold_uncertainty_score":0.47006503},"labels":[],"label_agreement":null},{"id":"W1878713429","doi":"10.2139/ssrn.1943575","title":"Time-Varying Asset Volatility and the Credit Spread Puzzle","year":2011,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University; University of Toronto","funders":"","keywords":"Stochastic volatility; Volatility risk premium; Risk premium; Volatility (finance); Leverage (statistics); Econometrics; Economics; Volatility smile; Implied volatility; Volatility swap; Financial economics; Credit risk; Actuarial science; Computer science","score_opus":0.02034872270102042,"score_gpt":0.20512971687405962,"score_spread":0.1847809941730392,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1878713429","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.92620015,0.012689504,0.019326886,0.001231111,0.00056923187,0.00027147878,0.00004532752,0.000041675292,0.03962464],"genre_scores_gemma":[0.99517995,0.002261356,0.00014626274,0.000023006818,0.0003639787,0.0000066647985,0.000003977616,0.000015607178,0.0019991966],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9983442,0.000028164673,0.0004271261,0.0002045981,0.000044185566,0.00095176324],"domain_scores_gemma":[0.999342,0.000065167435,0.00028080973,0.00021542812,0.00003360693,0.00006295988],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023236931,0.000119892655,0.0002636256,0.00009777714,0.00043999485,0.000062022475,0.00022368426,0.000077563105,0.00023394568],"category_scores_gemma":[0.00019664902,0.00009882086,0.00012218117,0.00014715777,0.00018053659,0.0002607883,0.0000484155,0.00085005607,0.00014619555],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000090392816,0.000039278813,0.032206263,0.0000020624414,0.00007191564,9.442669e-7,0.00066735444,0.0000035681555,0.0000030534807,0.96170557,0.0002731146,0.004936515],"study_design_scores_gemma":[0.0011613637,0.00008246131,0.067744195,0.000005659427,0.00001866655,0.00010207296,0.00016219149,0.004388762,0.0000071207287,0.9142559,0.011904905,0.00016669536],"about_ca_topic_score_codex":0.00032740005,"about_ca_topic_score_gemma":0.00031050725,"teacher_disagreement_score":0.0689798,"about_ca_system_score_codex":0.00020412268,"about_ca_system_score_gemma":0.0001677576,"threshold_uncertainty_score":0.4029798},"labels":[],"label_agreement":null},{"id":"W1881390491","doi":"10.2139/ssrn.2097391","title":"The Real Effects of Sovereign Credit Risk: Evidence from the European Sovereign Debt Crisis","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University","funders":"","keywords":"Sovereign debt; Financial system; Sovereignty; European debt crisis; Business; Credit risk; Debt crisis; Sovereign credit; Economics; Monetary economics; Credit default swap; Debt; Economic policy; European union; Political science; Finance; European integration","score_opus":0.015131505467176258,"score_gpt":0.21888274030901886,"score_spread":0.2037512348418426,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1881390491","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.87699115,0.082471415,0.01823255,0.0007799106,0.0016392262,0.00028698766,0.00007645433,0.000028463961,0.019493863],"genre_scores_gemma":[0.92689013,0.07051211,0.00006629417,0.000016240003,0.002211297,0.000006023283,0.0000032500643,0.00003169331,0.00026298617],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9972348,0.00022667574,0.0006585828,0.00021331353,0.000121113015,0.0015454692],"domain_scores_gemma":[0.9973786,0.0011101349,0.0008644053,0.00048517596,0.00006027012,0.00010143274],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0050261198,0.00018121047,0.00028581457,0.000062833205,0.0008188707,0.00010609612,0.0006833208,0.000074475975,0.000039012884],"category_scores_gemma":[0.0010706742,0.00012481582,0.00027178516,0.00023459418,0.00011156611,0.00042512803,0.00009210906,0.001247102,0.0001820668],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000037218517,0.000047374408,0.19916537,0.000003034063,0.00015229109,6.735633e-7,0.0006076941,0.00002856054,0.000018875167,0.78442776,0.0016594103,0.013851728],"study_design_scores_gemma":[0.0003100649,0.00010793091,0.4948448,0.000026559066,0.000048149283,0.000011391111,0.00051329605,0.00006249851,0.000053372012,0.50084066,0.0030377468,0.00014351778],"about_ca_topic_score_codex":0.0017435597,"about_ca_topic_score_gemma":0.00055198855,"teacher_disagreement_score":0.29567942,"about_ca_system_score_codex":0.00038623557,"about_ca_system_score_gemma":0.00026058004,"threshold_uncertainty_score":0.6298174},"labels":[],"label_agreement":null},{"id":"W1889106824","doi":"10.2139/ssrn.1463064","title":"What Caused the Current Financial Mess and What Can We Do about It?","year":2009,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":11,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Kellogg's (Canada)","funders":"","keywords":"Current (fluid); Business; Finance; Financial system; Political science; Engineering; Electrical engineering","score_opus":0.015045410672731865,"score_gpt":0.2399490556284316,"score_spread":0.22490364495569976,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1889106824","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.53930885,0.42138177,0.003899469,0.031460058,0.0032658016,0.00028979775,0.000019221266,0.000026192922,0.0003488175],"genre_scores_gemma":[0.6373822,0.3614546,0.000006984261,0.00013208653,0.000652594,0.0000046886967,0.0000034326965,0.000010593529,0.00035281887],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99769986,0.000023897128,0.00052847835,0.0002904415,0.000080006525,0.0013772966],"domain_scores_gemma":[0.9992178,0.000051748953,0.0003357285,0.0002429813,0.000049137845,0.00010257701],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011739009,0.00019236923,0.00030996106,0.0001673579,0.0005524576,0.001029675,0.00029000433,0.00008853876,0.000029806804],"category_scores_gemma":[0.000114054725,0.00016485296,0.00014618292,0.00026057087,0.000078570585,0.0012419953,0.000030557727,0.0013992368,0.000034297624],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000013329031,0.00003853427,0.0013788951,0.0000021242677,0.000016811478,0.0000011922211,0.00092556485,0.00002751018,0.0000017999544,0.5174374,0.00030763668,0.47984922],"study_design_scores_gemma":[0.0006008362,0.00017833507,0.05594331,0.00009559829,0.000017035147,0.000051728206,0.0014489118,0.00016038823,0.0000047317044,0.79330117,0.14793633,0.00026163663],"about_ca_topic_score_codex":0.000030902826,"about_ca_topic_score_gemma":0.0012744567,"teacher_disagreement_score":0.47958758,"about_ca_system_score_codex":0.00046782137,"about_ca_system_score_gemma":0.00064583356,"threshold_uncertainty_score":0.99291795},"labels":[],"label_agreement":null},{"id":"W1889711449","doi":"10.2139/ssrn.1727682","title":"Analyst Consensus Revisions and Credit Rating Actions","year":2010,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Concordia University","funders":"","keywords":"Credit rating; Bond credit rating; Business; Actuarial science; Accounting; Credit reference; Credit risk","score_opus":0.019264490735987565,"score_gpt":0.2432492932440816,"score_spread":0.22398480250809402,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1889711449","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.96638805,0.0040964233,0.014952729,0.0026542787,0.00096033094,0.00011681528,0.0000342848,0.000035667646,0.010761408],"genre_scores_gemma":[0.9946198,0.0024575181,0.00080866826,0.000017543638,0.00081597816,0.0000041074154,0.000005305089,0.00001685645,0.0012542524],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9983215,0.0000113703645,0.00046945087,0.00021815077,0.00004074605,0.0009388262],"domain_scores_gemma":[0.9992636,0.00007576266,0.00030646136,0.00018909847,0.00005556013,0.00010954775],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001226649,0.000114307026,0.00023681237,0.00023196728,0.00061905757,0.000109214336,0.00012555013,0.00010141119,0.00017433643],"category_scores_gemma":[0.0004837105,0.0001229539,0.00011213097,0.00025217433,0.0000855423,0.00013503089,0.000028757377,0.0016789129,0.000076311444],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000005495618,0.00002554912,0.026955876,0.0000016913087,0.000047886275,0.0000013405157,0.000083039165,0.000020204805,0.00021470264,0.9590324,0.00026822422,0.01334359],"study_design_scores_gemma":[0.0008256218,0.00015601344,0.114987865,0.000012806143,0.000042038242,0.00081421464,0.00091173156,0.0034433748,0.000017061058,0.74409837,0.13428284,0.0004080487],"about_ca_topic_score_codex":0.000117619,"about_ca_topic_score_gemma":0.0019333274,"teacher_disagreement_score":0.21493402,"about_ca_system_score_codex":0.00014278668,"about_ca_system_score_gemma":0.00029583834,"threshold_uncertainty_score":0.72941345},"labels":[],"label_agreement":null},{"id":"W1890244638","doi":"10.2139/ssrn.254974","title":"The Cost of Debt","year":2001,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Business; Financial system; Economics; Monetary economics","score_opus":0.014704200031728773,"score_gpt":0.21939881639308847,"score_spread":0.20469461636135972,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1890244638","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8129685,0.03691272,0.098521635,0.0036579294,0.0010414397,0.0002454005,0.000021478269,0.000023192128,0.046607688],"genre_scores_gemma":[0.97024196,0.025712553,0.000025991392,0.0000093792705,0.00024958182,0.0000036686292,0.000001269955,0.000009484941,0.0037461282],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99859065,0.000007839534,0.00038319943,0.00009144433,0.000033659948,0.0008932294],"domain_scores_gemma":[0.99946207,0.000046704274,0.00027136612,0.00014822073,0.00003647287,0.0000351798],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011574723,0.00006316509,0.00013945496,0.000074035466,0.00029231532,0.000033403514,0.00021380799,0.00004160914,0.000037990627],"category_scores_gemma":[0.000113084425,0.000052462878,0.00010821589,0.00019472641,0.000056623358,0.000092375885,0.000015742638,0.00049510115,0.00008180614],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000014037669,0.000017833338,0.04705574,3.7447103e-7,0.000025183155,4.142595e-7,0.000036793183,0.00003515639,0.000003991307,0.9221999,0.00016185296,0.030448733],"study_design_scores_gemma":[0.0002507622,0.00006782141,0.052199252,0.0000025436805,0.0000034645418,0.00008505909,0.00017907227,0.0002045362,0.0000064420888,0.74925876,0.1976738,0.00006849679],"about_ca_topic_score_codex":0.000099468336,"about_ca_topic_score_gemma":0.0009830825,"teacher_disagreement_score":0.19751194,"about_ca_system_score_codex":0.00025515998,"about_ca_system_score_gemma":0.00025202747,"threshold_uncertainty_score":0.22482826},"labels":[],"label_agreement":null},{"id":"W1917370487","doi":"10.2139/ssrn.2298491","title":"Sentiment and Corporate Bond Valuations Before and after the Onset of the Credit Crisis","year":2013,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Concordia University","funders":"","keywords":"Corporate bond; Bond; Financial system; Financial crisis; Business; Bond credit rating; Credit risk; Economics; Monetary economics; Actuarial science; Keynesian economics; Finance; Credit reference","score_opus":0.01254303127178004,"score_gpt":0.20152105903621145,"score_spread":0.1889780277644314,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1917370487","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9887547,0.0034757068,0.0011469186,0.0059834826,0.00017053462,0.00018943087,0.000038794537,0.0000032827365,0.00023717167],"genre_scores_gemma":[0.9974685,0.0014354447,0.000056813707,0.000050206,0.00011865328,0.000020374238,0.0000017918265,0.000008777452,0.00083944644],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99902844,0.00001681537,0.00032311535,0.00012364131,0.000049703016,0.0004582557],"domain_scores_gemma":[0.9993613,0.000025136693,0.00035568824,0.00016980126,0.000051076702,0.000036998466],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00074719655,0.000082188126,0.00014080048,0.00006573295,0.0002715919,0.000072018345,0.000117642645,0.000043509244,0.00006923285],"category_scores_gemma":[0.00004400223,0.000054344953,0.00006949961,0.00014012912,0.00010941885,0.00014544449,0.000052454707,0.0003956106,0.000017674325],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000014766957,0.00004610475,0.4898752,0.000004987591,0.000112720794,2.8724114e-7,0.0009452127,0.000021645521,0.000009582962,0.5019382,0.002504349,0.004526904],"study_design_scores_gemma":[0.00014794807,0.000045111647,0.5011144,0.0000036386457,0.000014184188,0.00004512607,0.00034571523,0.0002984648,0.0000045070587,0.49674514,0.0011919889,0.00004377129],"about_ca_topic_score_codex":0.0002176727,"about_ca_topic_score_gemma":0.0009625295,"teacher_disagreement_score":0.011239221,"about_ca_system_score_codex":0.00010194576,"about_ca_system_score_gemma":0.00015565769,"threshold_uncertainty_score":0.22161227},"labels":[],"label_agreement":null},{"id":"W1934274879","doi":"10.1111/fmii.12010","title":"On the Value of Municipal Bond Insurance: An Empirical Analysis","year":2013,"lang":"en","type":"article","venue":"Financial Markets Institutions and Instruments","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":17,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université Laval","funders":"Social Sciences and Humanities Research Council of Canada; Shandong University; Université Laval","keywords":"Municipal bond; Bond; Bond market; Yield (engineering); Interest rate; Economics; Intuition; Value (mathematics); Business; Monetary economics; Finance; Statistics","score_opus":0.036037074516014796,"score_gpt":0.2635848177933855,"score_spread":0.2275477432773707,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1934274879","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97578037,0.00012533144,0.00079053524,0.00040122552,0.0003466735,0.00030524627,0.00038092147,0.000017480537,0.021852203],"genre_scores_gemma":[0.99892634,0.00014279343,0.00040593997,0.00015798732,0.00007620099,0.00007596595,0.000039570357,0.000008319825,0.00016687534],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9987202,0.0000275875,0.0005895404,0.00033247482,0.00007781492,0.000252352],"domain_scores_gemma":[0.9990931,0.00006147343,0.00024193892,0.00045178545,0.000052276184,0.00009942517],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00032771585,0.00016482765,0.00037536494,0.0003474345,0.0004840456,0.00007000718,0.00024302315,0.00013128825,0.00037510885],"category_scores_gemma":[0.00035319233,0.00014029253,0.00015514412,0.0009042146,0.00033281423,0.0003891146,0.00007806046,0.00017892117,0.00007434494],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00001783457,0.00016468749,0.31330815,0.0000045252273,0.000053515552,3.7902856e-7,0.00022520978,0.00009588936,0.0000035927453,0.6808474,0.00065558305,0.0046232506],"study_design_scores_gemma":[0.00030437508,0.00009663806,0.94019914,0.000013035333,0.00002559978,0.0000010602283,0.00003742998,0.0037104103,0.000010685432,0.037165627,0.018279474,0.0001565258],"about_ca_topic_score_codex":0.0009151724,"about_ca_topic_score_gemma":0.0001207258,"teacher_disagreement_score":0.64368176,"about_ca_system_score_codex":0.000052414205,"about_ca_system_score_gemma":0.000063899446,"threshold_uncertainty_score":0.5720963},"labels":[],"label_agreement":null},{"id":"W195240910","doi":"10.2139/ssrn.984245","title":"Exploring Common Factors in the Term Structure of Credit Spreads: The Use of Canonical Correlations","year":2009,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Wilfrid Laurier University","funders":"","keywords":"Term (time); Canonical correlation; Econometrics; Canonical analysis; Mathematics; Economics; Statistics; Physics","score_opus":0.09214378859929599,"score_gpt":0.24506814418546793,"score_spread":0.15292435558617196,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W195240910","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9966401,0.0008200679,0.0013636723,0.00063075556,0.00020358953,0.000116948024,0.000055841178,0.000003575042,0.0001654386],"genre_scores_gemma":[0.99841017,0.0013391156,0.000029751462,0.000013285448,0.00014848875,0.0000015401816,0.000008137302,0.000006755842,0.000042788415],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9986646,0.000032131178,0.0005820254,0.000106386186,0.0000679509,0.00054686726],"domain_scores_gemma":[0.99913645,0.0001799885,0.00039637636,0.0002364853,0.000028316696,0.000022381066],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00048465954,0.000095150186,0.00024055764,0.00015172038,0.00014615864,0.000032444605,0.00030785063,0.00005916403,0.000016578882],"category_scores_gemma":[0.00015234831,0.00006489587,0.00012587682,0.00031884975,0.00006556801,0.0003059055,0.000014086316,0.0009693127,0.0000013251713],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000015031474,0.000055307188,0.31672844,0.0000013341208,0.00002155879,3.956913e-7,0.0013410602,0.001620236,0.00004946637,0.67725396,0.00004435528,0.0028688316],"study_design_scores_gemma":[0.00020737323,0.00013370252,0.8633308,0.0000112859525,0.00001017293,0.00001871647,0.00054008607,0.00021431762,0.00003251224,0.13377404,0.0016557537,0.00007128801],"about_ca_topic_score_codex":0.0005227613,"about_ca_topic_score_gemma":0.0032063073,"teacher_disagreement_score":0.5466023,"about_ca_system_score_codex":0.0002025909,"about_ca_system_score_gemma":0.00023191965,"threshold_uncertainty_score":0.4211235},"labels":[],"label_agreement":null},{"id":"W1952812440","doi":"10.2139/ssrn.672343","title":"When Do Firms Default? A Study of the Default Boundary","year":2010,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":103,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Business; Default; Boundary (topology); Economics; Financial economics; Actuarial science; Finance; Mathematics","score_opus":0.010056688837551607,"score_gpt":0.21683838755890786,"score_spread":0.20678169872135624,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1952812440","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.99268764,0.0018077318,0.0012933778,0.00054317457,0.0010515507,0.00022473618,0.000018486386,0.000011894729,0.0023614087],"genre_scores_gemma":[0.9979172,0.00027255592,0.00005902927,0.0000142498,0.0003923187,0.00000881379,0.0000012132618,0.000021362077,0.0013132627],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99812764,0.000019759598,0.00058865326,0.00021371362,0.00008863654,0.0009615727],"domain_scores_gemma":[0.998955,0.000036154146,0.00047881153,0.0004094898,0.00006458414,0.000055953733],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013319467,0.00013077405,0.00027096138,0.00014199848,0.00041877825,0.00008560914,0.0005144216,0.000099893696,0.000120156335],"category_scores_gemma":[0.00020450457,0.0001072625,0.00018606415,0.00025125424,0.00008681831,0.00017202388,0.00007276432,0.001775234,0.00005489132],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000030312252,0.00045999727,0.4117933,0.0000031690297,0.0001266157,0.0000011137104,0.0020328183,0.000056948735,0.000099502206,0.5728429,0.0004471405,0.012106211],"study_design_scores_gemma":[0.0008592022,0.00028036276,0.3044515,0.000005152858,0.000018005268,0.00007662587,0.0012143345,0.000110403154,0.000011383671,0.65957254,0.03324522,0.00015526079],"about_ca_topic_score_codex":0.0006286614,"about_ca_topic_score_gemma":0.010180696,"teacher_disagreement_score":0.107341796,"about_ca_system_score_codex":0.00020724208,"about_ca_system_score_gemma":0.000568691,"threshold_uncertainty_score":0.77126074},"labels":[],"label_agreement":null},{"id":"W1964488721","doi":"10.1142/s0219024911006395","title":"DANGEROUS KNOWLEDGE: CREDIT VALUE ADJUSTMENT WITH CREDIT TRIGGERS","year":2011,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":13,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Royal Bank of Canada","funders":"","keywords":"Credit valuation adjustment; Credit risk; Jump; Counterparty; Settlement (finance); Actuarial science; Credit default swap index; Credit event; Valuation (finance); Arbitrage; Credit default swap; Economics; Business; Credit reference; Finance; Payment","score_opus":0.017157935352992416,"score_gpt":0.22133941722418288,"score_spread":0.20418148187119045,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1964488721","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.67637146,0.0050551402,0.083835244,0.0015209133,0.0036318821,0.00032593278,0.00019488184,0.00003705715,0.22902751],"genre_scores_gemma":[0.99110615,0.0007365647,0.0069647552,0.00006386449,0.00088199746,0.000010498731,0.00000397264,0.000017252378,0.00021496571],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9988557,0.00000840027,0.0006072329,0.00022271206,0.000112001784,0.00019397154],"domain_scores_gemma":[0.99910253,0.00007257935,0.000453985,0.00013351088,0.00014176634,0.000095620126],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00034550863,0.00015378675,0.00034413915,0.00017719677,0.00006196767,0.00003939124,0.00037175452,0.000090500944,0.00020781717],"category_scores_gemma":[0.000067272034,0.0001293267,0.000099211364,0.0001246616,0.00043626726,0.00014270289,0.000067443085,0.00022650487,0.000045315806],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00035386195,0.00019488069,0.0012573375,0.0000046551813,0.00007414543,0.000016686303,0.0005614932,0.000037875492,0.000011540163,0.97846216,0.0006947311,0.018330637],"study_design_scores_gemma":[0.0029777742,0.000670918,0.09284551,0.00012575307,0.000053573156,0.0001959691,0.00015060685,0.00068855606,0.00082176423,0.77023554,0.1307294,0.0005046129],"about_ca_topic_score_codex":0.000009948223,"about_ca_topic_score_gemma":0.0000016994082,"teacher_disagreement_score":0.3147347,"about_ca_system_score_codex":0.00007427214,"about_ca_system_score_gemma":0.00004301294,"threshold_uncertainty_score":0.527379},"labels":[],"label_agreement":null},{"id":"W1968133440","doi":"10.2139/ssrn.2026988","title":"Are the Bailouts of Wall Street Complements or Substitutes?","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Wilfrid Laurier University","funders":"","keywords":"Business; Economics","score_opus":0.047561617476398685,"score_gpt":0.25615640427746045,"score_spread":0.20859478680106175,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1968133440","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.98078847,0.0073793507,0.00874364,0.0008692751,0.0005666362,0.0001443805,0.00007053545,0.000011263031,0.0014264421],"genre_scores_gemma":[0.9970107,0.0016620491,0.00006362904,0.000034378172,0.00041706813,0.000004445456,0.0000057100674,0.00001335927,0.00078863127],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9981009,0.000015140707,0.0004901416,0.00010553244,0.00005899754,0.0012293158],"domain_scores_gemma":[0.99895805,0.000043615513,0.00069834705,0.00019544689,0.00003975131,0.000064772095],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012719441,0.00010439719,0.00023585216,0.00010347154,0.00022425136,0.000024846575,0.00027811728,0.00004897247,0.00017018085],"category_scores_gemma":[0.00012229648,0.000077765544,0.00011939493,0.00019657148,0.000056795427,0.00022642563,0.000033198685,0.0005393704,0.0000815561],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000014258511,0.00005651557,0.44650665,0.0000020565963,0.0000480511,2.2935976e-7,0.00011719948,0.00001335692,0.0000017897564,0.5520884,0.00024530335,0.00090620597],"study_design_scores_gemma":[0.0006737687,0.00010714195,0.7713577,0.000013396231,0.000020085286,0.000040266175,0.0010890885,0.00011921594,0.000018467756,0.14100596,0.0853763,0.0001786014],"about_ca_topic_score_codex":0.00017671651,"about_ca_topic_score_gemma":0.0018510642,"teacher_disagreement_score":0.41108242,"about_ca_system_score_codex":0.00030034935,"about_ca_system_score_gemma":0.00018582548,"threshold_uncertainty_score":0.31711867},"labels":[],"label_agreement":null},{"id":"W1969187123","doi":"10.1016/j.irfa.2010.01.006","title":"Credit insurance and investment: A contingent claims analysis approach","year":2010,"lang":"en","type":"article","venue":"International Review of Financial Analysis","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":22,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université Laval","funders":"Université Laval","keywords":"Investment (military); Maturity (psychological); Debt; Economics; Monetary economics; Shareholder; Business; Actuarial science; Finance; Financial economics","score_opus":0.015547935024676291,"score_gpt":0.24408302378023797,"score_spread":0.22853508875556167,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1969187123","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8829272,0.03584329,0.03680818,0.0012032833,0.0010739517,0.0005203833,0.0016966917,0.000042430584,0.03988463],"genre_scores_gemma":[0.98263896,0.012210161,0.0037158492,0.00033692786,0.000256144,0.00005743514,0.00030197602,0.000009784262,0.00047276085],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9981261,0.00001467007,0.0010751663,0.000459869,0.00014602426,0.0001781878],"domain_scores_gemma":[0.99834675,0.00004359734,0.00080453465,0.00037294833,0.00033729992,0.000094877876],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007204787,0.00017353173,0.0009654618,0.0009030271,0.0000859832,0.000037385806,0.00034464538,0.00010358977,0.0003698926],"category_scores_gemma":[0.0010727472,0.0001814436,0.0006086756,0.0034307763,0.00014047259,0.0001805071,0.000081488964,0.00020075195,0.000020893844],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000006578377,0.00011984305,0.5645485,0.00015046429,0.0013343279,0.0000011591649,0.00007134076,0.00005229945,0.000014483806,0.42881453,0.0006070368,0.0042794254],"study_design_scores_gemma":[0.00017356558,0.000014660178,0.91189706,0.00006462967,0.0008579334,0.0000012193378,0.000003449573,0.0044264984,0.000010305247,0.005491587,0.07686905,0.0001900488],"about_ca_topic_score_codex":0.0005641234,"about_ca_topic_score_gemma":0.00035994442,"teacher_disagreement_score":0.42332295,"about_ca_system_score_codex":0.000034619297,"about_ca_system_score_gemma":0.000043213728,"threshold_uncertainty_score":0.73990554},"labels":[],"label_agreement":null},{"id":"W1971230457","doi":"10.1016/j.jbankfin.2011.12.013","title":"Granularity adjustment for default risk factor model with cohorts","year":2012,"lang":"en","type":"article","venue":"Journal of Banking & Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":9,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"York University; University of Toronto","funders":"","keywords":"Granularity; Vasicek model; Estimator; Econometrics; Variance (accounting); Extension (predicate logic); Default risk; Statistics; Sample (material); Computer science; Mathematics; Economics; Actuarial science; Credit risk; Accounting; Finance; Physics","score_opus":0.032259002186197545,"score_gpt":0.23860788499402943,"score_spread":0.2063488828078319,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1971230457","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.68231,0.0047795805,0.311114,0.00011374684,0.0006671302,0.00019207962,0.00029179914,0.000009199214,0.0005224602],"genre_scores_gemma":[0.97548115,0.0008045558,0.02283262,0.000028140455,0.00060091447,0.000014477565,0.000003876512,0.000025354917,0.00020891598],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9986472,0.0000087545895,0.0007144891,0.0001693821,0.00008595603,0.00037422543],"domain_scores_gemma":[0.99819493,0.00007178669,0.0012939975,0.00021887911,0.00013722526,0.00008318311],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00061088824,0.00016057279,0.0004926134,0.00016553795,0.00019256573,0.00003416817,0.00018256294,0.000101328915,0.0000308481],"category_scores_gemma":[0.00013158837,0.0001487541,0.00021844551,0.00016930014,0.00004852923,0.00051756,0.000021665937,0.0002472294,0.000011475293],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00024665517,0.0004192195,0.7563687,0.00004451957,0.00011657655,0.0000035947735,0.00148456,0.018830994,0.000025772859,0.1966148,0.0021053555,0.023739254],"study_design_scores_gemma":[0.0010845733,0.00022800086,0.9114062,0.00006445011,0.00004517498,0.000028518056,0.000013996455,0.011842526,0.0000896161,0.030819736,0.044097997,0.00027917],"about_ca_topic_score_codex":0.000035022233,"about_ca_topic_score_gemma":0.000019818457,"teacher_disagreement_score":0.29317117,"about_ca_system_score_codex":0.00014770993,"about_ca_system_score_gemma":0.00005883029,"threshold_uncertainty_score":0.6066016},"labels":[],"label_agreement":null},{"id":"W1974926624","doi":"10.1016/j.ijar.2013.01.003","title":"Granularity adjustment for risk measures: Systematic vs unsystematic risks","year":2013,"lang":"en","type":"article","venue":"International Journal of Approximate Reasoning","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":13,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Granularity; Systematic risk; Econometrics; Expected shortfall; Portfolio; Value at risk; Dynamic factor; Economics; Computer science; Mathematics; Risk management; Financial economics","score_opus":0.04258945259704573,"score_gpt":0.26625233765933537,"score_spread":0.22366288506228965,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1974926624","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.4326064,0.006338953,0.55258363,0.00060745346,0.0038899458,0.0018453847,0.0002530009,0.000044347387,0.0018309142],"genre_scores_gemma":[0.9842253,0.00054903474,0.014295169,0.000022006376,0.00061287434,0.00013939878,0.000011956956,0.000028332031,0.0001159483],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9976605,0.000048017624,0.0016327469,0.00020211758,0.00022047108,0.00023613105],"domain_scores_gemma":[0.9962917,0.0002453553,0.0024637994,0.00021078716,0.0006744181,0.000113931404],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017947991,0.00017648657,0.00071867823,0.0003709055,0.0001263328,0.00022384917,0.0005012942,0.00009731358,0.000059212896],"category_scores_gemma":[0.0017416094,0.00016058526,0.0003967551,0.00012502207,0.000037172922,0.0004917076,0.000043076965,0.00019968468,0.00009277386],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0003016523,0.0008380743,0.15038371,0.0066710385,0.0028903105,0.00002438554,0.0040997965,0.0042751073,0.00010770319,0.819605,0.0031825292,0.007620695],"study_design_scores_gemma":[0.008296856,0.00079839164,0.27961767,0.016708465,0.000608151,0.00068323925,0.0021984784,0.26936,0.00035208606,0.413683,0.006146964,0.0015467317],"about_ca_topic_score_codex":0.00030248344,"about_ca_topic_score_gemma":0.000010145717,"teacher_disagreement_score":0.5516189,"about_ca_system_score_codex":0.00028127534,"about_ca_system_score_gemma":0.00004377269,"threshold_uncertainty_score":0.6548477},"labels":[],"label_agreement":null},{"id":"W1976015856","doi":"10.5430/ijfr.v1n1p21","title":"Valuation of a Basket Loan Credit Default Swap","year":2010,"lang":"en","type":"article","venue":"International Journal of Financial Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"National Key Research and Development Program of China","keywords":"Prepayment of loan; Valuation (finance); Loan; Econometrics; Credit default swap; Credit risk; Credit derivative; iTraxx; Actuarial science; Swap (finance); Computer science; Mathematics; Economics; Finance; Credit valuation adjustment","score_opus":0.11928385308971368,"score_gpt":0.3734306827880632,"score_spread":0.2541468296983495,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1976015856","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9746929,0.00031532056,0.0075675375,0.0017095391,0.0040629017,0.00013370899,0.00015248392,0.0000060016314,0.0113596525],"genre_scores_gemma":[0.99508446,0.00014380454,0.0020605645,0.00001785979,0.00216108,0.0000061601363,0.000010068777,0.000014701516,0.00050130807],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.997907,0.000029848217,0.0010774705,0.00018589481,0.00053999876,0.0002597783],"domain_scores_gemma":[0.9966117,0.00027772872,0.0007030216,0.000211392,0.002081358,0.000114810515],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0036202394,0.0000979857,0.00031221236,0.0010635346,0.000100257224,0.000076377386,0.00078699295,0.00016283011,0.00042129285],"category_scores_gemma":[0.006404272,0.00010532521,0.00022008306,0.00043447773,0.00020574342,0.00038729236,0.00010429827,0.0007840937,0.00012612327],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0003141391,0.0004162294,0.09002329,0.000013793163,0.0000655268,0.000044219054,0.00083629985,0.000110202425,0.0058095884,0.7984501,0.011547833,0.09236878],"study_design_scores_gemma":[0.00088246545,0.00024046714,0.74811363,0.000043159525,0.0000045214497,0.000037433412,0.000026220861,0.0005912795,0.0017186638,0.12977037,0.11844532,0.0001264783],"about_ca_topic_score_codex":0.00035120663,"about_ca_topic_score_gemma":0.00020772564,"teacher_disagreement_score":0.6686797,"about_ca_system_score_codex":0.00012262091,"about_ca_system_score_gemma":0.00042934853,"threshold_uncertainty_score":0.7666974},"labels":[],"label_agreement":null},{"id":"W1978772257","doi":"10.3905/jsf.2007.698660","title":"Project Finance with Limited Recourse","year":2007,"lang":"en","type":"article","venue":"The journal of structured finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université Laval","funders":"","keywords":"Project finance; Finance; Volatility (finance); Debt; Structured finance; Business; Risk management; Economics; Financial crisis","score_opus":0.019900404170524404,"score_gpt":0.2292738752183004,"score_spread":0.20937347104777598,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1978772257","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9448905,0.0039216583,0.04618737,0.0004156809,0.0010412221,0.0003034376,0.00008814964,0.000019779553,0.0031322225],"genre_scores_gemma":[0.99137276,0.00078465353,0.006252452,0.000070665956,0.00055541657,0.000003413939,0.0000041765134,0.00003398074,0.0009225038],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9981276,0.000016653901,0.001030725,0.00024788946,0.00013038772,0.00044673603],"domain_scores_gemma":[0.99762416,0.00012484322,0.0015424498,0.00045146272,0.0002148955,0.000042184576],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011557825,0.00023798305,0.00050712423,0.00031895222,0.00025529615,0.00004749533,0.00053837505,0.00015699373,0.000028237839],"category_scores_gemma":[0.00007945167,0.00017757056,0.00015545008,0.0008825177,0.00021167044,0.00029666608,0.000036407273,0.00052385294,0.000022400964],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.004552517,0.0005624337,0.26151416,0.0001114772,0.00047992766,0.00049116934,0.009371413,0.0101502575,0.00058643083,0.46739215,0.03204653,0.21274152],"study_design_scores_gemma":[0.0013232904,0.0004876377,0.6825774,0.00007423944,0.00003074421,0.0004285985,0.00017142342,0.00043100154,0.0002631932,0.023500754,0.29032227,0.00038950858],"about_ca_topic_score_codex":0.00010706054,"about_ca_topic_score_gemma":0.00042333774,"teacher_disagreement_score":0.4438914,"about_ca_system_score_codex":0.00011345033,"about_ca_system_score_gemma":0.00012772671,"threshold_uncertainty_score":0.72411174},"labels":[],"label_agreement":null},{"id":"W1978966152","doi":"10.1080/14697688.2010.507213","title":"Randomized structural models of credit spreads","year":2010,"lang":"en","type":"article","venue":"Quantitative Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Bank of Canada; McMaster University; Business Development Bank of Canada; Royal Bank of Canada","funders":"","keywords":"Credit default swap; Econometrics; Credit risk; Solvency; Credit derivative; Economics; Mathematics; Actuarial science; Market liquidity; Finance","score_opus":0.04582490089739365,"score_gpt":0.2751305024991219,"score_spread":0.22930560160172825,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1978966152","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9372372,0.0011683796,0.0376416,0.00020375436,0.0012866427,0.00034492518,0.0004031039,0.000031275442,0.021683132],"genre_scores_gemma":[0.97921485,0.00017020926,0.019524943,0.000010790706,0.00011870533,0.0000420984,0.00002290491,0.000020288848,0.00087524095],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9985592,0.000020321278,0.0007770361,0.00034293276,0.000056717807,0.0002438],"domain_scores_gemma":[0.99859023,0.00028492743,0.0006025398,0.0003593648,0.00012165205,0.000041257565],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00059326756,0.00016856026,0.00078906625,0.00018365576,0.0001085927,0.000024146411,0.0002518726,0.00012372476,0.00019486366],"category_scores_gemma":[0.00067593396,0.00017446982,0.0002479076,0.0003138674,0.00046461268,0.00039420035,0.00004211143,0.00024314622,0.000113840106],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.001190421,0.000024638495,0.0027466821,0.000011048354,0.000021388258,9.301291e-7,0.0006801726,0.0007789088,0.000120246776,0.99375755,0.0002837132,0.00038428264],"study_design_scores_gemma":[0.022275887,0.000076362456,0.046639066,0.00001956789,0.000011759477,0.0000026161824,0.000032692562,0.10208694,0.00039964262,0.82133263,0.0067948746,0.00032794583],"about_ca_topic_score_codex":0.00034550426,"about_ca_topic_score_gemma":0.00008599635,"teacher_disagreement_score":0.17242493,"about_ca_system_score_codex":0.000015752747,"about_ca_system_score_gemma":0.00003459174,"threshold_uncertainty_score":0.7114673},"labels":[],"label_agreement":null},{"id":"W1981877786","doi":"10.1111/j.1540-6288.2010.00262.x","title":"Bond Market Access, Credit Quality, and Capital Structure: Canadian Evidence","year":2010,"lang":"en","type":"article","venue":"Financial Review","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":26,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"University of Regina; University of Manitoba","funders":"","keywords":"Leverage (statistics); Credit rating; Bond market; Bond; Bond credit rating; Business; Capital structure; Monetary economics; Quality (philosophy); Financial system; Economics; Finance; Credit risk; Credit reference; Debt","score_opus":0.06516635533869779,"score_gpt":0.3086572538740245,"score_spread":0.24349089853532668,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1981877786","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.55383813,0.3928814,0.00023133928,0.015222413,0.0051322686,0.0015928983,0.0028617552,0.00008762931,0.028152183],"genre_scores_gemma":[0.9216104,0.074341066,0.00064830633,0.0013202917,0.001074626,0.00005362676,0.000053397336,0.000034732628,0.0008635609],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9981954,0.000016982354,0.0007847477,0.00050499267,0.00007278196,0.00042509875],"domain_scores_gemma":[0.9986548,0.00009984396,0.00034097786,0.00050380436,0.000077997436,0.0003226226],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0008550105,0.00022056334,0.000622724,0.00017303386,0.00026299682,0.00014716307,0.0004317192,0.00019620237,0.0020978071],"category_scores_gemma":[0.0037240277,0.00024485175,0.00013112048,0.00042382887,0.00013311519,0.0005808517,0.00011873369,0.00040327065,0.00016704136],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000009131526,0.000023307897,0.19215584,0.00091907545,0.000012044309,0.0000150296855,0.00008106191,2.5777416e-7,0.000019373243,0.58780944,0.16706176,0.051893655],"study_design_scores_gemma":[0.00006930707,0.0000126842715,0.51780945,0.00023879389,0.000008270566,0.000008643065,6.0627116e-7,0.0000057963275,0.0000035901714,0.023911301,0.45773208,0.00019945262],"about_ca_topic_score_codex":0.037928745,"about_ca_topic_score_gemma":0.21501246,"teacher_disagreement_score":0.56389815,"about_ca_system_score_codex":0.00008270781,"about_ca_system_score_gemma":0.00032726914,"threshold_uncertainty_score":0.9988144},"labels":[],"label_agreement":null},{"id":"W1982262392","doi":"10.1007/s11156-008-0100-0","title":"A bridge from ruin theory to credit risk","year":2008,"lang":"en","type":"article","venue":"Review of Quantitative Finance and Accounting","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":12,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo; University of Alberta","funders":"","keywords":"Credit risk; Credit valuation adjustment; Jump; Jump diffusion; Economics; Solvency; Econometrics; Credit crunch; Probability of default; Actuarial science; Monetary economics; Finance; Credit reference","score_opus":0.05777426568516298,"score_gpt":0.28248819196491115,"score_spread":0.22471392627974818,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1982262392","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.77152205,0.20848727,0.016259562,0.0002555078,0.00018526877,0.0002886368,0.0006722374,0.000016964676,0.0023124951],"genre_scores_gemma":[0.73696214,0.25337148,0.009002652,0.00025959627,0.00017122673,0.000034512537,0.000028485456,0.000020831942,0.0001491029],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9985941,0.000027797383,0.0007388891,0.00037143822,0.000056224715,0.00021152294],"domain_scores_gemma":[0.9986349,0.00028209007,0.00068925094,0.00025780272,0.00009716231,0.000038818805],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008213869,0.0001565996,0.0006555952,0.00012360155,0.00021451472,0.000016102296,0.00016188736,0.000051599105,0.00009132731],"category_scores_gemma":[0.0012033469,0.00016570064,0.00013561481,0.00043687932,0.00011740745,0.0002999735,0.0000688555,0.00013267019,0.00022308645],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00003414567,0.0000874492,0.2973843,0.00078102015,0.000055592645,0.000007810491,0.0016335082,0.000015849646,0.000034448807,0.65974146,0.00638481,0.03383959],"study_design_scores_gemma":[0.0001803331,0.00006254368,0.81676227,0.0018439001,0.00001575311,0.000002448897,0.00003190044,0.00013893764,0.000024105633,0.014730439,0.16598873,0.00021866563],"about_ca_topic_score_codex":0.0004961758,"about_ca_topic_score_gemma":0.000017870068,"teacher_disagreement_score":0.64501107,"about_ca_system_score_codex":0.000020625275,"about_ca_system_score_gemma":0.000027447722,"threshold_uncertainty_score":0.6757076},"labels":[],"label_agreement":null},{"id":"W1983637205","doi":"10.1145/1968502.1968511","title":"FPGA Acceleration of MultiFactor CDO Pricing","year":2011,"lang":"en","type":"article","venue":"ACM Transactions on Reconfigurable Technology and Systems","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":11,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Computer science; Xeon; Collateralized debt obligation; Field-programmable gate array; Portfolio; Exploit; Parallel computing; Embedded system; Finance; Collateral; Business; Computer security","score_opus":0.06636286014870553,"score_gpt":0.2261109326809468,"score_spread":0.15974807253224127,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1983637205","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.84644794,0.0019388333,0.13273764,0.0003490199,0.0010980373,0.00056377094,0.00015762217,0.00021175394,0.01649538],"genre_scores_gemma":[0.9979356,0.00028296572,0.00076221535,0.0000051710276,0.000018851508,0.000068078414,0.000003865696,0.000014193016,0.00090908015],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9989295,0.000009983689,0.0005638043,0.00028781142,0.00002529972,0.0001836271],"domain_scores_gemma":[0.9991553,0.00004926017,0.00026413353,0.000444764,0.000048374466,0.000038160386],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00021439344,0.00012519264,0.00035063675,0.00073687255,0.00019281344,0.000017202798,0.00018799117,0.00028801805,0.00024054365],"category_scores_gemma":[0.000060958373,0.0001370123,0.00006150127,0.00043885206,0.00010987702,0.00016834229,0.000002940055,0.00019595448,0.00007455651],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00014891366,0.00075903366,0.10106266,0.00026540612,0.00034989978,0.000007502723,0.0031815956,0.0006746317,0.002721358,0.72790444,0.0001764055,0.16274813],"study_design_scores_gemma":[0.006381951,0.002817707,0.47943684,0.0007404848,0.00019940245,0.0002474314,0.007398953,0.016348476,0.15598206,0.26351938,0.06390558,0.0030217518],"about_ca_topic_score_codex":0.00045115937,"about_ca_topic_score_gemma":0.00004524622,"teacher_disagreement_score":0.4643851,"about_ca_system_score_codex":0.000032569802,"about_ca_system_score_gemma":0.00001412411,"threshold_uncertainty_score":0.55871993},"labels":[],"label_agreement":null},{"id":"W1984012062","doi":"10.5539/ijef.v5n4p39","title":"When Risks and Market Inefficiency Shake Hands – An Empirical Analysis of Financial CDS","year":2013,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Inefficiency; Speculation; Economics; Bootstrapping (finance); Econometrics; Random walk hypothesis; Hedge fund; Financial economics; Variance (accounting); Finance; Microeconomics","score_opus":0.038846083900554725,"score_gpt":0.2728981777192158,"score_spread":0.2340520938186611,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1984012062","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.99441874,0.0011044581,0.0014823818,0.00081377965,0.00042647283,0.00007087104,0.00019465097,0.0000025430859,0.0014861277],"genre_scores_gemma":[0.99315,0.0046295943,0.0016796301,0.000091095135,0.00022853792,0.000004604407,0.0000106807665,0.0000099952185,0.0001958466],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99850523,0.0000110742,0.0010350869,0.00024900681,0.000043698794,0.00015589467],"domain_scores_gemma":[0.99848723,0.00007654313,0.0009836215,0.00015451682,0.0002197808,0.00007828759],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0004756138,0.00013519273,0.0005551521,0.00065112486,0.00006182029,0.00011673176,0.0003055363,0.00010959195,0.00021947309],"category_scores_gemma":[0.00015780663,0.0001446157,0.00017905988,0.00017477846,0.00014115621,0.0005788471,0.0000749987,0.0001412178,0.000004958283],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00012331067,0.00028900613,0.7521441,0.0000069557154,0.00046528148,0.0000065726563,0.0010906449,0.0054210634,0.000007637148,0.19066754,0.0019173833,0.04786052],"study_design_scores_gemma":[0.00059847545,0.0001694262,0.8613007,0.000010358962,0.000045654077,0.0000145302065,0.000022683762,0.08430824,0.000009355816,0.036074627,0.01729878,0.0001471469],"about_ca_topic_score_codex":0.00028899638,"about_ca_topic_score_gemma":0.00012727089,"teacher_disagreement_score":0.15459292,"about_ca_system_score_codex":0.000058212492,"about_ca_system_score_gemma":0.000056365097,"threshold_uncertainty_score":0.5897257},"labels":[],"label_agreement":null},{"id":"W1984415749","doi":"10.1016/s0378-4266(02)00327-8","title":"Default- and call-adjusted duration for corporate bonds","year":2003,"lang":"en","type":"article","venue":"Journal of Banking & Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":30,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"York University; University of Manitoba","funders":"","keywords":"Callable bond; Bond; Economics; Duration (music); Default; Financial economics; Debt; Default risk; Corporate bond; Monetary economics; Yield (engineering); Actuarial science; Econometrics; Credit risk; Finance","score_opus":0.048920550319866335,"score_gpt":0.23286925239245787,"score_spread":0.18394870207259154,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1984415749","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.91656643,0.005465701,0.073641494,0.00044437795,0.00079917896,0.00017558731,0.00004927009,0.000009652267,0.0028483171],"genre_scores_gemma":[0.98983383,0.00069248566,0.008648538,0.000035607005,0.00018719098,0.0000064879696,0.00000340279,0.00001599351,0.00057646335],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9988258,0.000009985716,0.0007813493,0.00015950346,0.00004183839,0.00018154022],"domain_scores_gemma":[0.99819,0.00007188291,0.0014370461,0.00012287476,0.0001385352,0.000039676164],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006924486,0.00010638946,0.000332002,0.00017429712,0.0001544793,0.000057937224,0.00009017244,0.00008955047,0.000018853172],"category_scores_gemma":[0.00039249795,0.000115899704,0.00009319664,0.00021405084,0.00004471596,0.00029394773,0.000009270568,0.00013229175,0.000007220181],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00007498679,0.00008031624,0.08762833,0.00004596596,0.000032549506,0.000011233656,0.00044287287,0.0011395332,0.00019069079,0.9011307,0.0038850196,0.00533782],"study_design_scores_gemma":[0.0017951577,0.00039817486,0.4340587,0.00009197545,0.00002640672,0.00012667704,0.000032680666,0.0042706993,0.00030707952,0.20604979,0.35250908,0.00033360795],"about_ca_topic_score_codex":0.000010376383,"about_ca_topic_score_gemma":0.000017946264,"teacher_disagreement_score":0.6950809,"about_ca_system_score_codex":0.00006238831,"about_ca_system_score_gemma":0.00005407077,"threshold_uncertainty_score":0.4726253},"labels":[],"label_agreement":null},{"id":"W1985023434","doi":"10.1016/j.jbankfin.2012.11.009","title":"Pricing securities with multiple risks: A case of exchangeable debt","year":2012,"lang":"en","type":"article","venue":"Journal of Banking & Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Concordia University","funders":"","keywords":"Bond; Bivariate analysis; Econometrics; Debt; Equity (law); Economics; Interest rate risk; Interest rate; Financial economics; Monetary economics; Mathematics; Finance; Statistics","score_opus":0.04311011670601047,"score_gpt":0.2468454952727279,"score_spread":0.20373537856671742,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1985023434","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.96747893,0.013915272,0.01461863,0.000050749895,0.00046279814,0.00008868973,0.000037870144,0.000007345067,0.0033396955],"genre_scores_gemma":[0.99196905,0.0011328632,0.006304225,0.00001492296,0.00045487974,0.000004552872,0.0000010511355,0.000020626423,0.00009780818],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99875104,0.000011654868,0.00074748293,0.00011792632,0.00006300406,0.00030888984],"domain_scores_gemma":[0.9982025,0.0001446533,0.0013107823,0.00018893614,0.000098346085,0.000054806587],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00070524355,0.00012848871,0.00046397,0.0002685061,0.00013662103,0.000026122061,0.00013866469,0.00007394552,0.00007581186],"category_scores_gemma":[0.00019239936,0.00012353722,0.00013006307,0.00032183764,0.000073995834,0.0005928541,0.000029297982,0.00020384132,0.0000090597],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00014419004,0.0003547779,0.8314103,0.0001415699,0.00009140199,0.00022455068,0.008571095,0.0016360881,0.00005352747,0.14032972,0.00064234494,0.016400455],"study_design_scores_gemma":[0.0025307816,0.0006708264,0.82592654,0.00074037875,0.000071910166,0.0038302771,0.0008715562,0.0027404686,0.0012769001,0.012573683,0.14809813,0.00066853594],"about_ca_topic_score_codex":0.00034497632,"about_ca_topic_score_gemma":0.00008282892,"teacher_disagreement_score":0.14745578,"about_ca_system_score_codex":0.00007941109,"about_ca_system_score_gemma":0.000038859955,"threshold_uncertainty_score":0.5037702},"labels":[],"label_agreement":null},{"id":"W1989988652","doi":"10.2139/ssrn.1785750","title":"Endogenous Liquidity in Credit Derivatives","year":2011,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":35,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McMaster University","funders":"","keywords":"Market liquidity; Endogeny; Financial system; Economics; Monetary economics; Business; Chemistry; Biochemistry","score_opus":0.060145866940136024,"score_gpt":0.2186042514904884,"score_spread":0.15845838455035238,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1989988652","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.952938,0.0059013623,0.015923044,0.00015937469,0.0004631114,0.00011262341,0.000016144822,0.00002344166,0.024462905],"genre_scores_gemma":[0.99455005,0.0042745452,0.0002346422,0.0000136346125,0.0003435332,0.000008112465,0.0000029873097,0.000018159277,0.0005543189],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99789083,0.000017132277,0.0004930732,0.00020740602,0.00003638216,0.0013551991],"domain_scores_gemma":[0.99948025,0.000021311409,0.00024885184,0.00015966338,0.000027685042,0.000062267274],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011222076,0.00012008067,0.0002480569,0.00026959614,0.00014859266,0.000024871772,0.00024078466,0.00008612235,0.00020714862],"category_scores_gemma":[0.00013454346,0.00013490829,0.00010923565,0.00025544243,0.000052794556,0.0002638512,0.00003076492,0.0008831795,0.00016797242],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00003148813,0.0001165408,0.10610065,0.0000016341957,0.000029675259,0.0000067136707,0.0012011994,0.000011120057,0.00003083022,0.8894591,0.000037432266,0.002973635],"study_design_scores_gemma":[0.00046660498,0.00022021693,0.17060675,0.000005847287,0.0000033234596,0.00012413437,0.00046196952,0.00006620561,0.00008502364,0.8225557,0.005220281,0.00018390501],"about_ca_topic_score_codex":0.0005489243,"about_ca_topic_score_gemma":0.0012229774,"teacher_disagreement_score":0.06690335,"about_ca_system_score_codex":0.00056672056,"about_ca_system_score_gemma":0.00037400943,"threshold_uncertainty_score":0.55014},"labels":[],"label_agreement":null},{"id":"W1994595485","doi":"10.1002/cjas.27","title":"Assessing credit quality from the equity market: can a structural approach forecast credit ratings?","year":2007,"lang":"en","type":"article","venue":"Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l Administration","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":35,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"Queen's University; Royal Bank of Canada","funders":"","keywords":"Equity (law); Econometrics; Statistic; Predictability; Credit risk; Economics; Credit rating; Debt; Actuarial science; Sample (material); Financial economics; Finance; Statistics; Mathematics","score_opus":0.23218757080352304,"score_gpt":0.3649199078959391,"score_spread":0.13273233709241605,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1994595485","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.94996333,0.00056366407,0.014696998,0.0015152032,0.0011864894,0.00022689303,0.00047900624,0.000008988765,0.031359434],"genre_scores_gemma":[0.98546594,0.000009310947,0.013178085,0.00013467963,0.0010318377,0.0000050076246,0.000019898602,0.000011627543,0.00014360358],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9965764,0.00012816818,0.0014187058,0.0005864756,0.000187845,0.0011023951],"domain_scores_gemma":[0.9961023,0.00060911383,0.0015909931,0.00026737753,0.00032267015,0.0011075429],"candidate_categories":["sts","scholarly_communication"],"consensus_categories":["sts"],"category_scores_codex":[0.0092911525,0.0002743544,0.00047262208,0.00042200615,0.0031869032,0.0015495773,0.0012949134,0.00015846071,0.00025457182],"category_scores_gemma":[0.0029720918,0.00024153598,0.0002043606,0.0015239627,0.0047473307,0.0015358439,0.000030358962,0.00042322898,0.0000028355591],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00006383129,0.00005358896,0.5952836,0.00004297131,0.00006325096,0.00017620009,0.032078832,0.0006073226,0.0002051845,0.36229706,0.001160034,0.007968058],"study_design_scores_gemma":[0.0002780691,0.0009407111,0.8760852,0.00008596507,0.000021942149,0.00040615513,0.023030236,0.0037877192,0.00019192605,0.09286958,0.0018771854,0.00042529017],"about_ca_topic_score_codex":0.048159253,"about_ca_topic_score_gemma":0.6686446,"teacher_disagreement_score":0.62048537,"about_ca_system_score_codex":0.001214968,"about_ca_system_score_gemma":0.0052396236,"threshold_uncertainty_score":0.9994869},"labels":[],"label_agreement":null},{"id":"W1996037815","doi":"10.1198/jbes.2009.08105","title":"Derivative Pricing With Wishart Multivariate Stochastic Volatility","year":2010,"lang":"en","type":"article","venue":"Journal of Business and Economic Statistics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":108,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"York University; University of Toronto","funders":"","keywords":"Stochastic volatility; Heston model; Econometrics; Constant elasticity of variance model; Wishart distribution; Implied volatility; SABR volatility model; Multivariate statistics; Forward volatility; Mathematics; Laplace transform; Volatility smile; Bivariate analysis; Economics; Volatility (finance); Statistics","score_opus":0.018124865351671675,"score_gpt":0.22246669383963164,"score_spread":0.20434182848795995,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1996037815","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5629911,0.00007491265,0.4356241,0.00012472605,0.00058672996,0.00006158736,0.00026227476,0.000003880991,0.00027071076],"genre_scores_gemma":[0.9751608,0.000037790385,0.024377268,0.000012764954,0.00032100725,0.000002085679,0.0000075450516,0.000016628308,0.00006416173],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9989777,0.0000046796113,0.00066259864,0.00016510775,0.00002696763,0.00016293465],"domain_scores_gemma":[0.9986315,0.0001486471,0.00084244076,0.00013138125,0.00015228093,0.00009379298],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0003247598,0.00012734068,0.00041153783,0.00015880282,0.00012105614,0.00008676289,0.000098903496,0.00006420728,0.00017014497],"category_scores_gemma":[0.000287944,0.00011948548,0.000030718857,0.00009470554,0.00011899325,0.00031586428,0.000027470498,0.00022473319,0.00001625238],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00032371792,0.00019688651,0.5071742,0.00008684987,0.00021910123,0.000028935676,0.0016879449,0.007587529,0.00016969234,0.46592435,0.001478571,0.015122262],"study_design_scores_gemma":[0.0007865678,0.000070534275,0.94539034,0.00002162827,0.000019032921,0.00005719329,0.000045708115,0.029263068,0.0000059825597,0.021582397,0.0025850984,0.00017245245],"about_ca_topic_score_codex":0.00029053647,"about_ca_topic_score_gemma":0.0002700073,"teacher_disagreement_score":0.44434196,"about_ca_system_score_codex":0.000050505936,"about_ca_system_score_gemma":0.00009307552,"threshold_uncertainty_score":0.48724762},"labels":[],"label_agreement":null},{"id":"W1997288804","doi":"10.1016/s0378-4266(02)00411-9","title":"Effective duration of callable corporate bonds: Theory and evidence","year":2003,"lang":"en","type":"article","venue":"Journal of Banking & Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":21,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McMaster University","funders":"","keywords":"Callable bond; Duration (music); Bond; Econometrics; Economics; Actuarial science; Financial economics; Finance","score_opus":0.03091161359088088,"score_gpt":0.23393754896132155,"score_spread":0.20302593537044067,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1997288804","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.95154166,0.017068854,0.029211657,0.00008768119,0.00035608633,0.00011936102,0.000009714763,0.000003855664,0.0016011514],"genre_scores_gemma":[0.99585104,0.001763304,0.0020369603,0.000015013497,0.00008154587,0.0000036050255,3.600507e-7,0.000009922967,0.00023823613],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9988627,0.00005214862,0.00074494415,0.00014805641,0.000055163964,0.00013700311],"domain_scores_gemma":[0.99744654,0.0003135924,0.001921922,0.00014131275,0.00014732098,0.00002932032],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002068243,0.00009702126,0.0003736969,0.0001743659,0.00009027711,0.000029927643,0.00009919963,0.00006987162,0.000036180536],"category_scores_gemma":[0.0012631466,0.000100345205,0.00007624539,0.0002785809,0.00008910588,0.00043865453,0.000014838466,0.00015506342,0.0000075799794],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000940106,0.000045539404,0.10367168,0.00004141897,0.000022525026,0.000008129927,0.00048811946,0.0004848228,0.0005096667,0.89062524,0.00021215492,0.0037966832],"study_design_scores_gemma":[0.00059167086,0.00039613614,0.58370787,0.00042754872,0.00002054503,0.00006624159,0.000037916445,0.00030102386,0.0019583092,0.40154773,0.010757025,0.00018799715],"about_ca_topic_score_codex":0.00001576979,"about_ca_topic_score_gemma":0.0000062688373,"teacher_disagreement_score":0.48907754,"about_ca_system_score_codex":0.00006246804,"about_ca_system_score_gemma":0.00005835824,"threshold_uncertainty_score":0.40919587},"labels":[],"label_agreement":null},{"id":"W1997898672","doi":"","title":"Valuing Credit Default Swaps Ii: Modeling Default Correlations","year":2000,"lang":"en","type":"article","venue":"The Faculty Digital Archive (New York University)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":90,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Credit derivative; Credit default swap; iTraxx; Credit risk; Default; Credit default swap index; Credit valuation adjustment; Business; Synthetic CDO; Sovereign default; Valuation (finance); Counterparty; Actuarial science; Financial economics; Economics; Finance; Sovereignty; Credit reference","score_opus":0.04377522343578721,"score_gpt":0.19858992029042,"score_spread":0.15481469685463278,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1997898672","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5265402,0.00017346028,0.10794407,0.0009205802,0.00026737407,0.00032750174,0.0025414897,0.00018522919,0.36110008],"genre_scores_gemma":[0.92960644,0.000047414036,0.0007293551,0.0000281031,0.00027522093,0.0000011314004,0.0004790215,0.000024462111,0.068808846],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9987751,0.00001211981,0.0003375081,0.0004066377,0.000082872735,0.0003857522],"domain_scores_gemma":[0.99920297,0.00008549019,0.0001392983,0.00036071858,0.000032174295,0.0001793512],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.000088201195,0.00020948281,0.00027099997,0.00026130347,0.0009735486,0.00016054926,0.00052614737,0.000085080384,0.000317154],"category_scores_gemma":[0.000074672535,0.00021591947,0.00026091712,0.0006298603,0.0001426007,0.00066485343,0.00014830376,0.000265127,0.0011381587],"study_design_candidate":"not_applicable","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00019892729,0.00026706824,0.011643291,0.000010004181,0.000208372,0.000024437762,0.009731579,0.3343612,0.0000137236675,0.5741775,0.025122844,0.044241067],"study_design_scores_gemma":[0.0009842097,0.00010009218,0.015492488,0.000036785408,0.000040418097,0.000011511927,0.0009801666,0.13023709,0.0000024403369,0.09160307,0.7599626,0.00054908404],"about_ca_topic_score_codex":0.0010703463,"about_ca_topic_score_gemma":0.00016547379,"teacher_disagreement_score":0.7348398,"about_ca_system_score_codex":0.00011822788,"about_ca_system_score_gemma":0.00007105676,"threshold_uncertainty_score":0.9996396},"labels":[],"label_agreement":null},{"id":"W1999828709","doi":"10.1111/j.1475-6803.2006.00187.x","title":"CREDIT SPREADS AND THE ZERO‐COUPON TREASURY SPOT CURVE","year":2006,"lang":"en","type":"article","venue":"The Journal of Financial Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":24,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Treasury; Coupon; Bond; Econometrics; Term (time); Monetary economics; Zero (linguistics); Credit risk; Economics; Financial economics; Business; Actuarial science; Finance; Geography; Physics","score_opus":0.061023235837527855,"score_gpt":0.2944983465791857,"score_spread":0.23347511074165786,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1999828709","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9663292,0.010596091,0.0025482795,0.005008185,0.0005919999,0.00029051735,0.00005445329,0.000007397053,0.014573838],"genre_scores_gemma":[0.99413365,0.0019156752,0.00008417787,0.000024004332,0.001684528,0.000006614877,0.0000018040928,0.000017607043,0.0021319618],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99814475,0.0001816328,0.0008173108,0.00015437893,0.00027147177,0.00043045008],"domain_scores_gemma":[0.9977796,0.0010495791,0.00044166294,0.000335993,0.0003134207,0.00007975785],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.010039274,0.00012851226,0.00041320093,0.0003317483,0.0006363973,0.000117642325,0.00055027293,0.00011511915,0.000067258385],"category_scores_gemma":[0.0019987167,0.0000809315,0.00016832881,0.0006111009,0.00076810265,0.00021965516,0.00011821341,0.00079220464,0.000079645266],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0011836645,0.00014702512,0.028685495,0.000015358493,0.000025036801,0.00002095503,0.0009090295,0.00018307885,0.00010146692,0.9023844,0.05042965,0.015914848],"study_design_scores_gemma":[0.0014429791,0.00017361564,0.6111126,0.000026877726,0.000013119698,0.00005694119,0.00004080852,0.00031182048,0.000078492616,0.27605093,0.110581286,0.00011055701],"about_ca_topic_score_codex":0.001947418,"about_ca_topic_score_gemma":0.00031071444,"teacher_disagreement_score":0.6263335,"about_ca_system_score_codex":0.00010443685,"about_ca_system_score_gemma":0.0001720058,"threshold_uncertainty_score":0.48947176},"labels":[],"label_agreement":null},{"id":"W2000313611","doi":"10.1016/j.irfa.2014.05.009","title":"Corporate yield spreads and real interest rates","year":2014,"lang":"en","type":"article","venue":"International Review of Financial Analysis","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":15,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Manitoba","funders":"","keywords":"Bond; Economics; Corporate bond; Credit spread (options); Interest rate; Yield (engineering); Yield curve; Financial economics; Bond market; Bond valuation; Monetary economics; Econometrics; Inflation (cosmology); Finance","score_opus":0.05415644786401687,"score_gpt":0.26942765254448353,"score_spread":0.21527120468046668,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2000313611","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8537497,0.03038063,0.048731845,0.0043249093,0.0014182953,0.0004193529,0.00080258155,0.000053166856,0.060119517],"genre_scores_gemma":[0.9607835,0.037452318,0.0005603507,0.00019418691,0.00021310817,0.000016268528,0.000104913306,0.000008280783,0.0006670862],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9987007,0.000014229847,0.0008053736,0.0002925232,0.00006377007,0.00012343752],"domain_scores_gemma":[0.99860245,0.000079175836,0.0008007085,0.00022651524,0.00023313107,0.00005801735],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005918258,0.00012551015,0.0006182169,0.00035757787,0.000050349434,0.000027150805,0.00023411738,0.0000630033,0.00041563864],"category_scores_gemma":[0.0018979897,0.00013028334,0.00023988869,0.0009188912,0.00008644101,0.00013689935,0.00006884008,0.00008202926,0.00006873203],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000008037345,0.000040389765,0.3306893,0.00013569838,0.00014722082,9.1003113e-7,0.000025027552,0.0000089011455,0.000014086443,0.6517831,0.0015815411,0.015565772],"study_design_scores_gemma":[0.00012908084,0.000044135977,0.90186745,0.00044922737,0.00015302545,0.0000012922106,0.0000023566784,0.0018888271,0.00003945106,0.020610169,0.07463604,0.0001789689],"about_ca_topic_score_codex":0.0006957146,"about_ca_topic_score_gemma":0.00040494205,"teacher_disagreement_score":0.63117296,"about_ca_system_score_codex":0.00003299746,"about_ca_system_score_gemma":0.000024779636,"threshold_uncertainty_score":0.53128004},"labels":[],"label_agreement":null},{"id":"W2002411491","doi":"10.1007/s10693-015-0221-2","title":"Determining Hurdle Rate and Capital Allocation in Credit Portfolio Management","year":2015,"lang":"en","type":"article","venue":"Journal of Financial Services Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"TD Bank Group; Bank of Canada; McMaster University","funders":"","keywords":"Debt; Portfolio; Actuarial science; Capital allocation line; Business; Economics; Credit risk; Shareholder; Cost of capital; Profitability index; Econometrics; Finance; Microeconomics; Profit (economics)","score_opus":0.06876364080975121,"score_gpt":0.31696437855156173,"score_spread":0.2482007377418105,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2002411491","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.99124086,0.001791845,0.00039063857,0.00026678588,0.00041438596,0.00014946467,0.000011480824,0.0000043179025,0.0057302015],"genre_scores_gemma":[0.9974308,0.0008347883,0.00081937306,0.000023543345,0.00049278693,0.000008698781,0.0000040546743,0.000012591713,0.00037338916],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99853015,0.000041776486,0.00073850964,0.00019822482,0.00016601005,0.0003253309],"domain_scores_gemma":[0.9990422,0.000054636963,0.00033961504,0.00015200675,0.00024305467,0.0001684959],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0031380877,0.00009605444,0.00030041838,0.0008693991,0.0001012779,0.00010776934,0.00027138085,0.00009960738,0.000026739554],"category_scores_gemma":[0.00014209405,0.0001052852,0.000053030824,0.0006078952,0.000061011928,0.00051442307,0.00012464558,0.00032672533,0.00004832462],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00041297128,0.00045431362,0.71270823,0.00024364059,0.00004924925,0.00054380804,0.013233521,0.00070696865,0.000105341074,0.19705512,0.002567696,0.07191914],"study_design_scores_gemma":[0.0010918578,0.00026088508,0.9253624,0.00008818648,0.000003807712,0.00002122709,0.0010452281,0.001328796,0.000037492016,0.04672532,0.023897478,0.00013729639],"about_ca_topic_score_codex":0.00034141177,"about_ca_topic_score_gemma":0.00039434695,"teacher_disagreement_score":0.21265419,"about_ca_system_score_codex":0.00017483816,"about_ca_system_score_gemma":0.00010063984,"threshold_uncertainty_score":0.4293406},"labels":[],"label_agreement":null},{"id":"W2003823089","doi":"10.1142/s0219024907004512","title":"A GENERAL FRAMEWORK FOR HIGH YIELD BOND INVESTMENT","year":2007,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"","funders":"McMaster University","keywords":"Bond; Yield (engineering); Portfolio; Face value; Investment (military); Construct (python library); Investment portfolio; Value (mathematics); Face (sociological concept); Economics; Financial economics; Computer science; Finance; Materials science","score_opus":0.015124447324627794,"score_gpt":0.24641848666704486,"score_spread":0.23129403934241707,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2003823089","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.4973836,0.0005209823,0.4912124,0.0024915684,0.0010777351,0.00011515478,0.000082521925,0.000006179737,0.0071098525],"genre_scores_gemma":[0.9404873,0.00019217482,0.057738308,0.0004505444,0.0010108018,0.0000063751586,0.0000038249,0.0000105035815,0.00010013799],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99898136,0.0000015964612,0.0006088947,0.00015569074,0.00007791502,0.0001745457],"domain_scores_gemma":[0.999138,0.0002445887,0.00037443414,0.00008549909,0.000089515735,0.00006799197],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00056390854,0.000098355296,0.0002452755,0.0001289818,0.000056298286,0.00004834745,0.00023081557,0.00010374348,0.000062706175],"category_scores_gemma":[0.00027090922,0.000093627794,0.000096148004,0.00007142846,0.00020821423,0.000069609305,0.000043424752,0.00016702138,0.000010274431],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000199255,0.00006608819,0.0009372875,0.0000030870167,0.00003305093,0.00000484662,0.00008948572,0.000033148754,0.000060391616,0.9920206,0.00057406287,0.005978669],"study_design_scores_gemma":[0.00043547875,0.00008554026,0.021587351,0.000027003145,0.000005817893,0.000016500457,0.000015502135,0.00011292119,0.0009820133,0.9501264,0.026496962,0.00010852085],"about_ca_topic_score_codex":0.000004943089,"about_ca_topic_score_gemma":0.000001293338,"teacher_disagreement_score":0.44310373,"about_ca_system_score_codex":0.000052137708,"about_ca_system_score_gemma":0.000016529963,"threshold_uncertainty_score":0.38180304},"labels":[],"label_agreement":null},{"id":"W2005506954","doi":"10.1007/s11156-014-0474-0","title":"Cash flow volatility and corporate bond yield spreads","year":2014,"lang":"en","type":"article","venue":"Review of Quantitative Finance and Accounting","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":56,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"","keywords":"Cash flow; Volatility (finance); Bond; Economics; Corporate bond; Monetary economics; Corporate finance; Financial economics; Cash flow forecasting; Econometrics; Database transaction; Business; Finance","score_opus":0.06581674624430428,"score_gpt":0.26543667755254213,"score_spread":0.19961993130823785,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2005506954","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8165826,0.16757877,0.009383018,0.00045038483,0.00016455297,0.00028730513,0.0001451717,0.00001611721,0.005392072],"genre_scores_gemma":[0.9193005,0.073506065,0.0068444046,0.00014716492,0.00006755582,0.000013835296,0.000013404605,0.000013423903,0.00009362849],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99878436,0.000013614498,0.0006547116,0.0003274975,0.000040464987,0.00017933149],"domain_scores_gemma":[0.998617,0.00021378358,0.00084381347,0.00020106867,0.00009470677,0.000029616984],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001092514,0.00014535319,0.00061429234,0.000078500445,0.0001340589,0.0000326409,0.00008452835,0.000058578105,0.000027556405],"category_scores_gemma":[0.0009592319,0.00015089428,0.00007399536,0.00025988228,0.00014815693,0.0003439365,0.000056124063,0.00011096615,0.000021493443],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000008828569,0.00003303475,0.2498854,0.002853156,0.000015523003,7.90715e-7,0.00020937683,0.00000422522,0.00003229071,0.71029526,0.0011169555,0.035545148],"study_design_scores_gemma":[0.0003236026,0.00014468314,0.8176856,0.004826015,0.000028730521,0.000005286367,0.0000431986,0.020395773,0.00005187955,0.031834856,0.12425173,0.00040865547],"about_ca_topic_score_codex":0.00011023448,"about_ca_topic_score_gemma":0.000030723615,"teacher_disagreement_score":0.6784604,"about_ca_system_score_codex":0.000010861811,"about_ca_system_score_gemma":0.000014495727,"threshold_uncertainty_score":0.615329},"labels":[],"label_agreement":null},{"id":"W2005764912","doi":"10.3390/jrfm7010013","title":"Validation of the Merton Distance to the Default Model under Ambiguity","year":2014,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Ambiguity aversion; Ambiguity; Econometrics; Predictability; Default; Credit default swap; Sign (mathematics); Statistical model; Economics; Computer science; Mathematics; Statistics; Credit risk; Actuarial science; Finance","score_opus":0.014865205612765697,"score_gpt":0.20929523768526498,"score_spread":0.1944300320724993,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2005764912","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.45865026,0.00032393387,0.5381873,0.0008213555,0.00044432978,0.00013851968,0.00003757935,0.000002528876,0.0013941781],"genre_scores_gemma":[0.99793327,0.0005027213,0.0010042104,0.000100245314,0.00018331695,0.00000464789,7.275695e-7,0.000007551309,0.0002632845],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99905103,0.00002304897,0.000569493,0.0001313265,0.00009292662,0.00013215793],"domain_scores_gemma":[0.9989585,0.00004938903,0.0006281202,0.0002549842,0.00006535487,0.00004361637],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008817785,0.00009186916,0.00023894888,0.000106930405,0.00021517015,0.000034253128,0.00027131103,0.00004349021,0.000005138973],"category_scores_gemma":[0.000272399,0.00006260816,0.00013547891,0.00027350913,0.000055345572,0.00010243789,0.00009631847,0.00013883799,0.000006152415],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000061104925,0.00008124973,0.040947128,0.000019280142,0.000017842593,4.1088043e-7,0.000802631,0.056489747,0.000008508498,0.8323745,0.0023661207,0.06683148],"study_design_scores_gemma":[0.00035415584,0.000055869103,0.72602564,0.000030203917,0.0000344515,0.0000011785801,0.00005588515,0.0051605394,0.00005193109,0.12882872,0.13930304,0.0000983473],"about_ca_topic_score_codex":0.00008854234,"about_ca_topic_score_gemma":0.000094067786,"teacher_disagreement_score":0.70354575,"about_ca_system_score_codex":0.0000426184,"about_ca_system_score_gemma":0.000012981763,"threshold_uncertainty_score":0.2553087},"labels":[],"label_agreement":null},{"id":"W2006106168","doi":"10.2139/ssrn.1146583","title":"Detecting Regime Shifts in Credit Spreads","year":2011,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Economics; Business; Financial system; Monetary economics","score_opus":0.0293549675626325,"score_gpt":0.21408166929848138,"score_spread":0.18472670173584887,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2006106168","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.94775146,0.0042446502,0.016730327,0.00019282258,0.0006399646,0.000107442625,0.0000069686425,0.000031862655,0.030294478],"genre_scores_gemma":[0.99675035,0.0014807483,0.000304424,0.000012919742,0.00044869707,0.0000064122255,0.000001572275,0.000024326613,0.00097054505],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9976359,0.000014738957,0.00055657147,0.00023817591,0.00004184811,0.0015127611],"domain_scores_gemma":[0.99938715,0.000024918705,0.0003033696,0.00019088206,0.0000243319,0.00006934018],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016154441,0.00012816304,0.00025475604,0.0003590644,0.00015718686,0.000036475103,0.00025529187,0.00011070585,0.00014549235],"category_scores_gemma":[0.00018349782,0.00014824771,0.00012144087,0.0003340019,0.0000357086,0.00029482084,0.00003250268,0.0011973147,0.00021678812],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000028211723,0.00005899499,0.13723536,0.000001919499,0.00002512959,0.000005940656,0.00076079863,0.000012137159,0.000009601387,0.84997016,0.00004211588,0.0118496325],"study_design_scores_gemma":[0.00046102743,0.00013772212,0.2454317,0.000011281579,0.000004077017,0.00005562219,0.0003768991,0.0001740176,0.00002208169,0.7491659,0.003973968,0.00018572132],"about_ca_topic_score_codex":0.0007333422,"about_ca_topic_score_gemma":0.0031385417,"teacher_disagreement_score":0.10819635,"about_ca_system_score_codex":0.0006491975,"about_ca_system_score_gemma":0.0002963691,"threshold_uncertainty_score":0.6045366},"labels":[],"label_agreement":null},{"id":"W2009375656","doi":"10.2139/ssrn.1767921","title":"Credit Markets and Financial Information","year":2011,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":10,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Acadian Seaplants (Canada)","funders":"","keywords":"Business; Financial system; Financial market; Structured finance; Finance; Economics; Financial crisis; Macroeconomics","score_opus":0.013182753944885963,"score_gpt":0.18114764341346967,"score_spread":0.1679648894685837,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2009375656","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8771446,0.004538892,0.07144478,0.00035601814,0.0010062446,0.00016813744,0.000044274035,0.000042340394,0.045254733],"genre_scores_gemma":[0.9950905,0.0036663637,0.00030143448,0.000038739487,0.00030740883,0.0000048432726,0.000005697424,0.000008378032,0.0005766237],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9985798,0.000007352163,0.00040807377,0.000108787055,0.00003444781,0.00086155656],"domain_scores_gemma":[0.9995356,0.000011059524,0.00024670645,0.00010457544,0.00003588477,0.00006615344],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00095091405,0.00009631768,0.00016210077,0.00020774841,0.00020811496,0.000050434228,0.00012302627,0.00008733272,0.00012911097],"category_scores_gemma":[0.00016991726,0.00010643817,0.000066176406,0.00013987154,0.000042171632,0.00074046646,0.000027423926,0.0005805051,0.0001673508],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000032509935,0.000018554694,0.028176717,0.0000023184855,0.000013416854,5.679937e-7,0.0005145707,6.872336e-7,6.493506e-7,0.94391644,0.00036479862,0.026958764],"study_design_scores_gemma":[0.00036487915,0.00009834662,0.322792,0.0000036711594,0.0000045345805,0.000084475934,0.00015391063,0.00008868555,0.0000037054826,0.62184465,0.054435533,0.00012562494],"about_ca_topic_score_codex":0.00011202653,"about_ca_topic_score_gemma":0.0001425342,"teacher_disagreement_score":0.3220718,"about_ca_system_score_codex":0.00020866432,"about_ca_system_score_gemma":0.00027143105,"threshold_uncertainty_score":0.43404227},"labels":[],"label_agreement":null},{"id":"W2009411066","doi":"10.1111/j.1540-6288.2001.tb00011.x","title":"Combining Bond Rating Forecasts Using Logit","year":2001,"lang":"en","type":"article","venue":"Financial Review","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":108,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Simon Fraser University","funders":"","keywords":"Econometrics; Competitor analysis; Logit; Logistic regression; Bond; Bond credit rating; Yield (engineering); Ordered logit; Statistics; Economics; Actuarial science; Mathematics; Finance","score_opus":0.10259773631335656,"score_gpt":0.28343489590840365,"score_spread":0.1808371595950471,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2009411066","genre_codex":"review","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.36630398,0.46408486,0.06433823,0.0020370276,0.0029083283,0.0017425762,0.00022410705,0.0002327101,0.09812818],"genre_scores_gemma":[0.9088605,0.07838132,0.008253177,0.0012832213,0.001348007,0.00009764208,0.00008461654,0.00009006228,0.0016014538],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99824077,0.0000126615905,0.0008948987,0.00038792548,0.000058018184,0.00040574258],"domain_scores_gemma":[0.9989883,0.000047729292,0.00047409916,0.00034144064,0.000055747536,0.000092684844],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006386223,0.00019760849,0.00066631346,0.00012272924,0.00028395926,0.00004853777,0.00020860632,0.00010885294,0.0003196206],"category_scores_gemma":[0.0010772902,0.00022906162,0.00022770079,0.0006655534,0.0000509824,0.0002591098,0.000073422234,0.00018967252,0.00048593193],"study_design_candidate":"not_applicable","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00001589127,0.0001373647,0.0960934,0.00068316207,0.000019890109,0.000053764405,0.00020918094,0.00008008858,0.000025668085,0.73560077,0.016461862,0.15061899],"study_design_scores_gemma":[0.00034413944,0.000055326473,0.044806577,0.0012951524,0.000021416636,0.00004192955,0.000005203968,0.0015157259,0.000008069562,0.022534804,0.928945,0.00042664207],"about_ca_topic_score_codex":0.0001418879,"about_ca_topic_score_gemma":0.000043508542,"teacher_disagreement_score":0.91248316,"about_ca_system_score_codex":0.00010517264,"about_ca_system_score_gemma":0.00007188661,"threshold_uncertainty_score":0.9340862},"labels":[],"label_agreement":null},{"id":"W2009488837","doi":"10.1111/1467-9965.00088","title":"On Models of Default Risk","year":2000,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":243,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"","funders":"University of Alberta","keywords":"Jump; Filtration (mathematics); Default risk; Asset (computer security); Intensity (physics); Default; Econometrics; Credit risk; Mathematical economics; Mathematics; Economics; Computer science; Actuarial science; Statistics; Finance; Physics","score_opus":0.025588043312309197,"score_gpt":0.2145346679662205,"score_spread":0.18894662465391132,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2009488837","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7695265,0.00034423286,0.049333993,0.000119539975,0.00006163607,0.00014819222,0.00020071864,0.000030861305,0.18023434],"genre_scores_gemma":[0.99097914,0.00029884477,0.004530377,0.000020131854,0.00004261738,0.000021776965,0.000003773948,0.000017286116,0.004086033],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99891734,0.000007101904,0.00056746,0.0002507315,0.00005090317,0.0002064914],"domain_scores_gemma":[0.9992319,0.0001293036,0.00018709803,0.00039537365,0.000018274619,0.000038073467],"candidate_categories":["insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.00023405907,0.000117882126,0.00037149177,0.00007237062,0.00007599895,0.00001361901,0.0001753625,0.00008847206,0.0016458188],"category_scores_gemma":[0.00016952593,0.000121526005,0.00013305624,0.00021465814,0.00008496462,0.00010830357,0.0000149835405,0.0001246139,0.002155479],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000015575104,0.00015435962,0.00045876982,0.000016289297,0.0000060896596,8.934122e-7,0.00018780229,0.005151274,0.0000011303222,0.98404044,0.00064497616,0.009322391],"study_design_scores_gemma":[0.00022530192,0.00006456626,0.010806447,0.000034510507,0.000003704088,0.0000012642814,0.0000033623874,0.053708564,0.00004099312,0.92714465,0.007833343,0.0001332957],"about_ca_topic_score_codex":0.00003841673,"about_ca_topic_score_gemma":0.0000022405156,"teacher_disagreement_score":0.22145268,"about_ca_system_score_codex":0.000024199504,"about_ca_system_score_gemma":0.00000875551,"threshold_uncertainty_score":0.9992668},"labels":[],"label_agreement":null},{"id":"W2009909157","doi":"10.2139/ssrn.1095695","title":"Derivatives Clearing, Default Risk, and Insurance","year":2011,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Simon Fraser University","funders":"","keywords":"Clearing; Business; Actuarial science; Default risk; Credit risk; Financial system; Finance","score_opus":0.02226502072962902,"score_gpt":0.2024934177155272,"score_spread":0.18022839698589818,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2009909157","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9507484,0.0077132373,0.032844614,0.000060781884,0.00017993622,0.00006255614,0.000017155333,0.000020729434,0.008352592],"genre_scores_gemma":[0.98580635,0.012837798,0.00047028347,0.000010687032,0.0001548059,0.0000035850599,0.0000010444909,0.000017302504,0.0006981338],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99852186,0.000014894872,0.00033294567,0.00019565522,0.000028044346,0.0009066048],"domain_scores_gemma":[0.999457,0.000019698466,0.0003038647,0.00012753923,0.000027011172,0.00006488771],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008322868,0.00010665821,0.00019172113,0.00013721376,0.00029918095,0.000038026123,0.0001433419,0.00006746632,0.000057243218],"category_scores_gemma":[0.00014854883,0.000114359085,0.00007156218,0.00014683956,0.00007442585,0.00025596356,0.000031064967,0.0008665066,0.000083786064],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000012525837,0.000021376067,0.47770706,0.0000010295738,0.000025568854,5.397149e-7,0.00049242633,0.000002543027,0.0000024265178,0.5086323,0.000015029656,0.013087187],"study_design_scores_gemma":[0.00021698985,0.00007948004,0.5514617,0.0000030827782,0.0000028241113,0.00003601129,0.0001855917,0.00005077481,0.000008048003,0.4441302,0.0037333788,0.000091886424],"about_ca_topic_score_codex":0.00054808805,"about_ca_topic_score_gemma":0.0006805508,"teacher_disagreement_score":0.073754646,"about_ca_system_score_codex":0.00015609323,"about_ca_system_score_gemma":0.00012313791,"threshold_uncertainty_score":0.46634284},"labels":[],"label_agreement":null},{"id":"W2010499157","doi":"10.1057/jors.2008.144","title":"Enterprise risk management: coping with model risk in a large bank","year":2009,"lang":"en","type":"article","venue":"Journal of the Operational Research Society","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":148,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Risk management; Coping (psychology); Project management; Enterprise risk management; Business; Risk analysis (engineering); Computer science; Economics; Finance; Management; Psychology","score_opus":0.0387498835096953,"score_gpt":0.30276072157877976,"score_spread":0.26401083806908443,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2010499157","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9088262,0.0015050357,0.07440925,0.0062693493,0.00015450468,0.00042461924,0.00021894182,0.0000058259825,0.008186323],"genre_scores_gemma":[0.98894495,0.0029943855,0.0067862193,0.00013581045,0.00016272147,0.0000058580113,0.0000024506978,0.000007927345,0.00095967134],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9987909,0.00005896405,0.0004807221,0.00015040982,0.00024885335,0.0002701253],"domain_scores_gemma":[0.9991889,0.00008120883,0.00029643485,0.0001908001,0.00018111426,0.00006156546],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0031861754,0.00007819081,0.00018773376,0.00013781372,0.00047919384,0.00011510669,0.00033458462,0.000056628396,0.000044109373],"category_scores_gemma":[0.00023633466,0.00005776516,0.0002007752,0.00047224894,0.00006276338,0.00032426347,0.00006607629,0.0006931075,0.000014678051],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00018872782,0.00059257227,0.398283,0.000016932985,0.0001593759,0.00000937554,0.0041858223,0.15428436,0.000015923248,0.40775433,0.032475356,0.0020342006],"study_design_scores_gemma":[0.0019605868,0.00015884085,0.6869631,0.00007879353,0.000011121327,0.0000073833307,0.00027657556,0.19139974,0.000011458458,0.09942542,0.019560186,0.00014681692],"about_ca_topic_score_codex":0.000034962937,"about_ca_topic_score_gemma":0.000040265542,"teacher_disagreement_score":0.30832893,"about_ca_system_score_codex":0.00026361892,"about_ca_system_score_gemma":0.000107627406,"threshold_uncertainty_score":0.368562},"labels":[],"label_agreement":null},{"id":"W2010944089","doi":"10.1142/s0219876213500266","title":"COMPUTATIONAL ASPECTS OF MONTE-CARLO SIMULATIONS OF THE FIRST PASSAGE TIME FOR MULTIVARIATE TRANSFORMED BROWNIAN MOTIONS WITH JUMPS","year":2013,"lang":"en","type":"article","venue":"International Journal of Computational Methods","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Wilfrid Laurier University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Jump diffusion; Monte Carlo method; Context (archaeology); Computer science; Multivariate statistics; Jump; Stochastic process; Process (computing); First-hitting-time model; Applied mathematics; Mathematical optimization; Statistical physics; Econometrics; Mathematics; Statistics; Machine learning; Physics","score_opus":0.029682178744827085,"score_gpt":0.30252756477852455,"score_spread":0.27284538603369746,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2010944089","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"methods","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.17257467,0.000101016136,0.8214219,0.0033591469,0.00056851,0.00041583116,0.000651525,0.0000075341145,0.00089985086],"genre_scores_gemma":[0.78407365,0.000003583788,0.21560442,0.00003839242,0.0001441793,0.000012592756,0.000021931352,0.000015949723,0.000085275795],"study_design_codex":"simulation_or_modeling","study_design_gemma":"observational","domain_scores_codex":[0.99813676,0.000052671032,0.0012620267,0.00016335731,0.00024897544,0.00013621873],"domain_scores_gemma":[0.9957254,0.0011137292,0.0014293406,0.00011902059,0.0015507655,0.0000617724],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005498365,0.0001435242,0.00041193608,0.0004060612,0.00012389131,0.00004586441,0.00043853835,0.00007363343,0.00020652507],"category_scores_gemma":[0.00045905606,0.00011945292,0.00033153372,0.00030999427,0.00015457715,0.00038902115,0.00003236354,0.00014529275,0.0000069275297],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000058279624,0.00023430081,0.0073704435,0.000016064745,0.0003293328,4.7922424e-7,0.0004955026,0.8741332,0.00006982333,0.113924004,0.00023854793,0.0031300166],"study_design_scores_gemma":[0.001404604,0.00011977517,0.3811877,0.000070933434,0.00002863904,0.000017949904,0.000024706007,0.34439698,0.00011770369,0.27079496,0.0017236181,0.00011244059],"about_ca_topic_score_codex":0.0000990193,"about_ca_topic_score_gemma":0.000020012127,"teacher_disagreement_score":0.611499,"about_ca_system_score_codex":0.00010528224,"about_ca_system_score_gemma":0.00016955934,"threshold_uncertainty_score":0.48711485},"labels":[],"label_agreement":null},{"id":"W2011655353","doi":"10.1177/0312896211432369","title":"The fluctuating default risk of Australian banks","year":2012,"lang":"en","type":"article","venue":"Australian Journal of Management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":44,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"","funders":"Royal Bank of Canada","keywords":"Financial crisis; Capitalization; Asset (computer security); Credit risk; Business; Earnings; Book value; Market capitalization; Economics; Default; Financial economics; Actuarial science; Financial system; Finance; Stock market; Geography","score_opus":0.03512182915496283,"score_gpt":0.24903056711615837,"score_spread":0.21390873796119553,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2011655353","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.98165494,0.0009841553,0.0025354528,0.0021666572,0.0018370933,0.00022027882,0.00005518249,0.000008901823,0.010537336],"genre_scores_gemma":[0.99017483,0.00051261403,0.002521769,0.000007781535,0.0003709328,0.0000029460814,0.0000015833767,0.000012298538,0.006395251],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99845606,0.00002527425,0.0009936196,0.00009633339,0.0000943527,0.00033436273],"domain_scores_gemma":[0.99821484,0.00006393824,0.0012976569,0.0002521561,0.00005810781,0.00011332813],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016446249,0.00011361863,0.00026398737,0.00017164683,0.00018148232,0.000047150083,0.00032233697,0.000054046373,0.00015778562],"category_scores_gemma":[0.00011912986,0.000094272684,0.00022021648,0.00022874307,0.000081922786,0.00026721673,0.000046567584,0.00020979311,0.00008288983],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000055086482,0.00019977723,0.55086917,0.00005186744,0.0005933231,0.00001029239,0.0012456557,0.0015328174,0.000019140294,0.31223446,0.04517016,0.08801823],"study_design_scores_gemma":[0.00032862477,0.00005990459,0.7088896,0.000026112206,0.00005011195,0.00000721928,0.00043155148,0.000022826984,0.00009177614,0.0056574494,0.28433442,0.000100419435],"about_ca_topic_score_codex":0.000057338733,"about_ca_topic_score_gemma":0.0000083441255,"teacher_disagreement_score":0.30657703,"about_ca_system_score_codex":0.000062623156,"about_ca_system_score_gemma":0.0000075792304,"threshold_uncertainty_score":0.38443285},"labels":[],"label_agreement":null},{"id":"W2012635099","doi":"10.1016/s0927-5398(01)00047-0","title":"Maximum likelihood estimation of deposit insurance value with interest rate risk","year":2002,"lang":"en","type":"article","venue":"Journal of Empirical Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":54,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal; University of Toronto","funders":"Natural Sciences and Engineering Research Council of Canada; University of Toronto","keywords":"Estimation; Maximum likelihood; Econometrics; Monte Carlo method; Statistics; Value (mathematics); Maximum likelihood sequence estimation; Sample (material); Mathematics; Economics; Actuarial science","score_opus":0.04248546270383432,"score_gpt":0.2542223756675396,"score_spread":0.21173691296370525,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2012635099","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.932279,0.003209198,0.062329125,0.0006553689,0.00031180555,0.000092372145,0.000072186886,0.0000080217915,0.0010429263],"genre_scores_gemma":[0.9888751,0.0017698834,0.009050724,0.00003966815,0.00015085217,0.0000031238567,0.0000014254198,0.000018625753,0.00009060423],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9983639,0.000031224572,0.001096686,0.00020296879,0.00007583136,0.00022938804],"domain_scores_gemma":[0.99778837,0.0001313792,0.0016189096,0.00024652787,0.00013709384,0.00007770783],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00046146513,0.00015447968,0.0005403031,0.00022123344,0.00009392213,0.000034349334,0.00025164356,0.000103964376,0.000057007044],"category_scores_gemma":[0.000426447,0.0001394505,0.00017830721,0.00050109543,0.0001028409,0.00038683723,0.000027671063,0.00033075316,0.000064743974],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00015344899,0.0004253943,0.9296604,0.000034470606,0.00006242156,0.000029959025,0.0006127743,0.010365733,0.000018747773,0.012400443,0.0023725056,0.043863695],"study_design_scores_gemma":[0.00095753884,0.00059906783,0.9383585,0.00013498949,0.000018705945,0.00006632369,0.000010252083,0.020738352,0.00018765888,0.029040646,0.009693487,0.00019449792],"about_ca_topic_score_codex":0.00004850192,"about_ca_topic_score_gemma":0.000017046428,"teacher_disagreement_score":0.0565961,"about_ca_system_score_codex":0.00007879351,"about_ca_system_score_gemma":0.000024009923,"threshold_uncertainty_score":0.56866264},"labels":[],"label_agreement":null},{"id":"W2013213856","doi":"10.3905/jfi.2004.391026","title":"An Empirical Study of Structural Credit Risk Models Using Stock and Bond Prices","year":2004,"lang":"en","type":"article","venue":"The Journal of Fixed Income","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":34,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University","funders":"","keywords":"Bond; Dividend; Bond valuation; Credit risk; Equity (law); Corporate bond; Econometrics; Economics; Financial economics; Stock (firearms); Capital asset pricing model; Actuarial science; Finance","score_opus":0.055124753019907574,"score_gpt":0.2990766234445628,"score_spread":0.24395187042465524,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2013213856","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.98818713,0.000888938,0.010362212,0.00006699967,0.00023463633,0.00013389782,0.000044954686,0.0000041217295,0.000077085904],"genre_scores_gemma":[0.9975798,0.000078831064,0.0020873859,0.0000060094862,0.00023301938,4.9013204e-7,5.0012744e-7,0.00001091503,0.000003062644],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9989026,0.000022747017,0.0007505599,0.00010572571,0.0000821318,0.00013624007],"domain_scores_gemma":[0.9985278,0.00006925982,0.0010269042,0.00021931149,0.0000804452,0.00007625599],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007411133,0.00010350181,0.00037632574,0.00021070316,0.00019170388,0.000034057306,0.0002466659,0.00005628096,0.000012084033],"category_scores_gemma":[0.000067257126,0.00007836583,0.00006451029,0.00021528089,0.00008108732,0.00048080523,0.00004562179,0.00024015896,8.122664e-7],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00017834928,0.00027441702,0.8806779,0.000010912023,0.00010780776,0.0000050408744,0.011079041,0.10085832,0.00008357788,0.0059046275,0.000020506583,0.0007995188],"study_design_scores_gemma":[0.0011421689,0.0007930333,0.90899247,0.000013039884,0.00004682641,0.000041372838,0.00075244345,0.017619267,0.000022205033,0.07044347,0.000029313986,0.00010439677],"about_ca_topic_score_codex":0.00064604613,"about_ca_topic_score_gemma":0.000093574585,"teacher_disagreement_score":0.083239056,"about_ca_system_score_codex":0.00007102258,"about_ca_system_score_gemma":0.00003707525,"threshold_uncertainty_score":0.3195666},"labels":[],"label_agreement":null},{"id":"W2013386851","doi":"10.5539/ijef.v6n10p1","title":"Investors’ Valuation for Asset Liquidity and the Corporate-Treasury Yield Spread","year":2014,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"Deutsche Forschungsgemeinschaft","keywords":"Market liquidity; Treasury; Valuation (finance); Liquidity risk; Asset (computer security); Monetary economics; Business; Financial economics; Economics; Liquidity crisis; Capital asset pricing model; Yield (engineering); Finance","score_opus":0.07638253578985787,"score_gpt":0.24297979609280215,"score_spread":0.16659726030294428,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2013386851","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97534794,0.0011885475,0.016783105,0.004239305,0.0014355475,0.00013584553,0.00012609217,0.0000026406656,0.00074099284],"genre_scores_gemma":[0.9931936,0.004719095,0.0010763775,0.0001779163,0.0006524777,0.0000104195105,0.00000823694,0.000009911806,0.00015193096],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990831,0.000012770304,0.0006192558,0.00015838965,0.00002668113,0.00009980191],"domain_scores_gemma":[0.99821967,0.00031375577,0.0011662289,0.00010594809,0.00015994298,0.000034458626],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013622564,0.00009569005,0.00029164387,0.00012038577,0.00009735196,0.000114779825,0.00019859347,0.000067104695,0.0000058151],"category_scores_gemma":[0.00049936835,0.00008564588,0.00010318345,0.000033680644,0.00015396552,0.00028113948,0.00004024866,0.00010146263,0.0000042706056],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00017332923,0.000023349825,0.008598818,0.0000029845673,0.000045266257,3.4263792e-7,0.00015387541,0.0014638489,0.0000028172224,0.98040384,0.0006641654,0.008467348],"study_design_scores_gemma":[0.0019551397,0.00013140182,0.05358256,0.000025110245,0.000014125221,0.000032321663,0.00001789408,0.090611085,0.000046802346,0.7101797,0.14325853,0.00014533351],"about_ca_topic_score_codex":0.00005687189,"about_ca_topic_score_gemma":0.00005393747,"teacher_disagreement_score":0.27022415,"about_ca_system_score_codex":0.000046846024,"about_ca_system_score_gemma":0.00003562513,"threshold_uncertainty_score":0.34925374},"labels":[],"label_agreement":null},{"id":"W2015949929","doi":"10.5555/1030453.1030674","title":"Derivatives and credit risk: credit risk modeling for catastrophic events","year":2002,"lang":"en","type":"article","venue":"Winter Simulation Conference","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Alberta","funders":"","keywords":"Credit risk; Asset (computer security); Computer science; Actuarial science; Probability of default; Jump; Jump diffusion; Credit valuation adjustment; Value (mathematics); Risk analysis (engineering); Econometrics; Economics; Business; Credit reference; Machine learning; Computer security","score_opus":0.07983630464915459,"score_gpt":0.257357384501222,"score_spread":0.1775210798520674,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2015949929","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.41664094,0.00035275807,0.5812951,0.00013762685,0.00031173776,0.00024067196,0.00049157627,0.000033368706,0.0004962775],"genre_scores_gemma":[0.9956895,0.00028560683,0.0031338988,0.000013568524,0.00039329968,0.000043523014,0.000056677283,0.000022539107,0.0003613739],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99863,0.000019868756,0.0005987697,0.000450177,0.000049617203,0.00025156292],"domain_scores_gemma":[0.9989344,0.00016562958,0.00041307043,0.00026861028,0.00012869528,0.000089577865],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00024563746,0.00017824594,0.00029388876,0.00017558501,0.00029588386,0.00009064416,0.00015286448,0.00010687355,0.00031353836],"category_scores_gemma":[0.00059620955,0.00020760213,0.00009656636,0.00012710856,0.00005564017,0.000384049,0.00005401788,0.00015933075,0.00009016023],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000077847486,0.0001481118,0.32486716,0.00003767565,0.00010133248,8.0383523e-7,0.0038228948,0.6061642,0.000009026069,0.030568475,0.00046208312,0.03374038],"study_design_scores_gemma":[0.0006106606,0.000067242276,0.08461215,0.000018208504,0.000014179132,4.900847e-7,0.000047282312,0.8839003,0.0000038700873,0.024495257,0.0060303556,0.00019999403],"about_ca_topic_score_codex":0.00012259377,"about_ca_topic_score_gemma":0.000048173482,"teacher_disagreement_score":0.5790486,"about_ca_system_score_codex":0.000041533804,"about_ca_system_score_gemma":0.000008683292,"threshold_uncertainty_score":0.8465769},"labels":[],"label_agreement":null},{"id":"W2018046218","doi":"10.1287/mnsc.2013.1871","title":"What Do Credit Markets Tell Us About the Speed of Leverage Adjustment?","year":2014,"lang":"en","type":"article","venue":"Management Science","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Leverage (statistics); Pecking order; Market timing; Capital structure; Economics; Monetary economics; Financial economics; Econometrics; Business; Finance; Computer science; Debt; Initial public offering","score_opus":0.021048189678134797,"score_gpt":0.22568285769657723,"score_spread":0.20463466801844243,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2018046218","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7774426,0.0018482313,0.008635826,0.0007576685,0.0036678617,0.00051579415,0.000023231503,0.000034944205,0.20707387],"genre_scores_gemma":[0.9929126,0.0015411013,0.00043359183,0.000111783214,0.00016504091,0.000009616113,0.000002450192,0.000008000287,0.004815846],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9987608,0.000010578774,0.00038702777,0.00039742124,0.00014106544,0.0003030921],"domain_scores_gemma":[0.9989971,0.00004555641,0.0002546076,0.00061385246,0.000031480897,0.000057390007],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015453188,0.00010754566,0.00018344795,0.0002502599,0.00027373966,0.00023525761,0.0007338371,0.000028136039,0.0002653401],"category_scores_gemma":[0.0000934787,0.00009362338,0.00007493194,0.0007434483,0.00040644774,0.00064136536,0.0002449493,0.00006547203,0.00024866272],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000010919945,0.00008464806,0.054523546,0.000032332075,0.000016699361,0.0000012336831,0.00035031815,0.00067086297,0.000028203993,0.8951549,0.0038118581,0.045314513],"study_design_scores_gemma":[0.00018785724,0.00002270125,0.7987434,0.000022375743,0.000005798368,4.0893948e-7,0.00009737989,0.0046385136,0.000044251552,0.010390152,0.18574074,0.00010642732],"about_ca_topic_score_codex":0.0000455168,"about_ca_topic_score_gemma":0.00000795831,"teacher_disagreement_score":0.88476473,"about_ca_system_score_codex":0.00006106622,"about_ca_system_score_gemma":0.00000911242,"threshold_uncertainty_score":0.38178506},"labels":[],"label_agreement":null},{"id":"W2020576722","doi":"10.1142/s2424786315500267","title":"The impacts of financial crisis on sovereign credit risk analysis in Asia and Europe","year":2015,"lang":"en","type":"article","venue":"International Journal of Financial Engineering","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"","keywords":"Credit risk; Sovereign credit; Financial crisis; Credit default swap; Volatility (finance); Financial system; Business; Stock (firearms); Credit crunch; Economics; Financial economics; Finance; Geography","score_opus":0.01436553323441091,"score_gpt":0.22320724726855276,"score_spread":0.20884171403414184,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2020576722","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9870707,0.0015219776,0.008281004,0.00045126936,0.001553686,0.00006287328,0.00013531845,0.0000061185847,0.0009170909],"genre_scores_gemma":[0.9980782,0.0007944443,0.00047081438,0.000015093002,0.0006039873,0.0000019124393,0.0000028752124,0.000011349826,0.000021309737],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99866235,0.00001335578,0.0008559026,0.00013668611,0.00016193687,0.00016978642],"domain_scores_gemma":[0.9986378,0.00018634641,0.0006764828,0.00012479254,0.00027876472,0.000095843396],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00092857966,0.00012193113,0.00036276493,0.0007084801,0.0000400925,0.000057609133,0.00030961577,0.00007644575,0.000009170077],"category_scores_gemma":[0.004628077,0.00011232314,0.00017064616,0.000578994,0.000034808323,0.00021357449,0.0000491193,0.00027538266,0.000007095133],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00043776736,0.00019202226,0.38525668,0.000010685433,0.00033575736,0.00009443244,0.0011130108,0.15523718,0.000036986024,0.4441696,0.0035024758,0.0096133975],"study_design_scores_gemma":[0.00078446924,0.00015721748,0.9647071,0.00003525344,0.00003302767,0.000011585398,0.000025319494,0.006477492,0.000073887095,0.0064595942,0.021099681,0.00013542532],"about_ca_topic_score_codex":0.0002077058,"about_ca_topic_score_gemma":0.00009762835,"teacher_disagreement_score":0.57945037,"about_ca_system_score_codex":0.0001265009,"about_ca_system_score_gemma":0.00010969426,"threshold_uncertainty_score":0.55405754},"labels":[],"label_agreement":null},{"id":"W2020681478","doi":"10.1007/s11142-013-9265-4","title":"The risk-relevance of securitizations during the recent financial crisis","year":2013,"lang":"en","type":"article","venue":"Review of Accounting Studies","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":28,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"University of Toronto; University of Alberta; Canadian Academic Accounting Association","keywords":"Securitization; Structured finance; Financial crisis; Corporate finance; Stock (firearms); Business; Credit default swap; Relevance (law); Volatility (finance); Collateral; Credit risk; Subprime mortgage crisis; Economics; Financial economics; Financial system; Finance","score_opus":0.019262555462466517,"score_gpt":0.25567720001653926,"score_spread":0.23641464455407274,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2020681478","genre_codex":"review","genre_gemma":"review","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"review","genre_consensus":"review","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.21882412,0.7723046,0.00011864695,0.0065108845,0.0004853306,0.0005855006,0.00008027747,0.000015910182,0.0010747396],"genre_scores_gemma":[0.34992224,0.64963025,0.00010742709,0.000058933114,0.00012145905,0.00007606811,0.0000013797699,0.000007663806,0.00007457407],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9986595,0.000022699242,0.0009034634,0.00016675948,0.0000655732,0.00018200507],"domain_scores_gemma":[0.9978163,0.00035735566,0.001070877,0.00035543973,0.0003872707,0.000012746917],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008045359,0.000109882225,0.0004466805,0.000044458342,0.0005871915,0.000023998231,0.0002550809,0.000029229586,0.00004547263],"category_scores_gemma":[0.0047167293,0.000072011215,0.00015928957,0.00047402416,0.00016625573,0.00014771058,0.000109482484,0.000115295654,0.000046296784],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000011941919,0.00019965078,0.29870114,0.010650188,0.0005815196,5.327454e-7,0.003425697,0.0001569499,0.000022140326,0.47704226,0.14176816,0.067439824],"study_design_scores_gemma":[0.00016226897,0.00001961014,0.5876959,0.0016696679,0.000054189364,9.875598e-7,0.00048002807,0.000053423533,0.000048015496,0.02852768,0.38110507,0.00018314901],"about_ca_topic_score_codex":0.00016999537,"about_ca_topic_score_gemma":0.00006389517,"teacher_disagreement_score":0.44851458,"about_ca_system_score_codex":0.000037525435,"about_ca_system_score_gemma":0.00002137139,"threshold_uncertainty_score":0.5646706},"labels":[],"label_agreement":null},{"id":"W2020722457","doi":"10.2139/ssrn.1157617","title":"Linearized Nelson-Siegel and Svensson Models for the Estimation of Spot Interest Rates","year":2008,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Estimation; Econometrics; Economics","score_opus":0.049761111934515004,"score_gpt":0.24835433011415978,"score_spread":0.19859321817964476,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2020722457","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5581711,0.0064015794,0.43432817,0.0006603203,0.0001345681,0.0001429162,0.000022657645,0.000006148892,0.00013255855],"genre_scores_gemma":[0.9898429,0.008709366,0.0007154602,0.000008815634,0.00017190276,0.000009382751,0.0000055342307,0.0000128893635,0.0005237566],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99895185,0.0000068336035,0.0003894696,0.0001212427,0.000025521109,0.0005050914],"domain_scores_gemma":[0.99940294,0.0001162269,0.00029553744,0.00010779958,0.00004828722,0.000029216993],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007550156,0.00008306118,0.00020578488,0.000100923884,0.00027304387,0.000024399604,0.00011767473,0.00005470331,0.000010274591],"category_scores_gemma":[0.00013760659,0.000070555754,0.00009814473,0.00010682087,0.00007212761,0.0001901663,0.000017021486,0.00034099235,0.000006480668],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000086191816,0.000043628184,0.003893632,0.0000068965105,0.000070429036,2.899978e-7,0.00043630178,0.00920054,0.000025816775,0.9712643,0.00013068884,0.014841279],"study_design_scores_gemma":[0.00075546314,0.00015595258,0.010604444,0.000008840619,0.000012838579,0.000080853264,0.00013247017,0.30709648,0.000058400234,0.67966056,0.001339076,0.000094617535],"about_ca_topic_score_codex":0.000073715695,"about_ca_topic_score_gemma":0.00016411996,"teacher_disagreement_score":0.4336127,"about_ca_system_score_codex":0.000121264,"about_ca_system_score_gemma":0.00019406083,"threshold_uncertainty_score":0.287718},"labels":[],"label_agreement":null},{"id":"W2021510951","doi":"10.1016/j.spa.2014.04.001","title":"Hedging of defaultable claims in a structural model using a locally risk-minimizing approach","year":2014,"lang":"en","type":"article","venue":"Stochastic Processes and their Applications","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":10,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Concordia University","funders":"Ministerio de Economía y Competitividad; Canadian Network for Research and Innovation in Machining Technology, Natural Sciences and Engineering Research Council of Canada; Vienna Science and Technology Fund; Comunidad de Madrid","keywords":"Mathematics; Econometrics; Context (archaeology); Derivative (finance); Probability measure; Measure (data warehouse); Dynamic risk measure; Actuarial science; Event (particle physics); Risk model; Mathematical economics; Value at risk; Risk management; Statistics; Economics; Computer science; Data mining; Finance","score_opus":0.022129189853740936,"score_gpt":0.2259597414100515,"score_spread":0.20383055155631058,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2021510951","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.18929219,0.0007331074,0.8087863,0.000015507276,0.000012250256,0.00025745406,0.00009192489,0.000015989304,0.00079531193],"genre_scores_gemma":[0.98541075,0.00001961531,0.014344961,0.000005642806,0.000052690248,0.00012286687,0.000015077209,0.000016051239,0.000012351949],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9990548,0.000004799154,0.00041666618,0.00030271322,0.000024921304,0.00019608939],"domain_scores_gemma":[0.9993188,0.00008341419,0.00029322813,0.00019515217,0.000058689042,0.000050762308],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00021304184,0.00012099142,0.0002965925,0.00016870399,0.00018871156,0.00003086279,0.00013200998,0.000066529974,0.0000023245004],"category_scores_gemma":[0.00009057588,0.00012540532,0.000036410853,0.00044729808,0.000093565985,0.00012549218,0.00004893425,0.00011178582,0.0000016445066],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00001649814,0.00008315286,0.0033799089,0.00023176453,0.000016025417,2.1606244e-8,0.0019577015,0.24730027,0.00009469641,0.73823154,0.0000017176098,0.008686739],"study_design_scores_gemma":[0.00019573014,0.0000096460935,0.0009920116,0.000018368977,0.000005255885,0.0000015845438,0.00015499067,0.6794585,0.000012668969,0.3190244,0.00002192405,0.00010491466],"about_ca_topic_score_codex":0.0001617026,"about_ca_topic_score_gemma":0.000046143592,"teacher_disagreement_score":0.79611856,"about_ca_system_score_codex":0.000028407994,"about_ca_system_score_gemma":0.000055578374,"threshold_uncertainty_score":0.51138806},"labels":[],"label_agreement":null},{"id":"W2023113203","doi":"10.1007/s11579-011-0044-3","title":"Good Deals and compatible modification of risk and pricing rule: a regulatory treatment","year":2011,"lang":"en","type":"article","venue":"Mathematics and Financial Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":12,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université de Montréal; Group for Research in Decision Analysis","funders":"","keywords":"Mathematical finance; Measure (data warehouse); Risk measure; Set (abstract data type); Work (physics); Financial institution; Risk management; Financial market; Point (geometry); Economics; Actuarial science; Capital requirement; Risk analysis (engineering); Computer science; Microeconomics; Financial economics; Business; Finance; Mathematics; Data mining; Engineering","score_opus":0.04639105990855774,"score_gpt":0.21182024102404598,"score_spread":0.16542918111548824,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2023113203","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9877521,0.0012649115,0.00654186,0.000017864037,0.00008092127,0.00023098243,0.00023908111,0.000014348724,0.0038579737],"genre_scores_gemma":[0.9802595,0.0035668146,0.016019493,0.000005971164,0.000048691392,0.000019492794,0.000008270272,0.000018897257,0.000052873966],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99887663,0.000005246914,0.0006522291,0.00028693076,0.000014768159,0.00016417069],"domain_scores_gemma":[0.9990391,0.00007175356,0.00055188674,0.0002354811,0.000022591314,0.00007917643],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00030016102,0.00016177383,0.0004983003,0.0001568043,0.00015199985,0.000032356213,0.00006127511,0.0001135597,0.000013989422],"category_scores_gemma":[0.00007743517,0.00017830101,0.000051430674,0.000072571114,0.00013876148,0.00013501957,0.000048642756,0.00005958132,0.000006008791],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000012481548,0.00013401298,0.08776185,0.000056777513,0.000018127143,2.9061644e-7,0.0057775863,0.000014288043,0.000010265342,0.8873549,0.0000068992454,0.018852537],"study_design_scores_gemma":[0.0006844197,0.00014169887,0.6914641,0.000025733552,0.00003387416,0.000006588641,0.0002061156,0.01127336,0.00017696425,0.2938969,0.0018379227,0.0002523062],"about_ca_topic_score_codex":0.00044383446,"about_ca_topic_score_gemma":0.00012029156,"teacher_disagreement_score":0.60370225,"about_ca_system_score_codex":0.000044514363,"about_ca_system_score_gemma":0.000025025243,"threshold_uncertainty_score":0.7270904},"labels":[],"label_agreement":null},{"id":"W2027048103","doi":"10.1155/2013/851419","title":"Multidimensional Structural Credit Modeling under Stochastic Volatility","year":2013,"lang":"en","type":"article","venue":"ISRN Probability and Statistics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto; Toronto Metropolitan University","funders":"","keywords":"Stylized fact; Stochastic volatility; Econometrics; Volatility (finance); Estimator; Equity (law); Economics; Credit risk; Financial economics; Actuarial science; Mathematics; Statistics","score_opus":0.03907160489031041,"score_gpt":0.23182820801061982,"score_spread":0.1927566031203094,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2027048103","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.504133,0.00014044033,0.49434015,0.00015818169,0.00021324641,0.00025557601,0.000579847,0.000023716793,0.00015585855],"genre_scores_gemma":[0.93502593,0.000009044825,0.06457821,0.000027811531,0.00009361505,0.000029344217,0.00007256037,0.000012105351,0.0001513462],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99866474,0.000016003136,0.00056800497,0.0004136663,0.000060437047,0.0002771449],"domain_scores_gemma":[0.9992076,0.00015054453,0.00012775643,0.0002596497,0.00012755225,0.00012686317],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00025113937,0.00015838214,0.00029445972,0.00006140092,0.00025690667,0.000072489056,0.00008072955,0.00010645207,0.0004051927],"category_scores_gemma":[0.00041060272,0.0001685179,0.000045116707,0.00009624089,0.00016979044,0.00023673107,0.00006697536,0.00017924154,0.0001105986],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000012598548,0.00004723847,0.044915665,0.000034385426,0.000014159985,3.1090826e-7,0.00026680256,0.018197319,0.0000042886227,0.9332222,0.00035586124,0.002929184],"study_design_scores_gemma":[0.0001275388,0.000016910857,0.18513682,0.0000027113986,0.0000030240546,0.0000010118434,0.000017459826,0.4118721,2.901482e-7,0.4026837,0.000044766966,0.000093661816],"about_ca_topic_score_codex":0.0009436174,"about_ca_topic_score_gemma":0.00024424438,"teacher_disagreement_score":0.5305385,"about_ca_system_score_codex":0.00007579093,"about_ca_system_score_gemma":0.000035801073,"threshold_uncertainty_score":0.6871961},"labels":[],"label_agreement":null},{"id":"W2028212097","doi":"10.1108/10867371011022984","title":"Determinants of credit spread changes for the financial sector","year":2010,"lang":"en","type":"article","venue":"Studies in Economics and Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":9,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Concordia University","funders":"","keywords":"Economics; Diversification (marketing strategy); Explanatory power; Credit risk; Bond; Portfolio; Econometrics; Ordinary least squares; Fixed income; Interest rate; Financial economics; Monetary economics; Actuarial science; Business; Finance","score_opus":0.050075173344769804,"score_gpt":0.2738255594479033,"score_spread":0.22375038610313353,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2028212097","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9881786,0.007264919,0.00019984033,0.00053181767,0.002575494,0.00038134377,0.000376489,0.000006496172,0.0004849969],"genre_scores_gemma":[0.9667562,0.031378206,0.0008974105,0.000041134484,0.0004948893,0.00017764735,0.0000027574627,0.000016827194,0.00023491436],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9988553,0.000002903051,0.000527271,0.0003355845,0.000013042297,0.00026592615],"domain_scores_gemma":[0.9989974,0.00027487555,0.00036756232,0.00029786164,0.000043598917,0.000018707842],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00045314085,0.00015351974,0.00050592463,0.00011198574,0.00018827271,0.000018245712,0.00020976472,0.00010981883,0.0000063395037],"category_scores_gemma":[0.000426057,0.00014446145,0.00008102852,0.00010976623,0.00039762314,0.0000990878,0.000100299374,0.00014253984,0.000004207696],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000073880554,0.00007544828,0.19323964,0.0000729454,0.00003545592,0.0000013244463,0.0022978564,0.00020370413,0.000017162594,0.7234025,0.00067468896,0.079905376],"study_design_scores_gemma":[0.00096506736,0.00015698838,0.5432412,0.000028524903,0.000011803245,0.00000512353,0.00021844658,0.012051222,0.00019027386,0.09083108,0.35195255,0.00034771886],"about_ca_topic_score_codex":0.00009646467,"about_ca_topic_score_gemma":0.0068217525,"teacher_disagreement_score":0.63257146,"about_ca_system_score_codex":0.00002611503,"about_ca_system_score_gemma":0.000025752875,"threshold_uncertainty_score":0.58909667},"labels":[],"label_agreement":null},{"id":"W2028905875","doi":"10.2469/faj.v66.n5.6","title":"The Risk of Tranches Created from Mortgages","year":2010,"lang":"en","type":"article","venue":"Financial Analysts Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":40,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Collateralized debt obligation; Copula (linguistics); Default; Actuarial science; Bond; Econometrics; Probability of default; Asset (computer security); Portfolio; Business; Economics; Credit risk; Financial economics; Computer science; Collateral; Finance; Computer security","score_opus":0.011408400506408801,"score_gpt":0.2001807962599117,"score_spread":0.1887723957535029,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2028905875","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9879925,0.0018549922,0.0057247235,0.00034906156,0.0013512977,0.00007181637,0.00039511823,0.000014251414,0.0022462388],"genre_scores_gemma":[0.9964902,0.0012778114,0.0006470204,0.000009111898,0.0011651565,0.0000047071144,0.000011401911,0.000014715264,0.00037991683],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99849564,0.000026801328,0.00090912654,0.00020940902,0.00008283643,0.00027618548],"domain_scores_gemma":[0.99832195,0.00018201757,0.0009373768,0.0003286646,0.00012071991,0.00010926367],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.000923956,0.00014604996,0.00041244092,0.00017294771,0.00073718117,0.00010839005,0.0003820987,0.00015123044,0.00031525726],"category_scores_gemma":[0.0012503676,0.00011470195,0.0003806871,0.00039218675,0.00018410184,0.00017075457,0.00002918695,0.0007162492,0.00007697913],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00006633309,0.000101815356,0.8673424,0.0000027487974,0.00015544113,0.000010443979,0.0005690194,0.00013855845,0.0005811211,0.106839925,0.0028433886,0.021348791],"study_design_scores_gemma":[0.00031128764,0.00003378789,0.8274275,0.000006661327,0.00003780385,0.000007313445,0.000024226736,0.0005227548,0.0002553629,0.11925286,0.051992957,0.00012749263],"about_ca_topic_score_codex":0.00096939097,"about_ca_topic_score_gemma":0.0017596532,"teacher_disagreement_score":0.049149565,"about_ca_system_score_codex":0.000024227007,"about_ca_system_score_gemma":0.00008180898,"threshold_uncertainty_score":0.56698763},"labels":[],"label_agreement":null},{"id":"W2030143985","doi":"10.1111/1911-3846.12050","title":"The Timeliness of the Bond Market Reaction to Bad Earnings News","year":2013,"lang":"en","type":"article","venue":"Contemporary Accounting Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":113,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Earnings; Bond; Valuation (finance); Bond valuation; Business; Bond market; Monetary economics; Stock market; Stock (firearms); Economics; Financial economics; Financial system; Finance","score_opus":0.057937477094468844,"score_gpt":0.2920940048903466,"score_spread":0.23415652779587776,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2030143985","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8526775,0.0010809294,0.00021444655,0.0124206105,0.00059316447,0.0008707223,0.000028292005,0.000024696512,0.13208964],"genre_scores_gemma":[0.97759664,0.00006422251,0.00007622396,0.000045079174,0.00030705376,0.00009130911,0.000004623914,0.000020906096,0.021793919],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99856347,0.00005683235,0.00058193726,0.00029034461,0.00016280943,0.0003445999],"domain_scores_gemma":[0.9982107,0.00048138452,0.00028506122,0.0006085319,0.00035209415,0.00006217805],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0028987895,0.00009837888,0.00020448401,0.00020607283,0.00075067667,0.0002240843,0.0006053353,0.000087098124,0.00014190206],"category_scores_gemma":[0.0024060025,0.00007148096,0.00010217314,0.0009251025,0.00017957472,0.00041848203,0.0002785188,0.000393225,0.0007172513],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000037636848,0.000037084566,0.55007493,0.000016376363,0.00001603513,3.4572219e-7,0.00035326905,0.00000798183,0.000527195,0.016273687,0.4226236,0.010031864],"study_design_scores_gemma":[0.00010311853,0.000016300488,0.5436399,0.000022573435,4.6172076e-7,4.7045475e-7,0.00016762082,0.000593651,0.0000705956,0.0042436183,0.45107707,0.00006461607],"about_ca_topic_score_codex":0.0033355977,"about_ca_topic_score_gemma":0.000111048765,"teacher_disagreement_score":0.12491916,"about_ca_system_score_codex":0.00006263151,"about_ca_system_score_gemma":0.00010595466,"threshold_uncertainty_score":0.9219054},"labels":[],"label_agreement":null},{"id":"W2030195324","doi":"10.1007/s00780-006-0033-1","title":"Information reduction via level crossings in a credit risk model","year":2007,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":27,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"York University","funders":"","keywords":"Mathematical finance; Asset (computer security); Credit risk; Coupon; Reduction (mathematics); Bond market; Economics; Bond; Value (mathematics); Class (philosophy); Default risk; Actuarial science; Financial economics; Microeconomics; Econometrics; Business; Monetary economics; Finance; Computer science; Mathematics; Statistics; Computer security; Artificial intelligence","score_opus":0.027846270427673313,"score_gpt":0.22857416788425833,"score_spread":0.200727897456585,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2030195324","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.4286237,0.00022650103,0.5693462,0.000047993515,0.00024038879,0.00009752035,0.00015920891,0.000014002498,0.0012445044],"genre_scores_gemma":[0.9921124,0.00023669918,0.007079647,0.000017754464,0.00015823424,0.000010945512,0.000031115727,0.000009373943,0.0003438215],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9989439,0.000002217471,0.000576507,0.00016554815,0.000042192136,0.00026963747],"domain_scores_gemma":[0.9994205,0.000025233707,0.00030775045,0.00015755586,0.000046471043,0.00004246522],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0004910361,0.00011911318,0.00021518796,0.0002812687,0.00019813176,0.00006249411,0.00007388046,0.00013896007,0.0000055461305],"category_scores_gemma":[0.0001507101,0.00014803832,0.00004088914,0.00029471645,0.000089307636,0.0005974303,0.000030019111,0.00019205222,0.000051954146],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00026777948,0.00019826171,0.063017204,0.000058190595,0.00001788244,0.0000043767955,0.015067949,0.07782464,0.00005685579,0.6476411,0.0025014032,0.19334435],"study_design_scores_gemma":[0.0008014272,0.00007364144,0.5813262,0.000026294008,0.000005377245,0.000010122164,0.00013196458,0.31374696,0.000025730751,0.08764409,0.015899802,0.00030839088],"about_ca_topic_score_codex":0.00036316362,"about_ca_topic_score_gemma":0.000107939544,"teacher_disagreement_score":0.56348866,"about_ca_system_score_codex":0.00008015219,"about_ca_system_score_gemma":0.000027238273,"threshold_uncertainty_score":0.60368276},"labels":[],"label_agreement":null},{"id":"W2030903901","doi":"10.2139/ssrn.1359157","title":"On the Determinants of the Implied Default Barrier","year":2011,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Business","score_opus":0.026325014228055634,"score_gpt":0.21011793524406816,"score_spread":0.18379292101601252,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2030903901","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9873025,0.0006950969,0.0009516111,0.00023874002,0.00037008413,0.000106458625,0.000018463823,0.000005060071,0.010312005],"genre_scores_gemma":[0.9983136,0.00041489373,0.00001470849,0.00004178476,0.00010086085,0.00000507622,2.347181e-7,0.000013058653,0.0010957866],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9986741,0.0000174912,0.00038839434,0.00012134753,0.0000465417,0.0007521387],"domain_scores_gemma":[0.9992336,0.000047293554,0.00037015227,0.00028997893,0.00002820561,0.00003074598],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009924336,0.00009080452,0.00016628367,0.00006743618,0.00028331747,0.00001565347,0.00040420378,0.000058600614,0.00016101291],"category_scores_gemma":[0.00018366944,0.000056427125,0.00017634469,0.00016207095,0.000079528174,0.00006531725,0.000036396086,0.0006584232,0.00007560361],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000016786084,0.000027410617,0.10831735,7.660149e-7,0.000021103495,2.0512624e-7,0.00027385584,0.000004181887,0.000008947386,0.88886005,0.000095856994,0.0023735077],"study_design_scores_gemma":[0.00017595441,0.00008388788,0.2524924,0.0000065983436,0.0000061026553,0.000026387259,0.00017062842,0.00009191873,0.00020045649,0.7453376,0.0013353499,0.00007272343],"about_ca_topic_score_codex":0.0001039023,"about_ca_topic_score_gemma":0.0004623691,"teacher_disagreement_score":0.14417504,"about_ca_system_score_codex":0.00017228209,"about_ca_system_score_gemma":0.00026216538,"threshold_uncertainty_score":0.28605577},"labels":[],"label_agreement":null},{"id":"W2031126701","doi":"10.1111/j.1475-6803.2007.00215.x","title":"STOCK MARKET REACTION TO ANTICIPATED VERSUS SURPRISE RATING CHANGES","year":2007,"lang":"en","type":"article","venue":"The Journal of Financial Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":14,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Queen's University","funders":"","keywords":"Surprise; Economics; Stock (firearms); Bond credit rating; Stock market; Econometrics; Financial economics; Stock price; Monetary economics; Event study; Business; Actuarial science; Credit risk; Psychology; Engineering","score_opus":0.20309347462459712,"score_gpt":0.3869107449909729,"score_spread":0.18381727036637577,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2031126701","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.98121375,0.0007097631,0.004249824,0.001798539,0.0012198983,0.00025696607,0.000020505839,0.0000089274945,0.010521848],"genre_scores_gemma":[0.99656343,0.00040463344,0.00032924878,0.000024887666,0.0012528333,0.0000035470073,0.000001205861,0.000018646242,0.0014015584],"study_design_codex":"design_other","study_design_gemma":"observational","domain_scores_codex":[0.99827516,0.0000843423,0.0006883425,0.00014816417,0.00025793974,0.0005460397],"domain_scores_gemma":[0.9978081,0.0008803585,0.00039472425,0.00026659959,0.00047836805,0.00017183623],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.013744188,0.00010576803,0.00029880836,0.0007460459,0.00043729553,0.000053224823,0.00040773972,0.0001106192,0.0000994935],"category_scores_gemma":[0.0056367298,0.00009182153,0.000088735665,0.0012017265,0.00009915539,0.000167079,0.00009438546,0.0006463304,0.00013581586],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.023508608,0.0009779353,0.07739013,0.00010979912,0.00019091414,0.00024568735,0.016337393,0.0003652076,0.017829861,0.11193015,0.21050058,0.5406137],"study_design_scores_gemma":[0.00091474777,0.0009345953,0.8525449,0.000046153327,0.000009529187,0.000016331322,0.0002184579,0.0001547228,0.0008115956,0.0028908858,0.14129692,0.00016116154],"about_ca_topic_score_codex":0.00033862723,"about_ca_topic_score_gemma":0.0010270906,"teacher_disagreement_score":0.77515477,"about_ca_system_score_codex":0.00025728266,"about_ca_system_score_gemma":0.00013943118,"threshold_uncertainty_score":0.6748099},"labels":[],"label_agreement":null},{"id":"W2031448578","doi":"10.1111/fire.12054","title":"Split Ratings and Differences in Corporate Credit Rating Policy between Moody's and Standard &amp; Poor's","year":2014,"lang":"en","type":"article","venue":"Financial Review","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":23,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Bank of Canada","funders":"","keywords":"Credit rating; Bond credit rating; Index (typography); Corporate governance; Bivariate analysis; Economics; Multivariate probit model; Investment (military); Actuarial science; Business; Autonomy; Accounting; Econometrics; Finance; Statistics; Credit reference; Mathematics; Credit risk; Political science","score_opus":0.058623396402823866,"score_gpt":0.2606424971460139,"score_spread":0.20201910074319002,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2031448578","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.92418313,0.06362313,0.0042520566,0.003354121,0.00021512207,0.00063586613,0.00034100434,0.0000413246,0.0033542174],"genre_scores_gemma":[0.9631925,0.03362238,0.0016575445,0.00027427828,0.0008046756,0.000051466573,0.00004349046,0.000023898643,0.00032976427],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9982419,0.000040674586,0.00086851435,0.00045540874,0.000065608736,0.00032790465],"domain_scores_gemma":[0.9988505,0.00014762791,0.00060971384,0.00022718165,0.00004335774,0.000121600715],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010951258,0.00021978031,0.00094002706,0.00020269,0.00018146889,0.000088188695,0.00013763641,0.000119818316,0.00003982025],"category_scores_gemma":[0.0026698087,0.00023151124,0.00007065615,0.00050365744,0.00012402497,0.00020413009,0.000099266086,0.00021170621,0.000047149406],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000074170284,0.000013757232,0.58854,0.000726849,0.000004930402,0.0000010130252,0.00015313464,4.6736037e-7,0.000003045103,0.31694746,0.0011459045,0.092456035],"study_design_scores_gemma":[0.0003352828,0.00007407318,0.787795,0.00080263324,0.000012744979,0.0000021035064,0.0000026554742,0.00005246294,0.0000017681607,0.055467445,0.15519738,0.0002564442],"about_ca_topic_score_codex":0.00049478974,"about_ca_topic_score_gemma":0.0003280306,"teacher_disagreement_score":0.26148,"about_ca_system_score_codex":0.0000510595,"about_ca_system_score_gemma":0.00007853681,"threshold_uncertainty_score":0.9440754},"labels":[],"label_agreement":null},{"id":"W2032124810","doi":"10.1016/j.insmatheco.2013.04.003","title":"Finite-time survival probability and credit default swaps pricing under geometric Lévy markets","year":2013,"lang":"en","type":"article","venue":"Insurance Mathematics and Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":13,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Manitoba","funders":"Core Research for Evolutional Science and Technology; Natural Sciences and Engineering Research Council of Canada; University of Manitoba; Japan Society for the Promotion of Science; University of Minnesota Duluth","keywords":"Credit default swap; iTraxx; Credit derivative; Business; Mathematics; Econometrics; Economics; Credit risk; Actuarial science; Credit valuation adjustment","score_opus":0.025343507985417065,"score_gpt":0.19980509057617044,"score_spread":0.17446158259075337,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2032124810","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97697014,0.001054467,0.011002904,0.00036607427,0.00032437962,0.00049709604,0.00015960414,0.000047447375,0.0095778685],"genre_scores_gemma":[0.9882108,0.001075488,0.0097690625,0.00004242388,0.00016406429,0.00006734814,0.00001684341,0.000042572265,0.0006113946],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99814904,0.000009791088,0.0008981186,0.0005119206,0.000036714835,0.00039440062],"domain_scores_gemma":[0.9984862,0.0004398933,0.00043674125,0.00041222968,0.000062130675,0.00016279273],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.00066316704,0.00026476223,0.0006549123,0.0002779613,0.00023512752,0.0002834326,0.0001776659,0.00017580568,0.00027825107],"category_scores_gemma":[0.00039735375,0.00029438405,0.00009364618,0.00026746388,0.00016023562,0.00045626707,0.00013045968,0.00016643576,0.000387478],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000040041043,0.0006094075,0.38997748,0.0006202497,0.00021821327,0.000002405166,0.0020555241,0.003278413,0.000039493378,0.5684146,0.00069729524,0.034046855],"study_design_scores_gemma":[0.00054703513,0.00004950282,0.5983776,0.000025826865,0.000009294812,0.000008684555,0.00011847977,0.07636685,0.000009496774,0.32182273,0.002220277,0.0004442543],"about_ca_topic_score_codex":0.00021348133,"about_ca_topic_score_gemma":0.000038869468,"teacher_disagreement_score":0.2465919,"about_ca_system_score_codex":0.0000882329,"about_ca_system_score_gemma":0.000021583863,"threshold_uncertainty_score":0.9999508},"labels":[],"label_agreement":null},{"id":"W2032533707","doi":"10.1093/rfs/hhm070","title":"State Dependence Can Explain the Risk Aversion Puzzle","year":2007,"lang":"en","type":"article","venue":"Review of Financial Studies","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":137,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Bank of Canada","funders":"","keywords":"Risk aversion (psychology); Economics; State (computer science); Psychology; Econometrics; Actuarial science; Financial economics; Expected utility hypothesis; Computer science","score_opus":0.03873345811422743,"score_gpt":0.27420463954316626,"score_spread":0.23547118142893883,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2032533707","genre_codex":"review","genre_gemma":"review","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"review","genre_consensus":"review","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.19690484,0.78954965,0.0047252425,0.0016075345,0.001038109,0.0007305955,0.00039103307,0.000031949625,0.005021028],"genre_scores_gemma":[0.45364276,0.54535437,0.00030179715,0.00015691294,0.00016859376,0.000020930027,0.0000050915683,0.000010621329,0.0003389374],"study_design_codex":"design_other","study_design_gemma":"observational","domain_scores_codex":[0.99851495,0.000022636343,0.000833596,0.0002576817,0.000082731574,0.00028839085],"domain_scores_gemma":[0.9986186,0.00021396363,0.0006810876,0.0003228299,0.00011950931,0.00004403066],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021427418,0.00015156752,0.00058746163,0.00008227185,0.00041999688,0.000008621509,0.0002451403,0.000045449375,0.00003396264],"category_scores_gemma":[0.002098846,0.000119910605,0.00021132434,0.00046031867,0.00017251224,0.00008643872,0.000108267384,0.00016153575,0.00008639825],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000061609964,0.00019887152,0.28306025,0.0034832999,0.00017647695,0.000022795224,0.0043298104,0.000044534358,0.000010694753,0.30835643,0.037689082,0.36256614],"study_design_scores_gemma":[0.00020579387,0.00006512424,0.49385944,0.0011449537,0.000031968717,0.0000024373956,0.000114290946,0.000010549684,0.00008857463,0.01659137,0.4876599,0.0002255933],"about_ca_topic_score_codex":0.00046366733,"about_ca_topic_score_gemma":0.0014050223,"teacher_disagreement_score":0.44997084,"about_ca_system_score_codex":0.00009714831,"about_ca_system_score_gemma":0.000032861557,"threshold_uncertainty_score":0.48898125},"labels":[],"label_agreement":null},{"id":"W2032942524","doi":"10.3905/jod.2006.667547","title":"Valuing Credit Derivatives Using an Implied Copula Approach","year":2006,"lang":"en","type":"article","venue":"The Journal of Derivatives","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":158,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Tranche; Copula (linguistics); Collateralized debt obligation; Credit derivative; iTraxx; Econometrics; Volatility (finance); Synthetic CDO; Portfolio; Bond; Credit risk; Issuer; Credit default swap; Economics; Computer science; Credit valuation adjustment; Financial economics; Actuarial science; Finance","score_opus":0.06402220521665405,"score_gpt":0.2600603929961557,"score_spread":0.19603818777950163,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2032942524","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.83649725,0.0014166723,0.15752225,0.00015587245,0.00023239187,0.00009918855,0.000021024594,0.000011715531,0.004043637],"genre_scores_gemma":[0.98766506,0.00007574126,0.01124671,0.000019799536,0.0008760018,0.0000015071656,0.0000058043015,0.000024153887,0.00008520186],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99863267,0.00006136062,0.0008333459,0.0001438637,0.00008437087,0.00024437337],"domain_scores_gemma":[0.99843484,0.000120077115,0.0010483391,0.00023263042,0.00010494911,0.000059148046],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.000909709,0.00015600878,0.0003998971,0.00022672961,0.00032078414,0.000077856195,0.00034791688,0.00006756494,0.00004332206],"category_scores_gemma":[0.00014555076,0.00012551126,0.00012464054,0.00035066062,0.00018441518,0.00059068063,0.000047859874,0.00021912433,0.000006233829],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00028372917,0.001141256,0.21925013,0.000053120206,0.00029660494,0.000010875108,0.015205332,0.048545633,0.02301709,0.6880502,0.001716105,0.0024299005],"study_design_scores_gemma":[0.00084980915,0.00020534809,0.87853104,0.000035088808,0.000038159124,0.00010463956,0.0020021857,0.0077661914,0.0014865305,0.10359164,0.0050347056,0.00035466513],"about_ca_topic_score_codex":0.0001573279,"about_ca_topic_score_gemma":0.000007268082,"teacher_disagreement_score":0.6592809,"about_ca_system_score_codex":0.00007764014,"about_ca_system_score_gemma":0.000051916322,"threshold_uncertainty_score":0.51182},"labels":[],"label_agreement":null},{"id":"W2034142697","doi":"10.3905/jfi.2005.523092","title":"Credit Default Swaptions","year":2005,"lang":"en","type":"article","venue":"The Journal of Fixed Income","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Notional amount; Credit default swap; Credit derivative; Collateralized debt obligation; iTraxx; Business; Interest rate swap; Economics; Swap (finance); Actuarial science; Credit valuation adjustment; Credit risk; Finance","score_opus":0.02408480981304394,"score_gpt":0.23042190644819052,"score_spread":0.20633709663514657,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2034142697","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.95732164,0.0030467713,0.015081568,0.0059536407,0.0009758241,0.00008496558,0.00005650584,0.00001526481,0.017463794],"genre_scores_gemma":[0.9954818,0.00034118787,0.0013188922,0.000075821794,0.0014328806,0.0000012436617,0.0000012741593,0.000011342828,0.0013355667],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9990202,0.000015253465,0.0006841199,0.00006616329,0.00005499406,0.00015924823],"domain_scores_gemma":[0.99896526,0.00010755124,0.0005600957,0.0002222681,0.000075844175,0.00006898059],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00085001957,0.00008060282,0.00023431324,0.00019184111,0.00017460666,0.000030226718,0.00032116563,0.000057381287,0.00044226053],"category_scores_gemma":[0.00019050388,0.00006362403,0.000145231,0.000227331,0.00006540237,0.00027551546,0.000034297536,0.00023930692,0.00047971657],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00024188933,0.00055067334,0.17911136,0.00002413571,0.0003170501,0.00001556127,0.0057207397,0.014624159,0.0005553374,0.69229037,0.07212691,0.034421787],"study_design_scores_gemma":[0.0005759929,0.00011850859,0.57460696,0.000020562147,0.00002299662,0.0000977432,0.00009645152,0.0013220815,0.0000675666,0.03025792,0.3926612,0.00015200331],"about_ca_topic_score_codex":0.00006297891,"about_ca_topic_score_gemma":0.000047932645,"teacher_disagreement_score":0.6620325,"about_ca_system_score_codex":0.00009185151,"about_ca_system_score_gemma":0.000029488845,"threshold_uncertainty_score":0.6165946},"labels":[],"label_agreement":null},{"id":"W2037998622","doi":"10.1002/cjas.62","title":"Estimation of the default risk of publicly traded companies: evidence from Canadian data","year":2008,"lang":"en","type":"article","venue":"Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l Administration","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":9,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":true,"ca_institutions":"HEC Montréal","funders":"","keywords":"Econometrics; Default risk; Risk model; Value (mathematics); Actuarial science; Maximum likelihood; Economics; Business; Accounting; Financial economics; Statistics; Credit risk; Mathematics","score_opus":0.24931680652457644,"score_gpt":0.31485678076704915,"score_spread":0.06553997424247271,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2037998622","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.99092776,0.0010893181,0.002333721,0.0011400825,0.0005683644,0.00019247305,0.0018944998,0.0000029155315,0.0018508967],"genre_scores_gemma":[0.9931527,0.00010185127,0.0065373005,0.00002526159,0.000109175315,0.0000025930683,0.000016732656,0.0000070101096,0.000047399357],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9975477,0.0001152279,0.0011987425,0.0004370546,0.0001429051,0.00055835774],"domain_scores_gemma":[0.9962264,0.00036586847,0.0017873674,0.00048689242,0.00029722071,0.00083629315],"candidate_categories":["sts"],"consensus_categories":["sts"],"category_scores_codex":[0.0027116335,0.00017677752,0.00043528836,0.0006324543,0.0015421119,0.00015474918,0.0020162286,0.00011257602,0.00011597512],"category_scores_gemma":[0.0048807235,0.00016147857,0.0001395937,0.0018344899,0.005290424,0.001557732,0.000028086586,0.0002430431,0.0000032050964],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":true,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000021986101,0.00004562058,0.9135146,0.000035665984,0.00005367083,0.000048160266,0.020581922,0.010225806,0.000094128845,0.05318857,0.00058872526,0.0016011082],"study_design_scores_gemma":[0.00021013856,0.0011112829,0.9283669,0.00027707376,0.000040657647,0.00030369958,0.003673265,0.036339134,0.00064516714,0.027803162,0.0009557282,0.00027381958],"about_ca_topic_score_codex":0.6304695,"about_ca_topic_score_gemma":0.9785472,"teacher_disagreement_score":0.34807768,"about_ca_system_score_codex":0.00061194436,"about_ca_system_score_gemma":0.012861965,"threshold_uncertainty_score":0.99975777},"labels":[],"label_agreement":null},{"id":"W2038242260","doi":"10.1007/s10436-015-0260-6","title":"Dynamic optimal capital structure with regime switching","year":2015,"lang":"en","type":"article","venue":"Annals of Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":11,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Calgary","funders":"","keywords":"Capital structure; Bankruptcy; Economics; Volatility (finance); Mathematical finance; Econometrics; Corporate tax; Financial economics; Mathematical economics; Macroeconomics; Double taxation; Finance","score_opus":0.04555909129212503,"score_gpt":0.2586466902819183,"score_spread":0.21308759898979324,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2038242260","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.98704433,0.0030478353,0.0055594295,0.00096920587,0.00020464022,0.00011225908,0.00021884752,0.000023045644,0.0028204077],"genre_scores_gemma":[0.9945705,0.00020690277,0.0043573263,0.000043009364,0.00006626682,0.0000056207905,0.000019233088,0.000020535888,0.0007105908],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9989873,0.0000050465674,0.0003873844,0.00029464226,0.000059759757,0.00026583966],"domain_scores_gemma":[0.9990871,0.00001735373,0.00037493798,0.0003395839,0.00011176016,0.00006928334],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00019053955,0.00014244691,0.00034514113,0.00013079858,0.00006505413,0.000026178068,0.00020557239,0.00008998471,0.00002311638],"category_scores_gemma":[0.00009115654,0.00014579757,0.00006705037,0.00027613368,0.0000726274,0.0002999617,0.00003656958,0.00013566265,0.000050198247],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00029857527,0.00021347728,0.095964104,0.000056913846,0.000098843746,0.00003599256,0.004956792,0.020284273,0.00013553744,0.85483,0.009099984,0.01402546],"study_design_scores_gemma":[0.0016280035,0.00087020535,0.7455173,0.00012694598,0.000012669201,0.000042859116,0.0003218503,0.011399366,0.0009444583,0.13393074,0.104242824,0.0009627434],"about_ca_topic_score_codex":0.00020947296,"about_ca_topic_score_gemma":0.00010700162,"teacher_disagreement_score":0.72089934,"about_ca_system_score_codex":0.000022763797,"about_ca_system_score_gemma":0.000061001592,"threshold_uncertainty_score":0.59454525},"labels":[],"label_agreement":null},{"id":"W2038267309","doi":"10.5539/ass.v8n2p276","title":"Research on the Legal Liability for Bankcard Deposit Loss","year":2012,"lang":"en","type":"article","venue":"Asian Social Science","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Loan; Liability; Business; Deposit insurance; Law and economics; Newspaper; Law; Finance; Economics; Political science; Advertising","score_opus":0.09536772518899096,"score_gpt":0.34291020905847724,"score_spread":0.2475424838694863,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2038267309","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.4226938,0.00009999292,0.0020509511,0.0070956,0.00080614,0.00042487346,0.0000763021,0.000021776143,0.56673056],"genre_scores_gemma":[0.9981551,0.0000045409165,0.0001510614,0.00005878334,0.0009334198,0.00006407773,0.0000014329236,0.0000068572162,0.0006247084],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9987818,0.000022242744,0.00020919101,0.00026817224,0.00013272782,0.00058586383],"domain_scores_gemma":[0.99934226,0.00016672327,0.00007258948,0.00023753512,0.00008643227,0.000094470364],"candidate_categories":["sts"],"consensus_categories":[],"category_scores_codex":[0.00406868,0.000066284214,0.00012617598,0.00011028825,0.0017635715,0.0001489085,0.00044392748,0.000063111875,0.000053556272],"category_scores_gemma":[0.00060122774,0.00005751423,0.000091648704,0.00093285163,0.00090746966,0.00036149396,0.000074922726,0.000175868,0.00022833706],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000056803933,0.000044573524,0.026989656,0.0000019224276,0.0000016274461,8.673767e-8,0.0008920356,2.8575627e-7,0.000011931369,0.9610941,0.001661673,0.009296476],"study_design_scores_gemma":[0.00006791336,0.000031918396,0.8025327,0.0000018480724,9.74824e-7,3.9637607e-7,0.00034236198,0.0000302908,0.00011787559,0.04016632,0.15662749,0.00007992771],"about_ca_topic_score_codex":0.00018846717,"about_ca_topic_score_gemma":0.00002629532,"teacher_disagreement_score":0.92092776,"about_ca_system_score_codex":0.0002328589,"about_ca_system_score_gemma":0.00006296122,"threshold_uncertainty_score":0.999536},"labels":[],"label_agreement":null},{"id":"W2038682698","doi":"10.1007/s00184-012-0382-z","title":"Default models based on scale mixtures of Marshall-Olkin copulas: properties and applications","year":2012,"lang":"en","type":"article","venue":"Metrika","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":18,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Toronto Metropolitan University","funders":"","keywords":"Copula (linguistics); Mathematics; Laplace transform; Econometrics; Applied mathematics; Parametric statistics; Statistics; Mathematical analysis","score_opus":0.05766549078931896,"score_gpt":0.22226014448622908,"score_spread":0.16459465369691012,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2038682698","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8268398,0.017536808,0.12110454,0.00039580764,0.0003262911,0.0008656802,0.0004706402,0.00006943713,0.032391],"genre_scores_gemma":[0.99769616,0.00012253864,0.0015610402,0.000038900384,0.00014432122,0.000090309615,0.000016804559,0.000015594862,0.00031434317],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99923277,0.000009116294,0.00033289546,0.0001840948,0.000047168418,0.0001939355],"domain_scores_gemma":[0.99942183,0.000051834555,0.00015642676,0.00026157996,0.000032687603,0.00007560653],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0002880224,0.00010122081,0.0002458138,0.00031737823,0.000091415684,0.000020344178,0.00010284598,0.000083620376,0.000045484885],"category_scores_gemma":[0.00007375614,0.000100690835,0.0000664263,0.0003647431,0.000073037874,0.0001548326,0.000026166874,0.00007413192,0.00004967086],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00009821946,0.0010165726,0.4597932,0.00018530493,0.00005249075,3.2289873e-7,0.00094443996,0.0073773987,0.00048125617,0.49605906,0.0019419672,0.03204977],"study_design_scores_gemma":[0.0014550115,0.00021379144,0.7142078,0.000073506315,0.00004500467,0.0000028653992,0.00013371096,0.08328761,0.0051379004,0.043196812,0.15149064,0.0007553058],"about_ca_topic_score_codex":0.00016366353,"about_ca_topic_score_gemma":0.000015118509,"teacher_disagreement_score":0.45286223,"about_ca_system_score_codex":0.000035015368,"about_ca_system_score_gemma":0.000011886587,"threshold_uncertainty_score":0.4106053},"labels":[],"label_agreement":null},{"id":"W2038799563","doi":"10.1080/10920277.2014.976311","title":"CreditRisk<sup>+</sup>Model with Dependent Risk Factors","year":2014,"lang":"en","type":"article","venue":"North American Actuarial Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":11,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"","keywords":"Bivariate analysis; Independence (probability theory); Multivariate statistics; Generalization; Conditional independence; Portfolio; Econometrics; Model risk; Computer science; Class (philosophy); Poisson distribution; Credit risk; Copula (linguistics); Mathematical optimization; Mathematics; Risk management; Economics; Artificial intelligence; Statistics; Actuarial science; Machine learning; Financial economics","score_opus":0.01532149552781494,"score_gpt":0.2018154649943212,"score_spread":0.18649396946650626,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2038799563","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.79944587,0.000040501753,0.19743435,0.00014690608,0.0003701293,0.0001197716,0.00023870388,0.000043449392,0.0021603475],"genre_scores_gemma":[0.99344957,0.00028054108,0.0039833025,0.00006030758,0.0019011954,0.0000075978787,0.000030192154,0.000050926905,0.00023637211],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9979934,0.000047479996,0.0007755721,0.00043513483,0.00017560764,0.00057277037],"domain_scores_gemma":[0.99773383,0.0001358812,0.0012362892,0.0003957067,0.000098402896,0.00039990616],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0004918395,0.00030461876,0.0006659464,0.00036209798,0.0005799075,0.00022925087,0.0004009218,0.00007714097,0.00016505424],"category_scores_gemma":[0.00043419105,0.00027152785,0.0002313619,0.00047413757,0.00024538976,0.00035946554,0.00005165747,0.00073006155,0.00014456567],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00013313905,0.000090602465,0.87559956,0.0000019721217,0.00008683463,0.0000047444228,0.00079534797,0.10026106,6.623942e-7,0.0025348444,0.0012933551,0.019197876],"study_design_scores_gemma":[0.0015942684,0.0007109432,0.8546401,0.00000856394,0.0000671252,0.000044697128,0.0002521257,0.101063795,0.000008351464,0.0034865385,0.037465855,0.0006576257],"about_ca_topic_score_codex":0.0014085153,"about_ca_topic_score_gemma":0.0005534825,"teacher_disagreement_score":0.19400373,"about_ca_system_score_codex":0.00017624801,"about_ca_system_score_gemma":0.0001335208,"threshold_uncertainty_score":0.9999737},"labels":[],"label_agreement":null},{"id":"W2044406885","doi":"10.1016/j.gfj.2006.10.001","title":"Equity and debt market responses to sovereign credit ratings announcement","year":2007,"lang":"en","type":"article","venue":"Global Finance Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":70,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Brock University","funders":"","keywords":"Downgrade; Bond market; Bond; Monetary economics; Market liquidity; Credit rating; Economics; Local currency; Debt; Financial system; Currency; Business; Finance","score_opus":0.031213264927110157,"score_gpt":0.2848433140910199,"score_spread":0.25363004916390974,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2044406885","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8478425,0.002667315,0.04757269,0.0018605952,0.0014015649,0.00022646725,0.0004768299,0.000029523451,0.09792249],"genre_scores_gemma":[0.98876375,0.00066908245,0.0075990893,0.00039028484,0.0008076301,0.0000056013146,0.0000038444537,0.000012379817,0.0017483139],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9981442,0.000014267219,0.000777587,0.0003443069,0.000130004,0.0005896513],"domain_scores_gemma":[0.9989961,0.00006489301,0.00038865145,0.00022131848,0.00009821324,0.00023087229],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022759947,0.00018515284,0.0003397247,0.00014475525,0.0004384625,0.0002333371,0.00027180705,0.00011262154,0.00022453726],"category_scores_gemma":[0.0006323611,0.00020803492,0.00010348074,0.00043277963,0.00007560733,0.00032105268,0.00024834508,0.00021523763,0.00011496833],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0005878009,0.00010642335,0.3552463,0.000011625114,0.00002783788,0.00007797852,0.00024450093,0.000054555916,0.00003641469,0.5123166,0.07464976,0.056640238],"study_design_scores_gemma":[0.00041230253,0.00015886531,0.6900864,0.000027317155,0.000004067161,0.000120366756,0.000043355933,0.00008462301,0.0000136940225,0.090425946,0.21842138,0.00020167428],"about_ca_topic_score_codex":0.00010406897,"about_ca_topic_score_gemma":0.00009899,"teacher_disagreement_score":0.42189062,"about_ca_system_score_codex":0.00040500116,"about_ca_system_score_gemma":0.0000970103,"threshold_uncertainty_score":0.84834176},"labels":[],"label_agreement":null},{"id":"W2044906157","doi":"10.1057/jibs.2013.4","title":"Credit rating initiation and accounting quality for emerging-market firms","year":2013,"lang":"en","type":"article","venue":"Journal of International Business Studies","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":36,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Queen's University; York University","funders":"","keywords":"Credit rating; Emerging markets; Certification; Quality (philosophy); International Financial Reporting Standards; Bond credit rating; Business; Capital market; Accounting; Issuer; Credit enhancement; International business; Economics; Finance; Credit reference; Credit risk","score_opus":0.06422599937005656,"score_gpt":0.3139118782170216,"score_spread":0.24968587884696503,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2044906157","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9610832,0.0045849346,0.02073408,0.007978658,0.0028853135,0.00017321696,0.00008872791,0.000009852853,0.0024620586],"genre_scores_gemma":[0.99423075,0.0012896394,0.0028194827,0.00006094137,0.0012777444,0.00002032349,0.0000066733182,0.000009332255,0.0002851279],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99887663,0.000006577477,0.0008252132,0.00011498485,0.00007158899,0.000105031315],"domain_scores_gemma":[0.9973122,0.00028441031,0.0010585639,0.000052839332,0.0012686071,0.000023412811],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007071328,0.00008725497,0.00029283323,0.00021925042,0.00015113322,0.00010299973,0.000109446955,0.000036924044,0.0001028734],"category_scores_gemma":[0.003534284,0.00008306436,0.000075648546,0.00013173255,0.00004589811,0.0007883201,0.000051055667,0.000071379654,0.000005052313],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00007803556,0.00011207065,0.8817305,0.00015633208,0.0005068069,0.0000019153083,0.0019507078,0.00040953647,0.00016004327,0.07072248,0.03238678,0.011784769],"study_design_scores_gemma":[0.0005084475,0.000021541066,0.95049495,0.0000643757,0.000008525682,0.000007273264,0.0005579172,0.001410057,0.00001139216,0.029671762,0.017138211,0.000105572915],"about_ca_topic_score_codex":0.000065943284,"about_ca_topic_score_gemma":0.000014583319,"teacher_disagreement_score":0.06876441,"about_ca_system_score_codex":0.00007316472,"about_ca_system_score_gemma":0.00001786838,"threshold_uncertainty_score":0.42311233},"labels":[],"label_agreement":null},{"id":"W2047283491","doi":"10.1155/2014/838625","title":"Sum of Bernoulli Mixtures: Beyond Conditional Independence","year":2014,"lang":"en","type":"article","venue":"Journal of Probability and Statistics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Regina","funders":"","keywords":"Mathematics; Bernoulli's principle; Mixing (physics); Bernoulli distribution; Random variable; Conditional probability distribution; Beta-binomial distribution; Independence (probability theory); Event (particle physics); Statistics; Binomial distribution; Conditional independence; Limit (mathematics); Applied mathematics; Joint probability distribution; Econometrics; Statistical physics; Negative binomial distribution; Mathematical analysis","score_opus":0.02083595313029508,"score_gpt":0.22988312119911247,"score_spread":0.2090471680688174,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2047283491","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2705362,0.0005226974,0.72597885,0.0002506002,0.00029194096,0.00007876813,0.0011189543,0.0000026564126,0.0012193181],"genre_scores_gemma":[0.93143445,0.00012013332,0.06821395,0.000018684266,0.00012410597,9.945164e-7,0.000013685768,0.0000046558234,0.000069367066],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9989473,0.000020313537,0.00074045395,0.00011057088,0.00008003582,0.00010127966],"domain_scores_gemma":[0.9987208,0.00023438591,0.0006593535,0.000108290784,0.00020581952,0.000071298935],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00089396763,0.000071782146,0.00031499195,0.00009289373,0.00006558276,0.000021267846,0.00009824063,0.0000791707,0.00009756835],"category_scores_gemma":[0.0010051486,0.00007229458,0.000056464272,0.00007691412,0.00018570144,0.0001233575,0.000020998297,0.00016895367,0.000004668022],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000020856403,0.000081634396,0.09851222,0.0000492901,0.000015745727,0.000001065645,0.00018821086,0.00012338764,0.000018227254,0.8982341,0.0007857862,0.0019694648],"study_design_scores_gemma":[0.00026897385,0.0001569939,0.25506768,0.000009864836,0.000008311521,0.000011511839,0.00001195429,0.0008147993,0.000031642372,0.7372603,0.0062975236,0.00006043048],"about_ca_topic_score_codex":0.000036085734,"about_ca_topic_score_gemma":0.000043180917,"teacher_disagreement_score":0.6608982,"about_ca_system_score_codex":0.000028108205,"about_ca_system_score_gemma":0.000049136397,"threshold_uncertainty_score":0.29480872},"labels":[],"label_agreement":null},{"id":"W2048864418","doi":"10.3905/jfi.2003.319361","title":"Convertible Bond Prices and Inherent Biases","year":2003,"lang":"en","type":"article","venue":"The Journal of Fixed Income","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":45,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Wilfrid Laurier University","funders":"","keywords":"Convertible bond; Economics; Valuation (finance); Moneyness; Bond valuation; Convertible; Embedded option; Bond; Sample (material); Convertible arbitrage; Monetary economics; Financial economics; Market price; Econometrics; Microeconomics; Finance; Capital asset pricing model; Chemistry","score_opus":0.0431114651564601,"score_gpt":0.23591580616444321,"score_spread":0.1928043410079831,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2048864418","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.98426276,0.0062918467,0.0014135696,0.00039890557,0.00038250643,0.00006187935,0.00001332498,0.0000041125245,0.007171107],"genre_scores_gemma":[0.99802613,0.0011127813,0.0005017829,0.000037733527,0.000094863,8.4923863e-7,3.7682327e-7,0.000007162783,0.00021828871],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9993108,0.000012101091,0.0004610962,0.0000620357,0.00003672963,0.00011723871],"domain_scores_gemma":[0.9991683,0.00016153888,0.00045015174,0.00012481252,0.00003931336,0.000055884455],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007215859,0.0000702467,0.00022026857,0.00013354151,0.000113057584,0.000033713353,0.000120944416,0.000037151716,0.00014866014],"category_scores_gemma":[0.00032195912,0.000052223244,0.000056741428,0.00016019044,0.00006880823,0.00017054802,0.000019316547,0.000129057,0.000031963616],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00006931315,0.00012837027,0.46147898,0.000024834026,0.00009469625,0.000007765053,0.0015172774,0.00012827496,0.00018305186,0.52934355,0.005002179,0.0020216866],"study_design_scores_gemma":[0.0009283308,0.00027024373,0.8054861,0.000054602082,0.00002672017,0.00013602152,0.00032008888,0.00018199376,0.0006707957,0.063802995,0.12793079,0.00019130904],"about_ca_topic_score_codex":0.000040218427,"about_ca_topic_score_gemma":0.000014828019,"teacher_disagreement_score":0.46554056,"about_ca_system_score_codex":0.000030561914,"about_ca_system_score_gemma":0.000024168561,"threshold_uncertainty_score":0.21296021},"labels":[],"label_agreement":null},{"id":"W2051698636","doi":"10.1111/j.1475-679x.2009.00348.x","title":"The Informational Role of Bond Analysts","year":2009,"lang":"en","type":"article","venue":"Journal of Accounting Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":119,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Bond; Bond market; Equity (law); Business; Corporate bond; Bond credit rating; Credit rating; Financial economics; Financial system; Economics; Finance; Accounting; Credit risk; Political science; Credit reference","score_opus":0.039397237132596755,"score_gpt":0.3125540571873121,"score_spread":0.27315682005471537,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2051698636","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97128683,0.0026122055,0.00017971192,0.0015539782,0.00012783482,0.000055883705,0.0000093191165,0.0000022762667,0.024171967],"genre_scores_gemma":[0.9989539,0.00025343747,0.00028094937,0.000008565858,0.0003325312,5.297813e-7,9.771459e-7,0.000003242416,0.00016586077],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99875385,0.0000104452765,0.0007778642,0.000055066168,0.00020302903,0.00019974077],"domain_scores_gemma":[0.9984393,0.00024179822,0.00061244506,0.00013852208,0.0005294909,0.000038416936],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0039468934,0.000043440123,0.0001742349,0.00043173623,0.0002638639,0.00011666085,0.00031445996,0.00004564601,0.000030325096],"category_scores_gemma":[0.0011719128,0.000034307115,0.00011242502,0.00053225714,0.000073874166,0.0004029762,0.000029632536,0.0003089707,0.000033300257],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00009977147,0.000121764126,0.2269472,0.000011585935,0.00005832997,0.000002599377,0.0011207053,0.00039339808,0.0004933442,0.7047075,0.014267062,0.05177672],"study_design_scores_gemma":[0.00021926904,0.00010984314,0.7601397,0.00002019969,0.000002239415,0.0000095417,0.0003443929,0.0015472708,0.00018171385,0.13392183,0.10345306,0.000050919618],"about_ca_topic_score_codex":0.00003219588,"about_ca_topic_score_gemma":0.00000849109,"teacher_disagreement_score":0.5707857,"about_ca_system_score_codex":0.000060598493,"about_ca_system_score_gemma":0.00009007157,"threshold_uncertainty_score":0.20294546},"labels":[],"label_agreement":null},{"id":"W2052192376","doi":"10.5539/ijef.v6n1p165","title":"The Risk Structural of European Sovereign Credit Default Swap before and after in European Periphery Countries","year":2013,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Credit default swap; Sovereign credit; Credit risk; Financial system; Credit derivative; Sovereign default; Default; Sovereignty; Demise; Business; Debt; European debt crisis; Economics; iTraxx; Sovereign debt; European union; Economic policy; Finance; Credit valuation adjustment; Credit reference; Political science","score_opus":0.007346383702274827,"score_gpt":0.19284910384801726,"score_spread":0.18550272014574243,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2052192376","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9918005,0.0027511558,0.00009530977,0.00064644875,0.0006653717,0.000071361384,0.00015555441,0.0000015825848,0.0038127445],"genre_scores_gemma":[0.9870652,0.012002423,0.0003582622,0.000035477093,0.00037520833,0.0000023467915,0.0000023924529,0.000014817266,0.00014386646],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9988236,0.000023621025,0.0008348045,0.00015146869,0.000031012973,0.0001355191],"domain_scores_gemma":[0.99875903,0.00007172567,0.00089377444,0.0001155031,0.00012524636,0.000034714973],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00056939886,0.000111026726,0.0002403216,0.00012634804,0.00008033356,0.00016311607,0.00026567205,0.000034074954,0.00003246487],"category_scores_gemma":[0.000108222324,0.00009635131,0.000080565325,0.000038279642,0.00018730301,0.00041871576,0.00009043983,0.0001620079,0.000015482847],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00011855003,0.000025652078,0.6175876,0.000006949089,0.000090709415,0.000016071066,0.0011989898,0.001685887,0.0000020452715,0.3391457,0.0002490737,0.03987279],"study_design_scores_gemma":[0.0004859075,0.000062445804,0.9130824,0.000025321186,0.000003686102,0.000030042638,0.00008361724,0.004112912,0.0000032451098,0.058701195,0.023315292,0.00009394133],"about_ca_topic_score_codex":0.00015992302,"about_ca_topic_score_gemma":0.00022231748,"teacher_disagreement_score":0.2954948,"about_ca_system_score_codex":0.0000503842,"about_ca_system_score_gemma":0.000021681846,"threshold_uncertainty_score":0.39290923},"labels":[],"label_agreement":null},{"id":"W2053050579","doi":"10.5430/ijfr.v2n2p40","title":"Counterparty Credit Risk on a Standard Swap in “Risky Closeout”","year":2011,"lang":"en","type":"article","venue":"International Journal of Financial Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"National Key Research and Development Program of China","keywords":"Credit risk; Credit valuation adjustment; Valuation (finance); Counterparty; Swap (finance); Nonlinear system; Computer science; Actuarial science; Business; Accounting; Finance; Credit reference","score_opus":0.12480113602337749,"score_gpt":0.35144207959843343,"score_spread":0.22664094357505593,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2053050579","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9630715,0.0005605145,0.002129539,0.00050578674,0.0025290728,0.00016152796,0.00043558187,0.000008176096,0.030598268],"genre_scores_gemma":[0.9966015,0.0010648366,0.0006594085,0.000036621874,0.0012022627,0.000010585338,0.000004635577,0.000019532044,0.00040059243],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99764997,0.00007162938,0.0011024165,0.00026837288,0.00051166606,0.00039594973],"domain_scores_gemma":[0.998003,0.00023537019,0.000603018,0.00022144357,0.0008068666,0.0001303128],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003652134,0.00013571183,0.00038778933,0.0014595737,0.000116503164,0.00008645684,0.0008307262,0.00015235928,0.00059172814],"category_scores_gemma":[0.003682387,0.00014064017,0.0002057669,0.00045963132,0.00016909665,0.0003569295,0.00010623555,0.0010071739,0.00030649718],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0026969481,0.0006681221,0.50710326,0.000007365456,0.00006928243,0.00044810423,0.0029696764,0.00012211449,0.000017095119,0.39750132,0.014339403,0.07405728],"study_design_scores_gemma":[0.0012000724,0.0006182439,0.77915454,0.00008613663,0.000002517465,0.000016132037,0.000037883266,0.00011980892,0.00018236264,0.08940922,0.12903358,0.0001395397],"about_ca_topic_score_codex":0.0007930949,"about_ca_topic_score_gemma":0.0003879972,"teacher_disagreement_score":0.30809212,"about_ca_system_score_codex":0.0005295269,"about_ca_system_score_gemma":0.0003197361,"threshold_uncertainty_score":0.6479008},"labels":[],"label_agreement":null},{"id":"W2055291906","doi":"10.1111/1475-6803.00049","title":"A Duration Model For Defaultable Bonds","year":2003,"lang":"en","type":"article","venue":"The Journal of Financial Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":27,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Manitoba","funders":"","keywords":"Duration (music); Bond; Economics; Econometrics; Maturity (psychological); Default risk; Ex-ante; Yield (engineering); Actuarial science; Financial economics; Monetary economics; Credit risk; Finance; Psychology; Macroeconomics; Physics; Thermodynamics","score_opus":0.16556781495109427,"score_gpt":0.35117527737210785,"score_spread":0.18560746242101359,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2055291906","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5916052,0.0034035023,0.38977933,0.001760375,0.000491967,0.00052618346,0.00008614914,0.000008013928,0.012339282],"genre_scores_gemma":[0.9930551,0.00046769026,0.0024952346,0.00002461493,0.00031379345,0.000015960135,0.0000015252432,0.000015807222,0.0036102496],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99863315,0.00005261695,0.00069803966,0.000110273,0.00014117609,0.00036475871],"domain_scores_gemma":[0.9985453,0.00034276582,0.00034637714,0.00021067666,0.0004777294,0.000077138306],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0070303455,0.0000789987,0.00025255824,0.00030413253,0.00047061298,0.00005486758,0.00029679824,0.000093512965,0.00003942533],"category_scores_gemma":[0.0049745855,0.000065118395,0.00011635553,0.00048749172,0.000102852035,0.00024073817,0.000023465092,0.00036109955,0.00004408908],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00016214317,0.00008532518,0.0017262447,0.000012066464,0.000009383617,0.0000012852483,0.000960497,0.003824473,0.00026798833,0.9701077,0.020116905,0.002726025],"study_design_scores_gemma":[0.0011432053,0.0004810507,0.022145683,0.000026753287,0.000011455358,0.000028179542,0.00008437341,0.050635565,0.00055756525,0.6980204,0.22668453,0.00018122606],"about_ca_topic_score_codex":0.00003602127,"about_ca_topic_score_gemma":0.000058308586,"teacher_disagreement_score":0.40144992,"about_ca_system_score_codex":0.00013026058,"about_ca_system_score_gemma":0.00036163494,"threshold_uncertainty_score":0.5955403},"labels":[],"label_agreement":null},{"id":"W2059216036","doi":"10.2139/ssrn.384080","title":"Are Credit Ratings Procyclical?","year":2003,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":106,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Kellogg's (Canada)","funders":"","keywords":"Monetary economics; Credit rating; Business; Economics; Financial system; Bond credit rating; Actuarial science; Credit risk; Credit reference","score_opus":0.01744084033780801,"score_gpt":0.21682724522582514,"score_spread":0.19938640488801712,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2059216036","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8704627,0.012471859,0.072138846,0.0018843224,0.0012050971,0.00027088646,0.000027210566,0.000077753146,0.04146129],"genre_scores_gemma":[0.9926026,0.0013855291,0.00025415534,0.00005641732,0.00050401554,0.000010521588,0.0000022901504,0.00002507442,0.0051594065],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9977298,0.000017345132,0.00049917115,0.00023889684,0.000053153028,0.0014616312],"domain_scores_gemma":[0.99908227,0.000026767559,0.000576162,0.00017508192,0.00004690877,0.000092784816],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012692967,0.00013328844,0.0002668412,0.00015670739,0.00031794095,0.00008149499,0.00018022933,0.0000996907,0.00017038132],"category_scores_gemma":[0.0006083235,0.00014315906,0.00015268265,0.00025629887,0.000041926058,0.00021280807,0.000013572615,0.0010481256,0.0003494437],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000005398475,0.00004518598,0.07696716,0.0000019151921,0.000027168659,0.0000016844532,0.000053909545,0.000019169023,0.0000072273183,0.9209066,0.00068296737,0.0012816411],"study_design_scores_gemma":[0.0004525237,0.00007643716,0.04056558,0.000006937007,0.0000057552534,0.00013849183,0.00031141026,0.000062449035,0.000022131642,0.78405696,0.17410642,0.00019487776],"about_ca_topic_score_codex":0.000025182715,"about_ca_topic_score_gemma":0.00021382392,"teacher_disagreement_score":0.17342345,"about_ca_system_score_codex":0.00052199874,"about_ca_system_score_gemma":0.00031825592,"threshold_uncertainty_score":0.5837857},"labels":[],"label_agreement":null},{"id":"W2059439687","doi":"10.3905/jai.2006.670101","title":"Correlation Breakdown in the Valuation of Collateralized Fund Obligation","year":2006,"lang":"en","type":"article","venue":"The Journal of Alternative Investments","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto; Toronto Metropolitan University","funders":"","keywords":"Hedge fund; Collateralized debt obligation; Tranche; Business; Solvency; Securitization; Open-end fund; Alternative beta; Hedge accounting; Fund of funds; Credit derivative; Credit risk; Actuarial science; Market liquidity; Institutional investor; Financial system; Finance; Collateral; Corporate governance","score_opus":0.0721092547997177,"score_gpt":0.2721822168355081,"score_spread":0.2000729620357904,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2059439687","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.98786515,0.00044025853,0.006998852,0.0005532751,0.00035229095,0.00020552137,0.000022764376,0.0000015591739,0.003560304],"genre_scores_gemma":[0.9993358,0.00011409516,0.00018575287,0.00005113785,0.00016033942,0.0000032783125,0.000009752235,0.00000540278,0.00013439033],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99887836,0.00009303613,0.0007649323,0.000061244784,0.000115700175,0.00008673194],"domain_scores_gemma":[0.9983711,0.00014708222,0.0012470725,0.00011678764,0.00010499431,0.000012920661],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014503546,0.00006991587,0.00018157651,0.00020746862,0.000065302134,0.000022851646,0.00020786228,0.00003246813,0.000024443407],"category_scores_gemma":[0.00008853223,0.000047498634,0.00006465227,0.0002970625,0.00006728119,0.00026315424,0.00001323106,0.000107143016,0.000013173471],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00015212849,0.00026349392,0.45723933,0.00000810295,0.00006310291,0.000002615599,0.005896906,0.03672325,0.00027309638,0.49751222,0.0010219165,0.00084386213],"study_design_scores_gemma":[0.0007334597,0.00007255005,0.7132711,0.000019431149,0.000011635228,0.000006831175,0.00008160406,0.005830777,0.00018599552,0.27889976,0.0008469333,0.00003994078],"about_ca_topic_score_codex":0.001018085,"about_ca_topic_score_gemma":0.00008667149,"teacher_disagreement_score":0.25603175,"about_ca_system_score_codex":0.000100117846,"about_ca_system_score_gemma":0.00002347513,"threshold_uncertainty_score":0.1936938},"labels":[],"label_agreement":null},{"id":"W2059680737","doi":"10.2139/ssrn.495422","title":"Corporate Yield Spreads and Bond Liquidity","year":2005,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":247,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Bond; Yield (engineering); Corporate bond; Market liquidity; Financial system; Business; Credit spread (options); Monetary economics; Economics; Financial economics; Finance; Materials science","score_opus":0.030582633823479578,"score_gpt":0.21130838941620123,"score_spread":0.18072575559272164,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2059680737","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.96698254,0.010940198,0.013634059,0.0022214795,0.00025379527,0.0000777722,0.000022127007,0.000023898181,0.0058441376],"genre_scores_gemma":[0.98763967,0.008261114,0.0002443318,0.0000480459,0.000795079,0.0000029782684,0.000003269314,0.000015847714,0.0029896663],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99836916,0.000005673562,0.00038237442,0.00019775404,0.00003471809,0.0010103052],"domain_scores_gemma":[0.9993746,0.000027670209,0.00034511683,0.00013744853,0.000027309585,0.00008782155],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009835714,0.000113021124,0.00021395247,0.00013810252,0.00022328267,0.00007149386,0.0001258871,0.00008845919,0.00007929411],"category_scores_gemma":[0.00009684258,0.00012413842,0.00007894497,0.00013202007,0.000052868203,0.00028087915,0.000029504043,0.00076655444,0.0001663742],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000018459654,0.00003863144,0.0418258,0.0000016178262,0.000029599742,0.0000010334586,0.00009434383,0.000042471023,0.00002710176,0.94333357,0.0007730513,0.013814343],"study_design_scores_gemma":[0.00049654447,0.00022153588,0.06952775,0.000008752025,0.000010789443,0.00020655383,0.000115153285,0.0006762332,0.000060569524,0.83994484,0.08846353,0.00026777948],"about_ca_topic_score_codex":0.00009171356,"about_ca_topic_score_gemma":0.0009532672,"teacher_disagreement_score":0.103388734,"about_ca_system_score_codex":0.0003303326,"about_ca_system_score_gemma":0.00024014484,"threshold_uncertainty_score":0.5062218},"labels":[],"label_agreement":null},{"id":"W2061860955","doi":"10.1016/s0261-5606(03)00052-4","title":"A multi-factor, credit migration model for sovereign and corporate debts","year":2003,"lang":"en","type":"article","venue":"Journal of International Money and Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":63,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"Connaught Fund; University of Toronto","keywords":"Credit rating; Sovereign credit; Econometrics; Economics; Markov chain; Business cycle; Credit risk; Debt; Latent variable; Quality (philosophy); Sovereignty; Calibration; Bond credit rating; Empirical research; Actuarial science; Computer science; Macroeconomics; Credit default swap; Credit reference; Statistics; Mathematics; Artificial intelligence; Machine learning","score_opus":0.06360025457538321,"score_gpt":0.24719646698094724,"score_spread":0.18359621240556404,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2061860955","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7005053,0.0023800049,0.29547083,0.00038295164,0.000581586,0.00009833971,0.00020815704,0.0000034496966,0.00036937607],"genre_scores_gemma":[0.9593356,0.0035176165,0.036161844,0.000042523217,0.0001432124,0.000007528597,0.0000053695867,0.0000098801365,0.00077637983],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99917334,0.0000052117252,0.0005139197,0.00015313392,0.000046279067,0.0001080993],"domain_scores_gemma":[0.9989007,0.000049363367,0.00078552135,0.00006481407,0.00015757652,0.0000420422],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00025454318,0.000097327524,0.00022262403,0.00014707861,0.000087398366,0.000057457895,0.00008453657,0.000074133815,0.000010127111],"category_scores_gemma":[0.00033406648,0.00010137195,0.00007679784,0.000058604197,0.000045600824,0.00037843265,0.000012338811,0.0000982921,0.0000025116171],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00013934061,0.0001528379,0.10665113,0.000014377098,0.00006451519,0.000004643053,0.0006025006,0.006583056,0.00024376763,0.88207,0.0011172721,0.0023565749],"study_design_scores_gemma":[0.001988198,0.00015156985,0.23423627,0.000044174656,0.000010943127,0.000060085014,0.000027061575,0.57946014,0.00016447788,0.15277499,0.030850321,0.00023176758],"about_ca_topic_score_codex":0.00001263361,"about_ca_topic_score_gemma":0.000025057703,"teacher_disagreement_score":0.729295,"about_ca_system_score_codex":0.000040145853,"about_ca_system_score_gemma":0.000034898272,"threshold_uncertainty_score":0.4133828},"labels":[],"label_agreement":null},{"id":"W2063757998","doi":"10.1002/asmb.883","title":"An intensity‐based approach for equity modeling","year":2011,"lang":"en","type":"article","venue":"Applied Stochastic Models in Business and Industry","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto; Toronto Metropolitan University","funders":"","keywords":"Unobservable; Equity (law); Econometrics; Economics; Intensity (physics); Computer science; Political science; Physics","score_opus":0.2003786665289431,"score_gpt":0.2788521743167634,"score_spread":0.0784735077878203,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2063757998","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.17643644,0.000077715646,0.8166857,0.000026668762,0.00009751686,0.00033862982,0.000059669143,0.000027640965,0.0062500644],"genre_scores_gemma":[0.9813733,0.0000051185957,0.01814561,0.000049191494,0.00012352345,0.00020467454,0.00005691124,0.000027317838,0.000014372251],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9987317,0.0000024113783,0.00044536413,0.00047467786,0.000036896035,0.00030900224],"domain_scores_gemma":[0.99940765,0.000016259653,0.00012607528,0.00028370097,0.00007379788,0.000092510825],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00034206497,0.00017360487,0.00037699973,0.00022400013,0.00013486121,0.00004284742,0.00017661597,0.0003886289,0.000016163796],"category_scores_gemma":[0.000031367985,0.00020067004,0.000034347155,0.00028352108,0.00007632339,0.00025272544,0.00006456703,0.0002726892,0.0000018473531],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00008571657,0.00015696412,0.00048438975,0.000025056963,0.0000047697345,2.7726097e-7,0.00029810888,0.4713983,0.000005836455,0.52593446,0.000010736197,0.0015953573],"study_design_scores_gemma":[0.00065884256,0.000018774617,0.003535094,0.000011080503,0.000005966665,9.083353e-7,0.00012296866,0.82459486,0.0000034151299,0.17082818,0.000009416671,0.00021050953],"about_ca_topic_score_codex":0.00044779936,"about_ca_topic_score_gemma":0.000014352516,"teacher_disagreement_score":0.8049368,"about_ca_system_score_codex":0.000044960998,"about_ca_system_score_gemma":0.000042471907,"threshold_uncertainty_score":0.81830865},"labels":[],"label_agreement":null},{"id":"W2063759836","doi":"10.5430/ijfr.v5n1p64","title":"On the Impact of Bond's Rating Changes on the Firm's Stock Price","year":2014,"lang":"en","type":"article","venue":"International Journal of Financial Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Downgrade; Bond; Stock (firearms); Event study; Monetary economics; Bond credit rating; Stock price; Abnormal return; Business; Economics; Financial economics; Financial system; Finance; Stock exchange; Credit risk","score_opus":0.12271886750690156,"score_gpt":0.3761337471811949,"score_spread":0.2534148796742933,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2063759836","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9730881,0.00017754639,0.0010593117,0.010260782,0.0005830741,0.00017228788,0.000073952266,0.0000031280742,0.0145818135],"genre_scores_gemma":[0.99825734,0.00011836682,0.00005141444,0.00008984986,0.0011045225,0.000010842562,0.0000018279915,0.000012214576,0.0003536107],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99852395,0.000088870445,0.00055670337,0.00014709526,0.0004277336,0.00025565212],"domain_scores_gemma":[0.99624616,0.0021308244,0.00061789434,0.00024140939,0.00070443563,0.000059281523],"candidate_categories":["metaresearch"],"consensus_categories":[],"category_scores_codex":[0.004209357,0.000105570085,0.00024142794,0.000451365,0.00022838585,0.00009982832,0.0008922333,0.000074079435,0.0002415066],"category_scores_gemma":[0.010363362,0.0000642103,0.00023881992,0.00035244972,0.00015273053,0.000085281645,0.00008896115,0.0006378951,0.0000741866],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00024403595,0.00017013843,0.009479949,0.0000027995807,0.000055364475,0.0000054361544,0.00062155206,0.0005988541,0.00017673966,0.93905824,0.020718815,0.028868068],"study_design_scores_gemma":[0.0005872202,0.0016079749,0.83895427,0.00016357416,0.0000027803055,0.000012484638,0.00005374033,0.0025808972,0.00056571246,0.11509969,0.040229607,0.00014204474],"about_ca_topic_score_codex":0.0002690398,"about_ca_topic_score_gemma":0.000048596015,"teacher_disagreement_score":0.82947433,"about_ca_system_score_codex":0.00023600757,"about_ca_system_score_gemma":0.00017242326,"threshold_uncertainty_score":0.9979728},"labels":[],"label_agreement":null},{"id":"W2066425454","doi":"10.3905/jod.2004.434536","title":"Interest Rate Swaps","year":2004,"lang":"en","type":"article","venue":"The Journal of Derivatives","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"Simon Fraser University","funders":"","keywords":"Interest rate swap; Commodity swap; Swap (finance); Fixed interest rate loan; Economics; Foreign exchange swap; Treasury; Monetary economics; Financial economics; Business; Interest rate; Econometrics; Interest rate parity; Finance; Futures contract","score_opus":0.057466943267473994,"score_gpt":0.24314567556411643,"score_spread":0.18567873229664245,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2066425454","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9679694,0.001196009,0.0249629,0.0032917873,0.0003324517,0.000040754752,0.000009128086,0.000004599948,0.002192959],"genre_scores_gemma":[0.9986843,0.00037542137,0.00050054246,0.00004983111,0.00023107952,5.185494e-7,4.5274837e-7,0.0000072224893,0.00015062497],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99940103,0.000014928401,0.00041475936,0.000049406353,0.000019149102,0.00010074194],"domain_scores_gemma":[0.99925673,0.00007459961,0.00047667313,0.000113673144,0.00004417775,0.000034154004],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005632984,0.000062150735,0.00017671131,0.00009825256,0.00009349908,0.000024323434,0.00020543698,0.00002579119,0.000048015827],"category_scores_gemma":[0.00025190637,0.00004485482,0.00007807924,0.00015520002,0.00008926353,0.00019829176,0.000025936686,0.00013811304,0.00007404952],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00006270458,0.0000866107,0.008841224,0.0000049624214,0.00006667604,0.000005501854,0.0046023265,0.0010962468,0.0010829996,0.9823377,0.00057813706,0.0012349134],"study_design_scores_gemma":[0.0007529295,0.00019730488,0.54177636,0.000040716208,0.000009349635,0.0000412167,0.00052533747,0.000029464902,0.0019148865,0.4227145,0.031876072,0.000121849254],"about_ca_topic_score_codex":0.00002021977,"about_ca_topic_score_gemma":0.000014389489,"teacher_disagreement_score":0.5596232,"about_ca_system_score_codex":0.000042530086,"about_ca_system_score_gemma":0.000025126226,"threshold_uncertainty_score":0.18291265},"labels":[],"label_agreement":null},{"id":"W2066795247","doi":"10.3905/jfi.2008.705543","title":"Returns-Based Style Analysis of High-Yield Bonds","year":2008,"lang":"en","type":"article","venue":"The Journal of Fixed Income","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":12,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"York University","funders":"","keywords":"Bond; Returns-based style analysis; Portfolio; Stock (firearms); Bond market index; Monetary economics; Asset allocation; Investment style; Passive management; Economics; Fixed income; Financial economics; Bond market; Business; Fund of funds; Finance; Market liquidity; Return on investment; Microeconomics","score_opus":0.03390653374881019,"score_gpt":0.22404965465797064,"score_spread":0.19014312090916044,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2066795247","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.99083334,0.0009947675,0.0058888993,0.000551596,0.00023000115,0.00004420117,0.000094741816,0.0000050652975,0.0013573656],"genre_scores_gemma":[0.9987003,0.0002966446,0.0005298619,0.00004201021,0.00014662175,7.133782e-7,0.000004685326,0.000009080877,0.00027009044],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9987715,0.000020531928,0.00090074504,0.00008244272,0.00008520998,0.00013956505],"domain_scores_gemma":[0.99816227,0.00024158873,0.0011096826,0.00031737486,0.000111264264,0.00005782017],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.000812551,0.00009070855,0.00056254916,0.00067622564,0.00012275699,0.000009104692,0.00031899844,0.00007150098,0.00042879395],"category_scores_gemma":[0.00025032758,0.00007206608,0.00028408872,0.0010628739,0.00011182322,0.00012229584,0.000025454088,0.00019870076,0.000016354452],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0004325092,0.0003737803,0.89434165,0.000027002377,0.0016749143,0.000030510262,0.0028079539,0.034697525,0.0004531321,0.057696186,0.0064505213,0.001014334],"study_design_scores_gemma":[0.0004074348,0.00019395794,0.9899265,0.000014751351,0.0001942556,0.000012115342,0.000041302173,0.0028786622,0.0002759471,0.0029326284,0.0030161121,0.00010630515],"about_ca_topic_score_codex":0.0003007972,"about_ca_topic_score_gemma":0.00007524317,"teacher_disagreement_score":0.09558489,"about_ca_system_score_codex":0.00005637281,"about_ca_system_score_gemma":0.0000487875,"threshold_uncertainty_score":0.46949932},"labels":[],"label_agreement":null},{"id":"W2070049092","doi":"10.3905/jod.2003.319208","title":"Valuation of Convertible Bonds With Credit Risk","year":2003,"lang":"en","type":"article","venue":"The Journal of Derivatives","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":147,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"","keywords":"Embedded option; Convertible bond; Valuation (finance); Valuation of options; Exotic option; Actuarial science; Credit risk; Call option; Bond; Business; Credit derivative; Asian option; Put option; Payment; Economics; Issuer; Financial economics; Finance","score_opus":0.03860003686545825,"score_gpt":0.22788112461646504,"score_spread":0.18928108775100677,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2070049092","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9281944,0.0013847192,0.06530617,0.0002031489,0.00013528748,0.000066501576,0.000017587221,0.0000026467378,0.0046895216],"genre_scores_gemma":[0.9976314,0.00048078553,0.0016390925,0.000008027257,0.00007079177,8.6834893e-7,6.0978806e-7,0.0000076724955,0.00016080751],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9992656,0.000047594316,0.00047878586,0.000055517197,0.000060213595,0.000092280745],"domain_scores_gemma":[0.99846727,0.00015244281,0.0010898698,0.00013377274,0.00012764156,0.000029018296],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001022022,0.00006629695,0.00023190708,0.00012264255,0.00008797929,0.000010774825,0.00012077394,0.000029415738,0.0001046361],"category_scores_gemma":[0.00046132217,0.00004563152,0.000051595365,0.00025261933,0.00011438472,0.0001944639,0.000007819,0.000118711556,0.000008616543],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00019920559,0.00016981302,0.56091803,0.000016246775,0.00020889244,0.0000013976158,0.0067065763,0.003421282,0.00072681863,0.4250395,0.0011269188,0.0014653082],"study_design_scores_gemma":[0.0010242956,0.0006601954,0.85837215,0.00003515196,0.000046915382,0.000026194512,0.0007918728,0.0004911386,0.0044762115,0.12036321,0.013583877,0.00012876157],"about_ca_topic_score_codex":0.000026571712,"about_ca_topic_score_gemma":0.000006379244,"teacher_disagreement_score":0.3046763,"about_ca_system_score_codex":0.000023019677,"about_ca_system_score_gemma":0.00004778923,"threshold_uncertainty_score":0.18607995},"labels":[],"label_agreement":null},{"id":"W2073543145","doi":"10.1080/09603107.2012.727972","title":"Setting the optimal make-whole call premium","year":2012,"lang":"en","type":"article","venue":"Applied Financial Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":9,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McMaster University","funders":"","keywords":"Rule of thumb; Economics; Ex-ante; Value (mathematics); Risk premium; Investment (military); Call option; Microeconomics; Econometrics; Actuarial science; Financial economics; Computer science","score_opus":0.015897850643536163,"score_gpt":0.19633741142892452,"score_spread":0.18043956078538836,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2073543145","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8576064,0.0011796226,0.012377989,0.0014561262,0.002509778,0.00068035896,0.00043662864,0.000120430996,0.12363266],"genre_scores_gemma":[0.99352825,0.00011846992,0.002286065,0.0003963527,0.0022838938,0.00013966189,0.0000643353,0.000056294386,0.0011266521],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9979122,0.00000827808,0.00082987716,0.00042916558,0.000031792115,0.00078867783],"domain_scores_gemma":[0.9986687,0.000113409544,0.00045704586,0.0005781452,0.000020611064,0.00016213354],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0008666526,0.00027207434,0.00044244522,0.00012065403,0.00048415983,0.00010569864,0.00043240332,0.00025399425,0.00010080911],"category_scores_gemma":[0.00013576193,0.00028557648,0.00019434361,0.00020771251,0.00015277564,0.0002492584,0.00017258238,0.00035242483,0.0016743185],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000022511518,0.00007819838,0.022471432,0.00000734346,0.00001781662,3.4655952e-7,0.0008983642,0.0009791222,0.000019697762,0.95788234,0.005240859,0.012381981],"study_design_scores_gemma":[0.0004127674,0.000018246017,0.21081391,0.000003671343,0.000011770137,0.0000053077506,0.00007522362,0.0010651903,0.00010679619,0.014531275,0.77253646,0.00041938768],"about_ca_topic_score_codex":0.00009393145,"about_ca_topic_score_gemma":0.000061297986,"teacher_disagreement_score":0.94335103,"about_ca_system_score_codex":0.00020208744,"about_ca_system_score_gemma":0.00007426387,"threshold_uncertainty_score":0.99995965},"labels":[],"label_agreement":null},{"id":"W2074834623","doi":"10.1002/fut.20353","title":"Estimation of physical intensity models for default risk","year":2008,"lang":"en","type":"article","venue":"Journal of Futures Markets","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":10,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Credit risk; Econometrics; Context (archaeology); Mean reversion; Default risk; Ornstein–Uhlenbeck process; Credit spread (options); Generalized method of moments; Economics; Bond; Intensity (physics); Term (time); Estimation; Mathematics; Actuarial science; Statistics; Stochastic process; Finance; Panel data; Geography","score_opus":0.027079022285252337,"score_gpt":0.23423423298859802,"score_spread":0.2071552107033457,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2074834623","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8671927,0.0005360627,0.13074988,0.0001069077,0.00041729817,0.00008560959,0.00009033091,0.0000038574944,0.0008173963],"genre_scores_gemma":[0.9947838,0.00026906107,0.0043526003,0.00000921245,0.0005097733,0.000001957599,0.0000034607162,0.0000089015375,0.00006123196],"study_design_codex":"simulation_or_modeling","study_design_gemma":"observational","domain_scores_codex":[0.99920565,0.000008985203,0.0005340862,0.000092183356,0.000052492294,0.00010659287],"domain_scores_gemma":[0.9986145,0.00011469758,0.00094282173,0.000116402654,0.00016184113,0.000049747858],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0003753937,0.000077128905,0.00037424723,0.00016258478,0.00011119418,0.000008214671,0.00011404843,0.000060511098,0.000009627347],"category_scores_gemma":[0.0004440881,0.000073606614,0.0002784374,0.00010347492,0.000049006547,0.0002375051,0.000015302496,0.0001289918,0.0000027862377],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0040387525,0.0018943683,0.12302776,0.0002277226,0.000673783,0.000034876717,0.01078641,0.3090398,0.00023613169,0.2788653,0.08190077,0.18927431],"study_design_scores_gemma":[0.0007445433,0.00020272084,0.55735886,0.000021395657,0.000024455974,0.000038413305,0.000039022223,0.2830197,0.0001569253,0.15465583,0.0036241722,0.00011396649],"about_ca_topic_score_codex":0.000024534402,"about_ca_topic_score_gemma":0.000004015431,"teacher_disagreement_score":0.43433112,"about_ca_system_score_codex":0.000038542188,"about_ca_system_score_gemma":0.000030261706,"threshold_uncertainty_score":0.30015907},"labels":[],"label_agreement":null},{"id":"W2076069944","doi":"10.1016/j.jbankfin.2004.06.009","title":"On the consistency of ratings and bond market yields","year":2004,"lang":"en","type":"article","venue":"Journal of Banking & Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":58,"is_retracted":false,"has_abstract":false,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Consistency (knowledge bases); Bond; Market liquidity; Economics; Econometrics; Bond market; Credit risk; Quality (philosophy); Bond valuation; Credit rating; Quarter (Canadian coin); Monetary economics; Bond credit rating; Financial economics; Actuarial science; Mathematics; Finance","score_opus":0.018513871700874197,"score_gpt":0.20693809926124293,"score_spread":0.18842422756036872,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2076069944","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97713995,0.0027008457,0.0024286879,0.002137654,0.00032879194,0.000071154864,0.000020279242,0.0000030474991,0.015169563],"genre_scores_gemma":[0.99748755,0.0006637468,0.0014342112,0.00009154565,0.000107296335,0.0000015649468,2.4782474e-7,0.000008464361,0.000205374],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99903256,0.0000068682307,0.00066071213,0.00011348457,0.00005760622,0.00012876726],"domain_scores_gemma":[0.99859345,0.00018835522,0.00095645577,0.00016223201,0.00007734886,0.000022139364],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00068383466,0.000088329056,0.00031042902,0.00012087662,0.0001266999,0.000029225896,0.00015063463,0.0000621916,0.000069382135],"category_scores_gemma":[0.0004821526,0.0000729596,0.000113157424,0.0001816421,0.00011707848,0.00012970527,0.000023560257,0.0002098291,0.00000548473],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000036009777,0.000054502616,0.011291509,0.000012297597,0.000016755905,0.0000072995417,0.00048022976,0.00023246012,0.00005041651,0.9837922,0.0020296637,0.0019966585],"study_design_scores_gemma":[0.0008187462,0.00036086186,0.46891722,0.0003005305,0.000012311421,0.000060314174,0.000060997187,0.00013637477,0.00042383588,0.5078107,0.020936146,0.00016192981],"about_ca_topic_score_codex":0.000034507495,"about_ca_topic_score_gemma":0.000009471378,"teacher_disagreement_score":0.47598147,"about_ca_system_score_codex":0.000045672106,"about_ca_system_score_gemma":0.000057891022,"threshold_uncertainty_score":0.2975206},"labels":[],"label_agreement":null},{"id":"W2077533012","doi":"10.1111/fire.12010","title":"Empirical Evidence on Corporate Risk‐Shifting","year":2013,"lang":"en","type":"article","venue":"Financial Review","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":20,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McMaster University","funders":"","keywords":"Debt; Volatility (finance); Callable bond; Business; Monetary economics; Empirical evidence; Earnings; Credit risk; Systematic risk; Corporate debt; Default risk; Economics; Bond; Financial economics; Actuarial science; Finance","score_opus":0.2105626391295137,"score_gpt":0.29999109453396283,"score_spread":0.08942845540444913,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2077533012","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.59107214,0.35332352,0.008045716,0.010952576,0.0022599213,0.0028316213,0.00029402896,0.00026077335,0.03095969],"genre_scores_gemma":[0.8286017,0.16363177,0.0014092289,0.0027688309,0.000991092,0.00041724343,0.000031402484,0.0000587192,0.0020899838],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9980403,0.000043835636,0.00093056855,0.00051575486,0.00008055177,0.00038894877],"domain_scores_gemma":[0.9977464,0.00020685609,0.001283136,0.00053424004,0.00008836294,0.00014101314],"candidate_categories":["insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.00085599,0.00022443998,0.00066165486,0.00011806588,0.00024659216,0.00006959278,0.0003084058,0.00012315434,0.0013332592],"category_scores_gemma":[0.007164431,0.00022702722,0.00025556108,0.00064332923,0.00006839995,0.00034775853,0.00006883843,0.0003332677,0.014778781],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000012113945,0.00015257463,0.48496273,0.0005995072,0.0000147608735,0.00000920285,0.00013886431,0.000016700116,0.0000043289256,0.18331482,0.19967757,0.13109683],"study_design_scores_gemma":[0.0001040247,0.00009002698,0.676488,0.0013865249,0.000010956663,0.0000019213467,0.0000011673691,0.00010203443,0.0000048239285,0.03090241,0.2906472,0.00026089017],"about_ca_topic_score_codex":0.00028302104,"about_ca_topic_score_gemma":0.000023420389,"teacher_disagreement_score":0.23752959,"about_ca_system_score_codex":0.000098317316,"about_ca_system_score_gemma":0.00007451048,"threshold_uncertainty_score":0.99957967},"labels":[],"label_agreement":null},{"id":"W2078003116","doi":"10.5539/ijef.v7n5p22","title":"Temporary Alienation or Lasting Separation? Covered and Government Bond Spread Movements during and after the Crisis of 2007-2009","year":2015,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Bond; Government bond; Swap (finance); Government (linguistics); Economics; Asset (computer security); Debt; Bond market; Fiscal sustainability; Financial crisis; Financial system; Finance; Macroeconomics","score_opus":0.022222940279631054,"score_gpt":0.24290176602788738,"score_spread":0.2206788257482563,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2078003116","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.99545187,0.0019721226,0.00032159788,0.0008372305,0.0004516389,0.000073376556,0.00024077848,0.0000012043456,0.00065021025],"genre_scores_gemma":[0.9943144,0.004699887,0.0004642346,0.00007668354,0.00020231846,0.0000042730658,0.0000026674147,0.00000756219,0.00022801211],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9990916,0.000005548395,0.0006243938,0.00014133156,0.000054004762,0.000083097744],"domain_scores_gemma":[0.9989657,0.00004566633,0.00077761797,0.00007676551,0.000093712166,0.00004055788],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00035361308,0.00008859788,0.00020818942,0.00007881635,0.000049447222,0.00008307735,0.0001091963,0.00004298524,0.000010166986],"category_scores_gemma":[0.00008418459,0.00007752219,0.000037778416,0.000037380927,0.000057562786,0.00043388322,0.00007414335,0.00007131592,0.0000014106091],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0018023879,0.00022819052,0.8446261,0.00003385776,0.00033563608,0.000028979017,0.0026187326,0.0059555327,0.00003569148,0.13434128,0.0028686768,0.007124905],"study_design_scores_gemma":[0.0025885063,0.00023499268,0.9046349,0.00007794242,0.000016578899,0.00012555295,0.000509663,0.0114041865,0.0002302136,0.030251862,0.04967405,0.00025154615],"about_ca_topic_score_codex":0.000064992666,"about_ca_topic_score_gemma":0.00004762039,"teacher_disagreement_score":0.10408942,"about_ca_system_score_codex":0.00008081029,"about_ca_system_score_gemma":0.00003320059,"threshold_uncertainty_score":0.31612632},"labels":[],"label_agreement":null},{"id":"W2079339209","doi":"10.1080/07362994.2011.598792","title":"Default Times in a Continuous-Time Markovian Regime Switching Model","year":2011,"lang":"en","type":"article","venue":"Stochastic Analysis and Applications","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Calgary","funders":"","keywords":"Mathematics; Stochastic differential equation; Markov process; Partial differential equation; Applied mathematics; Diffusion; Markov chain; Distribution (mathematics); Econometrics; Mathematical economics; Mathematical analysis; Statistics","score_opus":0.017872942875372503,"score_gpt":0.21038590646351987,"score_spread":0.19251296358814737,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2079339209","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.035445623,0.00036529516,0.94372416,0.00010972854,0.000011344647,0.00024495472,0.000118929565,0.000030325587,0.019949617],"genre_scores_gemma":[0.9941701,0.00003171489,0.003637303,0.000020754684,0.0000542866,0.0001894707,0.00004213814,0.000012843889,0.0018413349],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9989158,0.0000051534257,0.00047363603,0.0003775637,0.000030130175,0.00019771828],"domain_scores_gemma":[0.9993365,0.000036125883,0.0002084274,0.0003110475,0.000027288754,0.00008060986],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00022838349,0.00012031986,0.00038731736,0.00048136845,0.00015153844,0.000033359545,0.00013162466,0.00007348671,0.0002505891],"category_scores_gemma":[0.00003346296,0.00013708425,0.00013129208,0.00080700114,0.00005331426,0.00009806632,0.000040754727,0.00009717927,0.00014353686],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000013027928,0.00019213662,0.03301484,0.0000065357053,0.00023379581,7.4444466e-7,0.0010732319,0.0067268927,0.000028510169,0.9506167,0.00016097493,0.007932596],"study_design_scores_gemma":[0.00032309743,0.000018710194,0.12487621,0.000009311929,0.00021644199,0.0000013228076,0.00012400482,0.682226,0.0000029943556,0.19010837,0.0017472213,0.00034634472],"about_ca_topic_score_codex":0.0006250999,"about_ca_topic_score_gemma":0.00021847441,"teacher_disagreement_score":0.95872456,"about_ca_system_score_codex":0.000030105517,"about_ca_system_score_gemma":0.00001533085,"threshold_uncertainty_score":0.5590133},"labels":[],"label_agreement":null},{"id":"W2080579036","doi":"10.2139/ssrn.2054696","title":"Euro Area Sovereign Debt Crisis: Can Contagion Spread from the Periphery to the Core?","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":14,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Bank of Canada; Government of Canada","funders":"","keywords":"Sovereign debt; Financial contagion; Core (optical fiber); Sovereignty; Debt crisis; Economics; Financial system; Monetary economics; Business; International economics; Financial crisis; Debt; Keynesian economics; Political science; Macroeconomics; Engineering","score_opus":0.027707259546481303,"score_gpt":0.22146429752675387,"score_spread":0.19375703798027255,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2080579036","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9248836,0.027545296,0.020520242,0.015272048,0.0018326936,0.00035694052,0.00021231601,0.000033765496,0.009343121],"genre_scores_gemma":[0.99371904,0.0026750832,0.000046295954,0.0007191145,0.0019111604,0.000016608761,0.000013262396,0.000028498196,0.0008709318],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99772364,0.000031366988,0.00043696343,0.00020287633,0.00007926284,0.0015258729],"domain_scores_gemma":[0.9990817,0.00010920383,0.00027413838,0.00036671976,0.00004251622,0.00012576078],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013874586,0.00016592372,0.00023836378,0.0000643685,0.0005708455,0.00011905423,0.00046987337,0.00007745168,0.0001548142],"category_scores_gemma":[0.0001854424,0.0001150779,0.00017819017,0.0002272288,0.000039107552,0.0001919135,0.00005705782,0.0009828928,0.0002814065],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000033461285,0.000045850134,0.11071618,4.969475e-7,0.00008714206,5.6488216e-7,0.0013262989,0.000069096146,0.000012364805,0.86973447,0.010705521,0.0072685806],"study_design_scores_gemma":[0.00043751902,0.00011987456,0.2493028,0.000010410986,0.000035800043,0.00007257929,0.0034336874,0.00015902767,0.000015860385,0.5206943,0.22543949,0.0002786287],"about_ca_topic_score_codex":0.0021059136,"about_ca_topic_score_gemma":0.0050962633,"teacher_disagreement_score":0.34904012,"about_ca_system_score_codex":0.00059334445,"about_ca_system_score_gemma":0.00028099742,"threshold_uncertainty_score":0.46927407},"labels":[],"label_agreement":null},{"id":"W2081119840","doi":"10.1016/j.mulfin.2004.08.002","title":"Mergers in the bond rating industry: does rating provider matter?","year":2004,"lang":"en","type":"article","venue":"Journal of Multinational Financial Management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Queen's University","funders":"","keywords":"Bond credit rating; Bond; Business; Credit rating; Financial system; Actuarial science; Finance; Credit risk","score_opus":0.016839291700743043,"score_gpt":0.23703320566552785,"score_spread":0.2201939139647848,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2081119840","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.96514785,0.00036015504,0.011411634,0.010854977,0.0011414305,0.00047970944,0.000033881497,0.0000088726065,0.010561474],"genre_scores_gemma":[0.9920243,0.000035377798,0.0068199644,0.00031918118,0.0005104102,0.00002438485,0.0000052775886,0.000012204721,0.00024888356],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99834853,0.000019343184,0.0010367859,0.00018566503,0.00018144658,0.00022821043],"domain_scores_gemma":[0.9988518,0.000074508855,0.0008101192,0.00013644977,0.00008884799,0.00003829901],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013444446,0.00013607401,0.0002617609,0.00039926934,0.00019200482,0.00009336619,0.00031113328,0.00010662771,0.00007037767],"category_scores_gemma":[0.0003693651,0.00010648102,0.00013708246,0.00045543202,0.000045924502,0.00039078415,0.000052752996,0.00043445374,0.000044905843],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000041097268,0.0003507594,0.16473205,0.000044649754,0.000032315864,0.00007583994,0.0020500764,0.014102576,0.000018646291,0.8065063,0.0030537962,0.008991939],"study_design_scores_gemma":[0.0014708696,0.000054380194,0.911226,0.00009688942,0.000010304591,0.000009194939,0.0006896719,0.0003018558,0.0000247651,0.055746708,0.030188855,0.00018054007],"about_ca_topic_score_codex":0.00008915133,"about_ca_topic_score_gemma":0.00007860545,"teacher_disagreement_score":0.75075954,"about_ca_system_score_codex":0.00022711938,"about_ca_system_score_gemma":0.00005961627,"threshold_uncertainty_score":0.43421698},"labels":[],"label_agreement":null},{"id":"W2082007177","doi":"10.1007/s10693-013-0183-1","title":"New Warrant Issues Valuation with Leverage and Equity Model Errors","year":2013,"lang":"en","type":"article","venue":"Journal of Financial Services Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Warrant; Equity (law); Leverage (statistics); Valuation (finance); Economics; Debt; Leverage effect; Econometrics; Equity value; Financial economics; Actuarial science; Accounting; Finance; Computer science; External debt; Autoregressive conditional heteroskedasticity; Volatility (finance); Political science","score_opus":0.1169477523395833,"score_gpt":0.35661440775965847,"score_spread":0.23966665542007518,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2082007177","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.96618354,0.0034177953,0.025105204,0.0023678765,0.00016363176,0.0002934884,0.000019945328,0.00000815738,0.0024403853],"genre_scores_gemma":[0.9894874,0.0014456465,0.007002211,0.000039580984,0.000551315,0.000008248302,0.000003210335,0.0000181567,0.0014442122],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99846065,0.000030151214,0.00062820455,0.00021942574,0.0002862479,0.00037533234],"domain_scores_gemma":[0.9986659,0.000056834313,0.0003801,0.0001932822,0.00048626176,0.0002175733],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015154589,0.00012398833,0.00036872318,0.00044707546,0.00025877883,0.00020776858,0.00033813843,0.00012412587,0.00013928863],"category_scores_gemma":[0.000104915234,0.00010953703,0.00007192231,0.00046697693,0.00007146153,0.00091549923,0.00013299256,0.00040525562,0.00009989189],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00070282316,0.0004943523,0.13505994,0.00036456218,0.00012924333,0.000050651204,0.024309454,0.013564071,0.0011030016,0.54027545,0.01329578,0.27065068],"study_design_scores_gemma":[0.0010360803,0.0005011981,0.5716302,0.00009905254,0.000008468725,0.000019250067,0.00026035044,0.0411809,0.00012579274,0.3692448,0.015669249,0.00022467737],"about_ca_topic_score_codex":0.002965551,"about_ca_topic_score_gemma":0.0005654449,"teacher_disagreement_score":0.43657023,"about_ca_system_score_codex":0.0001124512,"about_ca_system_score_gemma":0.00026396243,"threshold_uncertainty_score":0.4483046},"labels":[],"label_agreement":null},{"id":"W2083870657","doi":"10.5430/ijfr.v6n1p101","title":"Pricing Model for Financial Guaranty Products Using Actuarial Methodology and Most Prudent Principle","year":2014,"lang":"en","type":"article","venue":"International Journal of Financial Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"Fundamental Research Funds for the Central Universities","keywords":"Surety; Geometric Brownian motion; Actuarial science; Econometrics; Economics; Financial services; Calibration; Finance; Mathematics; Statistics","score_opus":0.3037704907367653,"score_gpt":0.4335137545751141,"score_spread":0.12974326383834878,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2083870657","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5934487,0.00029790294,0.403214,0.00083680777,0.0015810404,0.00026695666,0.000074217896,0.0000058144346,0.00027456266],"genre_scores_gemma":[0.9454913,0.00025509406,0.050313033,0.0000633327,0.0035559395,0.00001742891,0.000008339529,0.000026509791,0.00026898086],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9978325,0.00008459522,0.0009927852,0.00035134188,0.0003133796,0.00042540653],"domain_scores_gemma":[0.9972825,0.0006657556,0.00060685474,0.0001813017,0.0011493271,0.00011428156],"candidate_categories":["metaresearch"],"consensus_categories":[],"category_scores_codex":[0.005904291,0.00014825111,0.00046806157,0.0007764971,0.0002774592,0.00012938837,0.0005402752,0.00018319931,0.000015770256],"category_scores_gemma":[0.021123122,0.00015754196,0.00013686444,0.00031452198,0.0001744236,0.00036014884,0.0001741533,0.00046198227,0.0000065684167],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.001059203,0.00025439655,0.009665789,0.000050822528,0.000060234437,0.000014323592,0.0015461777,0.005344508,0.0022675872,0.86094725,0.0013286049,0.117461085],"study_design_scores_gemma":[0.0038511257,0.0007380926,0.14519382,0.00013862348,0.000024892699,0.00012301853,0.000023161014,0.3898012,0.0015976832,0.2778064,0.18020564,0.0004963517],"about_ca_topic_score_codex":0.00012627886,"about_ca_topic_score_gemma":0.000062177896,"teacher_disagreement_score":0.58314085,"about_ca_system_score_codex":0.0002872842,"about_ca_system_score_gemma":0.00063097687,"threshold_uncertainty_score":0.98712236},"labels":[],"label_agreement":null},{"id":"W2084547039","doi":"10.1142/s0219024909005646","title":"CREDIT RISK MODELING USING TIME-CHANGED BROWNIAN MOTION","year":2009,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":49,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McMaster University","funders":"","keywords":"Credit default swap; Credit derivative; Stochastic volatility; Valuation (finance); Geometric Brownian motion; Credit risk; Brownian motion; Range (aeronautics); Econometrics; Economics; Portfolio; Volatility (finance); Mathematical economics; Applied mathematics; Mathematics; Computer science; Diffusion process; Financial economics; Actuarial science; Finance; Statistics","score_opus":0.015714438178714235,"score_gpt":0.22631437935361787,"score_spread":0.21059994117490363,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2084547039","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.77215916,0.0004769416,0.22166248,0.0013404512,0.00043161903,0.000065469416,0.00006517412,0.000009897836,0.003788817],"genre_scores_gemma":[0.9931311,0.00044276143,0.0055330107,0.00008003252,0.00076458964,9.3680524e-7,0.0000040487134,0.00000886046,0.00003464507],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9989689,0.000008300382,0.0005925994,0.00017548844,0.00010122186,0.00015350108],"domain_scores_gemma":[0.9992464,0.000037803904,0.00045186296,0.000093208866,0.00010923509,0.0000614898],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00044013478,0.00011285494,0.00027431833,0.00017642257,0.00009067787,0.00007139211,0.0002304478,0.000089399124,0.0001020261],"category_scores_gemma":[0.00013380294,0.0001123947,0.00010628579,0.00009667004,0.0001144852,0.00016198448,0.000032536274,0.00022219829,0.000029618579],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00010601857,0.000071276445,0.0005860902,0.0000012574893,0.000023612107,0.0000047319772,0.00012079958,0.0075711324,0.00020772159,0.973996,0.000065860055,0.017245492],"study_design_scores_gemma":[0.00062848715,0.00007473462,0.008362488,0.0000335273,0.000014294212,0.00004150156,0.000013203476,0.22274667,0.00014537743,0.7661995,0.0015811698,0.00015904529],"about_ca_topic_score_codex":0.0000067240167,"about_ca_topic_score_gemma":3.4998257e-7,"teacher_disagreement_score":0.22097197,"about_ca_system_score_codex":0.0000647301,"about_ca_system_score_gemma":0.000014619135,"threshold_uncertainty_score":0.4583323},"labels":[],"label_agreement":null},{"id":"W2085115247","doi":"10.1007/s10203-015-0162-0","title":"Prepayment risk on callable bonds: theory and test","year":2015,"lang":"en","type":"article","venue":"Decisions in Economics and Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Callable bond; Prepayment of loan; Bond; Issuer; Economics; Actuarial science; Monetary economics; Business; Financial economics; Finance","score_opus":0.028222516355666756,"score_gpt":0.23512263564058677,"score_spread":0.20690011928492003,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2085115247","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9842989,0.003454175,0.0006955132,0.00027590594,0.00027784897,0.00019593425,0.0003769961,0.000013139143,0.010411615],"genre_scores_gemma":[0.9410813,0.056206156,0.0014062935,0.00007777207,0.00007520419,0.00003737791,0.000008363278,0.000019715912,0.0010878228],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99860936,0.000015055993,0.00057160197,0.00052504474,0.000021764357,0.00025719675],"domain_scores_gemma":[0.9986026,0.0006458134,0.00024295447,0.00039157612,0.000021069993,0.00009594037],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011900705,0.00016565774,0.00036363228,0.00023690706,0.00014000485,0.000083810344,0.0001404776,0.000118869895,0.000006769884],"category_scores_gemma":[0.0013636836,0.00018568724,0.000038508293,0.00015019828,0.00011060305,0.0001824762,0.0001093929,0.00016772254,0.00010562718],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000052763065,0.00010315698,0.13016301,6.521697e-7,0.0000054773022,0.0000027529281,0.00034838935,0.001693209,2.45226e-7,0.80570024,0.000722018,0.061208107],"study_design_scores_gemma":[0.0007708158,0.00015880138,0.2537459,0.000015128701,0.000002847841,0.000004949431,0.000070843955,0.008213256,0.0000043600135,0.36252865,0.3742645,0.00021995854],"about_ca_topic_score_codex":0.00013396108,"about_ca_topic_score_gemma":0.00019545181,"teacher_disagreement_score":0.44317156,"about_ca_system_score_codex":0.00011122054,"about_ca_system_score_gemma":0.000038254755,"threshold_uncertainty_score":0.75721055},"labels":[],"label_agreement":null},{"id":"W2086653435","doi":"10.4236/ti.2011.24025","title":"Valuation of a Tranched Loan Credit Default Swap Index","year":2011,"lang":"en","type":"article","venue":"Technology and Investment","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Prepayment of loan; Valuation (finance); Loan; Swap (finance); Credit default swap; Actuarial science; Interest rate swap; Synthetic CDO; Computer science; iTraxx; Econometrics; Credit risk; Credit valuation adjustment; Economics; Finance; Credit reference","score_opus":0.06105607052837023,"score_gpt":0.22369417324314722,"score_spread":0.162638102714777,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2086653435","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97138155,0.00160107,0.007354971,0.000303096,0.00015147132,0.00017923415,0.000025577303,0.00005863905,0.018944407],"genre_scores_gemma":[0.99797535,0.00007980074,0.0016405267,0.000047755446,0.000024050838,0.000036530946,0.000006125213,0.00000705475,0.00018282195],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993141,0.0000040211826,0.00033786593,0.00019208381,0.000021258267,0.0001306654],"domain_scores_gemma":[0.999554,0.00000791209,0.00017822173,0.00020464936,0.000024412275,0.000030798426],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00017316718,0.00008121591,0.00020946837,0.0004120164,0.000058671132,0.0000036060794,0.00009577649,0.00018853726,0.00010909939],"category_scores_gemma":[0.000060140148,0.00008988985,0.000036087356,0.00030571304,0.00021910048,0.000079082274,0.00003160931,0.00009050314,0.000036334008],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000009027223,0.00006879678,0.103271075,0.000006613816,0.000016651544,5.5021076e-7,0.0005007743,0.0000018010574,0.00006621381,0.8933736,0.000111040084,0.0025738443],"study_design_scores_gemma":[0.00033922392,0.00012555352,0.3314518,0.000006447487,0.000006490768,0.0000023054356,0.00007877267,0.00048292958,0.0010618824,0.66116714,0.0051949797,0.00008247998],"about_ca_topic_score_codex":0.0001185165,"about_ca_topic_score_gemma":0.000024138932,"teacher_disagreement_score":0.23220646,"about_ca_system_score_codex":0.000023623152,"about_ca_system_score_gemma":0.000014586557,"threshold_uncertainty_score":0.36656016},"labels":[],"label_agreement":null},{"id":"W2087100260","doi":"10.1108/14013380610718610","title":"The value of job security: a lower‐bound estimate from a human capital perspective","year":2006,"lang":"en","type":"article","venue":"Journal of Human Resource Costing & Accounting","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"York University","funders":"","keywords":"Economics; Job security; Value (mathematics); Human capital; Relative value; Negotiation; Compensation (psychology); Microeconomics; Labour economics; Work (physics); Finance; Statistics; Mathematics; Sociology; Market economy","score_opus":0.01422420599142086,"score_gpt":0.2503870815817236,"score_spread":0.23616287559030277,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2087100260","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.98267436,0.0033439426,0.00026285255,0.0002297054,0.00026886803,0.0001106709,0.000050914852,0.000018493178,0.013040219],"genre_scores_gemma":[0.9979534,0.000012342033,0.00027965388,0.000012894436,0.0015186265,0.0000021609608,0.000005862309,0.000035212415,0.00017982964],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99774325,0.000028577326,0.0014673506,0.00024775363,0.00016705005,0.00034603645],"domain_scores_gemma":[0.9964642,0.00036214292,0.0025437586,0.00027636316,0.00030064565,0.00005289008],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013677248,0.00018945606,0.00051625445,0.00027283418,0.0010533367,0.00034771278,0.00045383166,0.000102223574,0.000041093128],"category_scores_gemma":[0.0006926509,0.00017825692,0.000315854,0.00025109432,0.00020203514,0.00029512658,0.00010834779,0.00048303747,0.000011850104],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00005776827,0.00020236592,0.41112688,0.000026158872,0.00015250668,0.000042790674,0.0053510806,0.0014664765,0.0017532143,0.5775297,0.0018488382,0.00044220334],"study_design_scores_gemma":[0.0009926036,0.00019299079,0.62108254,0.00024268692,0.0000588983,0.000028512732,0.0027056986,0.0011499922,0.00011330556,0.36379376,0.009314583,0.00032443553],"about_ca_topic_score_codex":0.0036157256,"about_ca_topic_score_gemma":0.0005716804,"teacher_disagreement_score":0.21373597,"about_ca_system_score_codex":0.00024552678,"about_ca_system_score_gemma":0.00004311681,"threshold_uncertainty_score":0.8101521},"labels":[],"label_agreement":null},{"id":"W2087124519","doi":"10.3390/jrfm7040150","title":"Exact Fit of Simple Finite Mixture Models","year":2014,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":10,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Mixture model; Portfolio; Econometrics; Simple (philosophy); Mixture distribution; Mathematics; Distribution (mathematics); Statistics; Computer science; Economics; Probability density function; Financial economics","score_opus":0.017834996967065867,"score_gpt":0.21027313744317597,"score_spread":0.1924381404761101,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2087124519","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.43401322,0.0025696214,0.5545635,0.00011930142,0.0005804839,0.00015081256,0.00013057253,0.000008749849,0.0078637265],"genre_scores_gemma":[0.9924259,0.004069854,0.0029525529,0.000031673644,0.00032655775,0.0000025055438,0.0000029972828,0.000012552306,0.00017540887],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9987254,0.000017112436,0.0008270448,0.00016883423,0.000076585,0.00018499362],"domain_scores_gemma":[0.998669,0.000090142275,0.0008959088,0.00019549744,0.00007016334,0.000079288184],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007394366,0.000130804,0.0004750027,0.0003459445,0.00010723214,0.000030212343,0.00017561378,0.00008872139,0.000036145248],"category_scores_gemma":[0.00022161212,0.00013019958,0.0001831594,0.00023687074,0.000056674726,0.00022586685,0.00006745796,0.00017848951,0.000009956867],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00010738558,0.00017179477,0.046037655,0.00007174606,0.000041591196,0.000009409562,0.00078634644,0.007864343,0.0000025022007,0.72330755,0.003027594,0.21857208],"study_design_scores_gemma":[0.0009506638,0.00021993394,0.3032531,0.00004207425,0.00004416005,0.0000037074444,0.000052938667,0.0055441246,0.000010466964,0.33211368,0.35758018,0.00018496039],"about_ca_topic_score_codex":0.000064939224,"about_ca_topic_score_gemma":0.000021232869,"teacher_disagreement_score":0.5584127,"about_ca_system_score_codex":0.000025861267,"about_ca_system_score_gemma":0.000011281818,"threshold_uncertainty_score":0.5309385},"labels":[],"label_agreement":null},{"id":"W2087414625","doi":"10.2139/ssrn.970538","title":"On Debt Service and Renegotiation when Debt-Holders are More Strategic","year":2007,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Business; Debt; Senior debt; Recourse debt; Debt service coverage ratio; Internal debt; Debt levels and flows; Service (business); Financial system; External debt; Debt-to-GDP ratio; Finance; Marketing","score_opus":0.021408547729484653,"score_gpt":0.22486692858016705,"score_spread":0.2034583808506824,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2087414625","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97623444,0.0032866537,0.013884148,0.0019910343,0.0002517591,0.00010371935,0.000011221074,0.000023688195,0.0042133187],"genre_scores_gemma":[0.99728286,0.0016027282,0.0001145609,0.00014604467,0.00030559523,0.000002161824,0.000009956616,0.000022313394,0.0005137678],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99817365,0.000008883068,0.0004240758,0.00024402991,0.00006187429,0.0010874658],"domain_scores_gemma":[0.99928164,0.00004747164,0.0003662883,0.0001526316,0.00005526273,0.00009669838],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011669003,0.00014211817,0.00021093761,0.00025207934,0.00027040395,0.00008241832,0.00014022857,0.00011958389,0.00003828216],"category_scores_gemma":[0.00005494572,0.00015488699,0.00006999425,0.00022221844,0.000027608701,0.00020550654,0.000016495473,0.00073998567,0.00006190192],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000044672244,0.00004354164,0.03327421,0.000005028235,0.000038146936,0.0000029577338,0.00032611843,0.0001782605,0.000013016133,0.9622968,0.00008340383,0.0036938412],"study_design_scores_gemma":[0.0005420184,0.00012864094,0.15984434,0.000014577787,0.000008682963,0.000059496164,0.0011914617,0.00059827254,0.000010787776,0.83642685,0.0009966164,0.00017826667],"about_ca_topic_score_codex":0.00029142288,"about_ca_topic_score_gemma":0.005552778,"teacher_disagreement_score":0.12657012,"about_ca_system_score_codex":0.0005152614,"about_ca_system_score_gemma":0.00019947664,"threshold_uncertainty_score":0.6316108},"labels":[],"label_agreement":null},{"id":"W2090246512","doi":"10.2139/ssrn.1800212","title":"Value Investing in Credit Markets","year":2011,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":27,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Acadian Seaplants (Canada)","funders":"","keywords":"iTraxx; Credit default swap index; Equity (law); Credit valuation adjustment; Credit risk; Credit default swap; Corporate bond; Credit rating; Economics; Bond market; Business; Financial economics; Econometrics; Monetary economics; Credit reference; Actuarial science; Bond; Finance","score_opus":0.031292057199078446,"score_gpt":0.20792294631734085,"score_spread":0.1766308891182624,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2090246512","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.91842985,0.0045672883,0.011036293,0.00025095616,0.0006173375,0.00010233504,0.000008308654,0.000026073638,0.064961575],"genre_scores_gemma":[0.9959241,0.001791073,0.0005766272,0.00002489273,0.00036444058,0.0000054774478,0.0000021505643,0.000020496816,0.0012907455],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99783367,0.000018929444,0.0005347344,0.00020499922,0.000038107966,0.0013695766],"domain_scores_gemma":[0.99946964,0.000025948113,0.00026194676,0.0001504469,0.00002118339,0.00007084664],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001972555,0.000112753354,0.00022161736,0.00031869515,0.00013306123,0.000030519186,0.00022705218,0.00008807293,0.00014166112],"category_scores_gemma":[0.0002494896,0.00013074325,0.000095286414,0.00030205844,0.00004006951,0.00026106645,0.00003137284,0.0010171267,0.00015590052],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000014620745,0.00004021286,0.19056581,0.0000015005592,0.000014838668,0.0000037066131,0.00032276736,0.000010972563,0.00000300197,0.8049762,0.00007438712,0.003971936],"study_design_scores_gemma":[0.000317412,0.00005752278,0.31891575,0.000008703548,0.00000246228,0.000064141765,0.00017362193,0.0003217723,0.000005833631,0.676066,0.0039430475,0.00012372754],"about_ca_topic_score_codex":0.0005897288,"about_ca_topic_score_gemma":0.001016314,"teacher_disagreement_score":0.12891026,"about_ca_system_score_codex":0.00057242234,"about_ca_system_score_gemma":0.00037342854,"threshold_uncertainty_score":0.5331555},"labels":[],"label_agreement":null},{"id":"W2095446104","doi":"10.1007/s11704-010-0501-9","title":"Modeling default risk via a hidden Markov model of multiple sequences","year":2010,"lang":"en","type":"article","venue":"Frontiers of Computer Science in China","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Saskatchewan","funders":"","keywords":"Hidden Markov model; Computer science; Credit risk; Hidden semi-Markov model; Default; Value at risk; Sequence (biology); Econometrics; Markov chain; Portfolio; Markov model; Data mining; Artificial intelligence; Risk management; Variable-order Markov model; Machine learning; Mathematics; Actuarial science; Finance; Economics","score_opus":0.01475546940488659,"score_gpt":0.2144263649943362,"score_spread":0.19967089558944962,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2095446104","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5225027,0.00009958254,0.47630215,0.000038086135,0.00073620374,0.000070266426,0.00003800594,0.000007038096,0.00020597201],"genre_scores_gemma":[0.71210366,0.000037562444,0.2877837,0.000002450559,0.000050858045,0.000003483224,0.0000015105937,0.000005323101,0.000011398569],"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99865913,0.000006437185,0.00060241733,0.0003697007,0.000102398626,0.0002598884],"domain_scores_gemma":[0.9991517,0.000021698019,0.00032175647,0.00036897344,0.000066850094,0.00006902978],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00090067316,0.00011049247,0.00034460917,0.0005253928,0.00011582629,0.000033461438,0.00067462906,0.000078664896,0.000004265951],"category_scores_gemma":[0.0001443562,0.00012068874,0.0000928402,0.000588784,0.0004097453,0.0004995991,0.00012536012,0.00021533106,0.0000028783502],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000013310551,0.000082942526,0.63830364,0.000009338155,0.000005247332,4.706264e-7,0.0014420826,0.3222413,0.00037621992,0.0048539457,0.00013711755,0.03253435],"study_design_scores_gemma":[0.0001901039,0.000023955781,0.1286154,0.000006994181,0.0000016380843,6.3643034e-7,0.000011123093,0.83027935,0.00012355375,0.040619884,0.000018425553,0.00010891139],"about_ca_topic_score_codex":0.0015963004,"about_ca_topic_score_gemma":0.00027638918,"teacher_disagreement_score":0.50968826,"about_ca_system_score_codex":0.00003851999,"about_ca_system_score_gemma":0.00009788033,"threshold_uncertainty_score":0.4921544},"labels":[],"label_agreement":null},{"id":"W2096521913","doi":"10.21314/jcr.2005.004","title":"Merton's model, credit risk and volatility skews","year":2005,"lang":"en","type":"article","venue":"The Journal of Credit Risk","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":58,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Credit derivative; Credit default swap; Credit risk; Equity (law); iTraxx; Financial economics; Volatility (finance); Actuarial science; Credit valuation adjustment; Economics; Credit default swap index; Business; Model risk; Implied volatility; Econometrics; Risk management; Finance; Credit reference","score_opus":0.020288735379899673,"score_gpt":0.2231433821303735,"score_spread":0.20285464675047382,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2096521913","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9232479,0.0066578784,0.06495282,0.0013386594,0.0006612095,0.00014081763,0.00036290594,0.000018074415,0.0026197531],"genre_scores_gemma":[0.98615134,0.007858737,0.0031884164,0.00003198471,0.002249338,0.0000023552525,0.000002563119,0.000023903463,0.00049136],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99823725,0.00006722881,0.0010825426,0.00019391553,0.00012582548,0.00029323227],"domain_scores_gemma":[0.9974637,0.00023112101,0.0015844133,0.0004180737,0.0001331124,0.00016956033],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002541074,0.00019460719,0.0005101648,0.00020977686,0.00039953698,0.000071692295,0.00039099803,0.00013161404,0.0001417343],"category_scores_gemma":[0.00070611306,0.00015331278,0.00021116235,0.00020707198,0.00016810722,0.0005259671,0.00008063409,0.0006459193,0.000056725083],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0008123809,0.000534079,0.6564166,0.0000331589,0.00045632655,0.000008985308,0.008063448,0.0495527,0.00007037083,0.03460636,0.10934708,0.14009853],"study_design_scores_gemma":[0.0011734841,0.00023227163,0.38766667,0.000019991008,0.00017014271,0.000053024247,0.00016169612,0.29051897,0.000059732472,0.0949511,0.22467342,0.00031947668],"about_ca_topic_score_codex":0.00028347314,"about_ca_topic_score_gemma":0.00014248348,"teacher_disagreement_score":0.2687499,"about_ca_system_score_codex":0.00009136957,"about_ca_system_score_gemma":0.00006360835,"threshold_uncertainty_score":0.62519133},"labels":[],"label_agreement":null},{"id":"W2097354094","doi":"10.2139/ssrn.1619102","title":"Explaining Debt Recovery Using an Endogenous Bankruptcy Model","year":2010,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Queen's University","funders":"","keywords":"Bankruptcy; Debt; Endogeny; Economics; Financial system; Business; Econometrics; Monetary economics; Actuarial science; Macroeconomics; Internal medicine; Finance; Medicine","score_opus":0.04849816855774948,"score_gpt":0.23969181512575805,"score_spread":0.19119364656800858,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2097354094","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8554694,0.0010546955,0.13649113,0.00007374678,0.0007127667,0.00007876015,0.00002440967,0.000029974623,0.0060650934],"genre_scores_gemma":[0.9946872,0.0011585368,0.0027611423,0.00002596711,0.0008885068,0.000003965569,0.000008971822,0.000041838593,0.00042386944],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99750304,0.000011970164,0.0005247813,0.00029256928,0.00005596418,0.0016116496],"domain_scores_gemma":[0.9991707,0.00002523543,0.0003398894,0.00028608678,0.00004861589,0.00012945145],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015093418,0.00016186024,0.00027548612,0.00027713118,0.00052284345,0.00012558843,0.00029394557,0.0001507605,0.00009744136],"category_scores_gemma":[0.00012894088,0.0001901149,0.00016090127,0.00018674645,0.000041771622,0.0006429316,0.00003063857,0.0016940281,0.00007765697],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000021666987,0.00009702926,0.007486812,0.0000016607919,0.000044551198,0.0000034659636,0.00037406496,0.008919472,0.001883331,0.9688166,0.0000149547695,0.012336411],"study_design_scores_gemma":[0.0004396897,0.00013841271,0.001054218,0.0000045706433,0.000012672632,0.00057369977,0.00028667838,0.08354462,0.00007622057,0.91208774,0.001480011,0.0003014589],"about_ca_topic_score_codex":0.00022421138,"about_ca_topic_score_gemma":0.0015167526,"teacher_disagreement_score":0.13921778,"about_ca_system_score_codex":0.00045997894,"about_ca_system_score_gemma":0.0008884038,"threshold_uncertainty_score":0.77526605},"labels":[],"label_agreement":null},{"id":"W2097923328","doi":"10.5539/ijef.v6n10p88","title":"Country Risk Ratings and Stock Market Movements: Evidence from Emerging Economy","year":2014,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Political risk; Stock market; Country risk; Economics; Interdependence; Stock exchange; Credit rating; Credit risk; Market risk; Financial risk; Distributed lag; Financial economics; Monetary economics; Politics; Finance; Econometrics","score_opus":0.01473848884597608,"score_gpt":0.22352684719154461,"score_spread":0.20878835834556853,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2097923328","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9850878,0.0037803745,0.005862088,0.0009509822,0.0010262261,0.00006784859,0.00021421722,0.000003836176,0.0030065966],"genre_scores_gemma":[0.9693071,0.02700913,0.0025525503,0.0001616928,0.00069383514,0.0000042708602,0.0000053129347,0.000015057623,0.00025105194],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99867934,0.000013750603,0.0008614522,0.00027064845,0.00002833296,0.00014645285],"domain_scores_gemma":[0.9981432,0.00022113534,0.0013298863,0.00013931887,0.00010817434,0.000058292593],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00071362295,0.00014084275,0.00035355936,0.00017670658,0.00010556363,0.00019218595,0.0002756133,0.00007144423,0.000071368086],"category_scores_gemma":[0.0003249272,0.00016378042,0.00007984499,0.000042932534,0.00008075409,0.0007620425,0.00009164314,0.00017689989,0.000009095345],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00019312586,0.00008206834,0.58678246,0.000011601588,0.00028320303,0.0000065175677,0.0008267733,0.003530875,0.000008836157,0.3353473,0.001943322,0.07098394],"study_design_scores_gemma":[0.0011397805,0.000117908414,0.39853176,0.00010373568,0.000015176138,0.000021268495,0.000054950717,0.11377987,0.000022310327,0.1743795,0.31153533,0.00029841097],"about_ca_topic_score_codex":0.00031733868,"about_ca_topic_score_gemma":0.00006450465,"teacher_disagreement_score":0.309592,"about_ca_system_score_codex":0.000086856875,"about_ca_system_score_gemma":0.00002998897,"threshold_uncertainty_score":0.6678772},"labels":[],"label_agreement":null},{"id":"W2098535247","doi":"10.2139/ssrn.887380","title":"Default Risk, Default Risk Premiums, and Corporate Yield Spreads","year":2006,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Credit spread (options); Default risk; Bond; Yield (engineering); Economics; Corporate debt; Default; Credit risk; Econometrics; Corporate bond; Market liquidity; Coupon; Inflation (cosmology); Financial economics; Business; Monetary economics; Actuarial science; Finance","score_opus":0.013790965968815036,"score_gpt":0.18716512956960726,"score_spread":0.17337416360079222,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2098535247","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9346701,0.016208932,0.042526368,0.00023365028,0.000397142,0.00016460998,0.00016205944,0.00004517408,0.0055919723],"genre_scores_gemma":[0.9797967,0.016177649,0.00029377438,0.000012695175,0.0007662767,0.000008430787,0.00001666812,0.00003708155,0.0028906965],"study_design_codex":"observational","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99727786,0.000032947777,0.00071216974,0.00037419968,0.0000737128,0.001529141],"domain_scores_gemma":[0.99830943,0.00009803008,0.001165484,0.00025639782,0.000064796135,0.00010585251],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017476332,0.00022381847,0.00037253348,0.00024278784,0.0005666084,0.0001428359,0.00021830475,0.00018333633,0.00005780434],"category_scores_gemma":[0.0002981539,0.00023996778,0.00016512124,0.00029010035,0.00009348249,0.0002914616,0.000044914592,0.0016925695,0.00015704571],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000032187418,0.00006281832,0.57425046,0.0000031354082,0.00005980556,0.0000026724863,0.00006128164,0.00045656084,0.00001712362,0.4148773,0.0008299122,0.009346749],"study_design_scores_gemma":[0.0005062642,0.00013543112,0.35291123,0.000008647596,0.000030506586,0.00009885184,0.000082661114,0.0009777904,0.000019556688,0.632903,0.012082302,0.00024379636],"about_ca_topic_score_codex":0.0052824146,"about_ca_topic_score_gemma":0.008641748,"teacher_disagreement_score":0.22133923,"about_ca_system_score_codex":0.0004414104,"about_ca_system_score_gemma":0.0003198994,"threshold_uncertainty_score":0.97856015},"labels":[],"label_agreement":null},{"id":"W2098598435","doi":"10.1002/fut.21595","title":"The Linkage Between the Options and Credit Default Swap Markets During the Subprime Mortgage Crisis","year":2013,"lang":"en","type":"article","venue":"Journal of Futures Markets","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":14,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Canadian Imperial Bank of Commerce (Canada)","funders":"","keywords":"Credit default swap; Subprime mortgage crisis; Linkage (software); Synthetic CDO; Financial crisis; Credit default swap index; iTraxx; Economics; Subprime crisis; Monetary economics; Default; Predictive power; Financial economics; Financial system; Business; Credit risk; Finance; Credit valuation adjustment; Macroeconomics","score_opus":0.010867351120258608,"score_gpt":0.21092858104402998,"score_spread":0.20006122992377137,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2098598435","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.96949446,0.011365476,0.0003837122,0.013425353,0.0010582181,0.00027641875,0.000046415164,0.000011202053,0.0039387415],"genre_scores_gemma":[0.9919093,0.004229703,0.00015946847,0.000079540754,0.0023862084,0.000017368207,0.0000019909885,0.000022239681,0.0011941555],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9984304,0.00009239981,0.0008509148,0.00017769213,0.00012916363,0.00031947021],"domain_scores_gemma":[0.9978132,0.00070149207,0.0008043472,0.00043311834,0.00013156343,0.00011623943],"candidate_categories":["sts"],"consensus_categories":[],"category_scores_codex":[0.0017554149,0.00017298353,0.00031534216,0.00012849456,0.0013824059,0.0004200455,0.0005856297,0.00011830289,0.00023029227],"category_scores_gemma":[0.00048348802,0.00009396869,0.00024986843,0.00023035785,0.00016778994,0.00033815918,0.00012849878,0.0005819076,0.00004227411],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0002780482,0.00018090695,0.6605591,0.00008118662,0.0010296417,0.000037435737,0.0036644572,0.0001997092,0.00012194224,0.030700037,0.25019613,0.052951414],"study_design_scores_gemma":[0.00028264357,0.00002442762,0.90080494,0.00001232334,0.000029307601,0.00003750757,0.00043855337,0.00016618971,0.000009810404,0.009552296,0.0885299,0.00011208688],"about_ca_topic_score_codex":0.00011215569,"about_ca_topic_score_gemma":0.000048545728,"teacher_disagreement_score":0.24024585,"about_ca_system_score_codex":0.00006379372,"about_ca_system_score_gemma":0.00002833778,"threshold_uncertainty_score":0.9999177},"labels":[],"label_agreement":null},{"id":"W2100202799","doi":"10.2139/ssrn.2509366","title":"The Determinants of Long-Term Japanese Government Bondss Low Nominal Yields","year":2014,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Mount Royal University","funders":"","keywords":"Term (time); Government (linguistics); Economics; Econometrics; Linguistics; Physics; Philosophy","score_opus":0.00933863294736163,"score_gpt":0.21377564386758943,"score_spread":0.2044370109202278,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2100202799","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.990856,0.0023193336,0.0039935242,0.00025625975,0.0004719867,0.00009202128,0.000015399577,0.0000068392314,0.0019886417],"genre_scores_gemma":[0.99466723,0.0022236756,0.00001892486,0.000012091116,0.0004087208,0.0000063718658,0.0000013083819,0.00001834244,0.0026433228],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.997892,0.000019761823,0.00064917625,0.0001869101,0.000105257495,0.0011468993],"domain_scores_gemma":[0.9989364,0.00009725231,0.00057934964,0.0002837178,0.00003449253,0.00006877819],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017892538,0.00013545953,0.00028989997,0.000053563625,0.00033895476,0.00006352246,0.00037683806,0.00008691608,0.000028738255],"category_scores_gemma":[0.00018443704,0.00011460194,0.00018411243,0.00012100254,0.00009210364,0.00013544908,0.00004779653,0.00061742635,0.000057697707],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000082515195,0.00011558833,0.5535912,0.000012571952,0.000066664375,0.0000022456877,0.00030831358,0.000034787117,0.000042622873,0.36225915,0.000072453906,0.083411895],"study_design_scores_gemma":[0.0011087111,0.0006526692,0.8606609,0.000042892756,0.000026848515,0.00023312955,0.00044265052,0.001799403,0.00024384695,0.12963629,0.0047898004,0.00036284633],"about_ca_topic_score_codex":0.00008823736,"about_ca_topic_score_gemma":0.0018113542,"teacher_disagreement_score":0.3070697,"about_ca_system_score_codex":0.00048925984,"about_ca_system_score_gemma":0.00017938012,"threshold_uncertainty_score":0.46733317},"labels":[],"label_agreement":null},{"id":"W2100452858","doi":"10.2139/ssrn.972508","title":"Cash Holdings and Credit Risk","year":2011,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":61,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Business; Credit risk; Financial system; Actuarial science","score_opus":0.021137911856609543,"score_gpt":0.19198958401897215,"score_spread":0.1708516721623626,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2100452858","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.95116264,0.015042516,0.021259446,0.00014449134,0.00045655505,0.00007956473,0.0000243785,0.000026940015,0.0118034445],"genre_scores_gemma":[0.9768453,0.02123678,0.0003470499,0.000012126633,0.0003997372,0.000003276127,0.0000015882066,0.00001846181,0.0011356386],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9983404,0.000009553103,0.00035033113,0.00020292233,0.00003137188,0.0010653926],"domain_scores_gemma":[0.9994258,0.000017366041,0.0003063973,0.00013665955,0.000027150996,0.00008660677],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011273951,0.00010976763,0.00020108718,0.00017119835,0.00028180215,0.000046547404,0.00014706826,0.00008143565,0.00014438386],"category_scores_gemma":[0.00011903329,0.00011893336,0.000088550296,0.00014035216,0.000059631573,0.00024297192,0.000031695425,0.0008804081,0.00012698343],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000012299324,0.000025345807,0.1693494,0.0000010804212,0.000038807946,0.0000016221925,0.00048134674,0.000001703295,0.0000021018175,0.8193815,0.000109657754,0.0105951475],"study_design_scores_gemma":[0.00033018476,0.00013569088,0.22783582,0.0000027736244,0.000010847525,0.00013330483,0.00026986504,0.00015014799,0.000006302181,0.75909156,0.01189175,0.00014172606],"about_ca_topic_score_codex":0.00053784216,"about_ca_topic_score_gemma":0.0005968239,"teacher_disagreement_score":0.06028991,"about_ca_system_score_codex":0.00022744371,"about_ca_system_score_gemma":0.00013532239,"threshold_uncertainty_score":0.4849962},"labels":[],"label_agreement":null},{"id":"W2100861222","doi":"10.1080/10920277.2006.10597427","title":"“Optimal Dividends in an Ornstein-Uhlenbeck Type Model with Credit and Debit Interest,” by Jun Cai, Hans U. Gerber, Hailang Yang, April 2006","year":2006,"lang":"en","type":"article","venue":"North American Actuarial Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Concordia University","funders":"","keywords":"Dividend; Type (biology); Economics; Actuarial science; Mathematical economics; Mathematics; Econometrics; Finance; Geology","score_opus":0.020762168194720914,"score_gpt":0.22158307169002397,"score_spread":0.20082090349530307,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2100861222","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9831479,0.00048839767,0.014183514,0.0003259197,0.00040164636,0.00012811708,0.0002655267,0.000030041354,0.001028918],"genre_scores_gemma":[0.9941156,0.00020567376,0.0036669201,0.00006842156,0.0011329085,0.000007865662,0.00008226614,0.000048072427,0.0006722989],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9981956,0.000025573252,0.0007177975,0.00043187416,0.00010476555,0.0005243994],"domain_scores_gemma":[0.9987904,0.000042964155,0.0005893952,0.00025858745,0.00007965473,0.00023903057],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.00023760008,0.00027533717,0.00055819785,0.00037839526,0.00023152759,0.0002894147,0.00026490018,0.000087673434,0.00009252708],"category_scores_gemma":[0.000058796504,0.00027451784,0.00008127737,0.00052796945,0.00026871372,0.0006111406,0.000055097935,0.00048095247,0.000026357504],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0003674167,0.00022576498,0.9622385,0.000005347857,0.000037768987,0.00004306135,0.00032934957,0.013464355,0.00006386958,0.0011584983,0.014748547,0.007317547],"study_design_scores_gemma":[0.0021160182,0.0010194698,0.9390254,0.000030528838,0.00003722854,0.000116010284,0.00014590514,0.025818927,0.000026019252,0.0010140332,0.0298601,0.0007903371],"about_ca_topic_score_codex":0.0032568118,"about_ca_topic_score_gemma":0.020629713,"teacher_disagreement_score":0.023213051,"about_ca_system_score_codex":0.00017196413,"about_ca_system_score_gemma":0.00013122878,"threshold_uncertainty_score":0.9999707},"labels":[],"label_agreement":null},{"id":"W2101593446","doi":"10.3905/jod.2004.450964","title":"Valuation of a CDO and an <i>n</i> -th to Default CDS Without Monte Carlo Simulation","year":2004,"lang":"en","type":"article","venue":"The Journal of Derivatives","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":509,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Collateralized debt obligation; Credit derivative; Credit default swap; Copula (linguistics); Credit risk; Monte Carlo method; Synthetic CDO; Valuation (finance); Econometrics; Credit valuation adjustment; iTraxx; Actuarial science; Computer science; Portfolio; Probability of default; Derivative (finance); Systemic risk; Economics; Financial economics; Mathematics; Accounting; Finance; Statistics","score_opus":0.05854142004348079,"score_gpt":0.29341892041700274,"score_spread":0.23487750037352195,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2101593446","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.92656857,0.0005469047,0.071973346,0.0005030753,0.00008455964,0.000114664144,0.00001513403,0.0000034552656,0.00019029588],"genre_scores_gemma":[0.99742967,0.00010101026,0.0022812563,0.00003036455,0.00012308739,0.0000011976036,5.6804265e-7,0.0000086423715,0.000024220466],"study_design_codex":"simulation_or_modeling","study_design_gemma":"observational","domain_scores_codex":[0.9992698,0.000024322473,0.00048427365,0.00007511153,0.000059960767,0.000086558895],"domain_scores_gemma":[0.9990747,0.00007255442,0.00054860866,0.00012292978,0.00012829897,0.000052927837],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006453737,0.00007216963,0.00022983667,0.00014625752,0.000085348576,0.00001960319,0.00010888774,0.00003431888,0.0000060159114],"category_scores_gemma":[0.00026354895,0.00005819719,0.00004448802,0.0001957375,0.000058027385,0.00032894925,0.00001979559,0.0000777382,0.0000027637186],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00025969828,0.00015643472,0.12709749,0.000015723117,0.0000764357,8.663853e-7,0.030898094,0.7991697,0.0020335221,0.034164675,0.00003082605,0.0060965456],"study_design_scores_gemma":[0.00091052026,0.00055209146,0.93158036,0.000047834346,0.000025677275,0.000008366931,0.00076748006,0.011728689,0.0007027093,0.052713986,0.0008365522,0.00012571624],"about_ca_topic_score_codex":0.000118436714,"about_ca_topic_score_gemma":0.00005218399,"teacher_disagreement_score":0.8044829,"about_ca_system_score_codex":0.000039438874,"about_ca_system_score_gemma":0.000030256422,"threshold_uncertainty_score":0.23732126},"labels":[],"label_agreement":null},{"id":"W2102037064","doi":"10.7202/010560ar","title":"Économétrie de la finance : l’exemple du risque de crédit","year":2005,"lang":"fr","type":"article","venue":"L Actualité économique","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Humanities; Political science; Philosophy","score_opus":0.02063635660627586,"score_gpt":0.23217511151700976,"score_spread":0.2115387549107339,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2102037064","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.86560875,0.016442824,0.02853583,0.024918577,0.0015662583,0.00047409112,0.0012362518,0.00013092656,0.061086483],"genre_scores_gemma":[0.9303972,0.017256223,0.013070081,0.0010573897,0.004618318,0.00016950024,0.00006794127,0.00012335589,0.033239957],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99627423,0.00018638514,0.001402016,0.0008844044,0.000029151635,0.0012238128],"domain_scores_gemma":[0.9970218,0.0010337222,0.0007477462,0.0008149979,0.00006781056,0.00031393944],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.0020914208,0.00051791087,0.0009272983,0.00033220235,0.00041651123,0.00037834846,0.00063110737,0.000994155,0.0020386358],"category_scores_gemma":[0.00095519295,0.000772769,0.00049678015,0.00035673683,0.0005270462,0.0008811584,0.0001748469,0.0007338681,0.0017531627],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00004649933,0.00039605782,0.065836936,0.00005817408,0.000090408255,0.00002350147,0.0029620812,0.011170727,0.000014525028,0.8289332,0.025423106,0.0650448],"study_design_scores_gemma":[0.0008444586,0.00007807568,0.079900496,0.000063201616,0.000028910372,0.00006141421,0.00006358337,0.023689484,0.0004310019,0.09798027,0.79618704,0.0006720447],"about_ca_topic_score_codex":0.0044605127,"about_ca_topic_score_gemma":0.0011697096,"teacher_disagreement_score":0.77076393,"about_ca_system_score_codex":0.002317975,"about_ca_system_score_gemma":0.00058160356,"threshold_uncertainty_score":0.9994723},"labels":[],"label_agreement":null},{"id":"W2102204582","doi":"10.5430/ijfr.v1n1p30","title":"Enactment of Default Point in KMV Model on CMBC, SPDB, CMB, Huaxia Bank and SDB","year":2010,"lang":"en","type":"article","venue":"International Journal of Financial Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"National Science Foundation","keywords":"China; Default; Point (geometry); Default risk; Debt; Term (time); Financial system; Business; Economics; Actuarial science; Finance; Mathematics; Credit risk; Geography","score_opus":0.07446004822030829,"score_gpt":0.3560199592935314,"score_spread":0.28155991107322315,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2102204582","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9901999,0.00027672815,0.0015145552,0.0016766797,0.0008488987,0.00013048846,0.000107773994,0.000002729373,0.0052422076],"genre_scores_gemma":[0.99759084,0.00043291925,0.0011189629,0.000032169617,0.00045737732,0.000006937199,0.0000039163365,0.0000133043395,0.00034355975],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9982291,0.000022834747,0.00091044366,0.00021157366,0.00035905,0.000267006],"domain_scores_gemma":[0.9985337,0.0002211654,0.00039895726,0.00017080251,0.000565815,0.000109515815],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021163302,0.00010873931,0.00032722024,0.0011767767,0.000064578795,0.000058246533,0.00047128357,0.00014160377,0.0001271863],"category_scores_gemma":[0.0021718307,0.00011237084,0.00012534775,0.00026326123,0.00016106294,0.00025922692,0.000111773596,0.0008197031,0.000026667645],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0006663707,0.0007222951,0.088107266,0.000017346883,0.000041841937,0.00008746327,0.0011529486,0.0017308474,0.002868385,0.8369169,0.0026685428,0.06501974],"study_design_scores_gemma":[0.001634271,0.00040435191,0.8354118,0.000102307014,0.00000272491,0.00003089577,0.000026328205,0.0076285484,0.0009928093,0.13185257,0.021738615,0.00017479032],"about_ca_topic_score_codex":0.00034539294,"about_ca_topic_score_gemma":0.00046657035,"teacher_disagreement_score":0.7473045,"about_ca_system_score_codex":0.00017494333,"about_ca_system_score_gemma":0.00025929924,"threshold_uncertainty_score":0.458235},"labels":[],"label_agreement":null},{"id":"W2104101048","doi":"10.1111/j.1467-9957.2009.02121.x","title":"AN ADMISSIBLE TERM STRUCTURE MODEL OF SOVEREIGN YIELD SPREADS WITH MACRO FACTORS: THE CASE OF BRAZILIAN GLOBAL BONDS","year":2009,"lang":"en","type":"article","venue":"Manchester School","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Barrie Urology Group","funders":"","keywords":"Economics; Bond; Volatility (finance); Macro; Yield (engineering); Monetary economics; Sovereignty; Credit risk; Affine term structure model; Term (time); Yield curve; Sovereign default; Econometrics; Financial economics; Finance; Sovereign debt","score_opus":0.026064188223596966,"score_gpt":0.24204635922111242,"score_spread":0.21598217099751546,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2104101048","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.98878103,0.00018413467,0.0048328373,0.00014279598,0.000056668596,0.00019010586,0.0008219705,0.000018265124,0.004972162],"genre_scores_gemma":[0.99868983,0.000009492499,0.0009885611,0.000059838574,0.000088779576,0.000003234089,0.000018245139,0.000011503384,0.00013053686],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9990043,0.000007169677,0.00044066663,0.0002859208,0.000045933786,0.00021599885],"domain_scores_gemma":[0.99886745,0.000017826313,0.00030877482,0.0006367215,0.000043256427,0.00012594087],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.000095113806,0.00017189237,0.00033214697,0.000069984286,0.00008977377,0.000054879336,0.00027713395,0.00012652061,0.00017097774],"category_scores_gemma":[0.00004096789,0.00013381886,0.00008120146,0.00023115086,0.00006811693,0.00033101867,0.000026120892,0.0001423284,0.0000049029027],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00012815803,0.00019259185,0.83093864,0.000048838116,0.00005044618,0.000029243029,0.0011451727,0.0061685313,0.0005027223,0.1562007,0.00067448366,0.0039204573],"study_design_scores_gemma":[0.000503021,0.00039686263,0.9221941,0.00003592189,0.000025367024,0.00005333952,0.00019493492,0.007910259,0.0012162782,0.06705963,0.00013217394,0.00027809042],"about_ca_topic_score_codex":0.00017591579,"about_ca_topic_score_gemma":0.00023278661,"teacher_disagreement_score":0.09125547,"about_ca_system_score_codex":0.000051354455,"about_ca_system_score_gemma":0.00006058003,"threshold_uncertainty_score":0.54569745},"labels":[],"label_agreement":null},{"id":"W2105231105","doi":"10.3905/jod.2012.20.1.080","title":"Ratings Arbitrage and Structured Products","year":2012,"lang":"en","type":"article","venue":"The Journal of Derivatives","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":11,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Issuer; Arbitrage; Credit rating; Diversification (marketing strategy); Credit derivative; Credit risk; Credit default swap; iTraxx; Synthetic CDO; Business; Structured finance; Probability of default; Portfolio; Credit default swap index; Loss given default; Actuarial science; Economics; Financial economics; Credit enhancement; Credit valuation adjustment; Finance; Credit reference; Financial crisis; Capital requirement; Microeconomics","score_opus":0.02781028751146061,"score_gpt":0.2213992169524361,"score_spread":0.1935889294409755,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2105231105","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9888247,0.0056552757,0.0022096762,0.0017081712,0.00028914472,0.000058291003,0.000007556876,0.0000033817323,0.0012437796],"genre_scores_gemma":[0.99770373,0.00025657623,0.001468587,0.000036232927,0.00040671954,4.995614e-7,4.048106e-7,0.0000065820304,0.00012068926],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9994705,0.000016480088,0.0003163463,0.000044490265,0.000027472284,0.00012475454],"domain_scores_gemma":[0.999316,0.00006816344,0.00044277977,0.00009015463,0.000039937397,0.000042984604],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005784914,0.00006150777,0.00016622276,0.00006908181,0.00010364483,0.000019598792,0.00009450083,0.000024548415,0.00003092898],"category_scores_gemma":[0.000358102,0.000043489927,0.00002883157,0.00012958261,0.00008600348,0.00031826738,0.000022423705,0.00014249331,0.0000054954767],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00008833838,0.00011045017,0.47388938,0.000030406087,0.00012580596,0.000001362078,0.033618417,0.000042997966,0.0070450604,0.476446,0.0030893784,0.0055124057],"study_design_scores_gemma":[0.00019586895,0.00004885045,0.9553483,0.000008617013,0.0000073786987,0.00004246722,0.0003422243,0.000020289193,0.0016555948,0.022755818,0.019502211,0.00007235209],"about_ca_topic_score_codex":0.0000076212705,"about_ca_topic_score_gemma":0.0000012558397,"teacher_disagreement_score":0.48145893,"about_ca_system_score_codex":0.000012881459,"about_ca_system_score_gemma":0.000012251165,"threshold_uncertainty_score":0.17734677},"labels":[],"label_agreement":null},{"id":"W2105723445","doi":"10.2139/ssrn.1784962","title":"On Pricing Credit Default Swaps with Observable Covariates","year":2011,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":40,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Queen's University; McGill University","funders":"","keywords":"Credit default swap; Credit derivative; iTraxx; Covariate; Observable; Credit default swap index; Econometrics; Default; Business; Economics; Credit risk; Financial economics; Actuarial science; Finance; Credit valuation adjustment; Credit reference","score_opus":0.026464295857630958,"score_gpt":0.1987946255699875,"score_spread":0.17233032971235654,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2105723445","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.85702896,0.0025644866,0.095209084,0.0003038669,0.0005900434,0.00018981761,0.000022115086,0.00006108699,0.04403055],"genre_scores_gemma":[0.99501663,0.00089842884,0.0009458576,0.000039839564,0.00032956855,0.00000834636,0.0000055279343,0.000033367935,0.0027224484],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9978346,0.000011057282,0.00041224607,0.00026044252,0.000063520296,0.001418103],"domain_scores_gemma":[0.9992601,0.000038225953,0.00033981915,0.00022259282,0.000054390242,0.0000848262],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009185806,0.00016205359,0.00027437595,0.00019900477,0.0003164878,0.000057827074,0.00024729822,0.00008959689,0.00019519158],"category_scores_gemma":[0.000101570695,0.00014993915,0.00009936323,0.0002820183,0.000041889012,0.00026826165,0.000020885782,0.0009440221,0.00029530845],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00008150387,0.00008638412,0.032238267,0.0000022435026,0.00007250287,0.0000038485327,0.0003319843,0.00014775945,0.0000059868457,0.9656198,0.00017103474,0.0012386916],"study_design_scores_gemma":[0.0007902346,0.0008021855,0.073900566,0.000022291537,0.000016293592,0.00010778051,0.00032011373,0.00036957048,0.00004031705,0.9175213,0.0058344337,0.00027488952],"about_ca_topic_score_codex":0.0006983068,"about_ca_topic_score_gemma":0.0007406482,"teacher_disagreement_score":0.13798766,"about_ca_system_score_codex":0.00052065443,"about_ca_system_score_gemma":0.00040965952,"threshold_uncertainty_score":0.6114341},"labels":[],"label_agreement":null},{"id":"W2105879868","doi":"10.17016/feds.2010.10","title":"Pricing Counterparty Risk at the Trade Level and CVA Allocations","year":2010,"lang":"en","type":"article","venue":"Finance and Economics Discussion Series","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Fields Institute for Research in Mathematical Sciences","funders":"","keywords":"Collateralized debt obligation; Credit risk; Credit valuation adjustment; Counterparty; Portfolio; Valuation (finance); Credit derivative; Actuarial science; Subadditivity; Econometrics; Economics; Business; Mathematics; Financial economics; Finance; Collateral; Credit reference","score_opus":0.020353981113506663,"score_gpt":0.20831413159408985,"score_spread":0.18796015048058318,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2105879868","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.98830956,0.00069522957,0.00039992182,0.0069201305,0.0005707194,0.00017547075,0.00059360743,0.000021503798,0.0023138756],"genre_scores_gemma":[0.9867082,0.008721694,0.0004982926,0.000081361606,0.0001701316,0.00004413331,0.000033203192,0.00002035418,0.003722622],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9989283,0.0000074536065,0.00042785768,0.00038687544,0.000017229242,0.00023227757],"domain_scores_gemma":[0.999219,0.00006408259,0.00029744775,0.00035014155,0.000008015259,0.00006128968],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0003265075,0.00016400478,0.0002662456,0.000069231,0.0008808272,0.00013684123,0.00013151906,0.00011434553,0.000096024625],"category_scores_gemma":[0.000084205516,0.000112371294,0.00006254506,0.00008801405,0.0003091496,0.00048801812,0.00012344794,0.00022367851,0.000061693754],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000054080152,0.00007564054,0.39790514,0.000019871834,0.0000328706,8.288713e-7,0.003707885,0.00013865334,0.00009283177,0.55920106,0.003794062,0.03497709],"study_design_scores_gemma":[0.00021048446,0.00002230738,0.5028375,0.0000053486024,0.000005894772,0.000011743887,0.00016763693,0.0009541362,0.000059222097,0.018644491,0.4769211,0.00016015061],"about_ca_topic_score_codex":0.00014158503,"about_ca_topic_score_gemma":0.002835901,"teacher_disagreement_score":0.54055655,"about_ca_system_score_codex":0.00003224151,"about_ca_system_score_gemma":0.000023638211,"threshold_uncertainty_score":0.67746997},"labels":[],"label_agreement":null},{"id":"W2109557698","doi":"10.2139/ssrn.1337298","title":"The Cost of Financial Distress and the Timing of Default","year":2009,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":11,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University; University of Toronto","funders":"","keywords":"Financial distress; Business; Distress; Bankruptcy; Default; Financial system; Actuarial science; Economics; Finance; Psychology","score_opus":0.010974276950336658,"score_gpt":0.2174328055199485,"score_spread":0.20645852856961186,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2109557698","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.92553234,0.03781869,0.02532519,0.0040617744,0.00036304505,0.000308131,0.000058272988,0.000007529641,0.0065250145],"genre_scores_gemma":[0.9906662,0.008837738,0.00002325527,0.000011962453,0.00013578791,0.0000021276553,0.0000012606545,0.0000043695004,0.00031727608],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99889976,0.000015106333,0.00043769623,0.000084933294,0.000040327686,0.0005221677],"domain_scores_gemma":[0.99928,0.000108010485,0.00041702625,0.00013328796,0.000039577477,0.000022129734],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013692527,0.00006732572,0.00020697892,0.000047258924,0.00028852903,0.000026164867,0.00019138085,0.00004184092,0.0000055097453],"category_scores_gemma":[0.00028841326,0.00004442501,0.00010299329,0.00013111444,0.0001794199,0.00006716768,0.000016521784,0.00042783233,0.000002120339],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00006249736,0.000016163149,0.0035857393,0.000001181438,0.000012855138,1.1689416e-7,0.00014863338,0.000037584217,0.000005203237,0.9345122,0.00006657405,0.061551265],"study_design_scores_gemma":[0.00092342356,0.000107228334,0.14348787,0.000009890283,0.000011073118,0.000026104612,0.00016734532,0.00075609813,0.000023872346,0.8475424,0.0068760305,0.00006866394],"about_ca_topic_score_codex":0.000093161725,"about_ca_topic_score_gemma":0.00037316338,"teacher_disagreement_score":0.13990213,"about_ca_system_score_codex":0.000082106446,"about_ca_system_score_gemma":0.00017316511,"threshold_uncertainty_score":0.22191611},"labels":[],"label_agreement":null},{"id":"W2109807244","doi":"10.1111/j.1744-7976.2009.01146.x","title":"Assessing Credit Risk in an Agricultural Loan Portfolio","year":2009,"lang":"fr","type":"article","venue":"Canadian Journal of Agricultural Economics/Revue canadienne d agroeconomie","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":14,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Portfolio; Economics; Credit risk; Humanities; Welfare economics; Actuarial science; Financial economics; Art","score_opus":0.030614572069500665,"score_gpt":0.19926695152913862,"score_spread":0.16865237945963796,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2109807244","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9616536,0.010139162,0.000044082706,0.010062322,0.010565052,0.00045518062,0.0013954272,0.00001527278,0.005669916],"genre_scores_gemma":[0.9884374,0.001669157,0.0007987113,0.00024228464,0.0052964594,0.000008710479,0.00024235171,0.00005262803,0.0032522539],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9929958,0.00011579203,0.0036571247,0.0010222411,0.00002330617,0.0021857345],"domain_scores_gemma":[0.9920861,0.00014633818,0.0036283527,0.0006023675,0.0003816872,0.003155134],"candidate_categories":["metaepi_narrow","scholarly_communication","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0014062468,0.00083404244,0.0019751396,0.0015038399,0.00061007787,0.0014244893,0.0012196815,0.0007823719,0.0009233723],"category_scores_gemma":[0.0004029959,0.00093009253,0.000844123,0.0007291712,0.00031874495,0.005965996,0.000033296677,0.0014410807,0.00017798146],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":true,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00010896614,0.0004446459,0.5165311,0.000103289516,0.00049194857,0.00080976903,0.0105564995,0.074896,0.000036628448,0.31205592,0.025139587,0.058825664],"study_design_scores_gemma":[0.0013109006,0.00083385943,0.92721313,0.00025315114,0.00010467165,0.00085670815,0.0043558166,0.0006376145,0.000012217511,0.012920892,0.0502843,0.0012167542],"about_ca_topic_score_codex":0.08712609,"about_ca_topic_score_gemma":0.86318123,"teacher_disagreement_score":0.77605516,"about_ca_system_score_codex":0.006819521,"about_ca_system_score_gemma":0.0013525084,"threshold_uncertainty_score":0.9999899},"labels":[],"label_agreement":null},{"id":"W2110238138","doi":"10.2139/ssrn.1961656","title":"The End of Market Discipline? Investor Expectations of Implicit State Guarantees","year":2011,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":108,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Simon Fraser University","funders":"","keywords":"Business; Financial crisis; Financial system; Bond market; Debt; Market discipline; Monetary economics; Financial market; Bond; Economics; Finance","score_opus":0.018238723431573643,"score_gpt":0.21625387878119914,"score_spread":0.1980151553496255,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2110238138","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9671017,0.009683411,0.01129153,0.0002965421,0.00028672302,0.0001274624,0.000096770265,0.0000084473995,0.011107425],"genre_scores_gemma":[0.99313915,0.0051698163,0.00017818663,0.00000207319,0.00007781699,0.000006677313,0.0000019749923,0.000013542266,0.0014107774],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.998442,0.000016523107,0.0006751749,0.00012450281,0.000048352238,0.00069343194],"domain_scores_gemma":[0.9989978,0.00006925136,0.0006204085,0.00020939593,0.000065395165,0.000037744867],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00093221274,0.00009083446,0.0002287705,0.00014838354,0.0002155419,0.000014815526,0.0002709024,0.000037542093,0.00008682205],"category_scores_gemma":[0.00011417965,0.000075456905,0.00014936109,0.00021282886,0.00016348869,0.00013689556,0.000030468724,0.00036718187,0.000012186986],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000048716913,0.000058964968,0.039482765,0.0000034820591,0.00008771969,2.2790869e-7,0.0015977642,0.0000083124705,0.000070491726,0.9532648,0.00015090176,0.0052258736],"study_design_scores_gemma":[0.000274869,0.00016184371,0.17028145,0.0000071136546,0.0000093476765,0.000017589764,0.0016124168,0.00013310219,0.00018864458,0.8252059,0.0020149758,0.00009274226],"about_ca_topic_score_codex":0.00023383813,"about_ca_topic_score_gemma":0.0018208363,"teacher_disagreement_score":0.1307987,"about_ca_system_score_codex":0.00014398695,"about_ca_system_score_gemma":0.00034302534,"threshold_uncertainty_score":0.30770433},"labels":[],"label_agreement":null},{"id":"W2110652040","doi":"10.3905/jod.2003.319200","title":"The Valuation of Credit Default Swap Options","year":2003,"lang":"en","type":"article","venue":"The Journal of Derivatives","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":89,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Credit default swap; iTraxx; Credit derivative; Credit default swap index; Credit risk; Synthetic CDO; Embedded option; Credit valuation adjustment; Valuation (finance); Derivative (finance); Business; Actuarial science; Swap (finance); Economics; Financial economics; Finance; Credit reference","score_opus":0.058617106011059884,"score_gpt":0.25851336038132255,"score_spread":0.19989625437026268,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2110652040","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.91109985,0.007496594,0.069576934,0.0019011168,0.0007200462,0.0001361575,0.000021594478,0.000004492049,0.009043218],"genre_scores_gemma":[0.9972924,0.0012814897,0.00091077434,0.0000095424775,0.00013040424,0.00000181899,5.945008e-7,0.0000066252455,0.00036633818],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9991221,0.000064161504,0.0005969441,0.000048704318,0.00006276524,0.00010533907],"domain_scores_gemma":[0.99841493,0.00038611167,0.0008549073,0.0001673552,0.00015025632,0.000026439835],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015776763,0.0000612389,0.00017115725,0.0000828424,0.00025995378,0.000022692426,0.00020229943,0.000031703923,0.00004828998],"category_scores_gemma":[0.0011599652,0.00003878766,0.000100007885,0.00023808035,0.00015022117,0.00016236723,0.000013661265,0.00012218478,0.000014631677],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000029068802,0.00006158365,0.012977292,0.000003658717,0.000072071605,2.692016e-7,0.0026583753,0.0016431783,0.00045121674,0.97923034,0.0012692546,0.001603705],"study_design_scores_gemma":[0.0004748111,0.00017643998,0.5093065,0.000022110287,0.000027724556,0.000021577025,0.0015874828,0.00048557186,0.0012964254,0.42303547,0.063460805,0.00010509089],"about_ca_topic_score_codex":0.000014861578,"about_ca_topic_score_gemma":0.000009754597,"teacher_disagreement_score":0.55619484,"about_ca_system_score_codex":0.000029262257,"about_ca_system_score_gemma":0.00004599183,"threshold_uncertainty_score":0.19993806},"labels":[],"label_agreement":null},{"id":"W2111151979","doi":"10.2139/ssrn.1943573","title":"Model Implied Credit Spreads","year":2011,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Economics; Econometrics; Business; Financial system; Monetary economics","score_opus":0.044694699596250505,"score_gpt":0.21738953226624205,"score_spread":0.17269483266999155,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2111151979","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6115617,0.0043157865,0.2782975,0.00029519922,0.000756715,0.00014869547,0.000046919104,0.00006789292,0.10450958],"genre_scores_gemma":[0.99264854,0.0023472393,0.000712482,0.000025406323,0.0004334103,0.0000069893267,0.0000047118865,0.00002837627,0.0037928368],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9977021,0.0000061741143,0.00048556968,0.0002297491,0.00004385692,0.0015325057],"domain_scores_gemma":[0.9993526,0.0000102025015,0.00027347528,0.00022892305,0.000037931117,0.00009689886],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009101545,0.00013824285,0.00025705094,0.000205048,0.00022375601,0.000037952577,0.00028923704,0.00010625044,0.00019261794],"category_scores_gemma":[0.000054869706,0.00015223397,0.00016731361,0.00016935392,0.00004462567,0.00026147676,0.000035311637,0.0008873269,0.00035869298],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00002074892,0.00005358202,0.017564444,0.0000010610241,0.00004130014,9.98873e-7,0.00031458138,0.00008512335,0.000012260956,0.97796017,0.00029694627,0.0036487896],"study_design_scores_gemma":[0.0003796502,0.00010773631,0.028889058,0.000002832576,0.000008855092,0.00006857484,0.00011561635,0.0031359026,0.000017401284,0.9631737,0.003906702,0.00019398464],"about_ca_topic_score_codex":0.00015622449,"about_ca_topic_score_gemma":0.00035770205,"teacher_disagreement_score":0.38108683,"about_ca_system_score_codex":0.00046562313,"about_ca_system_score_gemma":0.000460771,"threshold_uncertainty_score":0.6207921},"labels":[],"label_agreement":null},{"id":"W2111514894","doi":"10.3905/jod.2006.650197","title":"Credit Spread Option Valuation under GARCH","year":2006,"lang":"en","type":"article","venue":"The Journal of Derivatives","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":13,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"York University","funders":"","keywords":"Autoregressive conditional heteroskedasticity; Econometrics; Mean reversion; Valuation (finance); Stochastic volatility; Economics; Bond; Valuation of options; Volatility (finance); Embedded option; Actuarial science; Financial economics; Finance","score_opus":0.049497111150374876,"score_gpt":0.25488411144262174,"score_spread":0.20538700029224688,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2111514894","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7480678,0.0014252005,0.24480638,0.0016514438,0.00033742684,0.00006973942,0.000010385617,0.0000061606324,0.0036254474],"genre_scores_gemma":[0.99752325,0.00019671362,0.0009870414,0.00001844205,0.0007153462,0.0000013545264,0.0000038837557,0.000008901345,0.00054506375],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9991964,0.000031894662,0.0005216755,0.00006702426,0.00006694085,0.00011604482],"domain_scores_gemma":[0.99902904,0.00012925242,0.00060177984,0.00012126881,0.00009608848,0.000022561751],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008164122,0.000071415474,0.00017434276,0.00014879624,0.00013412902,0.000032868073,0.00015482536,0.00004144312,0.00006682423],"category_scores_gemma":[0.000114984134,0.00005647337,0.00008056596,0.00019816966,0.00007981947,0.000265686,0.000018825043,0.00012510209,0.00004708056],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00006269736,0.00011585871,0.033838768,0.0000056090266,0.000042543088,0.0000010365702,0.001094462,0.009724662,0.0014037574,0.9492951,0.0022179866,0.0021975054],"study_design_scores_gemma":[0.00023020482,0.00006215234,0.60891783,0.000009332975,0.0000080027985,0.000010005046,0.00013188031,0.0006994808,0.00032262577,0.38345766,0.0060942066,0.000056622557],"about_ca_topic_score_codex":0.000079954116,"about_ca_topic_score_gemma":0.00001671989,"teacher_disagreement_score":0.575079,"about_ca_system_score_codex":0.00006014386,"about_ca_system_score_gemma":0.00002540377,"threshold_uncertainty_score":0.23029172},"labels":[],"label_agreement":null},{"id":"W2111859414","doi":"10.1002/fut.21684","title":"Valuing Retail Credit Tranches with Structural, Double Mixture Models","year":2014,"lang":"en","type":"article","venue":"Journal of Futures Markets","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"IBM (Canada); University of Regina","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Tranche; Conditional independence; Econometrics; Portfolio; Economics; Class (philosophy); Measure (data warehouse); Homogeneous; Independence (probability theory); Credit risk; Mixing (physics); Mathematical economics; Mathematics; Statistical physics; Actuarial science; Financial economics; Computer science; Statistics; Physics; Artificial intelligence","score_opus":0.023120932570139432,"score_gpt":0.20864970854529774,"score_spread":0.18552877597515832,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2111859414","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9574442,0.0035223428,0.017847117,0.0010790244,0.0013584429,0.00011251624,0.000027187867,0.000017307239,0.018591873],"genre_scores_gemma":[0.9939173,0.00023519904,0.0033436648,0.000046396588,0.0018831264,0.0000020678197,0.0000038508592,0.000024356794,0.0005440767],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99877125,0.000019715031,0.0006604499,0.00019306195,0.000114088885,0.0002414353],"domain_scores_gemma":[0.99870014,0.00006735788,0.0007526692,0.00023181507,0.00012530612,0.000122703],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006972168,0.0001693815,0.00047100332,0.00023053726,0.00018087932,0.00010400481,0.00027349163,0.00013338358,0.00020589106],"category_scores_gemma":[0.00007207985,0.00013796051,0.0001954352,0.00019357157,0.0000551218,0.00052877393,0.000019276233,0.0003250761,0.000007335416],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0051277205,0.00028370452,0.12476871,0.00027905646,0.00084093044,0.00009411778,0.0063466653,0.030132774,0.00034996768,0.66403306,0.07154933,0.096193984],"study_design_scores_gemma":[0.0042625004,0.0005110164,0.60944176,0.00015336036,0.00007616257,0.0002526159,0.00019028877,0.015871074,0.00017388866,0.13116316,0.23725744,0.0006467351],"about_ca_topic_score_codex":0.000018396033,"about_ca_topic_score_gemma":0.000027425205,"teacher_disagreement_score":0.5328699,"about_ca_system_score_codex":0.000055970737,"about_ca_system_score_gemma":0.000036029393,"threshold_uncertainty_score":0.56258667},"labels":[],"label_agreement":null},{"id":"W2112550508","doi":"10.1162/rest_a_00376","title":"Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach","year":2013,"lang":"en","type":"article","venue":"The Review of Economics and Statistics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":185,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Econometrics; Autoregressive model; Economics; Bayesian probability; Bond; Benchmark (surveying); Bayesian inference; Nowcasting; Economic indicator; Credit risk; Quarter (Canadian coin); Real economy; Bond market; Bayesian vector autoregression; Statistics; Actuarial science; Mathematics; Finance; Monetary economics; Macroeconomics","score_opus":0.018386603262879945,"score_gpt":0.22563535426591455,"score_spread":0.2072487510030346,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2112550508","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.75081253,0.024032272,0.1284231,0.0013265247,0.0005916157,0.0025531945,0.0073943604,0.00004635779,0.08482007],"genre_scores_gemma":[0.6399107,0.34214208,0.01670426,0.000067726265,0.000196347,0.00008202899,0.00011227314,0.000055067507,0.00072955975],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.998501,0.000020625914,0.00093878363,0.00030051605,0.000022559403,0.00021652554],"domain_scores_gemma":[0.9983704,0.00016064585,0.00086763984,0.0004663722,0.000043248325,0.000091659735],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005638149,0.00018867601,0.0008263123,0.00010099547,0.00009183432,0.00003772957,0.00024545557,0.000073239295,0.00022207672],"category_scores_gemma":[0.00008903952,0.00017782486,0.00012319883,0.00006590141,0.00019205344,0.00023382304,0.000093021925,0.00010378814,0.00007398995],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000010285439,0.00006816264,0.0024132913,0.0011173937,0.0001169561,1.4859239e-7,0.00025065496,0.0038273674,0.0000078298235,0.97653615,0.003911097,0.011740644],"study_design_scores_gemma":[0.00035919755,0.00010818336,0.013472956,0.00031880126,0.00008556657,0.000007418404,0.000024742902,0.81332713,0.000019273739,0.16564846,0.0062669246,0.0003613263],"about_ca_topic_score_codex":0.0011023864,"about_ca_topic_score_gemma":0.000015226441,"teacher_disagreement_score":0.8108877,"about_ca_system_score_codex":0.00007117927,"about_ca_system_score_gemma":0.000089746754,"threshold_uncertainty_score":0.7251487},"labels":[],"label_agreement":null},{"id":"W2112700750","doi":"10.2139/ssrn.1600911","title":"Counterparty Credit Risk and American Options","year":2010,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Simon Fraser University","funders":"","keywords":"Credit risk; Business; Credit valuation adjustment; Actuarial science; Financial system; Credit reference","score_opus":0.006529538912754361,"score_gpt":0.20989119954631383,"score_spread":0.20336166063355945,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2112700750","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97360945,0.0018303518,0.020755941,0.00064713124,0.00064839306,0.00006875894,0.0000807184,0.00002454159,0.0023346904],"genre_scores_gemma":[0.9877624,0.010057628,0.00044879914,0.000016424843,0.0007386428,0.000005593541,0.000005695017,0.00001721686,0.0009476098],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9984337,0.000010041811,0.00033552304,0.00020351117,0.000037202626,0.0009799984],"domain_scores_gemma":[0.99930656,0.000035803005,0.00034768012,0.00017453048,0.000035601635,0.00009985375],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010819045,0.00010830285,0.00021444066,0.000165891,0.00038025592,0.000093413866,0.00014905617,0.00005868998,0.00010013408],"category_scores_gemma":[0.000166205,0.00011581328,0.00008876858,0.00018946711,0.00016117282,0.00020239409,0.000026186483,0.001656469,0.00011515048],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00000816821,0.00003014883,0.15331721,5.922487e-7,0.000030454765,4.978386e-7,0.00008730799,0.000009012439,0.000021553602,0.82972735,0.00024287801,0.016524812],"study_design_scores_gemma":[0.00035228822,0.00015765056,0.25785837,0.0000019446095,0.00001321832,0.00014991596,0.00027965353,0.00061925716,0.0000029443,0.5985352,0.1418424,0.00018722241],"about_ca_topic_score_codex":0.0005333452,"about_ca_topic_score_gemma":0.0048218877,"teacher_disagreement_score":0.2311922,"about_ca_system_score_codex":0.00014862421,"about_ca_system_score_gemma":0.00023288724,"threshold_uncertainty_score":0.71966255},"labels":[],"label_agreement":null},{"id":"W2113370386","doi":"10.5539/ibr.v8n2p42","title":"Macroeconomics Determinants of Sovereign Credit Ratings","year":2015,"lang":"en","type":"article","venue":"International Business Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":33,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Sovereign credit; Economics; Sovereignty; Economic freedom; Variable (mathematics); Credit rating; Variables; Econometrics; Credit risk; Actuarial science; Political science; Credit default swap; Statistics","score_opus":0.15490090990131675,"score_gpt":0.3590805610879286,"score_spread":0.20417965118661183,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2113370386","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.89857864,0.00028531943,0.0018009191,0.00089805585,0.0013857902,0.00016728269,0.0002931377,0.000018511153,0.09657237],"genre_scores_gemma":[0.99586666,0.000099041805,0.00083186384,0.000011886416,0.00055161276,0.000025903391,0.00003578601,0.000018841294,0.0025584146],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9986731,0.000015282327,0.0005992082,0.00028542106,0.00017012095,0.00025690405],"domain_scores_gemma":[0.9983686,0.00011145505,0.00023568755,0.00025408075,0.0009333792,0.00009677363],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011690853,0.00009184185,0.0002513525,0.0005102506,0.00007471247,0.00009452655,0.0005034223,0.000088081,0.00039235115],"category_scores_gemma":[0.0015475355,0.00010799438,0.00006006098,0.0004436515,0.00018431181,0.00038945858,0.0001965013,0.00015841279,0.00056710234],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000092484224,0.00014569412,0.73552066,0.000019811225,0.000026695056,0.000010301515,0.000333307,0.00040819857,0.000054011827,0.25092387,0.009045737,0.0034192333],"study_design_scores_gemma":[0.00085932435,0.000051472613,0.7322431,0.000032909884,0.0000015547181,0.000011456664,0.00013377811,0.005143601,0.00044141384,0.16033326,0.100557,0.0001911006],"about_ca_topic_score_codex":0.0010315108,"about_ca_topic_score_gemma":0.00008122456,"teacher_disagreement_score":0.097288035,"about_ca_system_score_codex":0.00019583633,"about_ca_system_score_gemma":0.00015562683,"threshold_uncertainty_score":0.7289142},"labels":[],"label_agreement":null},{"id":"W2117597961","doi":"10.1111/1911-3846.12362","title":"The Effect of Risk Factor Disclosures on the Pricing of Credit Default Swaps","year":2017,"lang":"en","type":"article","venue":"Contemporary Accounting Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":93,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":true,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"University of Waterloo; City University of Hong Kong","keywords":"Credit default swap; Business; Transparency (behavior); Credit risk; Credit default swap index; Credit derivative; Information asymmetry; Mandate; Commission; Actuarial science; Accounting; Credit valuation adjustment; Finance; Credit reference","score_opus":0.07870680457996815,"score_gpt":0.3268212425806549,"score_spread":0.24811443800068678,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2117597961","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9701341,0.0018642807,0.00006734986,0.0010844573,0.00040444473,0.00047573049,0.00030541053,0.000011160301,0.025653068],"genre_scores_gemma":[0.9989193,0.00017886635,0.000008697374,0.0000023076082,0.00032486572,0.000030851003,0.000004388214,0.000020963093,0.0005097442],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9983911,0.00014114265,0.00062267814,0.00028742204,0.00022401124,0.00033367108],"domain_scores_gemma":[0.99335355,0.0042619375,0.0009643873,0.0012123331,0.00016817272,0.000039621227],"candidate_categories":["metaresearch","sts"],"consensus_categories":[],"category_scores_codex":[0.0062891273,0.00013200127,0.00036792696,0.00018163423,0.0021327091,0.0002836754,0.0011576483,0.00009664843,0.000033948134],"category_scores_gemma":[0.014000165,0.00008087685,0.0001796889,0.00021215707,0.00067421305,0.00028735775,0.00029162414,0.00053161866,0.00005544643],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00013554748,0.000023461764,0.94362605,0.000036044403,0.00004216354,9.914093e-7,0.000401765,0.0000126602545,0.00008745244,0.046002448,0.0033396005,0.0062918453],"study_design_scores_gemma":[0.0003738336,0.00019643092,0.9721669,0.00008960017,0.0000025952872,2.218207e-7,0.00012870725,0.00051580404,0.0015627604,0.0070782467,0.017787242,0.00009767289],"about_ca_topic_score_codex":0.002079423,"about_ca_topic_score_gemma":0.00009446071,"teacher_disagreement_score":0.038924202,"about_ca_system_score_codex":0.00003757296,"about_ca_system_score_gemma":0.000064042586,"threshold_uncertainty_score":0.99916637},"labels":[],"label_agreement":null},{"id":"W2118383063","doi":"10.5555/1161734.1162037","title":"A simulation-based First-to-Default (FTD) Credit Default Swap (CDS) pricing approach under jump-diffusion","year":2004,"lang":"en","type":"article","venue":"Winter Simulation Conference","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Alberta","funders":"","keywords":"Credit default swap; Credit derivative; iTraxx; Credit default swap index; Synthetic CDO; Jump; Credit risk; Credit valuation adjustment; Jump diffusion; Interest rate swap; Swap (finance); Copula (linguistics); Derivative (finance); Probability of default; Econometrics; Computer science; Business; Financial economics; Actuarial science; Economics; Finance; Credit reference","score_opus":0.055042537331450606,"score_gpt":0.26721316980723625,"score_spread":0.21217063247578566,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2118383063","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.21552885,0.00006351976,0.777464,0.00088183786,0.0005206532,0.0005683169,0.00008866336,0.00015491976,0.00472925],"genre_scores_gemma":[0.99220115,0.0000040172145,0.006201282,0.00029618648,0.00040102887,0.00005871908,0.00014834716,0.000054953518,0.00063429447],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9973794,0.000021198837,0.0010907996,0.0008455848,0.00017851024,0.00048449702],"domain_scores_gemma":[0.9979446,0.00042047355,0.00046051037,0.00064444344,0.00030452284,0.00022544008],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.00033812237,0.00035897346,0.0005062086,0.0005581505,0.00041528666,0.00024548036,0.0003749426,0.00025989555,0.00036046508],"category_scores_gemma":[0.0007288226,0.0004154016,0.00021415115,0.0006974582,0.000082321254,0.00043026608,0.00010521781,0.00026175985,0.00074775453],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000049703853,0.00017609686,0.008870737,0.0000255501,0.000017637378,0.0000012912503,0.0011184604,0.96068734,0.00002533193,0.028258024,0.00004636129,0.00072344835],"study_design_scores_gemma":[0.0011994854,0.000093014896,0.08407554,0.000084475534,0.000013659578,4.8162974e-7,0.00010390967,0.89196974,0.000036591908,0.012741134,0.009202365,0.0004796126],"about_ca_topic_score_codex":0.00073072163,"about_ca_topic_score_gemma":0.00029161462,"teacher_disagreement_score":0.7766723,"about_ca_system_score_codex":0.0003576876,"about_ca_system_score_gemma":0.000118686796,"threshold_uncertainty_score":0.99982977},"labels":[],"label_agreement":null},{"id":"W2120527484","doi":"10.1109/fpl.2008.4629953","title":"FPGA acceleration of Monte-Carlo based credit derivative pricing","year":2008,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":29,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Collateralized debt obligation; Xeon; Monte Carlo method; Computer science; Field-programmable gate array; Software; Acceleration; Credit derivative; Valuation of options; Parallel computing; Embedded system; Finance; Operating system; Mathematics; Economics; Collateral","score_opus":0.06589558278703816,"score_gpt":0.22339245047614797,"score_spread":0.1574968676891098,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2120527484","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.881771,0.00020373844,0.089122005,0.00026341988,0.00023935406,0.0001681594,0.000052003565,0.000038684582,0.028141603],"genre_scores_gemma":[0.99479175,0.00005255323,0.0038597265,0.000037121532,0.00013887652,0.000014263126,0.000011884577,0.000011979697,0.0010818741],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99912363,0.000005378742,0.00047926363,0.00020680363,0.000038773214,0.00014612127],"domain_scores_gemma":[0.9993882,0.000055314184,0.00024576136,0.00020119143,0.00006882208,0.000040694547],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00013196432,0.00009279802,0.00025346995,0.00018787899,0.0001353136,0.000012531279,0.00010199481,0.00007179752,0.00038767472],"category_scores_gemma":[0.00015157646,0.000104218125,0.00009103901,0.00029999085,0.00006278811,0.00022315947,0.000020067073,0.000067012385,0.0000662467],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00004804805,0.00029781566,0.7714685,0.00002973047,0.00004471635,0.0000053323256,0.0019414482,0.008926953,0.00037023207,0.20489588,0.008678533,0.0032927783],"study_design_scores_gemma":[0.0005215868,0.000078998666,0.95241016,0.000008634244,0.0000032297955,0.0000015557324,0.00005193274,0.030372754,0.0026618983,0.002325011,0.011377565,0.0001866686],"about_ca_topic_score_codex":0.00043900823,"about_ca_topic_score_gemma":0.000052787873,"teacher_disagreement_score":0.20257089,"about_ca_system_score_codex":0.00005169025,"about_ca_system_score_gemma":0.000037706035,"threshold_uncertainty_score":0.4249892},"labels":[],"label_agreement":null},{"id":"W2122738829","doi":"10.2139/ssrn.1364303","title":"Idiosyncratic Volatility vs. Liquidity? Evidence from the U.S. Corporate Bond Market","year":2010,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":11,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Wilfrid Laurier University","funders":"","keywords":"Corporate bond; Market liquidity; Volatility (finance); Monetary economics; Financial economics; Economics; Business; Financial system; Bond; Finance","score_opus":0.026719517967580507,"score_gpt":0.2195147962599717,"score_spread":0.19279527829239118,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2122738829","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97612315,0.006110306,0.010865968,0.0041493373,0.0012722978,0.00017763814,0.00007585063,0.000027850647,0.0011975871],"genre_scores_gemma":[0.9928879,0.0042683873,0.00022746804,0.0000731872,0.0011609471,0.000009580286,0.0000074677055,0.000023374909,0.001341693],"study_design_codex":"observational","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.997606,0.00004073622,0.0006710932,0.00033888398,0.00009221129,0.0012511209],"domain_scores_gemma":[0.9982459,0.00030570567,0.0007443702,0.00052039843,0.0000792174,0.00010440243],"candidate_categories":["research_integrity"],"consensus_categories":[],"category_scores_codex":[0.0036700494,0.00018616143,0.00032686602,0.00008063991,0.0005312165,0.00018946061,0.00057773135,0.00014533248,0.0006034152],"category_scores_gemma":[0.0010553485,0.00015820272,0.00019552764,0.00027584546,0.00014127251,0.00049921055,0.00006578213,0.002431623,0.00021837119],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000150965,0.000078275865,0.5777063,0.0000036309104,0.00009420576,0.0000034313748,0.00034041004,0.000012650343,0.00024069095,0.4079073,0.006990333,0.0064718327],"study_design_scores_gemma":[0.00023140499,0.00009835374,0.35522047,0.0000141911,0.00001547307,0.000036118858,0.00007772657,0.0023391612,0.000026305179,0.6276305,0.014132844,0.00017747529],"about_ca_topic_score_codex":0.00076907245,"about_ca_topic_score_gemma":0.0071714525,"teacher_disagreement_score":0.22248581,"about_ca_system_score_codex":0.0003000876,"about_ca_system_score_gemma":0.0008066473,"threshold_uncertainty_score":0.9998698},"labels":[],"label_agreement":null},{"id":"W2124298830","doi":"10.1007/s10436-015-0259-z","title":"Credit risk and contagion via self-exciting default intensity","year":2015,"lang":"en","type":"article","venue":"Annals of Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":12,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Calgary","funders":"","keywords":"Default; Credit derivative; Credit risk; Econometrics; Intensity (physics); Mathematical finance; Economics; Derivative (finance); Actuarial science; Financial economics; Finance; Physics","score_opus":0.07868814055660461,"score_gpt":0.26448685141169287,"score_spread":0.18579871085508826,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2124298830","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9818928,0.003997699,0.008356653,0.0006221179,0.00037503368,0.00012384866,0.00014134748,0.000040503328,0.0044499543],"genre_scores_gemma":[0.99608237,0.0018437144,0.0015732378,0.00007879149,0.00019580101,0.000007453611,0.000009787095,0.000013618827,0.00019520149],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9989023,0.000010633788,0.000502469,0.00029700657,0.000047489968,0.00024005123],"domain_scores_gemma":[0.99887,0.00005014033,0.0005162425,0.00025787132,0.00021867621,0.00008706494],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006313672,0.00012682696,0.0003933609,0.00011932193,0.000100446974,0.000023016106,0.0001243768,0.000104405604,0.000007811527],"category_scores_gemma":[0.00047078397,0.00015076614,0.00008322669,0.00021540983,0.00009409588,0.00024881394,0.00006623398,0.00013888294,0.000067094246],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00011047598,0.00019353273,0.7980815,0.00003888618,0.000052789474,0.000009733181,0.002061116,0.00022086472,0.000022926304,0.14414737,0.020700352,0.034360435],"study_design_scores_gemma":[0.000536238,0.00018467354,0.78272533,0.00003125316,0.000007860748,0.00001164516,0.00006399895,0.006740783,0.0004516316,0.07140189,0.13757356,0.0002711129],"about_ca_topic_score_codex":0.0011038731,"about_ca_topic_score_gemma":0.00006189071,"teacher_disagreement_score":0.116873205,"about_ca_system_score_codex":0.000018928558,"about_ca_system_score_gemma":0.000026098123,"threshold_uncertainty_score":0.6148065},"labels":[],"label_agreement":null},{"id":"W2124427333","doi":"10.2139/ssrn.1803184","title":"Asset Measurement Uncertainty and Credit Term Structure","year":2011,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":21,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Acadian Seaplants (Canada)","funders":"","keywords":"Asset (computer security); Creditor; Credit default swap; Proxy (statistics); Economics; Actuarial science; Financial economics; Business; Econometrics; Credit risk; Finance; Debt; Computer science","score_opus":0.03432542253695269,"score_gpt":0.20569268095303186,"score_spread":0.17136725841607917,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2124427333","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9593744,0.012030195,0.020774461,0.0003307942,0.0008000769,0.00016529059,0.00006720318,0.000031181386,0.0064263684],"genre_scores_gemma":[0.9968492,0.0022791247,0.0001791578,0.000017446779,0.00040272356,0.0000029733994,0.0000050734934,0.000016260885,0.00024808195],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9983028,0.000011621195,0.00037251928,0.00021823865,0.00007199665,0.0010228296],"domain_scores_gemma":[0.99943846,0.000007611234,0.0002462812,0.00015729632,0.000062322964,0.00008803],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010215034,0.00013178178,0.00022084077,0.00014503452,0.00022464296,0.00005002864,0.000167564,0.00009207714,0.00019101604],"category_scores_gemma":[0.000086315835,0.00013226688,0.00007911336,0.00011742532,0.000050623516,0.0001826139,0.000028433918,0.0007566305,0.000027080165],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000028027192,0.000039603165,0.0934884,0.000003903047,0.00009438841,0.000001890721,0.0004917654,0.000012367099,0.0000406971,0.891108,0.00017118944,0.0145198135],"study_design_scores_gemma":[0.0004640873,0.00016371327,0.28312278,0.0000064904234,0.000012977498,0.00010625728,0.00021431317,0.00012077384,0.000014562452,0.70796156,0.0076261233,0.0001863818],"about_ca_topic_score_codex":0.00018944665,"about_ca_topic_score_gemma":0.0017884434,"teacher_disagreement_score":0.18963438,"about_ca_system_score_codex":0.0005886958,"about_ca_system_score_gemma":0.00028184475,"threshold_uncertainty_score":0.5393687},"labels":[],"label_agreement":null},{"id":"W2124737928","doi":"10.1145/1723112.1723130","title":"Acceleration of an analytical approach to collateralized debt obligation pricing","year":2010,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Collateralized debt obligation; Speedup; Computer science; Convolution (computer science); Debt; Software; Dependability; Parallel computing; Collateral; Finance; Operating system; Software engineering; Business; Artificial intelligence","score_opus":0.04242568170504854,"score_gpt":0.26239266497045977,"score_spread":0.21996698326541123,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2124737928","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8965918,0.0000050491835,0.051150274,0.00015220568,0.00018342362,0.00019449262,0.000017118417,0.000024043062,0.05168161],"genre_scores_gemma":[0.9776399,0.0000020422156,0.021578655,0.00002902603,0.0001202464,0.000013617527,0.000041274703,0.000008912999,0.0005663399],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9992025,0.0000044396074,0.00042044782,0.00021722203,0.000032572494,0.00012285376],"domain_scores_gemma":[0.9995112,0.000015598613,0.00011644188,0.00022139784,0.00005467126,0.00008072597],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00027081525,0.00007000182,0.00020053668,0.00021905306,0.000069064874,0.000053047468,0.00010245449,0.000086479864,0.0001518574],"category_scores_gemma":[0.0001036537,0.00007543702,0.00004722404,0.0003746558,0.00002269615,0.00025153047,0.000019185136,0.00007525816,0.00005152687],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000013343297,0.00011195912,0.04260835,0.000005207601,0.000006273602,8.271789e-8,0.00035883865,0.0005404106,0.0012336286,0.9530487,0.00016693777,0.0019062503],"study_design_scores_gemma":[0.00043974246,0.000076276396,0.7836537,0.000002522986,0.000005619017,0.0000018837014,0.000044633565,0.18752822,0.0015408458,0.02099052,0.0055184364,0.00019762435],"about_ca_topic_score_codex":0.00033049638,"about_ca_topic_score_gemma":0.00015046501,"teacher_disagreement_score":0.9320582,"about_ca_system_score_codex":0.000020175032,"about_ca_system_score_gemma":0.00001609102,"threshold_uncertainty_score":0.30762324},"labels":[],"label_agreement":null},{"id":"W2127348750","doi":"10.2139/ssrn.2220371","title":"A Note on Discounting and Funding Value Adjustments for Derivatives","year":2013,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Royal Bank of Canada","funders":"","keywords":"Discounting; Value (mathematics); Economics; Econometrics; Actuarial science; Mathematics; Statistics; Finance","score_opus":0.02025254004263846,"score_gpt":0.24596948474718872,"score_spread":0.22571694470455025,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2127348750","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8850262,0.0022738492,0.10918523,0.0010396088,0.0002736338,0.000277919,0.000016941402,0.000013515349,0.001893056],"genre_scores_gemma":[0.9967835,0.0012604109,0.00066077913,0.000039018585,0.00035091658,0.000029420748,0.0000041049584,0.000018866896,0.00085298094],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9984797,0.0000062398167,0.00030189884,0.00018640095,0.000030176532,0.0009955897],"domain_scores_gemma":[0.9995367,0.000070871705,0.0002313776,0.000082938546,0.000025781954,0.000052316744],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00057838165,0.00010504448,0.00018078882,0.00014733181,0.00033702937,0.00011287773,0.00009396154,0.000050736042,0.000023487246],"category_scores_gemma":[0.00016419978,0.00010578156,0.00007611375,0.00009324538,0.000030058272,0.00031608413,0.000019351504,0.00038219892,0.00004959539],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000009371635,0.000024452069,0.0196708,0.000003808361,0.00003219863,9.824606e-8,0.00019782216,0.000040837604,0.000036937447,0.9631581,0.000061055594,0.016764542],"study_design_scores_gemma":[0.0005950191,0.00021899233,0.11929405,0.000016870797,0.0000065204013,0.00001471299,0.00034324554,0.002447911,0.000017719829,0.8717794,0.0051074144,0.000158161],"about_ca_topic_score_codex":0.00009956974,"about_ca_topic_score_gemma":0.00006472243,"teacher_disagreement_score":0.111757256,"about_ca_system_score_codex":0.0003644105,"about_ca_system_score_gemma":0.00010887294,"threshold_uncertainty_score":0.4313647},"labels":[],"label_agreement":null},{"id":"W2129449827","doi":"10.1561/0500000040","title":"Credit Default Swaps: A Survey","year":2014,"lang":"en","type":"book","venue":"Foundations and Trends® in Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":67,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University","funders":"","keywords":"Credit default swap; Credit derivative; Market liquidity; Business; Financial system; Credit risk; Bond; Corporate bond; Capital market; Bond market; Corporate governance; Price discovery; Equity (law); Financial economics; Futures contract; Economics; Finance","score_opus":0.04873089986462087,"score_gpt":0.25628744588130636,"score_spread":0.2075565460166855,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2129449827","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0060476125,0.006950087,0.0047313506,0.00049255363,0.0020205742,0.00031863287,0.0037880167,0.00008304675,0.9755681],"genre_scores_gemma":[0.101685196,0.00129199,0.000667539,0.000039293587,0.0006205593,0.00009973329,0.003255368,0.00007915969,0.89226115],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9977227,0.000023956705,0.0009859016,0.00080582534,0.000067741596,0.00039391627],"domain_scores_gemma":[0.9984468,0.00018849387,0.00061958906,0.00060126715,0.00007197598,0.00007182789],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.00062777114,0.0003684617,0.000815347,0.00097332144,0.00025384856,0.00015001153,0.0002719437,0.00044274257,0.0004982791],"category_scores_gemma":[0.00019426807,0.0004669076,0.00015832583,0.00054510066,0.00019975507,0.00022517695,0.00009494948,0.00044352133,0.0006115797],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00001747979,0.000095387695,0.023343056,0.00003612538,0.000034375622,0.0000068175777,0.00019580696,0.00012098673,8.071604e-8,0.8176936,0.11247771,0.045978557],"study_design_scores_gemma":[0.0003148392,0.00003561323,0.3649292,0.00005008336,0.000006382254,0.0000027626074,0.0000013420912,0.0006456173,6.496162e-8,0.05057917,0.5831162,0.00031874416],"about_ca_topic_score_codex":0.0011782876,"about_ca_topic_score_gemma":0.008746304,"teacher_disagreement_score":0.76711446,"about_ca_system_score_codex":0.00023028089,"about_ca_system_score_gemma":0.00009839489,"threshold_uncertainty_score":0.9997783},"labels":[],"label_agreement":null},{"id":"W2129793942","doi":"10.2139/ssrn.1571940","title":"A Market-Based Study of the Cost of Default","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":92,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Business; Actuarial science; Economics; Financial economics","score_opus":0.017731766654924132,"score_gpt":0.22735045959799116,"score_spread":0.20961869294306704,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2129793942","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9887183,0.002478111,0.0050890725,0.00012179972,0.0003430069,0.0002110292,0.000017386037,0.0000036457623,0.0030176917],"genre_scores_gemma":[0.99908227,0.00013694563,0.000025749836,0.000006231583,0.00014416584,0.0000061174155,5.548063e-7,0.000010632285,0.00058734475],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9986112,0.000026913387,0.00047611727,0.000081247104,0.000058240686,0.00074624683],"domain_scores_gemma":[0.99915373,0.000041241114,0.0005111254,0.00021339994,0.00004269062,0.00003781157],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014964904,0.00007503089,0.00021754888,0.000113994174,0.000110791145,0.000007691001,0.00022879036,0.000043648477,0.000074800664],"category_scores_gemma":[0.00013009577,0.00006214426,0.00013305282,0.0002652266,0.00003411591,0.00009743373,0.000024909765,0.00045278968,0.000008897117],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000028575048,0.0004714522,0.8109842,0.0000033248868,0.00005350254,5.3549165e-8,0.00029106395,0.00012457412,0.000011340362,0.18519425,0.00011970621,0.0027179334],"study_design_scores_gemma":[0.0009821624,0.00023212064,0.9573519,0.000008270531,0.000021029304,0.0000087790995,0.0009995076,0.0002802235,0.000041855237,0.034849506,0.005126943,0.000097678705],"about_ca_topic_score_codex":0.00019162879,"about_ca_topic_score_gemma":0.0006335429,"teacher_disagreement_score":0.15034474,"about_ca_system_score_codex":0.00023961556,"about_ca_system_score_gemma":0.00027722647,"threshold_uncertainty_score":0.25341693},"labels":[],"label_agreement":null},{"id":"W2130027710","doi":"","title":"The Long-run Relationship among Index-linked Bonds and Conventional Bonds","year":2013,"lang":"en","type":"article","venue":"Review of Economics and Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Cointegration; Bond; Volatility (finance); Economics; Structural break; Subprime crisis; Index (typography); Econometrics; Arbitrage; Financial economics; Monetary economics; Financial crisis; Keynesian economics; Finance; Computer science","score_opus":0.024651014552183964,"score_gpt":0.22510532694820387,"score_spread":0.2004543123960199,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2130027710","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7976206,0.1948029,0.0003599911,0.0021816848,0.00017502744,0.0004794983,0.000083542276,0.0000084915955,0.004288285],"genre_scores_gemma":[0.6685878,0.33001396,0.00016414539,0.00007098372,0.000059180675,0.00006517131,0.000016060163,0.000011428526,0.0010112413],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9985618,0.000012087723,0.0008917798,0.0003096896,0.00001908762,0.0002055634],"domain_scores_gemma":[0.9987583,0.00017105891,0.0006463828,0.0003142662,0.000056998684,0.00005298983],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00059063756,0.00014892031,0.00045210542,0.000071398135,0.0002706656,0.00007797819,0.0001523671,0.00009780254,0.000053290758],"category_scores_gemma":[0.00018066,0.00014127656,0.000090841975,0.00013352152,0.0002990642,0.00031889632,0.000073353454,0.00012762986,0.000043297106],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000002158925,0.000013563667,0.2792225,0.00017811243,0.0000122146475,1.4126626e-7,0.000017510265,0.000019913341,1.2702189e-7,0.7118741,0.001130175,0.0075294804],"study_design_scores_gemma":[0.00021290196,0.000029377756,0.8059011,0.0002702196,0.000007359355,0.0000035856904,0.0000050628696,0.003700999,5.099209e-7,0.07319015,0.11653106,0.00014767297],"about_ca_topic_score_codex":0.00011751057,"about_ca_topic_score_gemma":0.00007555555,"teacher_disagreement_score":0.638684,"about_ca_system_score_codex":0.00003143521,"about_ca_system_score_gemma":0.00003086679,"threshold_uncertainty_score":0.57610905},"labels":[],"label_agreement":null},{"id":"W2130618603","doi":"10.5539/ass.v8n10p16","title":"Stress Testing of Commercial Banks’ Exposure to Credit Risk: A Study Based on Write-off Nonperforming Loans","year":2012,"lang":"en","type":"article","venue":"Asian Social Science","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Non-performing loan; Currency; Stress test; Economics; Econometrics; Shock (circulatory); Monetary economics; Credit risk; Business; Actuarial science; Loan; Macroeconomics; Finance","score_opus":0.039342704713004044,"score_gpt":0.26832487488524853,"score_spread":0.22898217017224448,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2130618603","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9229053,0.000044609304,0.0012703176,0.00018130371,0.0006568294,0.00035588257,0.00024649926,0.000027897946,0.07431136],"genre_scores_gemma":[0.9980709,0.0000013691197,0.00096770894,0.00003372453,0.0008415554,0.000025127125,0.000003295434,0.000013953959,0.00004237536],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9984155,0.000023417988,0.00048651287,0.00034791062,0.00019080123,0.0005358356],"domain_scores_gemma":[0.9990014,0.00011096142,0.0003401994,0.00027050351,0.00009401563,0.000182927],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014972371,0.00014399833,0.00031657616,0.00032757965,0.0009226679,0.00007181151,0.00043723817,0.00007337237,0.00005873639],"category_scores_gemma":[0.00095698633,0.00016482153,0.0000812405,0.0016125763,0.00023703689,0.00039534667,0.00009482952,0.00018807377,0.00007244307],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000010613236,0.00034461092,0.82266665,0.0000037386376,0.000003249315,4.9598816e-7,0.0055936044,0.000049150924,0.000017735245,0.006404293,0.00007965232,0.1648262],"study_design_scores_gemma":[0.0003032229,0.00032014906,0.9956604,0.0000141226155,0.000007372312,1.898678e-7,0.0010017675,0.0004218917,0.00006766792,0.00017410572,0.0018415749,0.00018749853],"about_ca_topic_score_codex":0.00045021932,"about_ca_topic_score_gemma":0.0001316477,"teacher_disagreement_score":0.17299378,"about_ca_system_score_codex":0.00015329836,"about_ca_system_score_gemma":0.00009070824,"threshold_uncertainty_score":0.7096509},"labels":[],"label_agreement":null},{"id":"W2131924649","doi":"","title":"Credit Risk Models, Capital Standards and Self-Regulation","year":2000,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Simon Fraser University","funders":"","keywords":"Credit risk; Credit valuation adjustment; Business; Counterparty; Bond; Credit derivative; Actuarial science; Credit reference; Payment; Credit enhancement; Credit default swap index; Credit history; Credit spread (options); Financial system; Finance","score_opus":0.01130913297252454,"score_gpt":0.19578687654055288,"score_spread":0.18447774356802835,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2131924649","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.867799,0.0011285155,0.016724484,0.00016813312,0.00015939178,0.00013857572,0.00058460544,0.00011341769,0.11318388],"genre_scores_gemma":[0.99207747,0.0016576597,0.0022310845,0.000013347083,0.00022695985,0.000009687585,0.000024521018,0.000015971224,0.0037433067],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9991231,0.0000064449214,0.0003390778,0.0002897793,0.0000537518,0.00018784922],"domain_scores_gemma":[0.99956465,0.000021281334,0.00009609028,0.00020070466,0.000036861733,0.00008044103],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.00030625603,0.00011136686,0.00019933068,0.00010373104,0.00019358889,0.00007393925,0.00006840143,0.00009375333,0.0027879523],"category_scores_gemma":[0.00002598431,0.00012455267,0.0000587562,0.00013872661,0.000042668493,0.0003931875,0.000016988966,0.000084784646,0.00019340879],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000024977518,0.00012191232,0.05009702,0.000008415944,0.000040696832,0.0000011260552,0.0013414456,0.0038261777,0.0000013185306,0.89807916,0.0062836325,0.04017415],"study_design_scores_gemma":[0.0005468131,0.00006335502,0.39806065,0.0000034454827,0.000010949109,0.0000036964825,0.0000350814,0.105055705,0.0000070699816,0.29802832,0.19792774,0.00025716957],"about_ca_topic_score_codex":0.00065465586,"about_ca_topic_score_gemma":0.00012580579,"teacher_disagreement_score":0.6000508,"about_ca_system_score_codex":0.000078626406,"about_ca_system_score_gemma":0.000023278299,"threshold_uncertainty_score":0.99812365},"labels":[],"label_agreement":null},{"id":"W2132845614","doi":"10.1016/j.insmatheco.2015.09.005","title":"Pricing credit default swaps with a random recovery rate by a double inverse Fourier transform","year":2015,"lang":"en","type":"article","venue":"Insurance Mathematics and Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Manitoba","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Laplace transform; Fourier transform; Inverse Laplace transform; Function (biology); Mathematics; Applied mathematics; Inverse; Computer science; Mathematical analysis","score_opus":0.030029313170454878,"score_gpt":0.20530450771113393,"score_spread":0.17527519454067905,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2132845614","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.94912,0.0007229186,0.023570705,0.00034310864,0.00045564419,0.00046324116,0.00031275474,0.000048571816,0.02496306],"genre_scores_gemma":[0.9725278,0.0031241246,0.021037545,0.00017067375,0.00045576747,0.00016617161,0.00007928263,0.00011996702,0.0023186642],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9985003,0.0000051770403,0.00072280713,0.00038763054,0.0000350541,0.00034903525],"domain_scores_gemma":[0.9988897,0.00010637523,0.00039999624,0.0003335998,0.00006327919,0.00020705974],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.000751676,0.00025138768,0.00062114024,0.00013910397,0.00015743249,0.00018258125,0.00016127164,0.00013769144,0.000028034789],"category_scores_gemma":[0.00012444663,0.00025398593,0.00009682012,0.0001571173,0.000110718174,0.0005182431,0.000031989992,0.0001526252,0.000102788326],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00623682,0.0024690414,0.14499868,0.001396436,0.0015893964,0.00005104424,0.03979335,0.0314676,0.00009462692,0.63799465,0.066353574,0.06755478],"study_design_scores_gemma":[0.025974281,0.00069989054,0.006311199,0.0002023868,0.00008265344,0.00006957989,0.0017663599,0.14325589,0.0003552876,0.37233037,0.44676876,0.0021833312],"about_ca_topic_score_codex":0.00027510012,"about_ca_topic_score_gemma":0.0002879758,"teacher_disagreement_score":0.38041517,"about_ca_system_score_codex":0.00012042018,"about_ca_system_score_gemma":0.0000637808,"threshold_uncertainty_score":0.99999124},"labels":[],"label_agreement":null},{"id":"W2133743363","doi":"10.2139/ssrn.644011","title":"Can the Tradeoff Theory Explain Debt Structure?","year":2006,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":81,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Quest University Canada","funders":"","keywords":"Debt; Economics; Econometrics; Macroeconomics","score_opus":0.0067630840387714755,"score_gpt":0.18265088149584438,"score_spread":0.1758877974570729,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2133743363","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9409165,0.01482127,0.028475605,0.0044738557,0.00072657765,0.00018031722,0.000101210535,0.00003586414,0.010268841],"genre_scores_gemma":[0.99493414,0.0008667331,0.0000483923,0.00004925196,0.0009992697,0.0000046207283,0.000010737767,0.000022881382,0.0030639723],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99799925,0.000032376858,0.00043351404,0.00018756014,0.000052704458,0.0012946092],"domain_scores_gemma":[0.99942124,0.000063055675,0.00024223505,0.00021191033,0.000020888827,0.000040668838],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012836442,0.00013606595,0.0002054404,0.00012646405,0.00048118277,0.000090869624,0.0003121546,0.00008298734,0.00013391924],"category_scores_gemma":[0.00006074184,0.00010969624,0.000155627,0.00021569824,0.000075369084,0.000116104224,0.000017832868,0.0010102206,0.00004095843],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000011029086,0.000018374587,0.012088293,7.200999e-7,0.000028770408,9.34971e-7,0.00012161736,0.00014806633,0.000020890884,0.98208684,0.00038323412,0.0050912043],"study_design_scores_gemma":[0.0002903946,0.000044860793,0.051538788,0.0000021731116,0.0000080665095,0.00011907217,0.0002747877,0.00008108392,0.000022640694,0.9255561,0.021925204,0.00013683335],"about_ca_topic_score_codex":0.00041497848,"about_ca_topic_score_gemma":0.005468162,"teacher_disagreement_score":0.056530766,"about_ca_system_score_codex":0.0005019753,"about_ca_system_score_gemma":0.0003415445,"threshold_uncertainty_score":0.44732827},"labels":[],"label_agreement":null},{"id":"W2133806070","doi":"10.1142/s0219091514500271","title":"Credit Rating Changes and Leverage Adjustments: Concurrent or Continual?","year":2014,"lang":"en","type":"article","venue":"Review of Pacific Basin Financial Markets and Policies","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Northern British Columbia; University of Saskatchewan","funders":"","keywords":"Leverage (statistics); Credit rating; Capital structure; Bond credit rating; Debt; Monetary economics; Leverage effect; Simultaneity; Business; Economics; Financial system; Financial economics; Finance; Credit reference; Credit risk","score_opus":0.02525075857585017,"score_gpt":0.24908955098795704,"score_spread":0.22383879241210686,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2133806070","genre_codex":"review","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.35680956,0.5616374,0.0041409633,0.008680807,0.0027528785,0.0019927637,0.002019913,0.00010449646,0.061861206],"genre_scores_gemma":[0.7033298,0.2934609,0.0003805559,0.00048900966,0.0006479346,0.000056002627,0.000034573906,0.000026367756,0.0015748694],"study_design_codex":"design_other","study_design_gemma":"not_applicable","domain_scores_codex":[0.9986293,0.000051580406,0.0006691638,0.00031431942,0.00005934068,0.00027631575],"domain_scores_gemma":[0.99892306,0.00019953409,0.0004951978,0.0002247013,0.00006238635,0.000095110205],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009388349,0.00021369004,0.00082098524,0.00013120609,0.00016954415,0.000043534787,0.00010407376,0.00009441814,0.00015379838],"category_scores_gemma":[0.001248543,0.00018948622,0.00008589978,0.00022045473,0.00020222832,0.00012069778,0.00007808032,0.00010913546,0.000009786689],"study_design_candidate":"not_applicable","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00004208297,0.00009595244,0.031279773,0.0052699866,0.000032198634,0.0000019955564,0.001025618,1.8211924e-7,0.000020179623,0.44497722,0.030973177,0.48628163],"study_design_scores_gemma":[0.00036403586,0.0001298037,0.23827888,0.0017129047,0.000021414264,0.000007416892,0.00005058271,0.000079021076,0.000015437927,0.0012451786,0.75787264,0.0002226623],"about_ca_topic_score_codex":0.0001569432,"about_ca_topic_score_gemma":0.000056726316,"teacher_disagreement_score":0.7268995,"about_ca_system_score_codex":0.000021517362,"about_ca_system_score_gemma":0.000031159427,"threshold_uncertainty_score":0.7727024},"labels":[],"label_agreement":null},{"id":"W2134039950","doi":"10.5687/sss.2001.231","title":"A Filtering Model on Default Risk","year":2001,"lang":"en","type":"article","venue":"Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":14,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Inversa Systems (Canada)","funders":"","keywords":"Hitting time; Measure (data warehouse); Default risk; Process (computing); Hazard; Conditional probability; Imperfect; Zero (linguistics); Econometrics; Mathematics; Computer science; Credit risk; Actuarial science; Economics; Statistics; Data mining; Discrete mathematics","score_opus":0.018023587599358255,"score_gpt":0.22983501889450558,"score_spread":0.21181143129514732,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2134039950","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7410544,0.0005097522,0.17127135,0.0018626193,0.00084463763,0.0013584038,0.0008086838,0.00007763566,0.08221249],"genre_scores_gemma":[0.9969062,0.000099108904,0.00005831187,0.000032658892,0.00024011625,0.00030940358,0.0000037072798,0.000016718966,0.0023337824],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99896383,0.000004642089,0.00045030916,0.00032693043,0.000107680076,0.00014657786],"domain_scores_gemma":[0.9989947,0.00016846418,0.0005046026,0.00014147112,0.00013502668,0.000055754925],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005901067,0.00013491279,0.00019514679,0.00013031106,0.00029863053,0.00008179058,0.00041483963,0.00006750471,0.000013784896],"category_scores_gemma":[0.00023242379,0.00011566229,0.000087844,0.00020625022,0.00007349138,0.00014260958,0.00008814206,0.00013396128,0.000052152158],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00005454317,0.00007418821,0.00056127575,0.000011451532,0.00002886894,2.8421315e-8,0.00022505152,0.021302175,0.0009945214,0.9764107,0.00012516892,0.00021202785],"study_design_scores_gemma":[0.0010429742,0.00018284225,0.00956919,0.00035574267,0.00005871501,0.000044756776,0.0004576885,0.45605966,0.0006638886,0.50185734,0.029084474,0.0006227246],"about_ca_topic_score_codex":0.000022107844,"about_ca_topic_score_gemma":9.064961e-7,"teacher_disagreement_score":0.47455335,"about_ca_system_score_codex":0.00007046208,"about_ca_system_score_gemma":0.000008969328,"threshold_uncertainty_score":0.47165713},"labels":[],"label_agreement":null},{"id":"W2134900285","doi":"10.1108/20439371211273267","title":"Commercial bank credit risk management based on grey incidence analysis","year":2012,"lang":"en","type":"article","venue":"Grey Systems Theory and Application","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":22,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"York University","funders":"","keywords":"Credit risk; Loan; Credit history; Risk management; Actuarial science; Asset (computer security); Economics; Business; Finance; Computer science","score_opus":0.013837952339914883,"score_gpt":0.226044461388894,"score_spread":0.21220650904897911,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2134900285","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.4655752,0.0012759063,0.5184964,0.00007233084,0.0004241313,0.0006204895,0.00025849734,0.000062676765,0.013214382],"genre_scores_gemma":[0.9985313,0.000121810015,0.000203042,0.00003670419,0.00044445525,0.00023558899,0.000087317334,0.000013175103,0.00032662734],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99888176,0.00007604865,0.0004381637,0.0003169016,0.000059930942,0.0002272114],"domain_scores_gemma":[0.998881,0.00014939133,0.00039012232,0.00045006356,0.000029796463,0.000099618905],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019356913,0.00013991386,0.0003011914,0.0003171034,0.00030131705,0.000068583155,0.00013952283,0.00009622141,0.000041042105],"category_scores_gemma":[0.000060274968,0.00015022629,0.000103506034,0.00054126146,0.00005828461,0.00019356792,0.00003118261,0.00010099846,0.00024052641],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000031893327,0.000061039565,0.2903935,0.000019865878,0.00006108668,1.5611994e-7,0.00013582052,0.00097349874,0.0000013249522,0.70031786,0.00015915964,0.007844769],"study_design_scores_gemma":[0.00027055974,0.000027403425,0.9161567,0.000013258508,0.00014128986,6.638528e-7,0.00009343706,0.02198575,0.0000065872705,0.017384974,0.043694694,0.00022466545],"about_ca_topic_score_codex":0.00025969147,"about_ca_topic_score_gemma":0.000018704422,"teacher_disagreement_score":0.6829329,"about_ca_system_score_codex":0.0000636869,"about_ca_system_score_gemma":0.0000039295537,"threshold_uncertainty_score":0.612605},"labels":[],"label_agreement":null},{"id":"W2135358644","doi":"10.3390/jrfm9010001","title":"The Two Defaults Scenario for Stressing Credit Portfolio Loss Distributions","year":2015,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Default; Portfolio; Conditional probability distribution; Monte Carlo method; Loss given default; Stress test; Credit risk; Distribution (mathematics)","score_opus":0.023902648226731032,"score_gpt":0.24662848165959933,"score_spread":0.2227258334328683,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2135358644","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3677626,0.010519694,0.61191535,0.0009114767,0.0033156092,0.0005104167,0.00062876724,0.000020289763,0.0044158096],"genre_scores_gemma":[0.9908778,0.003490073,0.0042436426,0.00001743838,0.0009005802,0.000015756723,0.000013343549,0.000014254007,0.00042708873],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99868995,0.00001284706,0.00076182967,0.00017259302,0.00008583976,0.00027696262],"domain_scores_gemma":[0.99863535,0.00009667421,0.00077410875,0.00018262735,0.00016289615,0.00014832197],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011830529,0.0001299959,0.00029928464,0.00016558182,0.00055042404,0.00016245837,0.00020930455,0.00005794677,0.0000053674416],"category_scores_gemma":[0.00052567996,0.00010842267,0.0001693917,0.00023165111,0.00011244098,0.00020255003,0.00007537601,0.00017504784,0.000010965936],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00019245068,0.000108534456,0.073269196,0.0000125121815,0.00003977308,0.000023548131,0.00037104238,0.00038894653,2.4872537e-7,0.7252011,0.018028675,0.18236402],"study_design_scores_gemma":[0.0014436969,0.00011765715,0.14976478,0.000027573546,0.000044827335,0.0000126897,0.00016216033,0.00041746174,0.0000026616347,0.14902397,0.69884926,0.00013323066],"about_ca_topic_score_codex":0.000074082156,"about_ca_topic_score_gemma":0.00009731739,"teacher_disagreement_score":0.6808206,"about_ca_system_score_codex":0.00010950029,"about_ca_system_score_gemma":0.00005497648,"threshold_uncertainty_score":0.4421348},"labels":[],"label_agreement":null},{"id":"W2135683496","doi":"10.3968/j.css.1923669620110704.z119","title":"The Cross-market Effects of Stock Market System Risk Factors on the Corporate Bond Pricing: Empirical Study Based on the Panel Data Model","year":2011,"lang":"en","type":"article","venue":"Canadian social science","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Corporate bond; Business; Stock exchange; Stock market; Capital asset pricing model; Bond; Financial economics; Economics; Finance","score_opus":0.1521062937373491,"score_gpt":0.2742255682926047,"score_spread":0.12211927455525559,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2135683496","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9314268,0.000029049757,0.00035080212,0.00031080024,0.0004956685,0.00085764064,0.00085709424,0.000013844642,0.06565829],"genre_scores_gemma":[0.9994831,0.000005013325,0.0000117569725,0.000081033904,0.00007335835,0.000032022883,0.0000032173511,0.0000126737095,0.00029782276],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9984484,0.000087522254,0.00036968658,0.00046251688,0.00017585396,0.00045604943],"domain_scores_gemma":[0.9975076,0.00076508994,0.0005134694,0.0009589127,0.00007440413,0.00018056],"candidate_categories":["sts"],"consensus_categories":[],"category_scores_codex":[0.0032636994,0.00015300882,0.00022686274,0.00013642777,0.002571882,0.00019067292,0.0016306945,0.00007169412,0.000032386582],"category_scores_gemma":[0.0014774513,0.00009187189,0.00007125791,0.0008600558,0.00087587687,0.00014322669,0.000104570136,0.0002423713,0.000015498035],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000358361,0.000088248125,0.8829029,0.000008973998,0.000019387053,0.0000033160882,0.0030917241,0.000088379995,9.8104e-7,0.09994831,0.013314649,0.00049729476],"study_design_scores_gemma":[0.0001398291,0.000084427105,0.8997835,0.0000088189,0.00001019743,9.759492e-8,0.0010642933,0.09587581,0.000006763147,0.0014478421,0.0014492092,0.00012923247],"about_ca_topic_score_codex":0.013592497,"about_ca_topic_score_gemma":0.00909098,"teacher_disagreement_score":0.09850047,"about_ca_system_score_codex":0.00038775688,"about_ca_system_score_gemma":0.0005137876,"threshold_uncertainty_score":0.9987266},"labels":[],"label_agreement":null},{"id":"W2136060131","doi":"","title":"Monitoring of Credit Risk through the Cycle: Risk Indicators","year":2013,"lang":"en","type":"article","venue":"Munich Personal RePEc Archive (Ludwig Maximilian University of Munich)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Default; Quarter (Canadian coin); Business cycle; Credit risk; Econometrics; Actuarial science; Business; Credit rating; Economics; Finance; Geography; Macroeconomics","score_opus":0.015464638904554939,"score_gpt":0.19067397866312782,"score_spread":0.1752093397585729,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2136060131","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.965656,0.0013578953,0.0023566436,0.0003709138,0.0002706566,0.00038563416,0.0011662598,0.000040932147,0.028395053],"genre_scores_gemma":[0.9873067,0.0056463582,0.0056272894,0.000007647807,0.00014246853,0.0000025270638,0.000027349059,0.00002887924,0.0012107576],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99828166,0.00012337239,0.0005544837,0.00046830272,0.00016963473,0.00040255522],"domain_scores_gemma":[0.99734694,0.0004055363,0.0011008489,0.0009098474,0.00009974415,0.00013707066],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.00045281474,0.00024597425,0.0005498861,0.00032308963,0.000748896,0.000024972313,0.0011015069,0.00015092207,0.00060633314],"category_scores_gemma":[0.00035757324,0.00026467102,0.00042652234,0.00053114083,0.0009054112,0.00038738485,0.0004443105,0.0006055402,0.0001449509],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000104220286,0.00029862882,0.9074835,0.000051365692,0.00035625245,0.0000072483904,0.034049932,0.0004900153,0.000048072376,0.02707966,0.0024851596,0.027545903],"study_design_scores_gemma":[0.00073460874,0.0001302987,0.90994513,0.00006157484,0.000065026994,0.0000031094396,0.009149937,0.0028724528,0.000040247283,0.024788864,0.051913902,0.00029481997],"about_ca_topic_score_codex":0.0271382,"about_ca_topic_score_gemma":0.0005403151,"teacher_disagreement_score":0.049428742,"about_ca_system_score_codex":0.00010553073,"about_ca_system_score_gemma":0.00007667085,"threshold_uncertainty_score":0.99998057},"labels":[],"label_agreement":null},{"id":"W2136486817","doi":"10.2139/ssrn.395480","title":"Capital Structure, Credit Risk, and Macroeconomic Conditions","year":2003,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":136,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Quest University Canada","funders":"","keywords":"Credit risk; Capital structure; Economics; Financial system; Monetary economics; Business; Actuarial science; Finance; Debt","score_opus":0.006609769962172036,"score_gpt":0.19852063719156252,"score_spread":0.1919108672293905,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2136486817","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9808967,0.007412623,0.006734706,0.00016162268,0.0006101398,0.00010389857,0.00030189304,0.000019375211,0.003759004],"genre_scores_gemma":[0.99219674,0.00591425,0.0002058047,0.000016663884,0.00031734427,0.000004491235,0.00001571418,0.000023921888,0.0013050755],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9980725,0.000023406074,0.0004493403,0.00026047853,0.000029256018,0.0011650347],"domain_scores_gemma":[0.9993193,0.000035777677,0.00034461197,0.00016458672,0.00002724933,0.00010847461],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007166247,0.00015049988,0.00025815546,0.0002119591,0.00048011297,0.000100190286,0.00012675155,0.00010059338,0.00039408787],"category_scores_gemma":[0.00016750219,0.00017216572,0.00010686183,0.00012206935,0.00011717581,0.00026834928,0.000016235606,0.001041633,0.00012557724],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000049179503,0.00001699321,0.071247846,0.0000012486641,0.00005343328,8.0817233e-7,0.0001062357,0.00003877424,0.00001103102,0.92745304,0.0001632955,0.0009023771],"study_design_scores_gemma":[0.0005124833,0.00008241047,0.13380295,0.0000020878485,0.000012907465,0.0002671068,0.00030130657,0.00006391244,0.00001175744,0.8463097,0.018454218,0.00017914765],"about_ca_topic_score_codex":0.00016146217,"about_ca_topic_score_gemma":0.0010126529,"teacher_disagreement_score":0.08114332,"about_ca_system_score_codex":0.00042790076,"about_ca_system_score_gemma":0.0003436865,"threshold_uncertainty_score":0.7020714},"labels":[],"label_agreement":null},{"id":"W2136964949","doi":"","title":"The Impact of Contagion on Non-Performing Loans: Evidence from Australia and Canada","year":2012,"lang":"en","type":"article","venue":"Australasian Journal of Paramedicine","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Balance sheet; Financial crisis; Equity (law); Economics; Capital adequacy ratio; Capital requirement; Variable (mathematics); Business; Financial system; Actuarial science; Monetary economics; Finance; Profit (economics); Macroeconomics","score_opus":0.04787056510401964,"score_gpt":0.29656897371017354,"score_spread":0.24869840860615391,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2136964949","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.99650013,0.0015789855,0.00029409828,0.0007540036,0.00061671436,0.00007582174,0.000037934522,0.0000011305137,0.00014117012],"genre_scores_gemma":[0.9987036,0.0004722858,0.00010368008,0.000008458808,0.00057147816,9.5326516e-7,0.0000018894119,0.0000070314354,0.0001306055],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9988764,0.0000110111605,0.0006992998,0.00008478558,0.00008438695,0.00024413556],"domain_scores_gemma":[0.9986131,0.00026869235,0.00072256615,0.00015393009,0.000054274955,0.00018743813],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00054702256,0.00011335724,0.00035513108,0.00008249547,0.00008597595,0.000016303275,0.00014431766,0.000053698386,0.0000785084],"category_scores_gemma":[0.00034411458,0.0000770941,0.00009166235,0.00009891708,0.000111156165,0.0002462832,0.000010592168,0.00024062642,0.0000055615897],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00007210288,0.000025833966,0.99227077,0.00000504673,0.00006867902,0.0000065460436,0.0003919305,0.00012664661,0.00009923647,0.0013919844,0.003859064,0.0016821336],"study_design_scores_gemma":[0.00041402114,0.0003898489,0.99608225,0.00019948014,0.00001916877,0.000030120551,0.00018565786,0.00009935823,0.00016014217,0.00060690974,0.0017383366,0.000074693715],"about_ca_topic_score_codex":0.2546825,"about_ca_topic_score_gemma":0.017544031,"teacher_disagreement_score":0.2371385,"about_ca_system_score_codex":0.00015189439,"about_ca_system_score_gemma":0.00010629141,"threshold_uncertainty_score":0.97899806},"labels":[],"label_agreement":null},{"id":"W2141237706","doi":"","title":"Bank of Canada Workshop on Derivatives Markets in Canada and Beyond","year":2007,"lang":"en","type":"article","venue":"Bank of Canada review","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Derivatives market; Market liquidity; Financial market; Economics; Inflation (cosmology); Financial system; Business; Finance","score_opus":0.015645426860619985,"score_gpt":0.21104851071301725,"score_spread":0.19540308385239727,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2141237706","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7215509,0.22016354,0.00009703629,0.0036663534,0.0006906768,0.00062173774,0.0006636453,0.0000029134742,0.05254323],"genre_scores_gemma":[0.9831206,0.01588581,0.00009369847,0.00049803074,0.00002748132,0.000006671425,0.00000963816,0.000011891524,0.00034614062],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99850583,0.000013170924,0.0008602598,0.00021597395,0.00011712648,0.00028761177],"domain_scores_gemma":[0.9989423,0.00023823687,0.00040916898,0.00024710209,0.000046908885,0.00011626313],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00050097186,0.0001353706,0.00061381864,0.00007993019,0.000043483666,0.000003485264,0.00014340259,0.00003334419,0.00020681872],"category_scores_gemma":[0.00043433605,0.0001510461,0.000034025747,0.000376687,0.000032513846,0.00003599098,0.000025471643,0.000105171646,1.6657724e-7],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00009383977,0.00008857045,0.42296764,0.0038046674,0.00012324899,0.0001301368,0.00015263961,0.00019427114,0.000009612529,0.14491504,0.25368312,0.17383723],"study_design_scores_gemma":[0.00015063396,0.000008299725,0.7258071,0.00058329094,0.000004886057,0.000001501778,0.000035883935,0.00002768876,0.00002977346,0.00033722725,0.27286214,0.00015158084],"about_ca_topic_score_codex":0.9996889,"about_ca_topic_score_gemma":0.99999666,"teacher_disagreement_score":0.30283946,"about_ca_system_score_codex":0.0008234985,"about_ca_system_score_gemma":0.004251571,"threshold_uncertainty_score":0.7542104},"labels":[],"label_agreement":null},{"id":"W2142336730","doi":"10.1111/j.1936-4490.2002.tb00274.x","title":"Credit Enhancement and Loan Default Risk Premiums","year":2002,"lang":"en","type":"article","venue":"Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l Administration","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"Université Laval","funders":"","keywords":"Credit risk; Default; Actuarial science; Loan; Economics; Business; Finance","score_opus":0.10583377016776856,"score_gpt":0.28102847680771736,"score_spread":0.1751947066399488,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2142336730","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.96794504,0.0022863408,0.003888009,0.0011227193,0.0006591517,0.0001674144,0.0001866429,0.000006296684,0.023738392],"genre_scores_gemma":[0.99282473,0.00023140576,0.0061028013,0.000051932562,0.0002870791,0.0000070254314,0.0000024414298,0.0000083310115,0.0004842403],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99780226,0.000057882833,0.0008559105,0.00045854534,0.00008776726,0.0007376561],"domain_scores_gemma":[0.99752295,0.00013420555,0.000925244,0.00015799853,0.00017758101,0.001082024],"candidate_categories":["sts"],"consensus_categories":["sts"],"category_scores_codex":[0.0021511354,0.00020293865,0.0003472466,0.000596324,0.0017628798,0.0005006335,0.0005391146,0.00010822289,0.00047406222],"category_scores_gemma":[0.0012479417,0.00021424462,0.00010687159,0.0009931345,0.0035124915,0.00095057377,0.000013796231,0.0002449698,0.000021026453],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000024470932,0.00012283261,0.45096046,0.000062177154,0.00005948001,0.0002572513,0.029928904,0.00071055494,0.00019400564,0.506235,0.0021661378,0.009278732],"study_design_scores_gemma":[0.0012761862,0.014902932,0.5600603,0.000408845,0.00009895068,0.0028118126,0.013420625,0.033161726,0.0012791437,0.3211085,0.049783137,0.0016877927],"about_ca_topic_score_codex":0.00880377,"about_ca_topic_score_gemma":0.255878,"teacher_disagreement_score":0.24707423,"about_ca_system_score_codex":0.0005603116,"about_ca_system_score_gemma":0.0011688079,"threshold_uncertainty_score":0.9995367},"labels":[],"label_agreement":null},{"id":"W2145444519","doi":"10.1142/s0219024910005735","title":"FAST VALUATION OF FORWARD-STARTING BASKET DEFAULT SWAPS","year":2010,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"Foreign, Commonwealth and Development Office","keywords":"Computer science; Credit default swap; Monte Carlo method; Valuation (finance); Valuation of options; Derivative (finance); Mathematical optimization; Monte Carlo methods for option pricing; Swap (finance); Econometrics; Credit risk; Actuarial science; Mathematics; Economics; Financial economics; Accounting; Finance; Statistics","score_opus":0.011931813274901594,"score_gpt":0.2330961313911093,"score_spread":0.2211643181162077,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2145444519","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.93764883,0.00014149463,0.050499603,0.0013177419,0.0008504925,0.00006668005,0.00007009499,0.000004948721,0.009400112],"genre_scores_gemma":[0.9925802,0.00011163885,0.006802069,0.000049283644,0.0003845143,0.0000031937218,0.0000044102,0.000009066351,0.000055637414],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9988829,0.000005249768,0.00073541846,0.00013791928,0.00011689132,0.000121608726],"domain_scores_gemma":[0.99890655,0.000108244356,0.0006535511,0.00010052669,0.00018256682,0.000048577036],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006529523,0.00009027825,0.00026382864,0.00014636772,0.00004670002,0.000036091853,0.00025639607,0.00008588469,0.00015191705],"category_scores_gemma":[0.00032559806,0.000086612745,0.00010471583,0.00009147552,0.000284519,0.00012309702,0.000054468663,0.0002492505,0.000015688609],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00007350966,0.000060630642,0.004942339,0.0000041156836,0.000022874909,0.0000016029115,0.00016566121,0.00017370374,0.001709224,0.9762283,0.0001073755,0.01651065],"study_design_scores_gemma":[0.00067804597,0.000062125895,0.06286321,0.00002619084,0.000009728533,0.000019530493,0.000037111542,0.00319842,0.0028683182,0.9222308,0.007882613,0.0001239426],"about_ca_topic_score_codex":0.00000640806,"about_ca_topic_score_gemma":0.0000035074488,"teacher_disagreement_score":0.05792087,"about_ca_system_score_codex":0.000019395819,"about_ca_system_score_gemma":0.000026095302,"threshold_uncertainty_score":0.35319653},"labels":[],"label_agreement":null},{"id":"W2146821440","doi":"10.2139/ssrn.1874127","title":"Accounting Information Releases and CDS Spreads","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":14,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Credit default swap; Accounting information system; Price discovery; Accounting; Business; Monetary economics; Economics; Econometrics; Actuarial science; Credit risk; Finance; Futures contract","score_opus":0.009471347443669946,"score_gpt":0.19700518950369597,"score_spread":0.18753384206002602,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2146821440","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.96014774,0.010192588,0.021538822,0.00034327843,0.00041325612,0.000066879584,0.000012779485,0.00002197041,0.007262713],"genre_scores_gemma":[0.994866,0.0040968247,0.0001302394,0.00003121939,0.0005489991,0.0000029351427,0.0000069320186,0.000008092243,0.0003087498],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99851054,0.0000055308974,0.0003492114,0.00006586589,0.000033655426,0.0010352071],"domain_scores_gemma":[0.99954534,0.000021048789,0.00025837583,0.00008329716,0.000026269345,0.00006567724],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010752935,0.00008035258,0.00013791822,0.00017009505,0.00022453764,0.000088547604,0.00007767281,0.000061265164,0.000036986068],"category_scores_gemma":[0.00015846454,0.00008655289,0.00005392986,0.00013031722,0.000024463678,0.0015420887,0.000023372048,0.00048022243,0.00016315101],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000047798917,0.000012636516,0.25047457,0.0000021983049,0.000014740061,4.1034422e-8,0.00021749634,0.0000054645975,0.0000019299357,0.72728485,0.000107653446,0.021873638],"study_design_scores_gemma":[0.00045882043,0.000073984505,0.5319826,0.000008728615,0.00001211316,0.00017422235,0.00071695505,0.0002896941,0.000009215886,0.32180363,0.14424028,0.00022975418],"about_ca_topic_score_codex":0.000107569285,"about_ca_topic_score_gemma":0.00005450111,"teacher_disagreement_score":0.40548125,"about_ca_system_score_codex":0.00026114966,"about_ca_system_score_gemma":0.00011645243,"threshold_uncertainty_score":0.35295245},"labels":[],"label_agreement":null},{"id":"W2146914794","doi":"10.2139/ssrn.966227","title":"Bond Liquidity Premia","year":2009,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":63,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université de Montréal; Bank of Canada","funders":"","keywords":"Bond; Market liquidity; Financial system; Business; Economics; Monetary economics; Finance","score_opus":0.013218791262261614,"score_gpt":0.21642912478018786,"score_spread":0.20321033351792625,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2146914794","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9091074,0.0119678825,0.04214575,0.0033996508,0.0006289576,0.00014170048,0.000021639738,0.00006027499,0.032526746],"genre_scores_gemma":[0.9924053,0.003615814,0.00017342618,0.00006134052,0.00070671446,0.00000169616,0.0000047054054,0.000011347816,0.0030196512],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.997983,0.0000067498677,0.00041902377,0.00019766475,0.000043126664,0.0013504337],"domain_scores_gemma":[0.99945474,0.0000135083865,0.0002400151,0.00018081813,0.000031042502,0.000079858255],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010169713,0.00011401491,0.00021950196,0.00014952234,0.00023509027,0.00006383505,0.00021231502,0.00009311951,0.00007286228],"category_scores_gemma":[0.00009833571,0.00012620533,0.00014798438,0.00019064435,0.000024922221,0.00024202008,0.00001288199,0.0009438201,0.0002583407],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000015792823,0.000050326722,0.0066545233,6.192111e-7,0.000017292357,0.000001221822,0.00007253194,0.000030878855,0.000021367403,0.9801416,0.0010321802,0.011961712],"study_design_scores_gemma":[0.00032711288,0.00025083302,0.06386413,0.0000039280444,0.0000046879877,0.000082484876,0.00005646366,0.00013778511,0.000021996844,0.88192636,0.053167634,0.0001565935],"about_ca_topic_score_codex":0.00003949329,"about_ca_topic_score_gemma":0.00011758435,"teacher_disagreement_score":0.0982152,"about_ca_system_score_codex":0.0006200837,"about_ca_system_score_gemma":0.00035808084,"threshold_uncertainty_score":0.5146504},"labels":[],"label_agreement":null},{"id":"W2148153573","doi":"10.2139/ssrn.1653887","title":"Credit Risk and IFRS: The Case of Credit Default Swaps","year":2011,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Leverage (statistics); Credit default swap; Credit risk; Business; Equity (law); Credit valuation adjustment; Earnings; iTraxx; Book value; Accounting; Actuarial science; Credit reference","score_opus":0.020219023815355477,"score_gpt":0.21033989064292366,"score_spread":0.19012086682756818,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2148153573","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9650522,0.011808807,0.016565533,0.0001914066,0.00046883442,0.0001237926,0.00008469454,0.000013784292,0.0056909565],"genre_scores_gemma":[0.99055827,0.008174717,0.00019491,0.000009326476,0.0004975792,0.0000054388743,0.0000018644853,0.000018477314,0.0005393987],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99830186,0.000026457135,0.00053969707,0.00019479073,0.0000358932,0.0009012987],"domain_scores_gemma":[0.99900895,0.00006751871,0.00054437405,0.0002474425,0.00005872691,0.00007297302],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017370082,0.00012841019,0.00025753086,0.00015472503,0.000368795,0.00003414699,0.00021489507,0.0000937477,0.00010647292],"category_scores_gemma":[0.00024046065,0.00010725938,0.00013400476,0.00020347803,0.00014343417,0.0001972572,0.000046050463,0.000959871,0.000037018854],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000034826644,0.00006381665,0.05249984,0.000003939561,0.0001051056,0.000024262932,0.0012498895,0.0000113149445,0.0000036147087,0.92318165,0.00033318644,0.022488572],"study_design_scores_gemma":[0.0005891788,0.0003162505,0.07105212,0.000007777963,0.000044702258,0.0023680637,0.0018789261,0.00045436848,0.000020810967,0.9134139,0.009665459,0.00018846102],"about_ca_topic_score_codex":0.0027253942,"about_ca_topic_score_gemma":0.002824726,"teacher_disagreement_score":0.025506096,"about_ca_system_score_codex":0.00015317736,"about_ca_system_score_gemma":0.0002288152,"threshold_uncertainty_score":0.43739104},"labels":[],"label_agreement":null},{"id":"W2148474709","doi":"10.1111/1467-9965.00114","title":"Finding Generators for Markov Chains via Empirical Transition Matrices, with Applications to Credit Ratings","year":2001,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":230,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"The Scarborough Hospital; University of Toronto; University of British Columbia","funders":"","keywords":"Markov chain; Generator matrix; Generator (circuit theory); Stochastic matrix; Credit rating; Matrix (chemical analysis); Transition (genetics); Econometrics; Computer science; Transition rate matrix; Mathematics; Economics; Mathematical economics; Actuarial science; Algorithm; Statistics; Power (physics); Physics; Thermodynamics; Chemistry","score_opus":0.038820707735161546,"score_gpt":0.27179978871991944,"score_spread":0.2329790809847579,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2148474709","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"methods","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1567682,0.0001812169,0.8373866,0.0020845805,0.00007343065,0.0009604362,0.00016522086,0.000069064256,0.0023112136],"genre_scores_gemma":[0.7645179,0.00009486404,0.23076724,0.00033261045,0.000767576,0.001910736,0.000074552474,0.00007223269,0.0014622731],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9983818,0.0000069207163,0.00063131185,0.00049395545,0.000076600845,0.00040941196],"domain_scores_gemma":[0.99911857,0.00014246613,0.00019840823,0.00035112997,0.00006690361,0.000122531],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00033034696,0.00020804392,0.00043160853,0.00019143915,0.00031983675,0.000078686826,0.00020964295,0.00012689258,0.00012687317],"category_scores_gemma":[0.0001009989,0.00021143709,0.00012305366,0.0007367732,0.000060430488,0.00016630594,0.000025081195,0.00011911091,0.00032391],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00010787722,0.00042667758,0.0057460032,0.0001586474,0.00003247968,0.0000065830104,0.0013947776,0.0010155297,0.00007478463,0.9666488,0.0053689918,0.019018805],"study_design_scores_gemma":[0.0020617088,0.0007008477,0.029591575,0.00019719393,0.0000653324,0.0000882121,0.00014054956,0.096239224,0.0004369947,0.35068431,0.5182368,0.0015572163],"about_ca_topic_score_codex":0.000010673633,"about_ca_topic_score_gemma":0.000014232969,"teacher_disagreement_score":0.61596453,"about_ca_system_score_codex":0.00010216047,"about_ca_system_score_gemma":0.000027522769,"threshold_uncertainty_score":0.8622154},"labels":[],"label_agreement":null},{"id":"W2149467294","doi":"10.1002/fut.20382","title":"Empirical evidence on the dependence of credit default swaps and equity prices","year":2009,"lang":"en","type":"article","venue":"Journal of Futures Markets","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":16,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Copula (linguistics); Univariate; Credit default swap; Econometrics; Equity (law); Economics; Markov chain; Multivariate statistics; Swap (finance); Financial economics; Credit risk; Actuarial science; Statistics; Mathematics; Finance","score_opus":0.09620891035737372,"score_gpt":0.31690177819148857,"score_spread":0.22069286783411485,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2149467294","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97925,0.007179139,0.0009976138,0.0062183114,0.0004987135,0.00008918123,0.000015697766,0.0000041941707,0.0057471627],"genre_scores_gemma":[0.99708915,0.0016405367,0.00044516908,0.000189375,0.00054163917,8.0127796e-7,2.6016136e-7,0.0000046509517,0.00008843854],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9989102,0.000027608738,0.00063766126,0.00013907214,0.0001307546,0.00015470525],"domain_scores_gemma":[0.99832463,0.00047931928,0.0008292059,0.00019491793,0.00009524877,0.00007668723],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014076988,0.000101573474,0.00030501984,0.00014654493,0.00012449105,0.000055188262,0.0003244466,0.00008485645,0.00008816206],"category_scores_gemma":[0.0015411172,0.0000725749,0.00013161545,0.0001830023,0.000071036644,0.00026059107,0.000048343227,0.00026015315,0.000005453352],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0020354453,0.0008196552,0.44637135,0.00011524211,0.00020388945,0.00008977589,0.003401823,0.00029311006,0.0008657828,0.25654697,0.123630546,0.16562642],"study_design_scores_gemma":[0.00016405055,0.0002882054,0.95975375,0.00009347456,0.000010508076,0.000029654018,0.000060579063,0.00012507694,0.00009817944,0.029978802,0.009316981,0.00008071597],"about_ca_topic_score_codex":0.000012416575,"about_ca_topic_score_gemma":0.000010577925,"teacher_disagreement_score":0.51338243,"about_ca_system_score_codex":0.000042170144,"about_ca_system_score_gemma":0.000043935506,"threshold_uncertainty_score":0.29595184},"labels":[],"label_agreement":null},{"id":"W2152362904","doi":"10.1142/s2345768614500068","title":"An overview of the fundamental review of the trading book and its impact","year":2014,"lang":"en","type":"article","venue":"Journal of Financial Engineering","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"TD Bank Group","funders":"","keywords":"Key (lock); Political science; Business; Economics; Accounting; Computer science; Computer security","score_opus":0.028436023796185133,"score_gpt":0.2578102497205041,"score_spread":0.22937422592431897,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2152362904","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8704521,0.12736894,0.00093502743,0.00023653188,0.0006352836,0.00012926171,0.0000443429,0.0000027213698,0.00019576984],"genre_scores_gemma":[0.9895481,0.010085585,0.00010009657,0.00004459066,0.0001945031,9.3222883e-7,2.5933915e-7,0.000009202109,0.000016743368],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99911463,0.000011185706,0.00063773873,0.000068888505,0.00006088062,0.000106683954],"domain_scores_gemma":[0.99907917,0.000035321147,0.0006437834,0.00015496054,0.00004451204,0.000042253745],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00057364674,0.0000860087,0.00037853362,0.00007199893,0.00004710113,0.00000888667,0.00021579885,0.000042590444,0.00002906987],"category_scores_gemma":[0.0004219303,0.000059415754,0.00025338822,0.00021454395,0.000022571614,0.00019218135,0.000028023303,0.0001502442,5.2032414e-7],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000070367874,0.00041086928,0.20673795,0.008563396,0.00019602827,0.0000034591467,0.001940794,0.014513557,0.009253644,0.7177242,0.0042677843,0.036317937],"study_design_scores_gemma":[0.0002943419,0.0001475914,0.95918334,0.0025347408,0.000026228188,0.000027056753,0.0000029630708,0.0070563215,0.00052056595,0.00087909255,0.029215418,0.00011236119],"about_ca_topic_score_codex":0.000011943209,"about_ca_topic_score_gemma":0.0000020055552,"teacher_disagreement_score":0.75244534,"about_ca_system_score_codex":0.00004901533,"about_ca_system_score_gemma":0.000042281335,"threshold_uncertainty_score":0.24229042},"labels":[],"label_agreement":null},{"id":"W2152715106","doi":"10.1111/j.1540-6261.2010.01617.x","title":"Leverage Choice and Credit Spreads when Managers Risk Shift","year":2010,"lang":"en","type":"article","venue":"The Journal of Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":83,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of British Columbia","funders":"","keywords":"Leverage (statistics); Business; Stock (firearms); Monetary economics; Debt; Cash; Finance; Economics; Computer science","score_opus":0.013818600136425527,"score_gpt":0.20679548084921956,"score_spread":0.19297688071279404,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2152715106","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.98232883,0.0025149484,0.0082717715,0.0016043524,0.0011976159,0.00008635041,0.00005313371,0.000007987406,0.0039349943],"genre_scores_gemma":[0.99477106,0.0022160627,0.0014147277,0.000046134508,0.0007498676,0.000001556168,7.6968007e-7,0.0000149792295,0.0007848174],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9990493,0.000017247303,0.000544242,0.00013053817,0.00005766919,0.00020101588],"domain_scores_gemma":[0.9985351,0.00020428126,0.00085002364,0.00030771483,0.00004380671,0.000059093654],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010662015,0.00011935266,0.00029202836,0.0001299109,0.00022710701,0.00005496957,0.00035986365,0.000087862776,0.000108535285],"category_scores_gemma":[0.00040544532,0.0000990595,0.00009820623,0.00014394693,0.00015185907,0.00032721032,0.00005263984,0.00057813805,0.000052506075],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00012948582,0.00016995473,0.63729733,0.000033898697,0.00012327118,0.000022230864,0.0056308242,0.00092033454,0.000182667,0.28387737,0.017926704,0.053685952],"study_design_scores_gemma":[0.00034109023,0.000056258046,0.7549618,0.000010358843,0.00001668458,0.00002604249,0.000016800033,0.0004759325,0.000023767345,0.05545036,0.18851401,0.00010688144],"about_ca_topic_score_codex":0.00029140784,"about_ca_topic_score_gemma":0.00026256204,"teacher_disagreement_score":0.228427,"about_ca_system_score_codex":0.000020738209,"about_ca_system_score_gemma":0.000021151762,"threshold_uncertainty_score":0.4039529},"labels":[],"label_agreement":null},{"id":"W2152735549","doi":"10.2139/ssrn.907073","title":"Discount Rate for Workout Recovery: An Empirical Study","year":2007,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":14,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Canadian Standards Association; McMaster University","funders":"","keywords":"Economics; Business","score_opus":0.03464771754193514,"score_gpt":0.3037287552247077,"score_spread":0.2690810376827726,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2152735549","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7835112,0.0012215482,0.21297291,0.00039117798,0.00059903663,0.0003153082,0.000024933788,0.000021170885,0.000942682],"genre_scores_gemma":[0.99601734,0.0005083807,0.00026253337,0.000044083514,0.0011221758,0.000014072391,0.000012441684,0.000032538857,0.0019864296],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99726236,0.000019718002,0.00065737474,0.00031172956,0.000050184455,0.001698617],"domain_scores_gemma":[0.99919075,0.000087940636,0.00031535514,0.00023088873,0.000055314842,0.00011975805],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0057035103,0.000150905,0.0003077352,0.00024820483,0.0003736309,0.000114615556,0.00024334782,0.00009043693,0.000036029658],"category_scores_gemma":[0.0001766249,0.00015560297,0.00017294669,0.00025880366,0.000030489568,0.00035788314,0.00002181082,0.0007317064,0.00005984666],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00037454872,0.0007328853,0.43021673,0.0000027295669,0.00016447273,0.0000042775796,0.00085375615,0.0001517281,0.0000097295515,0.53203636,0.00040839563,0.035044372],"study_design_scores_gemma":[0.0011815114,0.0014491964,0.3294816,0.000003889261,0.000018352275,0.000029649269,0.0018494136,0.0002587023,0.0000040602476,0.63729644,0.028164668,0.00026255244],"about_ca_topic_score_codex":0.00009238779,"about_ca_topic_score_gemma":0.004207393,"teacher_disagreement_score":0.21271037,"about_ca_system_score_codex":0.0008549447,"about_ca_system_score_gemma":0.00038843858,"threshold_uncertainty_score":0.6345305},"labels":[],"label_agreement":null},{"id":"W2152780809","doi":"10.2139/ssrn.1569675","title":"Towards a Common European Monetary Union Risk Free Rate","year":2010,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Simon Fraser University","funders":"","keywords":"European union; European monetary union; Economics; International economics; Monetary economics; Business; Monetary policy","score_opus":0.00895420386464636,"score_gpt":0.1979145307082109,"score_spread":0.18896032684356456,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2152780809","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.94950956,0.0023701857,0.021458475,0.0011337069,0.0011180895,0.00010306406,0.00008836131,0.000047874015,0.024170663],"genre_scores_gemma":[0.9921799,0.0052315476,0.00030455715,0.000027286638,0.0009874327,0.0000023330813,0.000016634862,0.000038186176,0.0012121244],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99784315,0.000077592675,0.00053325866,0.00024672376,0.00004870523,0.0012505528],"domain_scores_gemma":[0.9989454,0.00002938246,0.00044887513,0.0004286618,0.0000362422,0.00011142073],"candidate_categories":["research_integrity"],"consensus_categories":[],"category_scores_codex":[0.0041747727,0.00015991552,0.0002657363,0.00021631512,0.00044153046,0.000096980184,0.0004970286,0.00009127489,0.00011791005],"category_scores_gemma":[0.00024467023,0.00017095721,0.00018048866,0.00022696609,0.00007063409,0.00024721446,0.00007901686,0.0026403244,0.0003702996],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000020075327,0.00006963422,0.09261065,0.0000016923528,0.00006831513,0.00000512348,0.00017058673,0.000080677375,0.000071759976,0.8402682,0.0006307615,0.06600252],"study_design_scores_gemma":[0.00054649863,0.000110461064,0.3401658,0.0000030909912,0.00001123682,0.000068306,0.000067859786,0.0004871268,0.000010997885,0.612492,0.045858383,0.00017820118],"about_ca_topic_score_codex":0.0009521211,"about_ca_topic_score_gemma":0.0054891375,"teacher_disagreement_score":0.24755514,"about_ca_system_score_codex":0.00021283682,"about_ca_system_score_gemma":0.00024745215,"threshold_uncertainty_score":0.9996606},"labels":[],"label_agreement":null},{"id":"W2154182488","doi":"","title":"Valuing Credit Default Swaps I: No Counterparty Default Risk","year":2000,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":113,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Credit default swap; Credit risk; Credit derivative; iTraxx; Credit valuation adjustment; Credit default swap index; Counterparty; Actuarial science; Arbitrage; Interest rate swap; Business; Econometrics; Swap (finance); Economics; Financial economics; Finance; Credit reference","score_opus":0.00845355840567979,"score_gpt":0.20431263038278216,"score_spread":0.19585907197710237,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2154182488","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.93038327,0.009899824,0.017438322,0.00042497486,0.001190545,0.0001970446,0.00015655077,0.000084031075,0.04022544],"genre_scores_gemma":[0.96705717,0.016613677,0.00023693779,0.000051262174,0.0017972661,0.000011551239,0.000019877045,0.00004980905,0.0141624445],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9964729,0.00003355488,0.00081968005,0.00039613483,0.00011490058,0.0021628274],"domain_scores_gemma":[0.99891675,0.00006050447,0.0004432185,0.00033457036,0.00009521932,0.00014971447],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.0019575024,0.00024194576,0.00041112077,0.00021191374,0.0006267488,0.00016286556,0.00039601204,0.00017440987,0.0016438385],"category_scores_gemma":[0.00023377941,0.00026361606,0.00030506155,0.00031720198,0.000073382245,0.00044674802,0.000026940334,0.0017895959,0.0039802175],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0002633858,0.00036196614,0.1769993,0.000013246891,0.0004613815,0.000013453412,0.000866929,0.0029883943,0.000038612467,0.6835434,0.009126442,0.12532347],"study_design_scores_gemma":[0.0012454469,0.00032170338,0.07298376,0.000022307762,0.00003934026,0.00020197734,0.00019276573,0.004879933,0.0000062376157,0.5232403,0.39634147,0.0005247235],"about_ca_topic_score_codex":0.00088589714,"about_ca_topic_score_gemma":0.0008844248,"teacher_disagreement_score":0.38721505,"about_ca_system_score_codex":0.0009428706,"about_ca_system_score_gemma":0.0004928529,"threshold_uncertainty_score":0.9999816},"labels":[],"label_agreement":null},{"id":"W2155039821","doi":"10.1109/wsc.2003.1261444","title":"A simulation-based credit default swap pricing approach under jump-diffusion","year":2004,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Alberta","funders":"University of Alberta","keywords":"Credit default swap; Jump diffusion; Swap (finance); Jump; Credit default swap index; iTraxx; Computer science; Interest rate swap; Credit valuation adjustment; Credit derivative; Term (time); Diffusion; Econometrics; Credit risk; Economics; Actuarial science; Finance; Physics","score_opus":0.037410864262517156,"score_gpt":0.24052401014334124,"score_spread":0.20311314588082408,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2155039821","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.19489853,0.00018730531,0.7717392,0.00042276015,0.00029026956,0.00023449495,0.000029642033,0.00011215425,0.032085642],"genre_scores_gemma":[0.9865261,0.000008056177,0.011812322,0.00015414278,0.00028824917,0.000022433265,0.00006665566,0.000028617935,0.0010934256],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9986906,0.0000054282114,0.00052600383,0.0004165221,0.00006583423,0.0002955798],"domain_scores_gemma":[0.99917954,0.00013180777,0.00019811318,0.0003407959,0.00005256053,0.000097161814],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0002192913,0.00016637161,0.00028145316,0.00028591542,0.00025466172,0.00007598457,0.00015630152,0.00015161376,0.00024483274],"category_scores_gemma":[0.00020641908,0.00018047706,0.00014724462,0.00046057414,0.000051237443,0.0001946091,0.000035931695,0.00013389798,0.00039924044],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000073522465,0.00013892262,0.009595291,0.000008364373,0.0000069345692,5.606549e-7,0.00012662516,0.7363654,0.000012399717,0.25331026,0.000066591005,0.00036131794],"study_design_scores_gemma":[0.0017164359,0.000062715,0.16752426,0.000016505794,0.000009851854,7.337591e-7,0.00011683773,0.7376777,0.00004881178,0.082298994,0.010089492,0.00043764946],"about_ca_topic_score_codex":0.0010862083,"about_ca_topic_score_gemma":0.00008196681,"teacher_disagreement_score":0.7916276,"about_ca_system_score_codex":0.00020651864,"about_ca_system_score_gemma":0.00006300178,"threshold_uncertainty_score":0.73596406},"labels":[],"label_agreement":null},{"id":"W2155643297","doi":"10.3905/jfi.2001.319297","title":"Rating- and Firm Value-Based Valuation of Credit Swaps","year":2001,"lang":"en","type":"article","venue":"The Journal of Fixed Income","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Baycrest Hospital","funders":"","keywords":"Valuation (finance); Credit rating; Swap (finance); Business; Credit default swap; Actuarial science; Credit valuation adjustment; Credit derivative; Interest rate swap; Financial economics; Econometrics; Economics; Credit risk; Finance; Credit reference","score_opus":0.04148431827512268,"score_gpt":0.24249190276531174,"score_spread":0.20100758449018907,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2155643297","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97934365,0.0015946311,0.016146315,0.0010107105,0.00036019494,0.000079999394,0.000019787158,0.000004214094,0.0014405085],"genre_scores_gemma":[0.99833214,0.0003225323,0.0009104245,0.00003174273,0.0002784161,9.727518e-7,0.0000018281908,0.00000847541,0.00011345979],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9990109,0.000031358846,0.00070530106,0.000068292466,0.00007498025,0.00010912256],"domain_scores_gemma":[0.99858665,0.00021694478,0.0008861802,0.00016283625,0.0001018872,0.000045478566],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015511173,0.00007555934,0.00027294885,0.00019228,0.000105895335,0.000018728892,0.00016238108,0.000053267773,0.00009359078],"category_scores_gemma":[0.0003760905,0.00006143976,0.000085969004,0.00023289715,0.00007782681,0.00015554742,0.000021376887,0.00014122302,0.0000108151025],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00041810394,0.0002490349,0.86637276,0.00005625014,0.0001236343,0.000008574041,0.0020954085,0.012804077,0.0010476742,0.10451544,0.0021534548,0.0101555735],"study_design_scores_gemma":[0.00094839867,0.00028980177,0.9383667,0.000048823535,0.00002954693,0.000031701915,0.000060675917,0.010580641,0.000248158,0.042261817,0.0070302165,0.000103531194],"about_ca_topic_score_codex":0.000086767934,"about_ca_topic_score_gemma":0.000011403485,"teacher_disagreement_score":0.07199391,"about_ca_system_score_codex":0.000043290012,"about_ca_system_score_gemma":0.00004289633,"threshold_uncertainty_score":0.25054407},"labels":[],"label_agreement":null},{"id":"W2158948129","doi":"10.2139/ssrn.1341870","title":"Credit Spread Changes within Switching Regimes","year":2010,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":12,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Credit spread (options); Business; Economics; Finance; Credit risk","score_opus":0.013159797719273239,"score_gpt":0.2181971474344867,"score_spread":0.20503734971521348,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2158948129","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.96398443,0.003122959,0.01644714,0.0031517544,0.0027141913,0.00012197765,0.000017823095,0.000059630638,0.010380112],"genre_scores_gemma":[0.9912708,0.0016230751,0.00045704487,0.000041252613,0.0022022296,0.0000072654075,0.000005156209,0.00003250532,0.0043607103],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9978481,0.000009227583,0.0004319503,0.00026393117,0.00006195014,0.0013848676],"domain_scores_gemma":[0.9991163,0.000034826255,0.000438935,0.00026445134,0.00004348012,0.00010203516],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017797478,0.00015717586,0.0002728495,0.000262442,0.0003665911,0.00012108097,0.00031861526,0.0001449654,0.00012296315],"category_scores_gemma":[0.00024153889,0.00016591098,0.00012357185,0.00021329559,0.000043367483,0.00025933748,0.000039471535,0.0022356824,0.00022452055],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000011670215,0.000031260566,0.016254572,0.0000020033779,0.000040397288,0.0000018625337,0.00032443137,0.000013978915,0.0002917467,0.97353214,0.00028490287,0.009211048],"study_design_scores_gemma":[0.00045450832,0.00015200069,0.019025344,0.000009536695,0.000009761193,0.00025540544,0.00037407564,0.0004603484,0.00013407877,0.90226156,0.07657452,0.00028886934],"about_ca_topic_score_codex":0.00024687612,"about_ca_topic_score_gemma":0.005531031,"teacher_disagreement_score":0.07628962,"about_ca_system_score_codex":0.00022640334,"about_ca_system_score_gemma":0.0003925516,"threshold_uncertainty_score":0.9713052},"labels":[],"label_agreement":null},{"id":"W2159657055","doi":"10.2139/ssrn.258946","title":"The Cost Efficiency of UK Debt Management: A Recursive Modelling Approach","year":2000,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Trinity College; Carleton University","funders":"","keywords":"Debt; Economics; Business; Actuarial science; Computer science; Econometrics; Finance","score_opus":0.014002782342133091,"score_gpt":0.20130514076099676,"score_spread":0.18730235841886367,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2159657055","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.24165869,0.020521568,0.60162425,0.00040183598,0.00025541807,0.00041140712,0.000022958911,0.000017086397,0.1350868],"genre_scores_gemma":[0.9621487,0.031889822,0.00048490206,0.0000068453114,0.00013449036,0.0000118326025,0.0000038934304,0.00001421089,0.005305288],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99819636,0.000012761246,0.0004836629,0.00018101267,0.000059892256,0.0010662922],"domain_scores_gemma":[0.99944174,0.000031081585,0.0002504222,0.00020373907,0.00003117986,0.00004186365],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011899223,0.00010182485,0.00018682404,0.00011358283,0.0004424715,0.0000506374,0.00032311887,0.000052433938,0.00005819351],"category_scores_gemma":[0.000014692132,0.00008909174,0.00014120321,0.0003037932,0.00007267205,0.00008834698,0.000015965696,0.0005615723,0.00006206951],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000028592376,0.00004845544,0.000791531,0.000002501371,0.000053223426,3.761992e-7,0.00016200238,0.014401333,2.0506094e-7,0.947496,0.00005684349,0.036958933],"study_design_scores_gemma":[0.00052339653,0.0000958945,0.0013497905,0.000010396461,0.000016671362,0.000039062652,0.000557301,0.025905248,0.0000034762804,0.9429813,0.028356671,0.00016080984],"about_ca_topic_score_codex":0.000072197174,"about_ca_topic_score_gemma":0.000049513776,"teacher_disagreement_score":0.72049004,"about_ca_system_score_codex":0.00029338,"about_ca_system_score_gemma":0.00012641837,"threshold_uncertainty_score":0.36330557},"labels":[],"label_agreement":null},{"id":"W2159770164","doi":"","title":"Determinants of Emerging Market Spreads: Domestic, Global Factors, and Volatility*","year":2008,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Wilfrid Laurier University","funders":"","keywords":"Volatility (finance); Emerging markets; Bond market; Credit default swap; Monetary economics; Credit spread (options); Bond; Economics; Yield (engineering); Latin Americans; Financial economics; Index (typography); Business; Credit risk; Finance","score_opus":0.040129510597394946,"score_gpt":0.31206167842335203,"score_spread":0.2719321678259571,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2159770164","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.94061923,0.0011182096,0.000017799464,0.000045996883,0.0005489572,0.0005236925,0.0013160531,0.000022266855,0.05578781],"genre_scores_gemma":[0.97487694,0.023613017,0.0004826582,0.0000036882695,0.00014567087,0.000054169304,0.000050739083,0.000042275184,0.00073081336],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.996587,0.00007029487,0.0014796596,0.0010559724,0.00009733047,0.00070974504],"domain_scores_gemma":[0.9977456,0.0003863557,0.0006234536,0.0009511082,0.00008571815,0.00020776692],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.001253861,0.0003756566,0.0011905255,0.00057824346,0.00018166863,0.00008048259,0.0005373733,0.00054309925,0.00013220769],"category_scores_gemma":[0.0011095934,0.0004565681,0.0002410589,0.00023085464,0.00054561114,0.0001597356,0.00097128766,0.000793227,0.000005680943],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000046708203,0.000103547616,0.9684276,0.00015084055,0.000036041958,0.000015443753,0.00036096247,0.00020787993,0.0000010594908,0.0016641418,0.00007351517,0.028912256],"study_design_scores_gemma":[0.00042260007,0.000057736135,0.9432483,0.00012863401,0.0000054611537,0.00001121916,0.00014079896,0.02858927,0.000010438359,0.016950373,0.010029315,0.0004058717],"about_ca_topic_score_codex":0.0010775502,"about_ca_topic_score_gemma":0.0009009509,"teacher_disagreement_score":0.055056993,"about_ca_system_score_codex":0.0006620515,"about_ca_system_score_gemma":0.0002736472,"threshold_uncertainty_score":0.9997886},"labels":[],"label_agreement":null},{"id":"W2162128050","doi":"10.2139/ssrn.601082","title":"The Determinants of Credit Default Swap Premia","year":2005,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":147,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University","funders":"","keywords":"Credit default swap; iTraxx; Credit default swap index; Credit derivative; Financial system; Business; Financial economics; Credit risk; Economics; Monetary economics; Econometrics; Credit valuation adjustment; Actuarial science; Credit reference","score_opus":0.012146268332618896,"score_gpt":0.22878691947961133,"score_spread":0.21664065114699244,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2162128050","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97068614,0.017944898,0.004626615,0.00090808456,0.0005155785,0.000118323966,0.000021529891,0.000015035334,0.005163824],"genre_scores_gemma":[0.98772144,0.0080423225,0.00012126278,0.000009989711,0.0007809069,0.0000049982386,0.0000012443643,0.000016481195,0.0033013588],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9979585,0.000011840182,0.0006618444,0.00014968253,0.000059659906,0.0011584787],"domain_scores_gemma":[0.9991052,0.0000636288,0.0004995447,0.0002238329,0.000054327935,0.000053470034],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014637292,0.000105335464,0.00022484941,0.00009995057,0.0003589798,0.000047781494,0.00034250796,0.0000798172,0.00003477393],"category_scores_gemma":[0.00019329297,0.000089247194,0.0001583789,0.00016583852,0.000077007484,0.00019350185,0.000032128595,0.0006698398,0.00012284575],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00003267473,0.000052364,0.13581577,0.000003178854,0.000047707737,5.844216e-7,0.00017860004,0.00010717869,0.00001777223,0.7684176,0.0005675473,0.09475901],"study_design_scores_gemma":[0.0008461135,0.00025840697,0.14796205,0.000020055802,0.000017906954,0.00016797322,0.00038852915,0.0028527044,0.00017541941,0.62303215,0.22399807,0.00028060796],"about_ca_topic_score_codex":0.00008857074,"about_ca_topic_score_gemma":0.0028335976,"teacher_disagreement_score":0.22343051,"about_ca_system_score_codex":0.0004288289,"about_ca_system_score_gemma":0.00040517037,"threshold_uncertainty_score":0.3639395},"labels":[],"label_agreement":null},{"id":"W2162142478","doi":"10.3905/jod.2008.707207","title":"Dynamic Models of Portfolio Credit Risk","year":2008,"lang":"en","type":"article","venue":"The Journal of Derivatives","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":47,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Collateralized debt obligation; Credit derivative; Portfolio; Credit valuation adjustment; iTraxx; Tranche; Synthetic CDO; Credit risk; Credit default swap index; Valuation (finance); Copula (linguistics); Default; Econometrics; Economics; Actuarial science; Financial economics; Finance; Collateral","score_opus":0.035671061176350466,"score_gpt":0.22589472746485867,"score_spread":0.1902236662885082,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2162142478","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9339654,0.0031334118,0.05846435,0.00019261154,0.00021855535,0.000053779346,0.000057255216,0.000004067384,0.003910607],"genre_scores_gemma":[0.99281114,0.0052506714,0.0015424567,0.0000073491965,0.00009738014,6.433633e-7,9.776206e-7,0.000010166851,0.00027921746],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99903095,0.000023292865,0.00070366374,0.00006528362,0.000058510792,0.000118297576],"domain_scores_gemma":[0.9982423,0.0001222786,0.0013211715,0.00017682553,0.00009761001,0.000039775525],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.000515363,0.00008090151,0.00032097145,0.00017855938,0.00013511209,0.0000054846073,0.0002460091,0.00004159517,0.000077430326],"category_scores_gemma":[0.00019798194,0.000062583174,0.00013847573,0.0002297063,0.00018856794,0.0002804458,0.000029798868,0.00017040383,0.00000985444],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000593441,0.00082595466,0.4935538,0.000047773414,0.00083307317,0.000039152143,0.03849845,0.06761757,0.0011308265,0.37828213,0.011001711,0.0075761313],"study_design_scores_gemma":[0.00048276022,0.00018962014,0.81642216,0.00002089245,0.000020748339,0.000086863445,0.00033239787,0.007597868,0.00021642073,0.17142463,0.0030841748,0.000121464676],"about_ca_topic_score_codex":0.00005654323,"about_ca_topic_score_gemma":0.0000051506795,"teacher_disagreement_score":0.32286838,"about_ca_system_score_codex":0.000028908269,"about_ca_system_score_gemma":0.000041069135,"threshold_uncertainty_score":0.2552068},"labels":[],"label_agreement":null},{"id":"W2163564152","doi":"10.1142/s0219024912500458","title":"MODELLING THE BID AND ASK PRICES OF ILLIQUID CDSs","year":2012,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Ask price; Bid price; Sharpe ratio; Swap (finance); Rate of return; Economics; Econometrics; Expected return; Computer science; Financial economics; Finance","score_opus":0.015413912408433646,"score_gpt":0.222190463988178,"score_spread":0.20677655157974434,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2163564152","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9303288,0.0037102196,0.05905903,0.0012858411,0.00038457973,0.000052818694,0.000033097273,0.0000024637984,0.005143163],"genre_scores_gemma":[0.9950216,0.0016581039,0.0028787279,0.0000494216,0.00035447237,0.000002234257,8.683681e-7,0.000006003138,0.000028604996],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992747,0.000004530991,0.00044862842,0.000082743194,0.000071848546,0.000117606],"domain_scores_gemma":[0.9993238,0.00011989752,0.0003812439,0.00006949464,0.00006370749,0.000041844476],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00048662015,0.00007216661,0.00019716841,0.000075780255,0.000049093684,0.00002746261,0.00019017186,0.000048119702,0.000032632397],"category_scores_gemma":[0.00005198819,0.000053248732,0.000056144534,0.00006236057,0.000345852,0.00012604905,0.000059107613,0.00012736117,0.0000045661077],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000058519938,0.00004376071,0.0032510508,0.000003841989,0.000024595109,4.0238496e-7,0.00036934277,0.0010526526,0.00003449671,0.9923098,0.000051595598,0.0027999412],"study_design_scores_gemma":[0.00072342326,0.00009436368,0.037322458,0.00005779357,0.00002190219,0.000065390304,0.00013672805,0.015331434,0.0008991987,0.8885865,0.05655184,0.00020893993],"about_ca_topic_score_codex":0.0000067857345,"about_ca_topic_score_gemma":1.811132e-7,"teacher_disagreement_score":0.10372327,"about_ca_system_score_codex":0.000013995843,"about_ca_system_score_gemma":0.000008702982,"threshold_uncertainty_score":0.21714203},"labels":[],"label_agreement":null},{"id":"W2164352432","doi":"10.2139/ssrn.387380","title":"Using Yield Spreads to Estimate Expected Returns on Debt and Equity","year":2003,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":28,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Equity (law); Economics; Debt; Yield (engineering); Credit spread (options); Financial economics; Monetary economics; Business; Econometrics; Financial system; Finance; Bond","score_opus":0.05699699373974548,"score_gpt":0.3067884353960193,"score_spread":0.24979144165627382,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2164352432","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9411567,0.0021004968,0.046157427,0.00031875793,0.0003346941,0.00011720488,0.000011608993,0.00002102925,0.009782105],"genre_scores_gemma":[0.99760586,0.000586746,0.0009843297,0.000041067764,0.00016399399,0.0000031831921,0.000001280678,0.000021143383,0.0005924215],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9981342,0.000013804324,0.00036421017,0.00024752982,0.000050108043,0.0011901517],"domain_scores_gemma":[0.99946207,0.000039559836,0.00017318307,0.00016654262,0.000030196588,0.00012842726],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00092846534,0.00013572857,0.00024069955,0.00022286767,0.00028359488,0.000092558104,0.00012032182,0.00008615268,0.000056634042],"category_scores_gemma":[0.0004417353,0.00014809488,0.00007390939,0.00024541834,0.000025651463,0.00013821544,0.000031470154,0.00065901835,0.00004725465],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00002041351,0.00003535214,0.022925645,0.0000018553377,0.000026020401,0.0000019731865,0.00015973324,0.0003268977,0.00014159507,0.97372174,0.000056619538,0.0025821347],"study_design_scores_gemma":[0.00054499524,0.00042008536,0.040261906,0.000035675985,0.000015931468,0.00025406136,0.0002395106,0.00081734866,0.00024200033,0.9500223,0.0067629786,0.0003832017],"about_ca_topic_score_codex":0.000107817854,"about_ca_topic_score_gemma":0.0006960344,"teacher_disagreement_score":0.056449156,"about_ca_system_score_codex":0.00060469174,"about_ca_system_score_gemma":0.00027576194,"threshold_uncertainty_score":0.6039134},"labels":[],"label_agreement":null},{"id":"W2164606601","doi":"10.5267/j.msl.2014.1.005","title":"The relationship between operating cash flow per share and portfolio default probability","year":2014,"lang":"en","type":"article","venue":"Management Science Letters","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Cash flow; Portfolio; Probability of default; Operating cash flow; Flow (mathematics); Default; Business; Econometrics; Actuarial science; Computer science; Finance; Mathematics; Credit risk","score_opus":0.04116906925916736,"score_gpt":0.23804817845018425,"score_spread":0.1968791091910169,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2164606601","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.95174277,0.000049119317,0.026947862,0.011464065,0.00023015871,0.00031536657,0.00001699237,0.000028137185,0.009205542],"genre_scores_gemma":[0.9961828,0.0000054112234,0.0029543892,0.00029622306,0.00011490092,0.000029421462,0.0000059268914,0.0000066214798,0.00040427965],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99874955,0.000016570102,0.0003776058,0.00044845106,0.00011286404,0.0002949707],"domain_scores_gemma":[0.999162,0.00019365773,0.00013742967,0.0004256086,0.000015111019,0.000066157205],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0024721462,0.00009312655,0.00013070575,0.00016312776,0.0012531453,0.00047321033,0.0003900244,0.000025445852,0.000019609955],"category_scores_gemma":[0.00069870666,0.00008065189,0.00003997756,0.00047738914,0.00036398016,0.00038809533,0.00018778228,0.00010420597,0.000094574374],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[4.097744e-7,0.0000034247912,0.80801237,0.0000055680634,0.0000024434696,2.4124674e-7,0.000116318326,0.0003571678,0.0000024401756,0.18625695,0.00078873936,0.004453968],"study_design_scores_gemma":[0.000094280505,0.0000079760275,0.94609106,0.000005285237,0.0000035100766,3.8646576e-7,0.00003910732,0.00471762,0.0000014235644,0.026101518,0.022832798,0.000105046645],"about_ca_topic_score_codex":0.000055024404,"about_ca_topic_score_gemma":0.00002669063,"teacher_disagreement_score":0.16015542,"about_ca_system_score_codex":0.000080453436,"about_ca_system_score_gemma":0.0000042940787,"threshold_uncertainty_score":0.9638307},"labels":[],"label_agreement":null},{"id":"W2165890325","doi":"10.5539/ijef.v4n6p3","title":"Creditor Nations’ Equity Indexes and the U.S. Debt Downgrade","year":2012,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Downgrade; Treasury; Debt; Equity (law); Economics; Monetary economics; Bond; Stock (firearms); Financial system; Business; Financial economics; Finance; Geography","score_opus":0.02699163904004945,"score_gpt":0.253223752121631,"score_spread":0.22623211308158156,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2165890325","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97220916,0.011615808,0.0011787087,0.0054334486,0.0044679996,0.00009732812,0.0001234485,0.000003534139,0.004870577],"genre_scores_gemma":[0.9756404,0.021348005,0.00071932253,0.00010816678,0.0019969284,0.000005539276,0.0000030042138,0.000008751896,0.00016988174],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99905473,0.000009214041,0.0006271084,0.000115117415,0.000035885045,0.00015795224],"domain_scores_gemma":[0.9988992,0.00017007778,0.00068816403,0.00009894582,0.00009013843,0.00005343522],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008390932,0.00009854586,0.00026464908,0.00020520463,0.00013093193,0.00012743194,0.000263893,0.00006593123,0.000019632726],"category_scores_gemma":[0.00025066448,0.00008458496,0.00009746221,0.000063460226,0.00020734884,0.00057679793,0.00012223636,0.00014988656,0.0000118393955],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000060473372,0.00003701522,0.03298019,0.0000018149251,0.00005363618,6.882291e-7,0.0003851392,0.00016204115,7.4567123e-7,0.9559443,0.00056376477,0.00981019],"study_design_scores_gemma":[0.0021209773,0.000042535397,0.2990963,0.000021633141,0.000014274818,0.00012374234,0.00006109245,0.0026627413,0.000030505613,0.2267244,0.46890494,0.00019688152],"about_ca_topic_score_codex":0.00005722362,"about_ca_topic_score_gemma":0.000029296165,"teacher_disagreement_score":0.7292199,"about_ca_system_score_codex":0.00006687067,"about_ca_system_score_gemma":0.00002934114,"threshold_uncertainty_score":0.34492743},"labels":[],"label_agreement":null},{"id":"W2166867453","doi":"10.3390/jrfm4010001","title":"Corporate Governance and Corporate Creditworthiness","year":2011,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Corporate governance; Endogeneity; Bankruptcy; Business; Cash flow; Accounting; Credit rating; Index (typography); Yield (engineering); Actuarial science; Economics; Finance; Econometrics","score_opus":0.040241113556042984,"score_gpt":0.1912486569470545,"score_spread":0.15100754339101152,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2166867453","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.93956196,0.006097303,0.046689115,0.00007767516,0.00139976,0.0001771909,0.00012165452,0.000014129997,0.0058612186],"genre_scores_gemma":[0.9791249,0.015657872,0.0044784197,0.000032946704,0.0003394544,0.0000044536887,0.000001839107,0.000015497564,0.000344627],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99874336,0.0000132738805,0.00074135064,0.0002285414,0.00006811259,0.00020534794],"domain_scores_gemma":[0.99747145,0.00002289014,0.0021512648,0.00016205502,0.000074647454,0.00011768197],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00064525957,0.00016195109,0.00042590807,0.00018826441,0.00016582992,0.00004896728,0.00015315825,0.00008094755,0.0000461639],"category_scores_gemma":[0.00010940719,0.00016193926,0.00009070933,0.0002718206,0.0001276083,0.00031996958,0.00009529017,0.00020621276,0.00001818417],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00012157369,0.000085754284,0.36207,0.000024799047,0.000023741182,0.00008440752,0.0006670347,0.000011269375,7.7116397e-7,0.55897415,0.0010897951,0.076846704],"study_design_scores_gemma":[0.0006349606,0.0001199153,0.7868851,0.000030437432,0.000029388792,0.00001881317,0.000043419124,0.0000761258,0.0000044252993,0.16013658,0.051863585,0.0001572731],"about_ca_topic_score_codex":0.00010315485,"about_ca_topic_score_gemma":0.00004318431,"teacher_disagreement_score":0.4248151,"about_ca_system_score_codex":0.00003068668,"about_ca_system_score_gemma":0.000016995507,"threshold_uncertainty_score":0.6603691},"labels":[],"label_agreement":null},{"id":"W2167169941","doi":"10.1017/s002210900999007x","title":"Testing the Elasticity of Corporate Yield Spreads","year":2009,"lang":"en","type":"article","venue":"Journal of Financial and Quantitative Analysis","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":32,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"University of Manitoba","funders":"","keywords":"Bond; Corporate bond; Econometrics; Yield (engineering); Asset (computer security); Interest rate; Economics; Financial economics; Monetary economics; Finance; Computer science","score_opus":0.10756039180439098,"score_gpt":0.26749713720263224,"score_spread":0.15993674539824126,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2167169941","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.95326483,0.0016870482,0.04335007,0.00047807032,0.0000970177,0.000041439685,0.0000494018,0.000002540518,0.0010295833],"genre_scores_gemma":[0.99701583,0.00016247443,0.002622185,0.000042095846,0.00010843378,4.715277e-7,0.0000012133788,0.000003078975,0.000044240358],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99885815,0.00001763273,0.0008167964,0.00011988276,0.00006241841,0.00012514018],"domain_scores_gemma":[0.99754196,0.00033522415,0.0017030911,0.0001067469,0.0002644054,0.000048583825],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00071801647,0.00009532333,0.00055487617,0.00038567028,0.00013569699,0.000027713322,0.00013336948,0.000054712382,0.000024085071],"category_scores_gemma":[0.0019462726,0.00007248123,0.0002636551,0.0013340652,0.00011823814,0.00017195777,0.000014836951,0.00015582632,0.0000040188906],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00008294966,0.00012380048,0.48224553,0.00000780236,0.00023808079,0.000008672456,0.00077210425,0.0014527475,0.00061305147,0.5076301,0.00030709212,0.0065180566],"study_design_scores_gemma":[0.00013630497,0.00038552016,0.9413546,0.000018732786,0.00019759638,0.000003402231,0.00005743052,0.0023032457,0.000065942564,0.05497247,0.00042492355,0.000079864214],"about_ca_topic_score_codex":0.00012819735,"about_ca_topic_score_gemma":0.0000640762,"teacher_disagreement_score":0.45910904,"about_ca_system_score_codex":0.000016035741,"about_ca_system_score_gemma":0.000043944605,"threshold_uncertainty_score":0.29556987},"labels":[],"label_agreement":null},{"id":"W2169053911","doi":"10.5430/bmr.v4n3p32","title":"Credit Risk Measurement Based on the Markov Chain","year":2015,"lang":"en","type":"article","venue":"Business and Management Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"National Social Science Fund of China; Beijing Normal University","keywords":"Estimator; Markov chain; Credit risk; Computer science; Maximum likelihood; Econometrics; Markov process; Estimation; Simple (philosophy); Markov chain Monte Carlo; Markov model; Mathematical optimization; Statistics; Mathematics; Economics; Artificial intelligence; Machine learning; Actuarial science; Bayesian probability","score_opus":0.18922979807555143,"score_gpt":0.2895908506088667,"score_spread":0.10036105253331526,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2169053911","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.17435098,0.004684725,0.0695555,0.055854708,0.0018326575,0.0037420897,0.00020136683,0.0001500865,0.6896279],"genre_scores_gemma":[0.9956785,0.001047592,0.00030108384,0.00007439829,0.0002499169,0.00019031462,0.000008620717,0.000017279846,0.0024322867],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9987405,0.000056669163,0.000241143,0.00033342701,0.00029792092,0.00033037498],"domain_scores_gemma":[0.9990601,0.000074213574,0.000082538136,0.00043559299,0.0002510236,0.00009654833],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0053766994,0.00010589557,0.00015444252,0.0003649767,0.00036850732,0.00016998232,0.00023714104,0.000044847682,0.000098108845],"category_scores_gemma":[0.00053545524,0.00008402778,0.00003575201,0.0007513143,0.00012007325,0.000075225646,0.0001537004,0.0001706999,0.00020148605],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0001007989,0.00021460392,0.03424946,0.00007035953,0.00003956946,0.000011817441,0.0001262122,0.0005560566,8.564981e-7,0.82514006,0.10666777,0.03282245],"study_design_scores_gemma":[0.0005236254,0.000048219725,0.45070317,0.000027470685,0.0000043937494,1.8852272e-7,0.00012481575,0.00902906,0.0000018877404,0.019754741,0.51966965,0.00011276325],"about_ca_topic_score_codex":0.00071232044,"about_ca_topic_score_gemma":0.000097632335,"teacher_disagreement_score":0.8213275,"about_ca_system_score_codex":0.00012774952,"about_ca_system_score_gemma":0.0000316415,"threshold_uncertainty_score":0.34265533},"labels":[],"label_agreement":null},{"id":"W2170226056","doi":"10.1080/1226508x.2013.860708","title":"BASEL III Counterparty Risk and Credit Value Adjustment: Impact of the Wrong-way Risk","year":2013,"lang":"en","type":"article","venue":"Global Economic Review","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Canadian Imperial Bank of Commerce (Canada)","funders":"","keywords":"Credit risk; Basel III; Credit valuation adjustment; Basel II; Capital requirement; Financial system; Counterparty; Economics; Valuation (finance); Operational risk; Risk-weighted asset; Credit rating; Business; Monetary economics; Actuarial science; Risk management; Credit reference; Finance; Financial capital; Capital formation","score_opus":0.011860976470518519,"score_gpt":0.23724079430806466,"score_spread":0.22537981783754615,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2170226056","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7251113,0.24748363,0.00054799684,0.00037607166,0.0011967696,0.0014631482,0.004303979,0.000028584074,0.019488528],"genre_scores_gemma":[0.7859687,0.21331292,0.00012057019,0.000100971425,0.0002260323,0.00007095612,0.000021931846,0.00001561222,0.00016227209],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9981566,0.000052396314,0.0010373703,0.00041726543,0.00003417025,0.00030220964],"domain_scores_gemma":[0.99793535,0.00006292782,0.0011617519,0.0006755475,0.00003348359,0.00013094748],"candidate_categories":["insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.0006169086,0.00023765466,0.00077775406,0.00003934461,0.00015659587,0.000051260966,0.0003358219,0.00009667082,0.0016075523],"category_scores_gemma":[0.00018408734,0.00018784036,0.0004920214,0.00015774702,0.00015405977,0.00031018877,0.00013289627,0.00015034014,0.0008823956],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000010897862,0.00007551245,0.79796076,0.00023803595,0.00021158904,2.4782432e-7,0.000064121334,0.0006581734,3.851798e-7,0.08355549,0.056649595,0.060575172],"study_design_scores_gemma":[0.00043529956,0.000056497378,0.9127557,0.00018296385,0.00007397932,0.0000066292455,0.000005970998,0.004578808,5.370561e-7,0.0171399,0.06455084,0.00021285012],"about_ca_topic_score_codex":0.010654119,"about_ca_topic_score_gemma":0.00020554336,"teacher_disagreement_score":0.11479495,"about_ca_system_score_codex":0.0004211948,"about_ca_system_score_gemma":0.00007027787,"threshold_uncertainty_score":0.9998955},"labels":[],"label_agreement":null},{"id":"W2170543685","doi":"10.1017/s0022109020000149","title":"Granularity of Corporate Debt","year":2020,"lang":"en","type":"article","venue":"Journal of Financial and Quantitative Analysis","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":31,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Quest University Canada","funders":"","keywords":"Debt; Stylized fact; Leverage (statistics); Profitability index; Monetary economics; Business; Issuer; Bond; Debt ratio; Maturity (psychological); Granularity; Capital structure; Internal debt; Asset (computer security); Corporate finance; Financial system; Finance; Economics; Computer science; Macroeconomics","score_opus":0.083827438618246,"score_gpt":0.2595082942841224,"score_spread":0.17568085566587643,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2170543685","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9049367,0.002930724,0.09053823,0.0008765326,0.000083748775,0.000039174767,0.0001358578,0.0000028290124,0.00045620382],"genre_scores_gemma":[0.9955278,0.00056907855,0.0037062073,0.00006532322,0.00009680983,5.7216187e-7,0.000004628406,0.000005027293,0.000024539757],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99879074,0.000019784731,0.0008763474,0.00014457341,0.000059974183,0.00010856568],"domain_scores_gemma":[0.99794626,0.00006587106,0.0015953315,0.00007449366,0.00021259491,0.00010543328],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0004164772,0.00009531595,0.00074741023,0.00036157022,0.00006963945,0.000018861829,0.00011274479,0.0000628259,0.00005848009],"category_scores_gemma":[0.00065075484,0.000092564245,0.00038321162,0.0012465524,0.00011474378,0.00020273433,0.000023417988,0.00013859863,0.000009173613],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000120926736,0.00006637746,0.47055918,0.00002167232,0.000316863,0.000011539943,0.0012385449,0.00032751967,0.0001637863,0.52577734,0.00031210933,0.0010841227],"study_design_scores_gemma":[0.00043716625,0.00042421167,0.9398766,0.000009884996,0.00029231928,0.0000018645044,0.00009779341,0.0037581918,0.00011563304,0.05117367,0.003679206,0.0001334694],"about_ca_topic_score_codex":0.000099242105,"about_ca_topic_score_gemma":0.000057633093,"teacher_disagreement_score":0.47460368,"about_ca_system_score_codex":0.0000123368045,"about_ca_system_score_gemma":0.000043976095,"threshold_uncertainty_score":0.37746605},"labels":[],"label_agreement":null},{"id":"W2171873700","doi":"10.2139/ssrn.1785376","title":"Savior or Sinner? Credit Default Swaps and the Market for Sovereign Debt","year":2011,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"","keywords":"Credit derivative; Financial system; Business; Credit default swap; iTraxx; Sovereign default; Sovereign debt; Default; Debt; Monetary economics; Sovereignty; Financial economics; Economics; Credit risk; Finance; Credit valuation adjustment; Credit history; Credit reference; Law; Political science","score_opus":0.028412988543302386,"score_gpt":0.217715060185007,"score_spread":0.18930207164170462,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2171873700","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.56226397,0.035197802,0.2730088,0.0037328608,0.0028176333,0.0020275535,0.0003763765,0.000112877606,0.12046214],"genre_scores_gemma":[0.9846453,0.0056956024,0.0008383129,0.00006467298,0.00069582765,0.00004562353,0.000004354412,0.000032132466,0.007978167],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9980697,0.000020494797,0.00048185757,0.00022767363,0.00004240624,0.0011578571],"domain_scores_gemma":[0.9992125,0.00014236804,0.0003242709,0.00019511698,0.000053227745,0.00007251161],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002021354,0.00014840689,0.0003066497,0.00011791365,0.00043764975,0.000075969845,0.00025286752,0.000101605925,0.00028522563],"category_scores_gemma":[0.00032265624,0.00010755605,0.00017108227,0.00014566709,0.00013453343,0.00020041676,0.00003451198,0.0005861229,0.00003068668],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0005690032,0.00003843461,0.003452978,0.000003864424,0.00007205384,9.349263e-7,0.00030867825,0.000002568475,0.0000015247996,0.9848037,0.001218292,0.009527961],"study_design_scores_gemma":[0.0024069438,0.00024375945,0.020323874,0.0000070766678,0.000033583383,0.00016528484,0.00050562073,0.0007394648,0.000007896537,0.9567216,0.01865777,0.00018712606],"about_ca_topic_score_codex":0.00019942838,"about_ca_topic_score_gemma":0.00087699573,"teacher_disagreement_score":0.42238137,"about_ca_system_score_codex":0.00023407396,"about_ca_system_score_gemma":0.00036696641,"threshold_uncertainty_score":0.43860084},"labels":[],"label_agreement":null},{"id":"W2175080462","doi":"10.1016/j.jfs.2015.11.001","title":"CDS pricing and accounting disclosures: Evidence from U.S. bank holding corporations around the recent financial crisis","year":2015,"lang":"en","type":"article","venue":"Journal of Financial Stability","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"York University","funders":"","keywords":"Financial crisis; Business; Accounting; Financial system; Economics","score_opus":0.10177654829920348,"score_gpt":0.2677213928490413,"score_spread":0.16594484454983782,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2175080462","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9723212,0.006761613,0.014749276,0.0040809014,0.0014788441,0.00023360044,0.00014009609,0.000013599968,0.00022088038],"genre_scores_gemma":[0.9957516,0.0011288953,0.0014523626,0.00010093544,0.001527428,0.000008757054,0.000004501462,0.000015574109,0.000009937979],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9976247,0.000069244554,0.0014262351,0.00035844147,0.00020347499,0.00031791104],"domain_scores_gemma":[0.99710757,0.0004289627,0.0014369474,0.0003806256,0.00046758473,0.0001783161],"candidate_categories":["metaresearch"],"consensus_categories":[],"category_scores_codex":[0.0033646014,0.00020720316,0.0005890734,0.00014996684,0.0004727374,0.0002428441,0.0003579477,0.00015933842,0.0000522275],"category_scores_gemma":[0.009392927,0.0001765277,0.0001868744,0.00058648415,0.00018190009,0.0010693154,0.00012714024,0.0004884416,0.000012758729],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000180784,0.0001601872,0.9621243,0.000019215913,0.000021968908,0.000008449563,0.0046572513,0.000312478,0.000109695044,0.017135646,0.005087311,0.01018274],"study_design_scores_gemma":[0.00046551338,0.00013592425,0.89000726,0.00006988298,0.00003362615,0.000009314188,0.0004794417,0.000378346,0.00008977244,0.075287625,0.03282063,0.0002226845],"about_ca_topic_score_codex":0.0011026163,"about_ca_topic_score_gemma":0.00079403905,"teacher_disagreement_score":0.07211703,"about_ca_system_score_codex":0.00038095238,"about_ca_system_score_gemma":0.00049954175,"threshold_uncertainty_score":0.9989514},"labels":[],"label_agreement":null},{"id":"W2175783482","doi":"10.5539/res.v7n12p170","title":"Role and Liability of the Auditors in the Eu and in China: From Supervision Perspective","year":2015,"lang":"en","type":"article","venue":"Review of European Studies","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Audit; Liability; Accounting; Business; China; Perspective (graphical); Service (business); Law and economics; Actuarial science; Law; Political science; Economics; Marketing","score_opus":0.04554255955438304,"score_gpt":0.27388128333798495,"score_spread":0.2283387237836019,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2175783482","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6391599,0.3535675,0.0000011609758,0.0011893731,0.00006393889,0.00014787757,0.000029769677,0.0000011273462,0.005839357],"genre_scores_gemma":[0.86727244,0.13260007,0.000031482054,0.000025846803,0.00005114029,0.000002723121,5.96876e-7,0.0000034972702,0.000012218949],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.999308,0.00010645248,0.00035765814,0.00014173899,0.00002977696,0.00005635614],"domain_scores_gemma":[0.9995165,0.00009009617,0.00015614272,0.00018664908,0.000039562387,0.00001104183],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012555473,0.00006120448,0.00031943148,0.00003262591,0.000029123557,0.0000043719265,0.000102649945,0.000009931486,0.0000020656532],"category_scores_gemma":[0.0011760289,0.00003767853,0.000039353265,0.00018679268,0.00013875646,0.00005289583,0.00012896094,0.00006675196,0.000002456398],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000014522942,0.00012038592,0.928538,0.0005489304,0.000031990396,9.969395e-7,0.022654496,0.0000081571425,0.0000041172816,0.04114777,0.0014107394,0.005519845],"study_design_scores_gemma":[0.00013622924,0.00002225335,0.9768039,0.0005407157,0.0000063258813,2.3422001e-7,0.0018987479,0.000013086148,0.0000012321383,0.006251333,0.014287081,0.00003885978],"about_ca_topic_score_codex":0.00037680246,"about_ca_topic_score_gemma":0.00014822654,"teacher_disagreement_score":0.22811252,"about_ca_system_score_codex":0.000025732556,"about_ca_system_score_gemma":0.000006485785,"threshold_uncertainty_score":0.15364857},"labels":[],"label_agreement":null},{"id":"W2176451323","doi":"10.1109/gsis.2011.6044126","title":"Commercial bank credit risk management based on grey incidence analysis","year":2011,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"York University","funders":"","keywords":"Credit risk; Loan; Credit history; Risk management; Business; Actuarial science; Scope (computer science); Currency; Asset (computer security); Finance; Risk analysis (engineering); Economics; Computer science; Monetary economics","score_opus":0.03942822876313735,"score_gpt":0.22047351425325482,"score_spread":0.18104528549011747,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2176451323","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.26806316,0.000104745886,0.21725135,0.00016678513,0.0006079126,0.00027568804,0.00026711854,0.00010405761,0.5131592],"genre_scores_gemma":[0.991088,0.000111562236,0.006936739,0.00013490098,0.0001273518,0.00003062882,0.00003363246,0.00001386572,0.0015233207],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9987826,0.000014480761,0.00048238153,0.00040803305,0.000060823582,0.0002516971],"domain_scores_gemma":[0.99902153,0.000046865247,0.000255973,0.0005523272,0.000032364158,0.00009093908],"candidate_categories":["insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.00042281763,0.00014897471,0.00033625076,0.0006835326,0.0001973357,0.000041849416,0.00027072147,0.00008255449,0.0034997964],"category_scores_gemma":[0.00006864465,0.0001628801,0.00026554093,0.0009494239,0.000055058368,0.0001383075,0.0000537381,0.00012507086,0.0010345638],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000293283,0.0001442479,0.69621956,0.000003726024,0.00013327622,0.000005591596,0.00013928411,0.00065750023,5.5005863e-8,0.29365984,0.0021637008,0.006843868],"study_design_scores_gemma":[0.00028116757,0.00006401816,0.9433882,0.0000032960443,0.00010316966,1.0488352e-7,0.000020711905,0.023934884,0.0000075026805,0.012765033,0.019228304,0.00020360116],"about_ca_topic_score_codex":0.0022139028,"about_ca_topic_score_gemma":0.0008289114,"teacher_disagreement_score":0.72302485,"about_ca_system_score_codex":0.000072178584,"about_ca_system_score_gemma":0.0000086467135,"threshold_uncertainty_score":0.9997432},"labels":[],"label_agreement":null},{"id":"W2182796473","doi":"","title":"Short Selling and Default Prediction: International Evidence","year":2013,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Booth University College","funders":"","keywords":"Equity (law); Credit default swap; Econometrics; Business; Economics; Monetary economics; Financial economics; Actuarial science; Credit risk","score_opus":0.051782918213522634,"score_gpt":0.23276730697727455,"score_spread":0.18098438876375192,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2182796473","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.88174,0.0013739561,0.060635224,0.0014755523,0.00091106095,0.00019352397,0.000036821693,0.00007380938,0.053560074],"genre_scores_gemma":[0.9947939,0.0006486947,0.0017188463,0.000028577864,0.00026092245,0.000026726704,0.000007151236,0.000006212206,0.0025089884],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99941653,0.0000018149248,0.00025982124,0.00019536466,0.000025196754,0.00010129851],"domain_scores_gemma":[0.9997252,0.000036828194,0.000040907846,0.00010873663,0.000038241855,0.000050059833],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00012159724,0.00005864921,0.00009656664,0.0000852013,0.00007544303,0.00009189411,0.0000850241,0.0000473214,0.0008793546],"category_scores_gemma":[0.00008057942,0.000064016174,0.0000307279,0.00008129088,0.000032399894,0.0004902006,0.000032875756,0.000057033267,0.00046284715],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000001699664,0.000015706677,0.809109,0.0000033760552,0.000012589022,3.604796e-7,0.00014357986,0.000089023815,0.00002354117,0.1732958,0.003285801,0.014019521],"study_design_scores_gemma":[0.000065546934,0.000013898845,0.921526,0.00001127884,0.0000017051531,0.000004357436,0.000055665663,0.024731198,0.00001810691,0.013945405,0.039537035,0.0000897858],"about_ca_topic_score_codex":0.00023579995,"about_ca_topic_score_gemma":0.00001591258,"teacher_disagreement_score":0.1593504,"about_ca_system_score_codex":0.000027638142,"about_ca_system_score_gemma":0.0000045778233,"threshold_uncertainty_score":0.9628317},"labels":[],"label_agreement":null},{"id":"W2184178376","doi":"10.2139/ssrn.2699175","title":"Credit Default Swaps as Indicators of Bank Financial Distress","year":2015,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Innovation Cluster (Canada)","funders":"","keywords":"Credit default swap; Financial system; Business; Financial distress; Credit risk; Finance","score_opus":0.01385324553376181,"score_gpt":0.22712028863863656,"score_spread":0.21326704310487477,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2184178376","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9580194,0.007755251,0.013847354,0.0005539756,0.0011317626,0.00013434413,0.00012128032,0.000026192502,0.018410489],"genre_scores_gemma":[0.99613357,0.0012270884,0.00009528917,0.000017496164,0.0007935783,0.000006371594,0.000020346213,0.00002372331,0.0016825679],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9976692,0.000017993929,0.00071171357,0.00023932874,0.00011474988,0.0012470034],"domain_scores_gemma":[0.99885774,0.000029653493,0.0006142152,0.00023441981,0.00008305405,0.00018092124],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013743764,0.00015916403,0.0003824883,0.0003851534,0.00015093376,0.00004073036,0.00036561393,0.00015607079,0.00007243222],"category_scores_gemma":[0.000652667,0.00017357513,0.00019120496,0.00047908555,0.00010116434,0.0002389992,0.00005022191,0.00092263165,0.0002028034],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000049754894,0.00009832258,0.053220674,0.000003883702,0.000042824,0.0000031084353,0.0003087148,0.00006462906,0.0000044682856,0.93110925,0.0013003846,0.013793983],"study_design_scores_gemma":[0.0010710796,0.00041072755,0.070932336,0.000014102414,0.000016933172,0.000087885404,0.00043616683,0.000069067166,0.000046703834,0.85866815,0.06797814,0.00026868706],"about_ca_topic_score_codex":0.00047623686,"about_ca_topic_score_gemma":0.00047162932,"teacher_disagreement_score":0.07244108,"about_ca_system_score_codex":0.00064501516,"about_ca_system_score_gemma":0.0014741155,"threshold_uncertainty_score":0.7078188},"labels":[],"label_agreement":null},{"id":"W2184333746","doi":"","title":"Do Credit Ratings Reflect Underlying Firm Characteristics? Evidence from the Utility Industry","year":2010,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Alberta; University of Saskatchewan","funders":"","keywords":"Credit rating; Deregulation; Bond credit rating; Credit reference; Credit enhancement; Debt; Business; Credit history; Prudence; Credit crunch; Economics; Finance; Accounting; Credit risk; Market economy","score_opus":0.1356015536804795,"score_gpt":0.30732187832830177,"score_spread":0.17172032464782228,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2184333746","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9802357,0.00034122082,0.0038999768,0.0022856833,0.0015758442,0.0001819483,0.00021536458,0.000064158216,0.011200105],"genre_scores_gemma":[0.9970658,0.00007202233,0.00087394734,0.00013308178,0.00087839836,0.000021529473,0.000023065233,0.00001637158,0.00091580633],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9986623,0.000013882359,0.0005672513,0.00043184886,0.000057895966,0.00026685442],"domain_scores_gemma":[0.9983735,0.0005055302,0.00030886126,0.0006708768,0.00005342061,0.00008779892],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.00070206687,0.00015238636,0.00027172084,0.000052062427,0.00038208519,0.00024275728,0.00040374827,0.00032480227,0.003934396],"category_scores_gemma":[0.0017508076,0.00013179681,0.00010522257,0.00024818306,0.0001312518,0.00034331658,0.00010209017,0.0009209259,0.00040086888],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000135809005,0.000037309375,0.9337027,0.0000041510366,0.000016695627,0.0000018124347,0.00054002495,0.0000012103327,0.0004006961,0.047313612,0.006982247,0.010985957],"study_design_scores_gemma":[0.000102445454,0.00001681441,0.934323,0.000019733396,0.000005675818,0.0000014100078,0.00006785726,0.0016894959,0.000053270887,0.017889705,0.045664392,0.00016618399],"about_ca_topic_score_codex":0.002196561,"about_ca_topic_score_gemma":0.00067016494,"teacher_disagreement_score":0.038682148,"about_ca_system_score_codex":0.000034933233,"about_ca_system_score_gemma":0.000053481108,"threshold_uncertainty_score":0.99697614},"labels":[],"label_agreement":null},{"id":"W2184426746","doi":"","title":"Canadian Interest Rates and Yield Spread Dynamics","year":2012,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Cointegration; Econometrics; Yield (engineering); Economics; Bond; Unit root; Mathematics; Finance","score_opus":0.045156978934579615,"score_gpt":0.2255017411254243,"score_spread":0.18034476219084467,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2184426746","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8610348,0.0011866288,0.0023537988,0.0017171785,0.0005783344,0.00008343907,0.00015506569,0.000021765749,0.13286899],"genre_scores_gemma":[0.9955866,0.000092917944,0.00028939437,0.000071415685,0.00015055588,0.000004547289,0.00001770071,0.000008649719,0.0037782395],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9994654,0.0000014911938,0.000173403,0.00011048617,0.0000068957925,0.00024232642],"domain_scores_gemma":[0.99960756,0.00002857351,0.00004257536,0.00011917161,0.000008715357,0.00019341528],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00012596072,0.000065790184,0.000118410826,0.00014244135,0.0000846523,0.000039795374,0.00005745804,0.00006434277,0.00049302814],"category_scores_gemma":[0.00007979774,0.0000733711,0.000026466654,0.0000899302,0.000026551368,0.00018673849,0.000020952211,0.00006020652,0.00033628324],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[4.6161955e-7,0.00000575764,0.494338,0.0000012408248,0.0000028146223,1.6332439e-7,0.000064192354,4.4289186e-7,5.645464e-7,0.50306726,0.0011263979,0.0013927231],"study_design_scores_gemma":[0.00006770712,0.000012515021,0.8990974,0.0000040437762,0.0000020069895,0.0000034159675,0.000088196444,0.001519877,0.000014292128,0.010244857,0.088802636,0.00014304458],"about_ca_topic_score_codex":0.15713425,"about_ca_topic_score_gemma":0.5252678,"teacher_disagreement_score":0.49282238,"about_ca_system_score_codex":0.00011105694,"about_ca_system_score_gemma":0.000015591571,"threshold_uncertainty_score":0.8484785},"labels":[],"label_agreement":null},{"id":"W2185613623","doi":"","title":"Fast CDO Computations in the Affine Markov Chain Model","year":2005,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":17,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McMaster University","funders":"","keywords":"Collateralized debt obligation; Affine transformation; Computation; Markov chain; Computer science; Hazard; Algorithm; Markov chain Monte Carlo; Mathematical optimization; Mathematics; Economics; Finance; Artificial intelligence; Collateral; Machine learning","score_opus":0.02817278395415169,"score_gpt":0.22678417927057148,"score_spread":0.1986113953164198,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2185613623","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.32951033,0.00050846994,0.31194013,0.01721577,0.0001664654,0.00036160013,0.0001515764,0.000059660655,0.34008598],"genre_scores_gemma":[0.9875923,0.000054276843,0.0071492163,0.0002697942,0.00018953338,0.000024847886,0.000022985496,0.000008701527,0.0046883924],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99927664,0.0000061625046,0.00034459837,0.00017489116,0.000026515665,0.00017121647],"domain_scores_gemma":[0.9996418,0.00004746969,0.000072757866,0.0002000934,0.000012496264,0.000025416854],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0003042125,0.00007785673,0.00014219072,0.00015754884,0.00010108734,0.000044751283,0.00017144688,0.000047805333,0.0002542343],"category_scores_gemma":[0.000036507183,0.00007010966,0.00005924656,0.0002961432,0.00003073433,0.00013430415,0.000023358303,0.00009820249,0.00033740522],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000027043761,0.0001002536,0.009848425,0.0000016803064,0.000003024913,4.7962794e-7,0.0009697769,0.10405018,0.0000014731809,0.865989,0.005019257,0.014013737],"study_design_scores_gemma":[0.0002748966,0.000009864583,0.17272133,0.0000021457913,0.0000012097893,0.0000014335559,0.00009807592,0.7599005,0.0000012871781,0.025130717,0.041747235,0.00011129077],"about_ca_topic_score_codex":0.00014517784,"about_ca_topic_score_gemma":0.0010653037,"teacher_disagreement_score":0.8408583,"about_ca_system_score_codex":0.000048252714,"about_ca_system_score_gemma":0.000013895055,"threshold_uncertainty_score":0.43367738},"labels":[],"label_agreement":null},{"id":"W2189149465","doi":"10.2139/ssrn.2139763","title":"Structural Models of the Firm Under State-Dependent Volatility and Jump Process Asset Dynamics","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Concordia University","funders":"","keywords":"Jump; Volatility (finance); Econometrics; Asset (computer security); Financial economics; Stochastic volatility; Jump process; Economics; Computer science; Physics","score_opus":0.017737747784859346,"score_gpt":0.22908876205332274,"score_spread":0.2113510142684634,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2189149465","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97466826,0.004091869,0.020071235,0.00023986332,0.0003015547,0.00010995066,0.00009406295,0.00000668589,0.00041652296],"genre_scores_gemma":[0.99881196,0.0006350923,0.000027257167,0.000008552446,0.00010750612,0.00000249333,0.000004382788,0.00001378764,0.00038898108],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99845266,0.000016495438,0.00041922365,0.00013545522,0.00006999778,0.00090616767],"domain_scores_gemma":[0.9993255,0.000022980055,0.00036849204,0.0001677384,0.00005117399,0.00006412797],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00091302046,0.000111029585,0.00021115533,0.00007272719,0.00021101873,0.00003209382,0.00018791253,0.000067473695,0.00001780036],"category_scores_gemma":[0.000040287665,0.00009124512,0.000086196385,0.00014595679,0.000070515736,0.00042586413,0.000043693883,0.0006781885,0.0000026634605],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000013105875,0.000025374344,0.41812146,0.000006748228,0.00003901559,3.5231224e-8,0.00033519033,0.0014200506,0.0000017410554,0.5784353,0.0000058770497,0.00159608],"study_design_scores_gemma":[0.00020626596,0.000026338392,0.3210399,0.0000035234677,0.0000075718076,0.000027932127,0.00027885896,0.037413046,0.000005141036,0.64087284,0.000034095552,0.00008447838],"about_ca_topic_score_codex":0.000169953,"about_ca_topic_score_gemma":0.0013966402,"teacher_disagreement_score":0.097081564,"about_ca_system_score_codex":0.0005129088,"about_ca_system_score_gemma":0.0002695823,"threshold_uncertainty_score":0.37208682},"labels":[],"label_agreement":null},{"id":"W2193347901","doi":"","title":"L'Argus de l'Assurance - Standard Life cède ses opérations canadiennes à Manulife pour 2,7 Md€. - Secteurs assurance","year":2014,"lang":"fr","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Argus; Consolidation (business); Political science; Quality assurance; Business; Service (business); Computer science; Accounting; Marketing","score_opus":0.01669717155458848,"score_gpt":0.21610800471626027,"score_spread":0.1994108331616718,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2193347901","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.50725555,0.028989842,0.3290555,0.046570614,0.00784206,0.0007111472,0.0043073175,0.00022826662,0.07503969],"genre_scores_gemma":[0.9185639,0.0073362105,0.015568229,0.00073263346,0.0024374563,0.00009097826,0.00010111876,0.000102973456,0.0550665],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9963371,0.00010536878,0.0012663709,0.0008939884,0.0001339874,0.0012631839],"domain_scores_gemma":[0.9968459,0.00063779514,0.00061566726,0.001033144,0.00023337625,0.0006341305],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.0010568125,0.0004918572,0.00094345707,0.0003680065,0.000708654,0.0003355615,0.00067615864,0.0004215805,0.0018157953],"category_scores_gemma":[0.0035297833,0.0006580344,0.00034519227,0.00073910854,0.0003023228,0.0006813342,0.00011802821,0.00042066473,0.0010038317],"study_design_candidate":"not_applicable","study_design_consensus":null,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00003698582,0.00013149434,0.2792556,0.00012104788,0.00009675256,0.000008866671,0.00057997316,0.007398498,0.000018282444,0.48919195,0.21797237,0.005188196],"study_design_scores_gemma":[0.00070552295,0.00011927248,0.36532587,0.00009348064,0.000032667835,0.000017178723,0.00014350213,0.009277306,0.00009019458,0.018166369,0.6053996,0.0006290273],"about_ca_topic_score_codex":0.016089117,"about_ca_topic_score_gemma":0.12806204,"teacher_disagreement_score":0.4710256,"about_ca_system_score_codex":0.00056853716,"about_ca_system_score_gemma":0.00077422935,"threshold_uncertainty_score":0.999774},"labels":[],"label_agreement":null},{"id":"W2199908739","doi":"10.2139/ssrn.2019807","title":"Credit Derivatives and Earnings Announcements","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":13,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McMaster University","funders":"","keywords":"Earnings; Business; Financial system; Post-earnings-announcement drift; Earnings response coefficient; Monetary economics; Accounting; Economics","score_opus":0.017641941074154503,"score_gpt":0.2243183401464827,"score_spread":0.20667639907232818,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2199908739","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.96121126,0.011204533,0.021741537,0.00045716975,0.00044359046,0.000066581146,0.000015518497,0.00001657375,0.0048432257],"genre_scores_gemma":[0.9921034,0.0048322724,0.00019481588,0.00002042376,0.00073764217,0.0000041464486,0.000005982973,0.000013941159,0.0020873486],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9982211,0.000009875397,0.00028963058,0.00012736215,0.000038896407,0.0013131088],"domain_scores_gemma":[0.9995489,0.000020129344,0.00022785201,0.000086300075,0.000023397573,0.000093436014],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011111527,0.000098254706,0.00016958553,0.00013080979,0.0002633324,0.000046520243,0.000097579934,0.000055858167,0.00007292321],"category_scores_gemma":[0.00011971691,0.00010539377,0.00005376497,0.00013472939,0.000050502727,0.00047334976,0.00003128905,0.00058560114,0.00010469978],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000005649921,0.000027752732,0.4956354,0.0000012065478,0.000030842006,1.304828e-7,0.00038319998,0.0000021075757,0.000016812664,0.5008137,0.00015060752,0.0029325914],"study_design_scores_gemma":[0.0003799289,0.00010643131,0.66490805,0.000005141364,0.0000062139084,0.000070406146,0.0004859034,0.00004017948,0.000006373217,0.1945555,0.13927162,0.0001642325],"about_ca_topic_score_codex":0.000046905883,"about_ca_topic_score_gemma":0.00002868654,"teacher_disagreement_score":0.3062582,"about_ca_system_score_codex":0.0002662401,"about_ca_system_score_gemma":0.00011181169,"threshold_uncertainty_score":0.4297833},"labels":[],"label_agreement":null},{"id":"W2208899914","doi":"","title":"Peeking Over the Fence: a Look at Canadian Coding and CDI Processes, and How They Differ From the US Due to Varied Financial Structures","year":2014,"lang":"en","type":"article","venue":"Journal of AHIMA","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Fence (mathematics); Coding (social sciences); Business; Finance; Mathematics; Engineering; Statistics; Structural engineering","score_opus":0.013017579087963888,"score_gpt":0.19592267584092987,"score_spread":0.18290509675296598,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2208899914","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.99075466,0.0011114803,0.0014808739,0.0057866652,0.00033923925,0.000102499565,0.00011309511,0.0000025386187,0.00030892526],"genre_scores_gemma":[0.99836564,0.00016787436,0.00018709665,0.00044493572,0.0007215775,0.0000023022394,0.000001924853,0.000010374833,0.00009825812],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99933976,0.000016689995,0.00024550463,0.00014730549,0.000059623668,0.00019113922],"domain_scores_gemma":[0.999165,0.00021303348,0.00029140833,0.00013981092,0.000060576698,0.00013018605],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0003976319,0.00010638769,0.0002474217,0.00009250833,0.0004605248,0.00023345817,0.00018685928,0.00006996147,0.00003870361],"category_scores_gemma":[0.00075347873,0.00006896992,0.000045701865,0.00010119886,0.00006623523,0.00014191844,0.00005579288,0.00018900889,0.0000031158866],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000075378746,0.000015081349,0.882162,0.00002049228,0.000053210148,0.000020279476,0.0060056048,0.00009006486,0.00009233263,0.08897695,0.01470187,0.0077867387],"study_design_scores_gemma":[0.00024525367,0.000043154385,0.89702046,0.000020048848,0.00001215212,0.00003733023,0.000046909798,0.00024290796,0.000008272307,0.03167283,0.07055888,0.00009179447],"about_ca_topic_score_codex":0.007240057,"about_ca_topic_score_gemma":0.06061514,"teacher_disagreement_score":0.05730412,"about_ca_system_score_codex":0.00008405129,"about_ca_system_score_gemma":0.000089371686,"threshold_uncertainty_score":0.9993708},"labels":[],"label_agreement":null},{"id":"W2209948770","doi":"10.1016/j.jedc.2015.10.001","title":"Estimation of correlations in portfolio credit risk models based on noisy security prices","year":2015,"lang":"en","type":"article","venue":"Journal of Economic Dynamics and Control","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Group for Research in Decision Analysis; HEC Montréal; Université du Québec à Montréal","funders":"","keywords":"Econometrics; Estimator; Economics; Credit risk; Portfolio; Bond; Credit default swap; Equity (law); Correlation; Estimation; Credit derivative; Financial economics; Actuarial science; Statistics; Mathematics; Finance","score_opus":0.014061713205156692,"score_gpt":0.21679487811900927,"score_spread":0.20273316491385257,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2209948770","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.83630174,0.0005240379,0.157326,0.00031478747,0.0005692681,0.00014934715,0.00039518846,0.000004041847,0.004415577],"genre_scores_gemma":[0.9990507,0.00016120929,0.00057216495,0.000016915705,0.00014314924,0.0000038192893,0.000010866601,0.000010426505,0.000030765495],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99867064,0.000015129602,0.0010046537,0.00014199452,0.00003977267,0.00012783201],"domain_scores_gemma":[0.99815935,0.00013416045,0.0014026552,0.00014217995,0.000058488786,0.000103189566],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.000920585,0.0001072867,0.0004662777,0.0004442113,0.000039791907,0.000036083842,0.00011264476,0.00009544246,0.000015626683],"category_scores_gemma":[0.00015905114,0.00011743241,0.000114289505,0.00008896334,0.000045900462,0.00036351773,0.000011114255,0.00018642722,0.0000063359735],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00010297971,0.00008602008,0.092188485,0.000004739297,0.000021438682,0.0000015498294,0.00014807844,0.7323594,1.433002e-7,0.17246787,0.00009793065,0.0025213521],"study_design_scores_gemma":[0.0018585741,0.00016662898,0.056846,0.000017251601,0.000016160462,0.0000033141441,0.000049004604,0.81148076,4.5169415e-7,0.12931351,0.00016142982,0.00008693616],"about_ca_topic_score_codex":0.00026676248,"about_ca_topic_score_gemma":0.00021086916,"teacher_disagreement_score":0.16274893,"about_ca_system_score_codex":0.00024444814,"about_ca_system_score_gemma":0.00012549086,"threshold_uncertainty_score":0.4788755},"labels":[],"label_agreement":null},{"id":"W2220363342","doi":"10.2139/ssrn.2130851","title":"Credit Spreads, Recovery Rates and Bond Portfolio Risk Measures in a Hybrid Credit Risk Model","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université du Québec à Montréal; HEC Montréal","funders":"","keywords":"Credit risk; Bond; Credit valuation adjustment; Business; Portfolio; Credit spread (options); Credit derivative; Financial system; Economics; Actuarial science; Monetary economics; Financial economics; Econometrics; Finance; Credit reference","score_opus":0.016011476625359414,"score_gpt":0.2189368701182202,"score_spread":0.20292539349286076,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2220363342","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.91538167,0.039762966,0.041093383,0.00014354973,0.00063527626,0.00016875584,0.00022817407,0.000025469522,0.002560756],"genre_scores_gemma":[0.91613483,0.08148989,0.0004570188,0.000014234394,0.0010788353,0.000013496028,0.000012598343,0.00003897658,0.0007600864],"study_design_codex":"observational","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9966611,0.000039661565,0.00079307903,0.00033281549,0.000097751035,0.002075542],"domain_scores_gemma":[0.9987163,0.0000817178,0.00070292025,0.00025463072,0.000048610862,0.00019584429],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0037083696,0.00024670197,0.00046892627,0.00048874615,0.0003291518,0.00011087606,0.00021329007,0.00013712802,0.000037925893],"category_scores_gemma":[0.0005311913,0.00026848968,0.00017625031,0.00026078115,0.00007186808,0.0008317167,0.000055262088,0.0017357974,0.00006514284],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000101103564,0.00015735823,0.8013408,0.000004073755,0.00012136319,0.0000026598727,0.00026826726,0.0015707662,0.0000073615215,0.16724741,0.0020316588,0.027147165],"study_design_scores_gemma":[0.0009074058,0.00015007456,0.245539,0.000014121484,0.000040357405,0.00015382339,0.00017411937,0.007299874,0.00002298575,0.73618305,0.009143281,0.00037191936],"about_ca_topic_score_codex":0.0009990713,"about_ca_topic_score_gemma":0.0012482246,"teacher_disagreement_score":0.56893563,"about_ca_system_score_codex":0.00065981975,"about_ca_system_score_gemma":0.00045267685,"threshold_uncertainty_score":0.99997675},"labels":[],"label_agreement":null},{"id":"W2221498227","doi":"10.2139/ssrn.757344","title":"Latent Variable Approach to Modelling Dependence of Credit Risks: Application to French Firms and Implications for Regulatory Capital","year":2005,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Center for Interuniversity Research and Analysis on Organizations; University of Toronto","funders":"","keywords":"Latent variable; Business; Variable (mathematics); Credit risk; Capital requirement; Economics; Econometrics; Financial system; Actuarial science; Microeconomics; Statistics; Mathematics","score_opus":0.026599487685473537,"score_gpt":0.23657535354550652,"score_spread":0.20997586586003297,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2221498227","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.28931063,0.0017674231,0.7075192,0.0005293886,0.000047334364,0.00034897018,0.00007756951,0.000010196666,0.00038931044],"genre_scores_gemma":[0.969924,0.0005998029,0.028576002,0.000020843185,0.00037977594,0.00012097856,0.000016197353,0.000019668885,0.00034275997],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99834204,0.0000054588168,0.0005324189,0.0003149631,0.00004587077,0.0007592458],"domain_scores_gemma":[0.99923915,0.000030864165,0.0002559878,0.00024370966,0.000103065686,0.00012720439],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009829218,0.00011613261,0.00024010813,0.00021831188,0.00022463268,0.000038503735,0.00021414844,0.00008770956,0.0000038025441],"category_scores_gemma":[0.000053202504,0.00013386001,0.000073325755,0.00026003353,0.000022387838,0.00018914983,0.00003481035,0.00029114808,0.000013928101],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000011756296,0.00007956932,0.011519174,0.000006502858,0.000029474922,5.7365965e-9,0.00024865242,0.107405685,0.00011154381,0.87230253,0.00011622421,0.008168892],"study_design_scores_gemma":[0.00056224765,0.0002355674,0.11571329,0.0000128565325,0.000027842061,0.00003729881,0.00014558827,0.07833811,0.000038623075,0.7941869,0.010369032,0.0003326512],"about_ca_topic_score_codex":0.0003287503,"about_ca_topic_score_gemma":0.0002016222,"teacher_disagreement_score":0.68061334,"about_ca_system_score_codex":0.00042991005,"about_ca_system_score_gemma":0.00023924783,"threshold_uncertainty_score":0.5458653},"labels":[],"label_agreement":null},{"id":"W2223706847","doi":"10.1063/1.4937087","title":"Estimation of transition probabilities of credit ratings","year":2015,"lang":"en","type":"article","venue":"AIP conference proceedings","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Econometrics; Distribution (mathematics); Quarter (Canadian coin); Statistics; Conditional probability distribution; Transition (genetics); Estimation; Credit rating; Probability distribution; Support vector machine; Economics; Mathematics; Actuarial science; Computer science; Artificial intelligence; Geography; Management","score_opus":0.053835574083985024,"score_gpt":0.23701461990689757,"score_spread":0.18317904582291256,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2223706847","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.93547094,0.0001276552,0.04918971,0.00045367365,0.0001307883,0.0002186716,0.00006595939,0.000030014658,0.014312597],"genre_scores_gemma":[0.9961996,0.000018102115,0.0035294394,0.0000066973503,0.000057239653,0.000024841238,0.0000146810125,0.000008539213,0.00014084697],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990444,0.0000019485526,0.00057420786,0.00018738386,0.00006479626,0.00012727456],"domain_scores_gemma":[0.9990906,0.000018619641,0.00042625633,0.000080483114,0.00032862072,0.000055394074],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00038214773,0.000092948554,0.00029852326,0.00014786341,0.000032326272,0.00002548025,0.00011926852,0.00008118772,0.000050109113],"category_scores_gemma":[0.00039715334,0.00010733008,0.00005922433,0.00022765549,0.00013501814,0.00042584614,0.000018394416,0.00006675812,0.000016577374],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000040042185,0.00010100277,0.05293719,0.00017584921,0.000013664454,1.00379054e-7,0.017491292,0.00012913457,0.00058276026,0.9243865,0.0007757316,0.003366703],"study_design_scores_gemma":[0.0011345717,0.0006562035,0.08443974,0.00017891037,0.000024602221,0.0000048202987,0.0035176266,0.20864175,0.0042305016,0.69447196,0.002296691,0.00040260144],"about_ca_topic_score_codex":0.00019563353,"about_ca_topic_score_gemma":0.0000051962156,"teacher_disagreement_score":0.22991455,"about_ca_system_score_codex":0.000040862393,"about_ca_system_score_gemma":0.000070323375,"threshold_uncertainty_score":0.43767938},"labels":[],"label_agreement":null},{"id":"W2228987094","doi":"","title":"AN IMPROVED IMPLIED COPULA MODEL AND ITS APPLICATION TO THE VALUATION OF BESPOKE CDO TRANCHES","year":2009,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":22,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Tranche; Copula (linguistics); Collateralized debt obligation; Bespoke; Econometrics; Valuation (finance); Economics; Gaussian; Actuarial science; Computer science; Business","score_opus":0.020307683359899256,"score_gpt":0.24457201211576068,"score_spread":0.22426432875586144,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2228987094","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7504569,0.0023159375,0.2449411,0.0016854644,0.000042219035,0.00031380236,0.000022112004,0.000009339792,0.00021308534],"genre_scores_gemma":[0.9982913,0.0011682055,0.00020204249,0.00005325603,0.00015103671,0.000017711456,0.000008133603,0.000009029128,0.0000992897],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9988891,0.000010306383,0.00038213405,0.00017389421,0.000041683514,0.0005029129],"domain_scores_gemma":[0.99948007,0.000011671706,0.00023661111,0.00016172577,0.000054648182,0.000055253404],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001169943,0.00008655479,0.0001728267,0.000117901036,0.00017853478,0.000030711057,0.00016278602,0.00005979811,0.0000027929655],"category_scores_gemma":[0.000039053684,0.000078922945,0.000054770055,0.0001724864,0.000011975572,0.00017518953,0.000006508296,0.0003021347,0.000007762823],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000041851516,0.000054681328,0.00077549205,0.0000015495293,0.000013957894,1.9820405e-8,0.00044986367,0.0061483546,0.0032085697,0.90806705,0.0000101943615,0.081228435],"study_design_scores_gemma":[0.00042642374,0.00037697592,0.07056693,0.0000030132974,0.000014181765,0.000011259819,0.00014526524,0.18165365,0.00019330629,0.7457909,0.00068662746,0.00013146707],"about_ca_topic_score_codex":0.000040965337,"about_ca_topic_score_gemma":0.00039395396,"teacher_disagreement_score":0.24783435,"about_ca_system_score_codex":0.000174642,"about_ca_system_score_gemma":0.0002174926,"threshold_uncertainty_score":0.3218384},"labels":[],"label_agreement":null},{"id":"W2232245888","doi":"10.2139/ssrn.2414620","title":"Rollover Risk and Volatility Risk in Credit Spread Models: A Unified Approach","year":2014,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Concordia University","funders":"","keywords":"Rollover (web design); Credit risk; Volatility (finance); Model risk; Business; Financial economics; Economics; Actuarial science; Risk management; Finance; Computer science","score_opus":0.014624708204712053,"score_gpt":0.19667719631271058,"score_spread":0.1820524881079985,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2232245888","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.73702425,0.0038117298,0.2509179,0.00007033935,0.00014873593,0.00012763338,0.00004730895,0.000017079215,0.007834998],"genre_scores_gemma":[0.990397,0.008165518,0.0005669148,0.000008191495,0.00033905316,0.000007762595,0.0000072500243,0.000022346087,0.00048598173],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.997689,0.000071603215,0.00060110074,0.00037090943,0.00006238316,0.0012050119],"domain_scores_gemma":[0.9990595,0.000078254125,0.00046480115,0.00026771365,0.000032358384,0.00009738999],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0035468533,0.0001737669,0.00038623082,0.00027621744,0.00024117027,0.00007881505,0.00019815245,0.00015220328,0.000016814785],"category_scores_gemma":[0.00034238468,0.00018525994,0.000119240205,0.0002767808,0.00006596393,0.00037892172,0.00004410829,0.0016584744,0.000018445091],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00004955883,0.000082737635,0.4303569,0.0000035526018,0.00003580058,2.465421e-7,0.00029034898,0.0018675975,6.1193634e-7,0.554195,0.000041723863,0.013075949],"study_design_scores_gemma":[0.0007571606,0.00008149152,0.17359257,0.0000034188797,0.00001061911,0.000013988959,0.00010717305,0.20724547,4.3058833e-7,0.6156275,0.0024166864,0.000143438],"about_ca_topic_score_codex":0.0017428923,"about_ca_topic_score_gemma":0.0023489106,"teacher_disagreement_score":0.25676432,"about_ca_system_score_codex":0.000437282,"about_ca_system_score_gemma":0.0001989454,"threshold_uncertainty_score":0.7554681},"labels":[],"label_agreement":null},{"id":"W2237253243","doi":"10.1142/s2345768614500081","title":"A note on discounting and funding value adjustments for derivatives","year":2014,"lang":"en","type":"preprint","venue":"Journal of Financial Engineering","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Royal Bank of Canada","funders":"","keywords":"Collateralized debt obligation; Discounting; Collateral; Derivative (finance); Collateralization; Currency; Valuation (finance); Economics; Subadditivity; Value (mathematics); Monetary economics; Derivatives market; Financial economics; Actuarial science; Econometrics; Finance; Futures contract; Mathematics","score_opus":0.025837552962700926,"score_gpt":0.24594398088711358,"score_spread":0.22010642792441265,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2237253243","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5331288,0.0015313014,0.461687,0.00020247584,0.0028052884,0.0002479975,0.00013180861,0.000015834381,0.00024947856],"genre_scores_gemma":[0.98189783,0.00026953177,0.015588519,0.000026147107,0.0020976958,0.000020023555,0.000008437156,0.000046812733,0.00004500804],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9984432,0.0000052058317,0.00092853897,0.00026948657,0.000067336936,0.0002862449],"domain_scores_gemma":[0.99843603,0.00018237306,0.0010495037,0.00016660175,0.00007302499,0.00009245135],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0006677879,0.00025335987,0.0007342647,0.0004797774,0.000107132946,0.00010054405,0.00019981693,0.00024144068,0.0000036583351],"category_scores_gemma":[0.0015166417,0.0002853757,0.00027190964,0.00010132343,0.000024361812,0.00015162717,0.00011455863,0.0005164483,0.000003103099],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00013960288,0.0001239363,0.009509928,0.00086529204,0.00013593728,0.000013600719,0.0015414817,0.30165744,0.00023443926,0.6656773,0.000620549,0.019480485],"study_design_scores_gemma":[0.0025107807,0.00077503844,0.60768634,0.0024331773,0.000112081,0.000031037758,0.000026811604,0.2084241,0.0003134366,0.07506596,0.10123662,0.0013846019],"about_ca_topic_score_codex":0.000015024859,"about_ca_topic_score_gemma":0.000002149086,"teacher_disagreement_score":0.5981764,"about_ca_system_score_codex":0.00018082667,"about_ca_system_score_gemma":0.00006920743,"threshold_uncertainty_score":0.9999598},"labels":[],"label_agreement":null},{"id":"W2241715428","doi":"10.15388/ekon.2012.0.910","title":"IS THERE A “LOW INTEREST RATE TRAP”?","year":2012,"lang":"en","type":"article","venue":"Ekonomika","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto; Global Affairs Canada","funders":"","keywords":"Trap (plumbing); Interest rate; Business; Economics; Monetary economics; Physics","score_opus":0.06560148955773831,"score_gpt":0.24264207477656013,"score_spread":0.17704058521882182,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2241715428","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.95580375,0.0025221007,0.0015282279,0.00091903715,0.0011019813,0.00013048112,0.00013663602,0.000045871704,0.037811924],"genre_scores_gemma":[0.9959058,0.00014735248,0.0001770247,0.00013838193,0.0007055188,0.000024821418,0.000013510086,0.000024703933,0.0028628928],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99905884,0.00000882054,0.00036265483,0.00021339717,0.00001229265,0.0003440146],"domain_scores_gemma":[0.9993655,0.00003862843,0.00015874956,0.00030545835,0.00001254569,0.00011910078],"candidate_categories":["insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.00032132753,0.00012823728,0.00024140427,0.0001205515,0.000106760606,0.000051744646,0.00016359572,0.00009246731,0.0012749664],"category_scores_gemma":[0.00005328307,0.0001445248,0.00014162398,0.00014490177,0.000046887126,0.00031392396,0.000041217547,0.00011640696,0.0033934708],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00001557754,0.00012546756,0.5501908,0.00001097235,0.00003288713,8.1680935e-7,0.0011930665,0.0000067808637,0.000022251104,0.43155557,0.011772209,0.0050735623],"study_design_scores_gemma":[0.00023032057,0.000015394464,0.6403187,0.0000059722593,0.0000028343504,0.0000011897465,0.000043105596,0.00017913502,0.00012874894,0.005349773,0.35356936,0.00015544993],"about_ca_topic_score_codex":0.00009863806,"about_ca_topic_score_gemma":0.000032550637,"teacher_disagreement_score":0.4262058,"about_ca_system_score_codex":0.000069309375,"about_ca_system_score_gemma":0.000012958536,"threshold_uncertainty_score":0.999638},"labels":[],"label_agreement":null},{"id":"W2242538580","doi":"10.1353/esc.0.0082","title":"CD Permissions and Acknowledgements","year":2007,"lang":"en","type":"article","venue":"English studies in Canada","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Art","score_opus":0.04548476744870014,"score_gpt":0.2665829183850197,"score_spread":0.22109815093631954,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2242538580","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9359023,0.0105201965,0.000078794415,0.000117389245,0.0039713928,0.00010759174,0.000058929716,0.000011795653,0.049231626],"genre_scores_gemma":[0.9976064,0.0007932871,0.00013983458,0.000037390037,0.00032574104,0.0000071719664,0.0000028842371,0.00000712021,0.0010801919],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9992562,0.0000027914414,0.00030865087,0.00018543139,0.00002865044,0.00021827151],"domain_scores_gemma":[0.9995815,0.00010244389,0.000064614156,0.00011579104,0.00007498397,0.00006066958],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00027872852,0.00007752221,0.00020077,0.000092572714,0.000118233045,0.000007764229,0.00006886618,0.00002529105,0.00009351444],"category_scores_gemma":[0.0011229061,0.00008811031,0.000016692213,0.00019164036,0.000050451297,0.000061080595,0.00007211256,0.00008734287,0.000009659024],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000003670781,0.000016117705,0.9142392,0.000016007672,0.00002583667,0.000015331154,0.0028291573,0.000016778253,3.4505166e-7,0.017575124,0.060923457,0.0043389383],"study_design_scores_gemma":[0.00019851507,0.000006270268,0.597723,0.000011830853,0.0000014314065,2.489257e-7,0.0026634953,0.000028758548,0.000003331704,0.0019835373,0.3972809,0.00009869797],"about_ca_topic_score_codex":0.21465218,"about_ca_topic_score_gemma":0.95918864,"teacher_disagreement_score":0.74453646,"about_ca_system_score_codex":0.00050832325,"about_ca_system_score_gemma":0.00009304021,"threshold_uncertainty_score":0.79057753},"labels":[],"label_agreement":null},{"id":"W2244507713","doi":"10.2139/ssrn.2736063","title":"Corporate Governance and Default Risk in Financial Firms Over the Post Financial Crisis Period: International Evidence","year":2016,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":14,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Concordia University","funders":"","keywords":"Financial crisis; Financial system; Corporate governance; Business; Finance; Period (music); Economics","score_opus":0.015149976297390438,"score_gpt":0.2194271463117224,"score_spread":0.20427717001433196,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2244507713","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97349954,0.008951909,0.006562583,0.0094433455,0.0009335086,0.00015768393,0.00018987346,0.000013810803,0.00024773265],"genre_scores_gemma":[0.9658859,0.032562234,0.000054244654,0.00009994468,0.00068566843,0.000016247772,0.000002203794,0.000019896788,0.0006737113],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99765277,0.000039716047,0.00066422956,0.0003859706,0.00012102485,0.0011362942],"domain_scores_gemma":[0.9985931,0.00013219785,0.0008747215,0.00023922979,0.00008970186,0.000071061775],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018540219,0.00019925565,0.00029521884,0.00015140038,0.00034588613,0.000120369805,0.0004575849,0.00013710294,0.00013273556],"category_scores_gemma":[0.0019503408,0.0001454971,0.0001464172,0.00028879935,0.00013556132,0.0006743545,0.00009609862,0.0009784113,0.000087229135],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00012606652,0.00004153955,0.43255073,0.000002009976,0.000021205004,0.000006620892,0.00025037132,0.000022439332,0.000020424968,0.5375625,0.00081465865,0.02858141],"study_design_scores_gemma":[0.0006681999,0.00010051883,0.7159458,0.00004050771,0.0000065787226,0.000067877714,0.00007424911,0.00012788278,0.0000039633846,0.2708327,0.011954463,0.00017728264],"about_ca_topic_score_codex":0.00097613945,"about_ca_topic_score_gemma":0.0069501437,"teacher_disagreement_score":0.28339505,"about_ca_system_score_codex":0.0008912999,"about_ca_system_score_gemma":0.00080243126,"threshold_uncertainty_score":0.59331995},"labels":[],"label_agreement":null},{"id":"W2257485954","doi":"","title":"Estimation of correlations in portfolio credit risk models based on noisy security prices","year":2014,"lang":"en","type":"article","venue":"RePEc: Research Papers in Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Group for Research in Decision Analysis; HEC Montréal; Université du Québec à Montréal","funders":"","keywords":"Econometrics; Estimator; Credit risk; Portfolio; Bond; Credit default swap; Economics; Equity (law); Correlation; Estimation; Actuarial science; Financial economics; Statistics; Finance; Mathematics","score_opus":0.025716784412746205,"score_gpt":0.26953631115859356,"score_spread":0.24381952674584734,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2257485954","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8313635,0.00006549707,0.00307191,0.00013914505,0.00023132427,0.0004001908,0.00019449482,0.000019808711,0.16451414],"genre_scores_gemma":[0.9978495,0.00078887685,0.0009470097,0.000012270466,0.000092494876,0.00006813139,0.000053586275,0.000024695566,0.00016342333],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99806356,0.00006444153,0.0009130246,0.00047880443,0.00008353227,0.0003966109],"domain_scores_gemma":[0.99826866,0.0006380191,0.00040185894,0.00054935203,0.000048601676,0.0000935161],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022293532,0.00014601712,0.00041792376,0.0010730586,0.00012862062,0.000041240186,0.00026063356,0.00019173333,0.00009175804],"category_scores_gemma":[0.0011368438,0.00018493534,0.000109126326,0.0004424304,0.00015238748,0.00028969086,0.00005641894,0.0004808203,0.000029495344],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000045350094,0.00021856766,0.118909195,0.00001809522,0.0000064649403,8.761587e-7,0.0002744586,0.7297966,8.9288244e-7,0.10383344,0.000037982038,0.046858113],"study_design_scores_gemma":[0.0005222015,0.00008782675,0.18232104,0.000028722177,0.0000014758333,2.964991e-7,0.000042183325,0.75539607,0.000009449573,0.058424987,0.0030340757,0.00013165288],"about_ca_topic_score_codex":0.0005115982,"about_ca_topic_score_gemma":0.00049192127,"teacher_disagreement_score":0.16648602,"about_ca_system_score_codex":0.00035649815,"about_ca_system_score_gemma":0.00010322623,"threshold_uncertainty_score":0.7541445},"labels":[],"label_agreement":null},{"id":"W2259321009","doi":"","title":"Implementing Structural Credit Risk Models using Both Stock and Bond Prices - An Empirical Study","year":2004,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University","funders":"","keywords":"Bond; Dividend; Bond valuation; Corporate bond; Econometrics; Equity (law); Credit risk; Stock (firearms); Economics; Financial economics; Capital asset pricing model; Actuarial science; Finance","score_opus":0.04381614728284133,"score_gpt":0.3034066434770063,"score_spread":0.25959049619416497,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2259321009","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9221615,0.002574449,0.07456287,0.000076498276,0.00018394469,0.00022052183,0.00003860584,0.00002207026,0.00015953083],"genre_scores_gemma":[0.9970251,0.0006098929,0.0016969154,0.000008963655,0.00058945705,0.000003907956,0.0000053177805,0.00002898576,0.000031491905],"study_design_codex":"observational","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9972012,0.000017953937,0.0006379742,0.0003729832,0.00008828194,0.0016816155],"domain_scores_gemma":[0.9990899,0.000019817606,0.00052802113,0.00019522697,0.00003890768,0.00012813156],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017149281,0.00018939475,0.0003298203,0.0002406939,0.0009453285,0.00021000276,0.00020298247,0.000077065284,0.000017492506],"category_scores_gemma":[0.00004683909,0.0001968835,0.00009141718,0.0002268935,0.000045862813,0.00086342316,0.00007932682,0.0009875459,0.0000031064153],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00003693402,0.00015254095,0.6974095,0.0000030988697,0.00014831561,0.000003942894,0.002487773,0.0063336785,0.000009605466,0.28777838,0.00000765032,0.0056285923],"study_design_scores_gemma":[0.001407437,0.00057049736,0.22931157,0.000004575459,0.00003832073,0.00012220324,0.0025921809,0.016089227,0.0000019392287,0.749333,0.00026479823,0.0002642117],"about_ca_topic_score_codex":0.0014713592,"about_ca_topic_score_gemma":0.003962274,"teacher_disagreement_score":0.46809793,"about_ca_system_score_codex":0.0007183079,"about_ca_system_score_gemma":0.00046359698,"threshold_uncertainty_score":0.80286765},"labels":[],"label_agreement":null},{"id":"W2260345679","doi":"","title":"Basel Requirement of Downturn Lgd: Modeling and Estimating Pd & Lgd Correlations","year":2006,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":30,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McMaster University","funders":"","keywords":"Loss given default; Basel II; Capital requirement; Portfolio; Basel III; Credit risk; Loan; Probability of default; Econometrics; Context (archaeology); Economics; Actuarial science; Finance; Microeconomics; Profit (economics)","score_opus":0.03247971833501613,"score_gpt":0.22350159927508806,"score_spread":0.19102188094007194,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2260345679","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.36515787,0.0005026371,0.60247886,0.00021743389,0.00020557162,0.00011485535,0.00005778302,0.000027101309,0.03123785],"genre_scores_gemma":[0.9652465,0.000022976965,0.03360252,0.000009128427,0.00013934597,0.0000088661845,0.000027325537,0.000010025049,0.00093330094],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99904644,0.0000035213475,0.000569229,0.00020151821,0.000031695832,0.0001475672],"domain_scores_gemma":[0.9995429,0.000041950545,0.00018728386,0.00016051208,0.000034490753,0.000032891174],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00024153973,0.00008620922,0.00020451202,0.00013905586,0.00013176053,0.000029607978,0.000056326448,0.000055227294,0.00013436063],"category_scores_gemma":[0.00007067031,0.00009764051,0.000053872584,0.00015489991,0.000035764995,0.00017712447,0.0000322767,0.000060472088,0.000029744037],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000039366537,0.00006123727,0.07886464,0.000015121504,0.0000083360555,3.5380006e-7,0.00012256528,0.11011272,0.0000340361,0.80807173,0.0006804728,0.0020248552],"study_design_scores_gemma":[0.00020880204,0.00001954503,0.04639545,0.000013197703,0.0000056704976,0.0000010112556,0.000027309514,0.8835214,0.000012921426,0.06847628,0.0012049382,0.00011349553],"about_ca_topic_score_codex":0.0019897448,"about_ca_topic_score_gemma":0.00021420365,"teacher_disagreement_score":0.77340865,"about_ca_system_score_codex":0.00003298318,"about_ca_system_score_gemma":0.000012907835,"threshold_uncertainty_score":0.39816645},"labels":[],"label_agreement":null},{"id":"W2260539408","doi":"10.21314/jcr.2005.026","title":"Practical and theoretical challenges in validating Basel parameters: key learnings from the experience of a Canadian bank","year":2005,"lang":"en","type":"article","venue":"The Journal of Credit Risk","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":9,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"McMaster University","funders":"","keywords":"Basel II; Loss given default; Probability of default; Capital requirement; Rating system; Actuarial science; Basel III; Capital adequacy ratio; Econometrics; Credit rating; Test (biology); Key (lock); Point (geometry); Economics; Risk-adjusted return on capital; Calibration; Operational risk; Credit risk; Computer science; Risk management; Statistics; Finance; Mathematics; Human capital; Financial capital; Microeconomics; Environmental economics","score_opus":0.06714477114132276,"score_gpt":0.26414788419634505,"score_spread":0.19700311305502227,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2260539408","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.98119956,0.0037923355,0.0010248806,0.012471106,0.00014804587,0.000073065225,0.000052194402,0.000002254383,0.001236535],"genre_scores_gemma":[0.98708814,0.008697091,0.003774276,0.000036457313,0.00038389396,0.0000020022799,6.9479006e-7,0.000008934326,0.000008522525],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9988922,0.00010717006,0.00061991333,0.0001116973,0.00007674009,0.00019228454],"domain_scores_gemma":[0.9976901,0.0013379117,0.00062624813,0.00019853792,0.00004686137,0.00010037988],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019955174,0.000090258814,0.0002706678,0.00020038988,0.00012632008,0.0000368901,0.00023089757,0.00007138423,0.00013498841],"category_scores_gemma":[0.002412837,0.000060996288,0.00006671609,0.00019503372,0.00032389688,0.00023463716,0.00003535116,0.00044363877,0.0000086688315],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00018640222,0.00011501923,0.25338727,0.00000699245,0.000080251775,0.000012670308,0.062249675,0.0012833683,0.000023354176,0.6467914,0.0018575228,0.034006055],"study_design_scores_gemma":[0.00089787017,0.00025809737,0.8288852,0.000103875995,0.0000642278,0.00007980552,0.012374996,0.010442049,0.00017712454,0.07880152,0.0676701,0.00024516365],"about_ca_topic_score_codex":0.021819709,"about_ca_topic_score_gemma":0.017823003,"teacher_disagreement_score":0.5754979,"about_ca_system_score_codex":0.00004865053,"about_ca_system_score_gemma":0.00008851866,"threshold_uncertainty_score":0.99456537},"labels":[],"label_agreement":null},{"id":"W2263267346","doi":"10.34989/swp-2015-29","title":"Examining Full Collateral Coverage in Canada’s Large Value Transfer System","year":2021,"lang":"en","type":"preprint","venue":"Econstor (Econstor)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"Bank of Canada","funders":"","keywords":"Collateral; Humanities; Value (mathematics); Economics; Political science; Mathematics; Finance; Art; Statistics","score_opus":0.02177244022550713,"score_gpt":0.1991455254787552,"score_spread":0.17737308525324808,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2263267346","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9439597,0.0048492164,0.0031249383,0.00013599907,0.009184621,0.00075723464,0.0041216975,0.000092873524,0.033773694],"genre_scores_gemma":[0.99729925,0.00032518833,0.00027549526,0.00009288668,0.00061586907,0.00017381656,0.0004226447,0.000107246255,0.00068757625],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99493766,0.00010052958,0.0022381397,0.0015442463,0.00014923366,0.0010301864],"domain_scores_gemma":[0.9977277,0.00019930792,0.0005764737,0.0010954022,0.00008749716,0.0003136069],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0009057344,0.00071526977,0.0019468091,0.00065512455,0.00027138024,0.00027083786,0.0006096883,0.00069321395,0.0011739486],"category_scores_gemma":[0.00010513927,0.0009985303,0.0003974257,0.00036016948,0.00010296885,0.00028485057,0.00034808964,0.0011882026,0.00016763985],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":true,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000026476633,0.000088302375,0.9590066,0.00029888633,0.00013395837,0.00024327853,0.00078949856,0.002751141,0.000007176895,0.03531809,0.001160052,0.00017654114],"study_design_scores_gemma":[0.0019228864,0.000050622097,0.9590257,0.0006311685,0.000046334353,0.00008885243,0.0010749784,0.0076527544,0.000027601503,0.0005199724,0.02736434,0.0015948233],"about_ca_topic_score_codex":0.46718445,"about_ca_topic_score_gemma":0.8520941,"teacher_disagreement_score":0.38490966,"about_ca_system_score_codex":0.005438616,"about_ca_system_score_gemma":0.00470014,"threshold_uncertainty_score":0.9997391},"labels":[],"label_agreement":null},{"id":"W2265055815","doi":"","title":"Valuing \"Hard-to-Value\" Assets and Liabilities: Notes on Valuing Structured Credit Products1","year":2009,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":9,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Rutter (Canada)","funders":"","keywords":"Collateralized debt obligation; Credit derivative; Structured finance; Valuation (finance); Credit default swap; iTraxx; Business; Synthetic CDO; Value (mathematics); Debt; Actuarial science; Securitization; Maturity (psychological); Book value; Financial economics; Finance; Credit valuation adjustment; Financial crisis; Economics; Credit risk; Credit reference; Collateral; Computer science","score_opus":0.03008766612529047,"score_gpt":0.24042809895549072,"score_spread":0.21034043283020026,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2265055815","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9780995,0.00043489426,0.003555705,0.0037235809,0.0007748055,0.0004396248,0.000105640545,0.0001231217,0.012743093],"genre_scores_gemma":[0.9903946,0.000055508397,0.007274099,0.00030164447,0.0007480298,0.0000125456345,0.000016295468,0.000022584169,0.0011747222],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9982971,0.000013559827,0.0005432792,0.00067648676,0.000081636696,0.0003879589],"domain_scores_gemma":[0.9990336,0.00014061146,0.00014812591,0.00046533506,0.00005401575,0.00015836852],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00049787946,0.00023115367,0.00042227015,0.00031399517,0.00023646283,0.00016665546,0.00017087584,0.000120208126,0.00018358896],"category_scores_gemma":[0.0012425543,0.00023788174,0.00009453304,0.0003501252,0.00004713946,0.00024346489,0.000042610336,0.00016892854,0.00015619872],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00004187505,0.000104027735,0.062054854,0.000025227733,0.000025015728,0.00000291327,0.0016455146,0.002304794,0.00050519744,0.91009885,0.0034205357,0.019771203],"study_design_scores_gemma":[0.00036167627,0.00030779504,0.8503313,0.00002982485,0.000008395322,0.0000036857398,0.000070605296,0.0017635834,0.000623576,0.116203584,0.0298931,0.00040284224],"about_ca_topic_score_codex":0.00012420687,"about_ca_topic_score_gemma":0.000015630278,"teacher_disagreement_score":0.79389524,"about_ca_system_score_codex":0.000102017824,"about_ca_system_score_gemma":0.000026251262,"threshold_uncertainty_score":0.9700536},"labels":[],"label_agreement":null},{"id":"W2265237097","doi":"10.2139/ssrn.2647614","title":"Organized Labor and the Cost of Debt: Evidence from Union Votes","year":2015,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McMaster University","funders":"","keywords":"Debt; Labor union; Economics; Business; Labour economics; Monetary economics; Finance","score_opus":0.02445784998341614,"score_gpt":0.227650160923603,"score_spread":0.20319231094018686,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2265237097","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.92025864,0.047740787,0.026353294,0.0046807136,0.00028374227,0.0001503732,0.00003242956,0.000009505135,0.00049049384],"genre_scores_gemma":[0.985871,0.013341303,0.00012870274,0.000022501832,0.00023451343,0.0000030434574,0.0000029184648,0.000010374566,0.00038564933],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.998942,0.00003880286,0.0003624441,0.0001279399,0.000047988502,0.00048082182],"domain_scores_gemma":[0.9992279,0.00016456714,0.0003149167,0.00014661276,0.00008788367,0.000058142512],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021881505,0.00007865984,0.000243439,0.000072321156,0.00011066784,0.000042568154,0.00017928876,0.00005319922,0.000024882469],"category_scores_gemma":[0.0008620331,0.00006160442,0.000052755706,0.00020958918,0.000113262744,0.00019144846,0.00003541585,0.0004561512,0.00002985553],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00010759713,0.000018405071,0.09668846,0.0000012887215,0.000049197086,3.278501e-7,0.0007034649,0.000032395055,0.000027145512,0.89645636,0.00014722541,0.0057681175],"study_design_scores_gemma":[0.001845321,0.00008770191,0.082864456,0.000019964476,0.000017565451,0.000019701738,0.0005710381,0.0006371967,0.00005592992,0.90962815,0.004153738,0.00009926231],"about_ca_topic_score_codex":0.0013722127,"about_ca_topic_score_gemma":0.0012124619,"teacher_disagreement_score":0.06561233,"about_ca_system_score_codex":0.00021863842,"about_ca_system_score_gemma":0.00044631728,"threshold_uncertainty_score":0.25121552},"labels":[],"label_agreement":null},{"id":"W2269093801","doi":"10.2139/ssrn.2288086","title":"Extracting Credit Spreads from Structural Models Via the Payout Ratio","year":2013,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Econometrics; Dividend payout ratio; Economics; Business; Financial system; Finance","score_opus":0.017692705789322,"score_gpt":0.2096897428978448,"score_spread":0.1919970371085228,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2269093801","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.76273084,0.0053614792,0.2263297,0.0017460616,0.00087138225,0.00020608118,0.000031885145,0.000029897152,0.0026927036],"genre_scores_gemma":[0.9961001,0.0009173495,0.00022966071,0.000041845073,0.0015839627,0.00001539023,0.000016082953,0.000026417996,0.0010691651],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9978118,0.000021916894,0.0005817011,0.00024437686,0.00007395661,0.0012662573],"domain_scores_gemma":[0.9990609,0.00009315048,0.00043666523,0.000270323,0.00006342669,0.000075519354],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00068855326,0.00016306693,0.0002470515,0.000095178824,0.0005539425,0.00024854697,0.00036442972,0.000102248596,0.00045084712],"category_scores_gemma":[0.00008838872,0.00013251879,0.00016636823,0.00015383649,0.000054652144,0.00085926434,0.00004021254,0.0013079479,0.0003314279],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000118794105,0.000020591404,0.019613229,0.0000010925032,0.00011536227,8.3612946e-7,0.0006846154,0.0020674744,0.00009917739,0.94360626,0.00048103958,0.03329847],"study_design_scores_gemma":[0.00026725105,0.000041999567,0.048070833,0.0000036966728,0.000010120306,0.000043555105,0.0003953988,0.04607,0.000011225831,0.90325475,0.001663543,0.00016765799],"about_ca_topic_score_codex":0.0029349648,"about_ca_topic_score_gemma":0.000944047,"teacher_disagreement_score":0.23336932,"about_ca_system_score_codex":0.0004518326,"about_ca_system_score_gemma":0.00025311217,"threshold_uncertainty_score":0.5682456},"labels":[],"label_agreement":null},{"id":"W2269317526","doi":"10.2139/ssrn.2362408","title":"The Role of Public Information and Credit Ratings in the Corporate Bond Market","year":2013,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Western University","funders":"","keywords":"Bond credit rating; Corporate bond; Bond market; Business; Credit rating; Initial public offering; Bond; Financial system; Accounting; Monetary economics; Economics; Actuarial science; Finance; Credit risk; Credit reference","score_opus":0.010566425597068189,"score_gpt":0.17789410062338895,"score_spread":0.16732767502632076,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2269317526","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97089905,0.009168634,0.0025367795,0.003470043,0.00013701648,0.00024113897,0.00000908136,0.0000053436806,0.013532907],"genre_scores_gemma":[0.995025,0.004623085,0.000033362518,0.000021970545,0.00009065171,0.000014757011,0.0000030909266,0.0000041345884,0.00018396854],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.998819,0.000022137976,0.00046951568,0.000060975424,0.000046474237,0.0005818793],"domain_scores_gemma":[0.9991485,0.00008240075,0.0005741677,0.00011533223,0.000054495875,0.000025145026],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0026195536,0.000064226246,0.00011501829,0.00011583167,0.00023360892,0.00020758511,0.00019850383,0.000043205302,0.000028307893],"category_scores_gemma":[0.00022869142,0.000044288514,0.000040390016,0.00021552492,0.000065882814,0.00068976264,0.000020871004,0.0004924527,0.000024464387],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000004276454,0.000010042344,0.07573187,0.0000010470554,0.000008540122,3.8114806e-8,0.00035112363,0.00000330371,0.0000030062508,0.86597645,0.00040864525,0.057501663],"study_design_scores_gemma":[0.00019473677,0.000054074317,0.23228392,0.0000020576788,0.0000015290359,0.000022765393,0.0022877823,0.0020582462,0.0000018855236,0.7303046,0.032737914,0.000050516657],"about_ca_topic_score_codex":0.00025773485,"about_ca_topic_score_gemma":0.0007457558,"teacher_disagreement_score":0.15655205,"about_ca_system_score_codex":0.00010938331,"about_ca_system_score_gemma":0.00018292108,"threshold_uncertainty_score":0.21394892},"labels":[],"label_agreement":null},{"id":"W2270308802","doi":"","title":"Bayesian Persuasion in Credit Ratings, the Credit Cycle, and the Riskiness of Structured Debt","year":2015,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Calgary","funders":"","keywords":"Credit rating; Business cycle; Debt; Credit enhancement; Recession; Tranche; Credit crunch; Monetary economics; Economics; Business; Bond credit rating; Credit risk; Actuarial science; Finance; Credit reference; Macroeconomics","score_opus":0.030664971332417378,"score_gpt":0.28432724784272095,"score_spread":0.2536622765103036,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2270308802","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9520311,0.002865934,0.00007803997,0.0020110935,0.0012012707,0.0016311506,0.000493895,0.00001989215,0.039667677],"genre_scores_gemma":[0.98913455,0.009314405,0.00027788826,0.000019349149,0.0005570954,0.00021441381,0.000059927923,0.000053321437,0.00036906422],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9967495,0.00022454807,0.0014203023,0.0008612304,0.00014146423,0.0006029488],"domain_scores_gemma":[0.99697757,0.0008449344,0.00073085714,0.0011791468,0.00014026785,0.0001272056],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0054133916,0.00032958764,0.0010025637,0.00064516976,0.0002473556,0.00018493771,0.0009728142,0.000513102,0.000060171253],"category_scores_gemma":[0.0021302379,0.00026444494,0.00020480061,0.00034910135,0.0011113042,0.00014017544,0.0010717954,0.0017021591,0.000004840737],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0017236636,0.00042568758,0.41115937,0.0005260569,0.0003088252,0.000031805357,0.017544268,0.08488258,0.000019291167,0.27948865,0.0013107387,0.20257908],"study_design_scores_gemma":[0.0044119502,0.00010809614,0.4514598,0.00024301911,0.000018583243,0.000013030661,0.0025332188,0.18088427,0.000019329647,0.33916128,0.020423481,0.0007239572],"about_ca_topic_score_codex":0.0020001559,"about_ca_topic_score_gemma":0.0027135392,"teacher_disagreement_score":0.20185512,"about_ca_system_score_codex":0.0005086082,"about_ca_system_score_gemma":0.0003480819,"threshold_uncertainty_score":0.99998075},"labels":[],"label_agreement":null},{"id":"W2273602093","doi":"10.2139/ssrn.1343438","title":"On the Bond Market's Evaluation of Insider Stock Trading Activities - Evidence from Germany","year":2009,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Concordia University","funders":"","keywords":"Insider trading; Business; Bond; Stock market; Stock (firearms); Financial economics; Insider; Monetary economics; Financial system; Economics; Finance; Engineering; Geography; Political science","score_opus":0.049695818658438015,"score_gpt":0.26449431939364515,"score_spread":0.21479850073520712,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2273602093","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97901434,0.008056886,0.00387049,0.0015759217,0.00019737825,0.00015942538,0.000015205088,0.000007783673,0.007102551],"genre_scores_gemma":[0.9974804,0.0018420457,0.0000362305,0.00004051256,0.00025307568,0.000005561643,0.0000014501659,0.000009217121,0.00033148815],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9986235,0.000050414383,0.00041235675,0.00017024647,0.00014518306,0.00059828925],"domain_scores_gemma":[0.99902177,0.00027283645,0.00041910226,0.00020547473,0.000050847717,0.000029975037],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0032897792,0.00010722737,0.00020850338,0.00014722931,0.00021447505,0.00005385912,0.00019498836,0.00006219642,0.0002884056],"category_scores_gemma":[0.00047375218,0.00009300632,0.00012675472,0.00016758067,0.000036384106,0.00034009072,0.000009252033,0.0006689628,0.000014400644],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00007399207,0.00007426076,0.005715054,0.0000012969607,0.000076515564,3.7686442e-7,0.0007428655,0.00021791538,0.00020603022,0.95441484,0.0014165888,0.03706023],"study_design_scores_gemma":[0.0002665295,0.00017132201,0.19071314,0.000038134953,0.00002339884,0.000008074552,0.00025377175,0.0061449977,0.00008664922,0.8017885,0.00040279486,0.0001026654],"about_ca_topic_score_codex":0.00011012284,"about_ca_topic_score_gemma":0.00021464167,"teacher_disagreement_score":0.18499808,"about_ca_system_score_codex":0.0005245089,"about_ca_system_score_gemma":0.00044380396,"threshold_uncertainty_score":0.37926877},"labels":[],"label_agreement":null},{"id":"W2278599087","doi":"10.24148/wp2015-14","title":"Aggregation level in stress testing models","year":2015,"lang":"en","type":"article","venue":"Federal Reserve Bank of San Francisco, Working Paper Series","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of British Columbia","funders":"","keywords":"Portfolio; Econometrics; Stress test; Stress testing (software); Computer science; Aggregate (composite); Sample (material); Loan; Portfolio optimization; Economics","score_opus":0.16422347540175994,"score_gpt":0.25650175940749903,"score_spread":0.09227828400573909,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2278599087","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9363892,0.005583807,0.0036994172,0.0004584813,0.00073508336,0.0003209707,0.00016573325,0.00006576224,0.05258151],"genre_scores_gemma":[0.99260455,0.00006988377,0.006037256,0.000025358664,0.0002433129,0.000035334695,0.00004207002,0.00003522199,0.00090700726],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99815416,0.000025943933,0.0008901125,0.00040254055,0.00013236576,0.00039488272],"domain_scores_gemma":[0.99890023,0.000105244515,0.00040367284,0.0003616931,0.00012470134,0.00010447946],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005976704,0.00020991123,0.0005015307,0.0002722207,0.00016276195,0.00012475456,0.00028759977,0.00016015094,0.00004878433],"category_scores_gemma":[0.00073326315,0.0002448938,0.000085892985,0.00066916144,0.000111627,0.000993537,0.000114483235,0.00022495216,0.000029999306],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00014924956,0.00011107154,0.84351134,0.00005906202,0.00002288968,0.000011071209,0.0022162003,0.019350167,0.0000821628,0.12373705,0.00079245877,0.009957269],"study_design_scores_gemma":[0.0014236828,0.00021247419,0.7601222,0.0005034238,0.000005467902,0.0000052475066,0.0006142634,0.010357674,0.00038967916,0.21441832,0.011356503,0.00059110305],"about_ca_topic_score_codex":0.0022824514,"about_ca_topic_score_gemma":0.0069452706,"teacher_disagreement_score":0.09068128,"about_ca_system_score_codex":0.00011981537,"about_ca_system_score_gemma":0.00007809551,"threshold_uncertainty_score":0.998648},"labels":[],"label_agreement":null},{"id":"W2282436510","doi":"10.2139/ssrn.1878254","title":"Do Corporate Bond Rating Revisions Convey Information About Earnings?","year":2011,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Concordia University","funders":"","keywords":"Downgrade; Credit rating; Bond credit rating; Earnings; Business; Bond; Cash flow; Earnings per share; Accounting; Economics; Actuarial science; Finance; Credit risk; Credit reference","score_opus":0.03552329353972932,"score_gpt":0.21404447736576837,"score_spread":0.17852118382603904,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2282436510","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.80045193,0.005208497,0.11382032,0.0003402519,0.00092173996,0.00028477007,0.000049859143,0.00007364206,0.078849],"genre_scores_gemma":[0.99466723,0.00362655,0.0006321123,0.000045690063,0.00022850867,0.0000068373092,0.00001714661,0.000016204966,0.0007596916],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99794245,0.000015152715,0.0007620126,0.00015249659,0.00005732559,0.0010705796],"domain_scores_gemma":[0.9984469,0.000022102375,0.0011560689,0.00018500899,0.000099294215,0.00009062771],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018246283,0.00013553441,0.00026911768,0.00026942577,0.00041211632,0.00012622587,0.00021114384,0.00009924806,0.0002484387],"category_scores_gemma":[0.00031441965,0.00014575706,0.00012935755,0.00029852122,0.00004844548,0.0009412301,0.000034128607,0.0010366146,0.00070975174],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00001645249,0.000027850723,0.06601076,0.0000036829103,0.000034283312,5.867736e-7,0.00093066506,0.000015077739,0.0000035639127,0.920907,0.00046333417,0.011586699],"study_design_scores_gemma":[0.0007883997,0.00031872903,0.23812202,0.00003839742,0.000016330065,0.00012682419,0.00088078086,0.0004776626,0.000018146586,0.6867151,0.07213206,0.0003655556],"about_ca_topic_score_codex":0.0001156807,"about_ca_topic_score_gemma":0.000073935786,"teacher_disagreement_score":0.23419195,"about_ca_system_score_codex":0.00033935218,"about_ca_system_score_gemma":0.00041548247,"threshold_uncertainty_score":0.91226596},"labels":[],"label_agreement":null},{"id":"W2285653707","doi":"10.2139/ssrn.2720032","title":"Hidden Champions or Black Sheep? The Role of Underpricing in the German Mini-Bond Market","year":2016,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Concordia University","funders":"","keywords":"German; Bond; Business; Bond market; Financial system; Financial economics; Economics; Finance; Geography","score_opus":0.012826323179924475,"score_gpt":0.22710864160487965,"score_spread":0.21428231842495518,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2285653707","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9653758,0.0043896,0.004252066,0.007139611,0.00018403683,0.00022631053,0.000033879045,0.000008904845,0.018389834],"genre_scores_gemma":[0.99272096,0.0046781315,0.000026851594,0.00003638924,0.00027485835,0.0000072807256,8.9111467e-7,0.000014281942,0.0022403405],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9983167,0.00003732382,0.0005146157,0.00015656538,0.000066762776,0.00090803124],"domain_scores_gemma":[0.99909425,0.00024687793,0.00033090686,0.00027390514,0.000024513361,0.00002957114],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0020963207,0.000108900844,0.00021203206,0.0001688776,0.00018685655,0.000037215075,0.00044540505,0.000066795255,0.00016954387],"category_scores_gemma":[0.0001627734,0.000056846504,0.00012395138,0.00032379464,0.000111922884,0.00015187281,0.00003522552,0.0005324148,0.00005186673],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00004265256,0.00005784258,0.03096327,0.0000017085969,0.000034780132,0.000001214943,0.0015424978,0.00000411485,0.00004383668,0.9415334,0.00052632747,0.025248356],"study_design_scores_gemma":[0.00048200457,0.00011239938,0.13213664,0.0000213617,0.000008770788,0.00006565893,0.0022999023,0.00018248647,0.000018022647,0.8315787,0.032974306,0.000119789656],"about_ca_topic_score_codex":0.00014718367,"about_ca_topic_score_gemma":0.0024851079,"teacher_disagreement_score":0.109954745,"about_ca_system_score_codex":0.00032912,"about_ca_system_score_gemma":0.0003723771,"threshold_uncertainty_score":0.23181331},"labels":[],"label_agreement":null},{"id":"W2289168579","doi":"","title":"RiskCalc for Private Companies II: More Results and the Australian Model","year":2001,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Weighting; Probability of default; Econometrics; Business; Accounting; Actuarial science; Economics; Credit risk","score_opus":0.029537290138488145,"score_gpt":0.2488686293359224,"score_spread":0.21933133919743425,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2289168579","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8970052,0.003882607,0.07855654,0.018218268,0.00020449022,0.00036338708,0.00013496699,0.000024288875,0.0016102302],"genre_scores_gemma":[0.9842001,0.007493507,0.00039484608,0.000039192695,0.000313343,0.00001535992,0.000009958295,0.000016335716,0.0075173397],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9982584,0.0000091328875,0.00048368794,0.00019830064,0.000037522965,0.0010129552],"domain_scores_gemma":[0.9993942,0.00005475019,0.00029189818,0.0001687124,0.000034701545,0.00005574872],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015227153,0.000119553726,0.00026114023,0.000098330274,0.000672569,0.00007814438,0.00019922524,0.00007048901,0.000004908362],"category_scores_gemma":[0.00014512418,0.00009685975,0.00013713737,0.00013109467,0.00014465448,0.00015910158,0.00003500907,0.0005747283,0.00000785532],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000290387,0.000025385008,0.0020239216,0.0000016848396,0.00004862055,4.0886798e-7,0.00053653296,0.0021740147,0.0000015390556,0.9913768,0.00053751003,0.0029831836],"study_design_scores_gemma":[0.002922848,0.00010968077,0.007909072,0.0000055440864,0.000015934405,0.00009764762,0.00027563982,0.043589458,0.0000018085885,0.8874865,0.05744331,0.00014255707],"about_ca_topic_score_codex":0.00009616747,"about_ca_topic_score_gemma":0.00034299458,"teacher_disagreement_score":0.103890315,"about_ca_system_score_codex":0.00019522452,"about_ca_system_score_gemma":0.00013847195,"threshold_uncertainty_score":0.51729244},"labels":[],"label_agreement":null},{"id":"W2298092204","doi":"10.2139/ssrn.2622631","title":"The Capco Exit Probability Index (CEPIX): Methodology and History of an Index Expressing Euro Exit Likelihoods","year":2015,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Canadian Automotive Partnership Council","funders":"","keywords":"Index (typography); Statistics; Econometrics; Mathematics; Computer science","score_opus":0.08602585282550829,"score_gpt":0.2702100812863021,"score_spread":0.1841842284607938,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2298092204","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8419062,0.044623673,0.10623909,0.0005508762,0.0011637163,0.0002423775,0.000013137993,0.000027683847,0.0052332585],"genre_scores_gemma":[0.9936861,0.0040241745,0.001011306,0.000019507268,0.00034901465,0.000008801845,0.000002506677,0.000025334375,0.0008733009],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99778396,0.00017236243,0.00068180443,0.0002927401,0.000080230566,0.0009889168],"domain_scores_gemma":[0.99866235,0.00015000452,0.00060001435,0.0003294331,0.00010900404,0.0001491966],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005835952,0.00015039992,0.00036831884,0.00035345007,0.00020158925,0.00004545199,0.0003087453,0.00014321697,0.00001619282],"category_scores_gemma":[0.0007577037,0.00013594619,0.00009723977,0.00026946672,0.00027996476,0.00031971218,0.000070360256,0.0010116557,0.0000053128483],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00034596812,0.00023929078,0.24059059,0.000018070477,0.00014595037,0.0000037325037,0.0029332472,0.00051022,0.00007569232,0.66649157,0.002413785,0.08623191],"study_design_scores_gemma":[0.00066197413,0.00028962473,0.075673446,0.0000061978944,0.000010672404,0.00011005396,0.0005889691,0.001543086,0.00000890497,0.8648932,0.056046292,0.00016755184],"about_ca_topic_score_codex":0.0010249731,"about_ca_topic_score_gemma":0.0021415227,"teacher_disagreement_score":0.19840167,"about_ca_system_score_codex":0.00088423054,"about_ca_system_score_gemma":0.0010898295,"threshold_uncertainty_score":0.5543725},"labels":[],"label_agreement":null},{"id":"W2300171030","doi":"10.3905/jod.2008.16.2.054","title":"A New Approach to Comparing VaR Estimation Methods","year":2008,"lang":"en","type":"preprint","venue":"The Journal of Derivatives","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Simon Fraser University","funders":"","keywords":"Value at risk; Econometrics; Revenue; Generalization; Multivariate statistics; Parametric statistics; Estimation; Vector autoregression; Economics; Mathematics; Statistics; Finance; Risk management","score_opus":0.12741932269042397,"score_gpt":0.33108275281336746,"score_spread":0.2036634301229435,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2300171030","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.055868015,0.0016696969,0.925227,0.00089988456,0.000585812,0.00020445394,0.000010359679,0.000010767403,0.015524016],"genre_scores_gemma":[0.45581332,0.0006732701,0.542475,0.000029377637,0.0005506116,0.000004651477,0.00000495529,0.000024052875,0.00042477535],"study_design_codex":"simulation_or_modeling","study_design_gemma":"observational","domain_scores_codex":[0.9985641,0.00008346235,0.00094371795,0.00017366669,0.00006835201,0.00016666333],"domain_scores_gemma":[0.9979361,0.0001603212,0.0013576872,0.00034765046,0.000085986445,0.00011221663],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013143941,0.00017971556,0.0006728503,0.00034335433,0.00014785925,0.000063956206,0.00056271924,0.000117960415,0.000024992623],"category_scores_gemma":[0.000572979,0.00015113929,0.00019568158,0.00026791083,0.000043342898,0.00014304186,0.00026136087,0.0005421563,0.000038332553],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00026555362,0.00035877497,0.012489174,0.00014286317,0.0007161712,0.0000040390332,0.06983359,0.6355313,0.00020930334,0.18046133,0.03206036,0.06792751],"study_design_scores_gemma":[0.001023847,0.00018460983,0.45810273,0.00030607553,0.000117992895,0.00017204988,0.0007625128,0.091353655,0.0005509964,0.38318628,0.06336607,0.0008732041],"about_ca_topic_score_codex":0.00010817425,"about_ca_topic_score_gemma":0.0000021104076,"teacher_disagreement_score":0.54417765,"about_ca_system_score_codex":0.00011120359,"about_ca_system_score_gemma":0.00011658943,"threshold_uncertainty_score":0.6163282},"labels":[],"label_agreement":null},{"id":"W2326321438","doi":"10.1016/j.jeca.2016.03.002","title":"Assessing sovereign debt default by efficiency","year":2016,"lang":"en","type":"article","venue":"The Journal of Economic Asymmetries","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":false,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Default; Sovereign default; Economics; Data envelopment analysis; Production (economics); Debt; Ex-ante; Econometrics; Probability of default; Monetary economics; Sovereignty; Credit risk; Sovereign debt; Macroeconomics; Actuarial science; Finance; Statistics","score_opus":0.02707367884738064,"score_gpt":0.2491845985487576,"score_spread":0.22211091970137697,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2326321438","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.88334584,0.006201763,0.071811795,0.00238406,0.0013034296,0.00010265216,0.000116022245,0.000015639162,0.034718774],"genre_scores_gemma":[0.997586,0.0008386749,0.0002573808,0.00004371585,0.00038043622,0.0000011773596,9.813893e-7,0.000019430005,0.0008721887],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99855417,0.000027312039,0.00097240956,0.00014112484,0.000042966014,0.00026203325],"domain_scores_gemma":[0.9978856,0.0005583571,0.0011682869,0.00025721593,0.00004816752,0.00008236296],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014932322,0.00013890232,0.0003989142,0.00026253375,0.00021874064,0.00012222238,0.00044306475,0.00007852285,0.00027571621],"category_scores_gemma":[0.0004552131,0.000089914305,0.00017474752,0.00016544714,0.00019079722,0.0008619248,0.000052156895,0.0001326775,0.00034950444],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00010358874,0.00011766881,0.08152064,0.000008673835,0.00015849361,0.0000030812485,0.00048756052,0.0003104136,0.00048378232,0.84282583,0.037229136,0.03675116],"study_design_scores_gemma":[0.0035484342,0.000560508,0.17401151,0.00013480266,0.00009399275,0.0001888555,0.0010883908,0.00080513203,0.0054224036,0.58412564,0.22906634,0.0009539871],"about_ca_topic_score_codex":0.00006643077,"about_ca_topic_score_gemma":0.00001096905,"teacher_disagreement_score":0.25870016,"about_ca_system_score_codex":0.00024152451,"about_ca_system_score_gemma":0.000087515604,"threshold_uncertainty_score":0.4492289},"labels":[],"label_agreement":null},{"id":"W2327791331","doi":"10.1002/fut.20546","title":"What risks do corporate bond put features insure against?","year":2011,"lang":"en","type":"article","venue":"Journal of Futures Markets","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University; Ericsson (Canada); University of Toronto","funders":"","keywords":"Issuer; Default risk; Bond; Corporate bond; Credit risk; Business; Valuation (finance); Credit spread (options); Bond valuation; Loss given default; Embedded option; Default; Actuarial science; Economics; Monetary economics; Financial economics; Finance; Microeconomics","score_opus":0.07680063539331237,"score_gpt":0.2418398670507477,"score_spread":0.16503923165743534,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2327791331","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9395754,0.024286823,0.00029243354,0.00042727875,0.0060998593,0.000128865,0.000058603688,0.00001618876,0.029114557],"genre_scores_gemma":[0.9878057,0.008408551,0.0014159059,0.00012731925,0.0013034084,0.0000027322235,0.000005496128,0.000028029492,0.0009028158],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9985308,0.00002669439,0.0008600184,0.00021449545,0.00009832591,0.00026964463],"domain_scores_gemma":[0.99754274,0.000050216026,0.0018013453,0.0002874237,0.00015081491,0.00016745915],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00088301953,0.0001928284,0.0004901066,0.00039875833,0.00016365029,0.00020478317,0.00035483073,0.00020708716,0.00028135892],"category_scores_gemma":[0.00021186087,0.0001797557,0.0003069788,0.00026813638,0.000073080526,0.00089411845,0.000052211526,0.00044172743,0.000051600247],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0012530278,0.00066941895,0.47111467,0.000074605094,0.00048000272,0.00041820132,0.006025196,0.00008894889,0.000094765936,0.13805915,0.22951561,0.15220639],"study_design_scores_gemma":[0.0005461779,0.00010237898,0.8691009,0.000060840775,0.000015034675,0.00005573161,0.00029497204,0.000015429981,0.00006948776,0.042534247,0.08700626,0.00019848988],"about_ca_topic_score_codex":0.000024680401,"about_ca_topic_score_gemma":0.000029973795,"teacher_disagreement_score":0.39798626,"about_ca_system_score_codex":0.00006754704,"about_ca_system_score_gemma":0.000055775105,"threshold_uncertainty_score":0.7330225},"labels":[],"label_agreement":null},{"id":"W2328768179","doi":"10.9734/bjemt/2015/14369","title":"Credit Rating: A New Quotation Approach","year":2015,"lang":"en","type":"article","venue":"British Journal of Economics Management & Trade","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université du Québec à Montréal","funders":"","keywords":"Credit rating; Business; Financial system","score_opus":0.06024061344631713,"score_gpt":0.21401288325582193,"score_spread":0.1537722698095048,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2328768179","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7285019,0.008296223,0.099769644,0.002535361,0.0033734867,0.0006157799,0.00011799037,0.00005311898,0.15673648],"genre_scores_gemma":[0.96764606,0.001700686,0.026880754,0.00011423736,0.001438909,0.000007562901,0.000027907117,0.00004078149,0.0021431118],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9983733,0.000012943846,0.0010902517,0.00024290507,0.00004267393,0.00023787598],"domain_scores_gemma":[0.99862164,0.000019855417,0.0009187185,0.00016484594,0.00002996751,0.0002449715],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008120996,0.00013099048,0.00040699253,0.0002786947,0.00008894615,0.0002728975,0.00031578465,0.00007418245,0.000046564517],"category_scores_gemma":[0.00008392563,0.00019678014,0.00019494053,0.00016857793,0.000038712384,0.0004565969,0.00004523733,0.00018767454,0.000050883053],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00008142292,0.00045527413,0.010050366,0.000051113424,0.00034516642,0.00010347668,0.0011139944,0.03079698,0.0000014174128,0.7381135,0.13163868,0.08724861],"study_design_scores_gemma":[0.005801394,0.00030703045,0.17235388,0.00009726155,0.000089247245,0.00076974434,0.0012882785,0.015754798,0.000009568101,0.2505656,0.5522173,0.0007458879],"about_ca_topic_score_codex":0.00013784281,"about_ca_topic_score_gemma":0.000041797994,"teacher_disagreement_score":0.48754793,"about_ca_system_score_codex":0.00020201472,"about_ca_system_score_gemma":0.00006417441,"threshold_uncertainty_score":0.8024461},"labels":[],"label_agreement":null},{"id":"W2336452859","doi":"10.2139/ssrn.1342902","title":"Measuring and Modeling Default Dependence: Evidence from CDO, CDS and Equity Data","year":2009,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University; University of Toronto","funders":"","keywords":"Equity (law); Business; Credit default swap; Econometrics; Financial system; Actuarial science; Economics; Credit risk; Political science","score_opus":0.15852560330302268,"score_gpt":0.3009575300948222,"score_spread":0.1424319267917995,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2336452859","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8019261,0.060155742,0.13665566,0.0007103167,0.00011836625,0.00006732067,0.000037439462,0.000016323898,0.0003127689],"genre_scores_gemma":[0.96437484,0.03449314,0.0006820849,0.00002321203,0.00034168037,9.772053e-7,0.000008396378,0.000010288682,0.000065391236],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9981121,0.000014552789,0.0004322843,0.00040903076,0.00008109315,0.00095098355],"domain_scores_gemma":[0.999277,0.000051200284,0.00019400548,0.00033769963,0.0000360663,0.00010400316],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0020670567,0.00013254346,0.00025754134,0.00011690379,0.00033463456,0.00018960203,0.0003924164,0.0000913131,0.000013178108],"category_scores_gemma":[0.0003856948,0.00014526724,0.000039019764,0.00012046167,0.000032250693,0.00089936535,0.00017761067,0.0008432078,0.000012879486],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0001103134,0.00008854617,0.19724528,0.000011289678,0.00014857891,0.000009735245,0.0007419845,0.0022398566,0.00033000804,0.47739,0.00007605205,0.32160833],"study_design_scores_gemma":[0.0003581521,0.00009989993,0.08843885,0.000054056633,0.000022161497,0.00009659746,0.00016494599,0.10734254,0.000006588558,0.8029452,0.00024302992,0.0002279878],"about_ca_topic_score_codex":0.0010068557,"about_ca_topic_score_gemma":0.0015148732,"teacher_disagreement_score":0.32555518,"about_ca_system_score_codex":0.0002722854,"about_ca_system_score_gemma":0.0002903918,"threshold_uncertainty_score":0.59238267},"labels":[],"label_agreement":null},{"id":"W2338000205","doi":"10.2139/ssrn.2705559","title":"No-Arbitrage Modeling of Structured Products with Economic Determinants","year":2015,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Queen's University","funders":"","keywords":"Arbitrage; Business; Financial economics; Economics; Econometrics","score_opus":0.021656403346880203,"score_gpt":0.21682611617261266,"score_spread":0.19516971282573245,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2338000205","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9798193,0.0023853942,0.013264466,0.00011783484,0.00047379982,0.00013442978,0.000029796121,0.000014541933,0.00376042],"genre_scores_gemma":[0.9975197,0.0005931862,0.0006056017,0.000005013875,0.0004544769,0.0000034546701,0.000004302609,0.000026929525,0.0007873531],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9981712,0.0000100268035,0.00054706505,0.00024407823,0.00005073998,0.0009769088],"domain_scores_gemma":[0.9991468,0.000008177717,0.00041911638,0.00022686724,0.000107599655,0.00009139325],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00094123284,0.00014180172,0.0003466831,0.00018525525,0.000092277354,0.000035741316,0.00022474269,0.000073123294,0.000015984791],"category_scores_gemma":[0.00009164736,0.00013625644,0.000071497336,0.00012607985,0.000044154694,0.00028805365,0.00002316534,0.00063724286,0.000076937176],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0003015311,0.000092749935,0.094929114,0.000020848427,0.00017246696,0.000005486576,0.0005744937,0.030560685,0.00004264081,0.86846566,0.00014035338,0.004693995],"study_design_scores_gemma":[0.0028004597,0.0010995275,0.008435192,0.000038594586,0.00003751334,0.00046165564,0.0005448881,0.092736445,0.00017302718,0.88697904,0.0060477653,0.0006458922],"about_ca_topic_score_codex":0.0003133158,"about_ca_topic_score_gemma":0.0011352918,"teacher_disagreement_score":0.086493924,"about_ca_system_score_codex":0.000628748,"about_ca_system_score_gemma":0.0015098373,"threshold_uncertainty_score":0.5556376},"labels":[],"label_agreement":null},{"id":"W2340939768","doi":"10.1111/1540-6229.12155","title":"REIT Capital Structure Choices: Preparation Matters","year":2016,"lang":"en","type":"article","venue":"Real Estate Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":17,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Simon Fraser University","funders":"","keywords":"Capital structure; Leverage (statistics); Financial crisis; Economics; Economic capital; Real estate investment trust; Financial capital; Financial system; Monetary economics; Capital (architecture); Corporate finance; Cost of capital; Debt; Business; Finance; Financial economics; Macroeconomics; Real estate; Human capital","score_opus":0.014012115217560414,"score_gpt":0.2145778224820268,"score_spread":0.2005657072644664,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2340939768","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9722916,0.000035637066,0.0014667332,0.0011077594,0.00072053954,0.00018672443,0.0010480342,0.00006111364,0.023081873],"genre_scores_gemma":[0.9926097,0.004110244,0.00074068934,0.000068625086,0.0003936744,0.00001666099,0.000080908554,0.000038685386,0.0019408094],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9986807,0.0000056114777,0.0005760605,0.000425174,0.000016712813,0.0002957548],"domain_scores_gemma":[0.9990991,0.000055553646,0.00035888137,0.00035998586,0.00002142624,0.00010505794],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00013569326,0.0001669466,0.00029341536,0.00014404832,0.00011025337,0.000077123295,0.00017730202,0.00012148278,0.00038587642],"category_scores_gemma":[0.000031639745,0.00015977134,0.00010252491,0.00007592532,0.00007703206,0.00054453005,0.000040239,0.00006727264,0.00073920895],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0001321281,0.00008183004,0.11782871,0.00003458207,0.00011415658,0.0000055061714,0.0021241107,0.0016129486,0.00036656257,0.79339206,0.004950429,0.07935697],"study_design_scores_gemma":[0.0013458116,0.00015098194,0.3099195,0.000022371929,0.000013372366,0.0000145612385,0.00008273094,0.0019098701,0.00037060273,0.1005346,0.5848685,0.0007670819],"about_ca_topic_score_codex":0.000696623,"about_ca_topic_score_gemma":0.00093769445,"teacher_disagreement_score":0.69285744,"about_ca_system_score_codex":0.00024968348,"about_ca_system_score_gemma":0.000038907372,"threshold_uncertainty_score":0.95012826},"labels":[],"label_agreement":null},{"id":"W2351128563","doi":"10.7202/1091998ar","title":"Structural Credit Risk Models: A Review","year":2012,"lang":"en","type":"review","venue":"Assurances et gestion des risques","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Default; Credit risk; Bankruptcy; Capital structure; Economics; Actuarial science; Stock (firearms); Systematic risk; Default risk; Econometrics; Financial economics; Finance; Debt; Engineering","score_opus":0.18163865455840986,"score_gpt":0.324590555748613,"score_spread":0.14295190119020315,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2351128563","genre_codex":"review","genre_gemma":"review","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"review","genre_consensus":"review","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.000012743505,0.9776284,0.0013544091,0.00017660366,0.0010935852,0.0007636986,0.0016406503,0.00015647532,0.0171734],"genre_scores_gemma":[0.000896173,0.99533105,0.0013603579,0.0000269778,0.00080165954,0.00027650833,0.00045785794,0.00008663242,0.00076279277],"study_design_codex":"design_other","study_design_gemma":"not_applicable","domain_scores_codex":[0.99695003,0.00019111329,0.0015755042,0.0006691804,0.00010807972,0.0005061145],"domain_scores_gemma":[0.99714446,0.00030878125,0.0016324949,0.00064577913,0.000102409285,0.00016604643],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0012804533,0.0005757165,0.0024221456,0.00032418495,0.000293887,0.00012819965,0.00044737206,0.00046227645,0.0003480773],"category_scores_gemma":[0.0004784471,0.0005408138,0.0008403211,0.0006098335,0.00018603774,0.0010206745,0.000082733204,0.000694338,0.0006894563],"study_design_candidate":"not_applicable","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000018098297,0.000022284714,0.000255572,0.009881652,0.000108480745,0.0000013999168,0.00007215264,0.00016469361,9.361627e-10,0.034071516,0.005032068,0.9503884],"study_design_scores_gemma":[0.00008380319,0.000028643355,0.0012969611,0.012325598,0.00045659626,0.000022484644,0.0000029992714,0.000935259,2.0400448e-8,0.023426993,0.9608199,0.00060076907],"about_ca_topic_score_codex":0.00045499208,"about_ca_topic_score_gemma":0.0001233684,"teacher_disagreement_score":0.9557878,"about_ca_system_score_codex":0.0002558376,"about_ca_system_score_gemma":0.00007954215,"threshold_uncertainty_score":0.99970436},"labels":[],"label_agreement":null},{"id":"W2353318722","doi":"","title":"An Exploration of the Debt equity Swap and Its Consequences","year":2001,"lang":"en","type":"article","venue":"Journal of Luoyang Institute of Technology","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Prairie Improvement Network","funders":"","keywords":"Swap (finance); Debt; Equity (law); Gearing ratio; Business; Deflation; Debt-to-equity ratio; Equity ratio; Financial system; Finance; Economics; Monetary economics; Internal debt; Equity capital markets; Debt-to-GDP ratio; Valuation (finance); Monetary policy; Political science","score_opus":0.07905379997131885,"score_gpt":0.2968622066110049,"score_spread":0.21780840663968604,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2353318722","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.99021035,0.0019425984,0.0034366092,0.0027359677,0.00051187107,0.000068005495,0.000015370773,0.0000071436034,0.0010720883],"genre_scores_gemma":[0.99771464,0.0011540886,0.0010284398,0.000008773952,0.000057791294,0.0000013780307,5.4959673e-7,0.0000036730812,0.000030665356],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992087,0.000005536727,0.0005724518,0.00008274486,0.000041030646,0.00008952226],"domain_scores_gemma":[0.9988322,0.000010778295,0.00086268695,0.0001531465,0.000116786476,0.000024388579],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00029997804,0.00005892085,0.00026624015,0.0003256096,0.00006466522,0.0000085080455,0.00026813042,0.00011930241,0.000011523577],"category_scores_gemma":[0.00026411138,0.000048778293,0.00006204589,0.0003428141,0.00032191785,0.00066813856,0.000054852433,0.00012748857,0.0000018611325],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000024589743,0.00009001816,0.06718868,0.000016464577,0.000026799116,0.0000063248376,0.00017439843,0.0004811441,0.004412437,0.9132769,0.00006672161,0.014235501],"study_design_scores_gemma":[0.0013376977,0.00087974255,0.16677849,0.00018722382,0.000049760707,0.00035092243,0.0005842445,0.001165543,0.023567062,0.7375588,0.067257,0.00028351584],"about_ca_topic_score_codex":0.000040017403,"about_ca_topic_score_gemma":0.00009694785,"teacher_disagreement_score":0.17571813,"about_ca_system_score_codex":0.000028516397,"about_ca_system_score_gemma":0.00005796206,"threshold_uncertainty_score":0.1989121},"labels":[],"label_agreement":null},{"id":"W2357731990","doi":"10.3390/jrfm9020003","title":"Revisiting Structural Modeling of Credit Risk—Evidence from the Credit Default Swap (CDS) Market","year":2016,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Credit derivative; Credit default swap; Credit risk; Arbitrage; Hedge; Credit default swap index; Swap (finance); Black–Scholes model; Profit (economics); Derivative (finance); Economics; Simple (philosophy); Econometrics; Financial economics; Credit valuation adjustment; Computer science; Actuarial science; Finance; Microeconomics; Volatility (finance); Credit reference","score_opus":0.021693893429814887,"score_gpt":0.22264368271461116,"score_spread":0.20094978928479626,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2357731990","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.76225424,0.008278489,0.22695962,0.00042424907,0.00095227745,0.00016327288,0.00036465932,0.000008330965,0.00059484295],"genre_scores_gemma":[0.97243,0.021628596,0.0040514288,0.000015614181,0.0017343627,0.0000041639805,0.000001537288,0.000016938,0.00011734472],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9979524,0.00005637082,0.0012735947,0.000288567,0.00015816437,0.0002709048],"domain_scores_gemma":[0.99730307,0.00048308595,0.001649091,0.00033293318,0.000143096,0.000088753186],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015721521,0.00019379493,0.0005367235,0.00019852008,0.00030752525,0.0000693871,0.00040884526,0.00009921575,0.0001218514],"category_scores_gemma":[0.0015879066,0.00013137599,0.00025500075,0.00024983814,0.000108322616,0.0004608994,0.00017074432,0.0002662843,0.000011169783],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00033024003,0.000031004853,0.5686806,0.000039242015,0.00010080199,0.000020388401,0.0010331962,0.0014982165,0.000013368918,0.023096155,0.0030642457,0.40209255],"study_design_scores_gemma":[0.00090077333,0.00009314979,0.91867054,0.00050988037,0.00012197666,0.0000056921226,0.00019823632,0.0078050387,0.000008291524,0.050859015,0.020602258,0.0002251777],"about_ca_topic_score_codex":0.0007320081,"about_ca_topic_score_gemma":0.000059508187,"teacher_disagreement_score":0.4018674,"about_ca_system_score_codex":0.00007446184,"about_ca_system_score_gemma":0.00002820326,"threshold_uncertainty_score":0.5357357},"labels":[],"label_agreement":null},{"id":"W2369700139","doi":"10.21314/jcr.2016.207","title":"The double default value-of-the-firm model","year":2016,"lang":"en","type":"article","venue":"The Journal of Credit Risk","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Uniqueness; Asset (computer security); Value (mathematics); Debt; Actuarial science; Economics; Order (exchange); Business; Mathematical economics; Computer science; Mathematics; Finance; Statistics","score_opus":0.023594972606310983,"score_gpt":0.22678869942116567,"score_spread":0.20319372681485467,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2369700139","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9437526,0.0037274847,0.04112997,0.0045949877,0.0019183925,0.00016036528,0.000116561736,0.0000073162073,0.004592314],"genre_scores_gemma":[0.9938662,0.003102288,0.00025117898,0.000014938387,0.00070068944,0.0000023626797,1.67352e-7,0.000016072167,0.0020460912],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9986985,0.000036022455,0.00083411107,0.000089728106,0.00012162287,0.00022002625],"domain_scores_gemma":[0.9974447,0.00038611997,0.0014847211,0.000493847,0.00013306327,0.000057556397],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00184353,0.00010842901,0.00026620476,0.00007043917,0.00043004187,0.000031544776,0.00078658166,0.00007056839,0.00002972437],"category_scores_gemma":[0.00038997844,0.000046499612,0.00028987214,0.00019059476,0.0002467031,0.0001871417,0.00008998357,0.0002382369,0.000043882137],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00078650855,0.00017468497,0.12397555,0.000012295901,0.00029840675,0.0000017130579,0.0020461273,0.025019815,0.00046003514,0.7581428,0.060652263,0.028429782],"study_design_scores_gemma":[0.0020222992,0.00016224016,0.32698914,0.00007053688,0.00011188646,0.00003697066,0.00010542997,0.011623198,0.00065107853,0.47177145,0.18623881,0.00021696358],"about_ca_topic_score_codex":0.0001394253,"about_ca_topic_score_gemma":0.000049843053,"teacher_disagreement_score":0.28637135,"about_ca_system_score_codex":0.00006916916,"about_ca_system_score_gemma":0.00009203187,"threshold_uncertainty_score":0.33075777},"labels":[],"label_agreement":null},{"id":"W2394846576","doi":"10.2139/ssrn.2826687","title":"Test-Bedding the Replacement of the Incurred Credit Loss Model with an Expected Credit Loss Model: The Case of Trade Receivables","year":2016,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McMaster University; York University","funders":"","keywords":"Download; Test (biology); Computer science; World Wide Web; Geology","score_opus":0.01863717649417378,"score_gpt":0.23064036340281407,"score_spread":0.21200318690864028,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2394846576","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.91656077,0.0014858649,0.07606085,0.0046922024,0.00019749983,0.00033290713,0.0002310504,0.000016659527,0.00042220694],"genre_scores_gemma":[0.99708635,0.0017583614,0.00020204509,0.000019703357,0.00030288976,0.000021780532,0.0000025472164,0.000034600394,0.00057174306],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99771583,0.00005187389,0.0008172823,0.00029441962,0.00013216058,0.0009884166],"domain_scores_gemma":[0.9980052,0.00021246234,0.0009204052,0.0006999645,0.00010006342,0.000061865394],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017633976,0.00020788175,0.00035447357,0.000119289565,0.0005459614,0.00004663655,0.00066794024,0.00009723969,0.000020713229],"category_scores_gemma":[0.0002802668,0.00010084373,0.0001858859,0.0003798699,0.00033029512,0.00032987984,0.00007205555,0.00069975125,0.0000021054345],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0004369746,0.00038542112,0.021416718,0.000015368305,0.00028157583,0.000010394011,0.0025363404,0.03405129,0.00035406544,0.93328655,0.0010829767,0.006142353],"study_design_scores_gemma":[0.0028169698,0.001117888,0.005587365,0.00013690653,0.00012603439,0.0017609063,0.0025622817,0.24256493,0.00071598316,0.7407296,0.0013795396,0.00050163735],"about_ca_topic_score_codex":0.00020255719,"about_ca_topic_score_gemma":0.0016200005,"teacher_disagreement_score":0.20851365,"about_ca_system_score_codex":0.0004801454,"about_ca_system_score_gemma":0.0008316679,"threshold_uncertainty_score":0.41991487},"labels":[],"label_agreement":null},{"id":"W2401706853","doi":"10.2139/ssrn.2024375","title":"Initial Public Debt Offerings","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Acadian Seaplants (Canada)","funders":"","keywords":"Debt; Initial public offering; Business; Financial system; Accounting; Finance","score_opus":0.029709866231467146,"score_gpt":0.2357525856020731,"score_spread":0.20604271937060595,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2401706853","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8967314,0.011910454,0.047372032,0.0017357059,0.0016206582,0.000113662354,0.000020845317,0.00005454597,0.04044074],"genre_scores_gemma":[0.9942899,0.0017616218,0.00011403323,0.00004019913,0.002289602,0.0000059828567,0.0000062392783,0.000023700177,0.0014687438],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9971924,0.00001129448,0.00041247456,0.0001366881,0.000047520814,0.0021996486],"domain_scores_gemma":[0.99941313,0.000021537358,0.00023225187,0.00014909064,0.00003269036,0.00015128216],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014557082,0.00011772833,0.00021040702,0.00022798273,0.0002664605,0.00008241035,0.00020564209,0.000091087626,0.00027056443],"category_scores_gemma":[0.00015388122,0.00013020598,0.00014105313,0.0002278582,0.0000400687,0.0006405774,0.00003460983,0.00089216663,0.0005776446],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000005475069,0.000054356144,0.101790726,0.0000010834232,0.000032653246,3.1717917e-7,0.000121290184,0.0000017844842,0.000004637498,0.8844918,0.00025933998,0.013236567],"study_design_scores_gemma":[0.00049936946,0.00010047053,0.1155856,0.0000034785874,0.000007509604,0.00022462288,0.000224423,0.00007254974,0.000014001008,0.61855304,0.26445296,0.0002619326],"about_ca_topic_score_codex":0.00006459846,"about_ca_topic_score_gemma":0.00014495867,"teacher_disagreement_score":0.2659387,"about_ca_system_score_codex":0.00060432043,"about_ca_system_score_gemma":0.00031318006,"threshold_uncertainty_score":0.7424646},"labels":[],"label_agreement":null},{"id":"W2411178038","doi":"10.3390/jrfm9020004","title":"Application of Vine Copulas to Credit Portfolio Risk Modeling","year":2016,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":23,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Vine copula; Copula (linguistics); Vine; Econometrics; Portfolio; Bivariate analysis; Mathematics; Economics; Statistics; Financial economics","score_opus":0.011298591574008898,"score_gpt":0.20904229729351892,"score_spread":0.19774370571951003,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2411178038","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3889049,0.00066618965,0.609171,0.000107308224,0.00030051664,0.00013639718,0.000111224705,0.000005193097,0.0005972779],"genre_scores_gemma":[0.9882642,0.00610572,0.005022004,0.000015328307,0.00043267594,0.0000090518515,0.0000015021561,0.000013582548,0.00013594769],"study_design_codex":"design_other","study_design_gemma":"observational","domain_scores_codex":[0.9985307,0.000011244828,0.0009757275,0.00021039133,0.000088395456,0.00018355044],"domain_scores_gemma":[0.9985802,0.000038349182,0.0009438537,0.00021910993,0.00010802745,0.00011043924],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007517675,0.0001250824,0.00041119475,0.00047237935,0.0001040627,0.000018039227,0.000176381,0.00007056616,0.0000261119],"category_scores_gemma":[0.00025486888,0.00010558312,0.00014106602,0.000301428,0.00003568284,0.00017900787,0.000078539306,0.00010406751,0.00002890122],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00017302111,0.00013261485,0.21890903,0.000022759208,0.000036221707,0.0000065497493,0.00028659287,0.002355662,0.000023551296,0.18583547,0.0013067853,0.59091175],"study_design_scores_gemma":[0.0014655987,0.00031776374,0.682925,0.00009583026,0.000082103696,0.0000061536994,0.00007070871,0.003861206,0.00003568059,0.099814355,0.21105048,0.00027511598],"about_ca_topic_score_codex":0.00018008212,"about_ca_topic_score_gemma":0.000031964784,"teacher_disagreement_score":0.604149,"about_ca_system_score_codex":0.00006217209,"about_ca_system_score_gemma":0.00001455729,"threshold_uncertainty_score":0.43055546},"labels":[],"label_agreement":null},{"id":"W2417222628","doi":"10.2139/ssrn.2530836","title":"Macroeconomic Conditions and Credit Default Swap (CDS) Spread Changes","year":2013,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Kootenay Association for Science & Technology","funders":"","keywords":"Credit default swap; iTraxx; Business; Credit default swap index; Financial system; Swap (finance); Economics; Monetary economics; Credit risk; Credit valuation adjustment; Actuarial science; Finance; Credit reference","score_opus":0.01120792562963638,"score_gpt":0.21130839630548162,"score_spread":0.20010047067584524,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2417222628","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9719953,0.0084480755,0.0065102265,0.0044835866,0.00063801266,0.00027264125,0.00008374547,0.000044615987,0.007523829],"genre_scores_gemma":[0.9878678,0.007505183,0.000118398864,0.000078176374,0.0007495379,0.0000407475,0.000021101898,0.000029168204,0.0035898976],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9978908,0.000011603398,0.00042374214,0.00028015976,0.00003373566,0.0013600019],"domain_scores_gemma":[0.99928147,0.000044200384,0.00030291735,0.00018926915,0.000048556987,0.00013360663],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.000520071,0.00016676042,0.00029742508,0.00026202042,0.000371425,0.00016951333,0.00019394893,0.00011434145,0.0006605169],"category_scores_gemma":[0.0000703283,0.00018702244,0.000096475516,0.00012826353,0.000099226905,0.00039526727,0.000043480766,0.0007379757,0.0009710441],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000006142748,0.0000435185,0.030734092,0.0000047540902,0.00009118677,0.0000010955808,0.00018772365,0.00003236598,0.000063277745,0.9540666,0.0016308692,0.013138427],"study_design_scores_gemma":[0.0005931379,0.00016911404,0.15348107,0.000008266672,0.000013784106,0.0002032692,0.00054471445,0.00095543545,0.0000142975605,0.8139184,0.02981558,0.0002828982],"about_ca_topic_score_codex":0.00090546097,"about_ca_topic_score_gemma":0.0029359881,"teacher_disagreement_score":0.14014812,"about_ca_system_score_codex":0.0004312908,"about_ca_system_score_gemma":0.0001825241,"threshold_uncertainty_score":0.9998068},"labels":[],"label_agreement":null},{"id":"W2464692787","doi":"10.2139/ssrn.2648763","title":"The Elephant in the Room: The Impact of Labor Obligations on Credit Risk","year":2015,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":18,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of British Columbia; University of British Columbia Hospital","funders":"","keywords":"Business; Labour economics; Economics","score_opus":0.022426786473016665,"score_gpt":0.2598097364552594,"score_spread":0.23738294998224274,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2464692787","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.98486614,0.007074121,0.0011459423,0.0036654782,0.0002859734,0.00019747239,0.0000764164,0.000005821162,0.0026826237],"genre_scores_gemma":[0.99286014,0.006257517,0.0000080262025,0.000018269518,0.00046686459,0.0000136940225,0.000003233354,0.00001124294,0.00036100668],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9983515,0.00008052322,0.0004905754,0.00012210588,0.00009447639,0.0008607991],"domain_scores_gemma":[0.99880373,0.0002689629,0.00048123748,0.00032907055,0.00007343277,0.000043589516],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004747628,0.00010865674,0.00017307911,0.00011953468,0.00043753945,0.00009528827,0.00053252553,0.000054724485,0.000010251432],"category_scores_gemma":[0.00067117205,0.000054677937,0.00018878553,0.0005112957,0.00007876612,0.00011957086,0.000021024849,0.0011879284,0.00005468564],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000456663,0.00008143098,0.10198043,3.3900895e-7,0.00006440182,4.7142052e-7,0.00094619265,0.002296681,0.0000015403447,0.88773966,0.0022446087,0.004598594],"study_design_scores_gemma":[0.00038964633,0.00033177747,0.35440296,0.0000039154,0.000007294123,0.00002159427,0.0011807195,0.0009424213,0.0000024703604,0.6327127,0.009936895,0.000067546374],"about_ca_topic_score_codex":0.001240048,"about_ca_topic_score_gemma":0.002989072,"teacher_disagreement_score":0.2550269,"about_ca_system_score_codex":0.000578345,"about_ca_system_score_gemma":0.00086038327,"threshold_uncertainty_score":0.5161024},"labels":[],"label_agreement":null},{"id":"W2469959945","doi":"10.1057/9781137447623_9","title":"Defaults and Returns in the High-Yield Bond and Distressed Debt Market: Review and Outlook","year":2014,"lang":"en","type":"book-chapter","venue":"Palgrave Macmillan UK eBooks","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":9,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Default; Bond; Yield (engineering); Monetary economics; Debt; Economics; Bond market; Financial system; Finance","score_opus":0.019523693790355272,"score_gpt":0.20522882143268414,"score_spread":0.18570512764232888,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2469959945","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0027310473,0.12628104,0.00008963336,0.00083339255,0.00017814191,0.0009998232,0.0008481945,0.000023865496,0.8680149],"genre_scores_gemma":[0.9585032,0.035261363,0.00008742539,0.00035367804,0.00017163614,0.000041611675,0.000054087704,0.00004873395,0.00547829],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9983145,0.00001589086,0.0007009326,0.000621206,0.00006602612,0.00028142217],"domain_scores_gemma":[0.998667,0.00026125947,0.00041454972,0.00052135467,0.00002642486,0.00010942002],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0005656728,0.00039249493,0.00087772,0.00019356461,0.00014216187,0.00009953162,0.00019447037,0.00030489592,0.00012542387],"category_scores_gemma":[0.00013950416,0.00034461508,0.000098236655,0.000025863159,0.00024678453,0.0000017613824,0.00012532322,0.0003418268,0.00001947182],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000012775444,4.4118065e-7,0.005382196,0.00039337185,0.000030161245,0.00001136758,0.00021542472,3.6251578e-8,4.5574444e-7,0.9834438,0.0004243338,0.0100856535],"study_design_scores_gemma":[0.00039407852,0.000058616184,0.111676246,0.000629844,0.000086943284,0.000031872878,0.00001399211,0.000022255372,8.776946e-7,0.847331,0.039265208,0.0004890845],"about_ca_topic_score_codex":0.00024462765,"about_ca_topic_score_gemma":0.0010134018,"teacher_disagreement_score":0.9557721,"about_ca_system_score_codex":0.00002821604,"about_ca_system_score_gemma":0.000015280713,"threshold_uncertainty_score":0.9999006},"labels":[],"label_agreement":null},{"id":"W2471591028","doi":"10.21314/jcr.2007.058","title":"Affine Markov chain model of multifirm credit migration","year":2007,"lang":"en","type":"article","venue":"The Journal of Credit Risk","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":39,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McMaster University","funders":"","keywords":"Collateralized debt obligation; Affine transformation; Markov chain; Computer science; Credit derivative; Interest rate; Credit risk; Econometrics; Economics; Mathematics; Actuarial science; Finance; Machine learning; Collateral","score_opus":0.02439822149079537,"score_gpt":0.23082692878900493,"score_spread":0.20642870729820956,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2471591028","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.820755,0.0013145177,0.17347471,0.00053666194,0.0011599242,0.00012219424,0.00018170313,0.000009015288,0.0024462417],"genre_scores_gemma":[0.99224454,0.0016340542,0.003768968,0.000012808998,0.0015169105,0.0000010700742,0.0000055710802,0.000020503221,0.00079555885],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9981501,0.000026004844,0.0013259976,0.00011920319,0.00013436245,0.0002443086],"domain_scores_gemma":[0.99720347,0.0002719496,0.0019092604,0.00031487906,0.00020597986,0.00009445694],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0037096003,0.00014168165,0.00042738716,0.0003459343,0.00014680278,0.000020809426,0.00036433403,0.00011759705,0.00009917615],"category_scores_gemma":[0.0005850976,0.0001154622,0.0002301167,0.0002927673,0.00012285967,0.0002536153,0.000040339284,0.00033760082,0.000022434886],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0037022647,0.001692567,0.40491807,0.00013323959,0.0007768245,0.00002915432,0.016679311,0.19944474,0.0075545427,0.1538717,0.09815778,0.11303979],"study_design_scores_gemma":[0.0026087032,0.00065169064,0.65441775,0.00008368351,0.00018823263,0.000056631958,0.0005448193,0.21167825,0.0030951921,0.0678342,0.058321934,0.00051890523],"about_ca_topic_score_codex":0.00036248547,"about_ca_topic_score_gemma":0.00035624357,"teacher_disagreement_score":0.24949968,"about_ca_system_score_codex":0.00007996395,"about_ca_system_score_gemma":0.000053942043,"threshold_uncertainty_score":0.47084117},"labels":[],"label_agreement":null},{"id":"W2473982624","doi":"10.3390/jrfm9030007","title":"Probability of Default and Default Correlations","year":2016,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":9,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Econometrics; Asset (computer security); Default risk; Probability of default; Credit risk; Correlation; Default; Actuarial science; Economics; Mathematics; Computer science; Finance","score_opus":0.017822707857735785,"score_gpt":0.2018425918172836,"score_spread":0.1840198839595478,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2473982624","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.82985604,0.0021915305,0.16508408,0.00026189198,0.0003945751,0.00017083761,0.000119273056,0.000005969749,0.0019158111],"genre_scores_gemma":[0.99188787,0.004272872,0.0035043838,0.0000071615045,0.00012589271,0.0000039320744,6.868605e-7,0.000007432348,0.00018978662],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9988696,0.000013968072,0.00075265876,0.0001649532,0.000057779776,0.00014104019],"domain_scores_gemma":[0.9988954,0.00009523591,0.0007059918,0.00014734578,0.00008269484,0.00007333005],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006103024,0.00010098164,0.00033791098,0.00024434153,0.00010750665,0.000017590328,0.00009512856,0.00007062221,0.000024368916],"category_scores_gemma":[0.00037830332,0.00008016951,0.00010002449,0.00017961655,0.0001314025,0.00020386414,0.00006516748,0.000094180345,0.000007675187],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00006012489,0.00009275523,0.375731,0.000027914546,0.000019690295,0.000004182233,0.00029097433,0.000028516244,0.000008131963,0.40627018,0.00045110847,0.2170154],"study_design_scores_gemma":[0.00073447113,0.0001061201,0.79092467,0.000048275324,0.000027830727,0.0000059568915,0.000036531594,0.00003865336,0.000007810029,0.14753059,0.06044794,0.00009118118],"about_ca_topic_score_codex":0.000056960118,"about_ca_topic_score_gemma":0.000041041683,"teacher_disagreement_score":0.41519365,"about_ca_system_score_codex":0.00003774672,"about_ca_system_score_gemma":0.00001623771,"threshold_uncertainty_score":0.3269218},"labels":[],"label_agreement":null},{"id":"W2475751873","doi":"10.2139/ssrn.2787412","title":"Can Higher-Order Risks Explain the Credit Spread Puzzle?","year":2016,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal; Université du Québec à Montréal","funders":"","keywords":"Order (exchange); Economics; Econometrics; Business; Finance","score_opus":0.028925128434886576,"score_gpt":0.23588287349541145,"score_spread":0.2069577450605249,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2475751873","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.721992,0.022948587,0.10325031,0.10813085,0.0056195264,0.0006232066,0.0003407336,0.00015329586,0.036941465],"genre_scores_gemma":[0.9786051,0.006514597,0.00006075626,0.000060724484,0.0016462686,0.000017784689,0.0000035618518,0.00003257029,0.013058647],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9973909,0.00002900092,0.00052773213,0.00027486923,0.00007904545,0.0016984172],"domain_scores_gemma":[0.99901044,0.00010785336,0.0003711644,0.00035197157,0.00006402327,0.00009452936],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014968198,0.00017536696,0.00026095164,0.00015264838,0.0005429802,0.00008552109,0.0004470063,0.00011496092,0.0004240047],"category_scores_gemma":[0.00019744465,0.000115378156,0.00017227375,0.00028447344,0.000114598806,0.00022046518,0.00004786433,0.0008205904,0.00041495074],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000016595617,0.000031809745,0.02456409,8.6625425e-7,0.00006569688,0.0000015174861,0.00009045369,0.000012231641,0.000018045512,0.9502581,0.001703137,0.023237467],"study_design_scores_gemma":[0.0006216766,0.00009998335,0.06741983,0.000010354469,0.000010806714,0.00005788511,0.00011979283,0.00002503688,0.000016299417,0.6917522,0.23966616,0.00019998862],"about_ca_topic_score_codex":0.00051720295,"about_ca_topic_score_gemma":0.0030850524,"teacher_disagreement_score":0.2585059,"about_ca_system_score_codex":0.0007915841,"about_ca_system_score_gemma":0.0004182615,"threshold_uncertainty_score":0.5333491},"labels":[],"label_agreement":null},{"id":"W2476574480","doi":"10.1016/j.jcorpfin.2016.08.003","title":"Are credit rating agencies still relevant? Evidence on certification from Moody's credit watches","year":2016,"lang":"en","type":"article","venue":"Journal of Corporate Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":9,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"York University; Saint Mary's University","funders":"","keywords":"Credit rating; Downgrade; Bond credit rating; Business; Credit enhancement; Debt; Certification; Credit reference; Finance; Agency (philosophy); Agency cost; Credit history; Financial system; Monetary economics; Credit risk; Economics; Corporate governance","score_opus":0.1521687820028464,"score_gpt":0.2534456292159758,"score_spread":0.1012768472131294,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2476574480","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.96850985,0.0029836579,0.020839643,0.0049273595,0.0019411824,0.00014409737,0.00026508947,0.000025649828,0.00036345643],"genre_scores_gemma":[0.99175847,0.0032155472,0.0020480235,0.00006543322,0.0014720478,0.000010612023,0.000004438089,0.000030405303,0.0013950323],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99770343,0.000035694087,0.001400468,0.00038583323,0.00017362103,0.00030093972],"domain_scores_gemma":[0.9928238,0.00048032295,0.005766598,0.00047237787,0.0003580647,0.00009888087],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007953924,0.00023183272,0.00060480216,0.00024673852,0.00015949174,0.00009675575,0.0004498034,0.00015616512,0.00013032048],"category_scores_gemma":[0.002496045,0.00018838372,0.00021279517,0.0003717927,0.00013822156,0.000999197,0.000044542798,0.0002540169,0.0003550885],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0010733042,0.00045958365,0.7559042,0.00007745147,0.00017905526,0.00023569932,0.0020232617,0.0023644897,0.014186729,0.09980644,0.080420524,0.043269265],"study_design_scores_gemma":[0.0005804202,0.00027419638,0.8688682,0.0009385004,0.000018473502,0.000010858413,0.000086438624,0.00046297067,0.0035059396,0.07591289,0.04899932,0.00034180505],"about_ca_topic_score_codex":0.000043905326,"about_ca_topic_score_gemma":0.000029656421,"teacher_disagreement_score":0.112964,"about_ca_system_score_codex":0.00026790315,"about_ca_system_score_gemma":0.00011596406,"threshold_uncertainty_score":0.76820654},"labels":[],"label_agreement":null},{"id":"W2479526000","doi":"10.1002/9781119201786.ch2","title":"Estimating Discount Rates","year":2012,"lang":"en","type":"other","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Actuarial science; Valuation (finance); Economics; Financial risk; Debt; Equity (law); Econometrics; Financial economics; Business; Finance","score_opus":0.030197443362079936,"score_gpt":0.24629643835252182,"score_spread":0.21609899499044188,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2479526000","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00003820125,0.004856543,0.031447235,0.000106537685,0.0017735927,0.00013796573,0.00024627429,0.00013583765,0.9612578],"genre_scores_gemma":[0.0038758828,0.000098663244,0.015078722,0.000017977134,0.0022119714,0.000023413,0.000089565976,0.00027666456,0.97832716],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.99919516,0.000002244353,0.0003079244,0.00023836493,0.000020125019,0.00023618223],"domain_scores_gemma":[0.99933726,0.000014428838,0.00030175474,0.000281707,0.00000510153,0.000059777576],"candidate_categories":["insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.00011926999,0.00016395992,0.00034058176,0.00022333683,0.000048553826,0.00004343592,0.00012864683,0.00019108983,0.021894857],"category_scores_gemma":[0.000043060692,0.00017181359,0.00009121331,0.000106811174,0.000039189417,0.000062665415,0.00003910621,0.00010079247,0.0062395963],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[3.5314176e-7,0.00002210045,0.011362974,0.000017958655,0.00001735232,3.3555543e-7,0.00003074471,0.0000050455646,1.2145722e-7,0.45256093,0.5343154,0.0016666861],"study_design_scores_gemma":[0.000077756195,0.000004919007,0.006401963,0.000025614874,0.0000047556696,7.3448035e-7,0.0000045719694,0.0007063254,6.8859043e-7,0.0074388497,0.9850973,0.0002365238],"about_ca_topic_score_codex":0.00094323413,"about_ca_topic_score_gemma":0.00014243818,"teacher_disagreement_score":0.4507819,"about_ca_system_score_codex":0.000035478522,"about_ca_system_score_gemma":0.000010279029,"threshold_uncertainty_score":0.99453413},"labels":[],"label_agreement":null},{"id":"W2491256384","doi":"10.1057/9781137328878_5","title":"The Credit Crisis of 2007 and Its Implications for Risk Management","year":2013,"lang":"en","type":"book-chapter","venue":"Palgrave Macmillan UK eBooks","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Criticism; Risk management; Financial crisis; Business; Crisis management; Economics; Actuarial science; Financial system; Accounting; Finance; Political science; Management; Keynesian economics; Law","score_opus":0.0278615518446074,"score_gpt":0.2280795307474871,"score_spread":0.2002179789028797,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2491256384","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0002280384,0.013941598,0.0025694238,0.00026112172,0.00052915723,0.0014909398,0.003844741,0.00002892291,0.97710603],"genre_scores_gemma":[0.9637654,0.009015418,0.0008179084,0.00002583806,0.00043290923,0.0003208922,0.00008196351,0.00007615197,0.025463544],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9984017,0.0000045514867,0.0007963398,0.000462053,0.000046242567,0.00028908357],"domain_scores_gemma":[0.9981392,0.00017786247,0.00084005727,0.00062106,0.0001251055,0.000096738986],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.00030372763,0.00028228102,0.00048631264,0.00021962881,0.0003776326,0.00006483393,0.00030389655,0.00022486206,0.00015983025],"category_scores_gemma":[0.000045234985,0.00026474943,0.0002602893,0.000021254034,0.000116176416,0.0000013603243,0.00013083489,0.00014824774,0.00014136596],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000009179714,4.6204514e-7,0.0005376539,0.00004470265,0.00015139364,2.1711865e-7,0.000058307844,0.0000014156938,5.234707e-7,0.9799227,0.0016311131,0.017642299],"study_design_scores_gemma":[0.00023301349,0.00004291935,0.01945116,0.000018776998,0.00006687325,0.0000012385606,0.000016634309,0.000076655895,0.0000033945935,0.83242923,0.14742027,0.00023981587],"about_ca_topic_score_codex":0.00007411264,"about_ca_topic_score_gemma":0.00005602609,"teacher_disagreement_score":0.96353734,"about_ca_system_score_codex":0.00004898633,"about_ca_system_score_gemma":0.000014849204,"threshold_uncertainty_score":0.99998045},"labels":[],"label_agreement":null},{"id":"W2499787787","doi":"10.1007/978-3-319-30379-6_47","title":"Financial Markets in the Context of the General Theory of Optional Processes","year":2016,"lang":"en","type":"book-chapter","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":10,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Alberta","funders":"","keywords":"Martingale (probability theory); Local martingale; Financial market; Stochastic calculus; Mathematics; Mathematical finance; Context (archaeology); Mathematical economics; Logarithm; Finance; Economics; Applied mathematics; Mathematical analysis; Stochastic partial differential equation; Partial differential equation; Geography","score_opus":0.027578979892943927,"score_gpt":0.20883671666826156,"score_spread":0.18125773677531765,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2499787787","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.012858308,0.002606159,0.0007583989,0.00063052477,0.00048744926,0.00044408836,0.0014063512,0.0000062502804,0.9808025],"genre_scores_gemma":[0.6502067,0.0008175155,0.000082227045,0.000107197025,0.00039712957,0.000025220566,0.000017009625,0.000024936835,0.3483221],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99881536,0.0000126009645,0.000734418,0.00022709192,0.00007649319,0.00013403237],"domain_scores_gemma":[0.9986428,0.0002469637,0.0006401033,0.0003677104,0.00008963753,0.000012806296],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.000588485,0.00016582308,0.0004138321,0.00015087146,0.00005783535,0.000009627235,0.0004500763,0.0002182064,0.00097466254],"category_scores_gemma":[0.00030078832,0.00009912509,0.0002159122,0.00007619327,0.00028523244,0.000063244486,0.000069581554,0.0001579374,0.000037143294],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000032055716,0.000024607189,0.0026710746,0.000036366237,0.000012814842,3.6739974e-7,0.00018454358,0.0000019456688,0.0000012806671,0.9916401,0.0015752098,0.0038196212],"study_design_scores_gemma":[0.0002702223,0.000023045755,0.09682368,0.000095718955,0.000008036361,0.0000018457048,0.000016466889,0.0000064820542,0.000019728654,0.7040493,0.1985392,0.00014630305],"about_ca_topic_score_codex":0.00002777113,"about_ca_topic_score_gemma":0.00019996868,"teacher_disagreement_score":0.63734835,"about_ca_system_score_codex":0.000038199094,"about_ca_system_score_gemma":0.00017949833,"threshold_uncertainty_score":0.9999386},"labels":[],"label_agreement":null},{"id":"W2500853290","doi":"10.5539/ijef.v8n8p23","title":"Credit Rating Changes and Stock Market Reaction in the Kingdom of Bahrain","year":2016,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Downgrade; Credit rating; Sovereign credit; Event study; Stock market; Business; Bond credit rating; Stock (firearms); Equity (law); Issuer; Economics; Financial system; Monetary economics; Context (archaeology); Finance; Credit default swap; Credit risk; Credit reference","score_opus":0.03314964209508341,"score_gpt":0.24074390984264854,"score_spread":0.20759426774756512,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2500853290","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9914933,0.0008858878,0.00048435124,0.00516063,0.00056177354,0.00005606813,0.00008290836,9.118117e-7,0.001274156],"genre_scores_gemma":[0.9901831,0.00889129,0.00041557805,0.000045358232,0.00032471673,0.0000032170785,9.02696e-7,0.000005796727,0.00013000569],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99923295,0.000010430393,0.00052456814,0.000118945936,0.00002627509,0.0000868075],"domain_scores_gemma":[0.9989272,0.00017118668,0.00074527576,0.00007921675,0.000061747014,0.000015382875],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007490004,0.00007039788,0.00020713898,0.00019960295,0.00003082797,0.000034358338,0.00017819864,0.00004732832,0.000012750114],"category_scores_gemma":[0.00017812554,0.000054086187,0.00004482841,0.000046007804,0.0000717956,0.0002462525,0.00003246261,0.000076323166,0.0000013411519],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00018384932,0.00009101885,0.112393506,0.000009803202,0.000064556516,0.000010441595,0.0009712277,0.000118223645,0.00019240851,0.74192065,0.0010111388,0.14303318],"study_design_scores_gemma":[0.0014363236,0.00017136073,0.74673706,0.00011706501,0.000005948233,0.000103497725,0.00010206818,0.0033980631,0.00008617313,0.08034855,0.16733153,0.00016237271],"about_ca_topic_score_codex":0.000057167566,"about_ca_topic_score_gemma":0.00014176272,"teacher_disagreement_score":0.6615721,"about_ca_system_score_codex":0.000047908845,"about_ca_system_score_gemma":0.000019109113,"threshold_uncertainty_score":0.22055706},"labels":[],"label_agreement":null},{"id":"W2515470026","doi":"10.3905/jfi.2017.26.3.063","title":"Revisiting Interest Rate Swap Valuation with Counterparty Risk, Wrong-Way Risk, and OIS Discounting","year":2016,"lang":"en","type":"article","venue":"The Journal of Fixed Income","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université Laval","funders":"Economic and Social Research Council","keywords":"Interest rate swap; Credit risk; Interest rate; Economics; Valuation (finance); Discounting; Actuarial science; Credit valuation adjustment; Swap (finance); Counterparty; Econometrics; Financial economics; Monetary economics; Finance","score_opus":0.02949704946611441,"score_gpt":0.2298289730929847,"score_spread":0.2003319236268703,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2515470026","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.93994844,0.0010970504,0.057151705,0.0009701767,0.00023509821,0.00009100447,0.00007731162,0.000007387961,0.00042182952],"genre_scores_gemma":[0.99691314,0.0020992158,0.0003050233,0.000019791456,0.0004806372,0.0000017788366,9.925828e-7,0.000017232369,0.00016219394],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9987639,0.000113178816,0.00074131775,0.00013305878,0.000063374886,0.00018515925],"domain_scores_gemma":[0.9972659,0.0005306189,0.001813521,0.00021382008,0.00011487754,0.000061290695],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0041360883,0.00012700552,0.00032620807,0.00016151965,0.00031523002,0.00008149008,0.00019289844,0.000048657188,0.00005996638],"category_scores_gemma":[0.0007614819,0.00007151456,0.0000744004,0.00014766667,0.000119931945,0.0005219045,0.000052395426,0.0002664512,0.000038819435],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00018011435,0.000021116794,0.9570287,0.00001528544,0.000084129904,0.0000030739263,0.00089907064,0.00013400018,0.00014971005,0.014135594,0.00013561004,0.027213592],"study_design_scores_gemma":[0.00089197047,0.00016310894,0.97407764,0.00026595517,0.00005888,0.000037264937,0.000109629116,0.0009950255,0.00008084318,0.018489076,0.004677556,0.00015303837],"about_ca_topic_score_codex":0.00016804674,"about_ca_topic_score_gemma":0.000112505964,"teacher_disagreement_score":0.056964695,"about_ca_system_score_codex":0.000098637036,"about_ca_system_score_gemma":0.000025481517,"threshold_uncertainty_score":0.2916279},"labels":[],"label_agreement":null},{"id":"W2533430666","doi":"10.1063/1.4966097","title":"Estimation of transition probabilities of credit ratings for several companies","year":2016,"lang":"en","type":"article","venue":"AIP conference proceedings","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Binary number; Multivariate statistics; Econometrics; Conditional probability distribution; Distribution (mathematics); Statistics; Transition (genetics); Index (typography); Conditional probability; Quarter (Canadian coin); Mathematics; Computer science; Arithmetic","score_opus":0.03739170537938622,"score_gpt":0.23273542674810446,"score_spread":0.19534372136871825,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2533430666","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7268747,0.00004230806,0.27033338,0.0007695923,0.000090217145,0.00031065068,0.00024529285,0.000022711574,0.0013111422],"genre_scores_gemma":[0.994094,0.000027130314,0.0055251536,0.0000064162914,0.000062726904,0.00006787274,0.000010900522,0.000009411683,0.00019636925],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99906087,0.0000014292538,0.0005540513,0.00019850039,0.000042080417,0.00014306608],"domain_scores_gemma":[0.99915045,0.000067775356,0.0004158594,0.000069377165,0.00026815166,0.000028390865],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0002435349,0.00009656641,0.0003129367,0.00012221604,0.00005480044,0.000020032567,0.000110086046,0.000071850234,0.00006221422],"category_scores_gemma":[0.00029770055,0.00008775064,0.00008641664,0.00011322929,0.00015832164,0.0004258527,0.000013456213,0.000031029886,0.00000551986],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000068703994,0.0000664089,0.021946078,0.00026396394,0.000017828213,2.0198751e-8,0.0054295664,0.00003097767,0.0029508392,0.9630183,0.0004243102,0.0057830024],"study_design_scores_gemma":[0.0016947157,0.000713718,0.12617177,0.0003826184,0.000028042537,0.0000025178415,0.0010763397,0.11720329,0.008429805,0.74180186,0.0020780736,0.0004172478],"about_ca_topic_score_codex":0.000054984113,"about_ca_topic_score_gemma":0.000005474113,"teacher_disagreement_score":0.2672193,"about_ca_system_score_codex":0.000034839173,"about_ca_system_score_gemma":0.000037271406,"threshold_uncertainty_score":0.35783672},"labels":[],"label_agreement":null},{"id":"W2533678528","doi":"10.2139/ssrn.2298671","title":"Pricing of International 144A Debt: Evidence from the U.S. Secondary Bond Market","year":2013,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Wilfrid Laurier University; University of Waterloo","funders":"","keywords":"Bond; Bond market; Business; Financial system; Monetary economics; Secondary market; Debt; Economics; Financial economics; Finance","score_opus":0.01293360489869442,"score_gpt":0.21016844178446206,"score_spread":0.19723483688576765,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2533678528","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9340561,0.02264092,0.021022236,0.0042667203,0.0009905421,0.00019492563,0.00005313673,0.000014526231,0.016760895],"genre_scores_gemma":[0.98384786,0.013840035,0.00030385566,0.000052897216,0.00054541085,0.000008469673,0.0000054578586,0.000013964648,0.0013820237],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9985208,0.00001608885,0.00053971884,0.0001774721,0.00007353632,0.0006723802],"domain_scores_gemma":[0.9989976,0.00024856924,0.00044694688,0.00020288223,0.00006203696,0.00004196555],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0011363995,0.000101983635,0.00019687203,0.00009975168,0.00016196385,0.00008738742,0.00046556242,0.00006238508,0.0014583125],"category_scores_gemma":[0.00040622684,0.000086740656,0.0001368786,0.0001487084,0.00005930107,0.00048381678,0.0000577118,0.0008171171,0.00014291937],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000039434897,0.00006699078,0.47355065,0.0000040239443,0.00021348122,0.0000010101709,0.0007723944,0.000034705754,0.00016094069,0.40332296,0.009114367,0.11271903],"study_design_scores_gemma":[0.00024161284,0.000048497877,0.53183496,0.00002881258,0.0000072057665,0.000022718512,0.00034124282,0.00078622135,0.00002682634,0.44168958,0.024864547,0.0001077651],"about_ca_topic_score_codex":0.0017530867,"about_ca_topic_score_gemma":0.0007684158,"teacher_disagreement_score":0.112611264,"about_ca_system_score_codex":0.000349452,"about_ca_system_score_gemma":0.00039685937,"threshold_uncertainty_score":0.9994545},"labels":[],"label_agreement":null},{"id":"W2556358723","doi":"10.1016/j.jedc.2018.01.014","title":"Evaluation of counterparty risk for derivatives with early-exercise features","year":2018,"lang":"en","type":"article","venue":"Journal of Economic Dynamics and Control","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Group for Research in Decision Analysis; HEC Montréal","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Credit risk; Counterparty; Valuation (finance); Credit valuation adjustment; Computer science; Risk analysis (engineering); Actuarial science; Economics; Medicine; Finance","score_opus":0.013320863737379743,"score_gpt":0.2395284746919048,"score_spread":0.22620761095452507,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2556358723","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9552011,0.001244166,0.04163499,0.0001510429,0.00033780228,0.00027313275,0.0004513164,0.0000023248178,0.00070413767],"genre_scores_gemma":[0.9986426,0.0002153175,0.0007112319,0.000008109774,0.0003294448,0.000011090449,0.0000035284013,0.000012269342,0.000066364744],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9990898,0.000014955988,0.00058959797,0.00013607062,0.000046624773,0.00012297218],"domain_scores_gemma":[0.9981355,0.00008597332,0.0012607727,0.00011772785,0.0003478778,0.00005214777],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014974384,0.00009842234,0.00042729496,0.00015703954,0.000112345646,0.000057985275,0.00010043021,0.00006125301,0.00002703652],"category_scores_gemma":[0.00011532796,0.000089021545,0.0001050057,0.000040262934,0.0001557323,0.00022190565,0.000008944003,0.00007692956,0.0000027947576],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0015976344,0.00016975414,0.63943624,0.000031331554,0.0007975397,6.698469e-7,0.0016070817,0.0034633426,0.000032207234,0.2823567,0.00051519147,0.06999232],"study_design_scores_gemma":[0.004699028,0.00086419284,0.6585183,0.000045306322,0.00025006823,0.00000859479,0.00012206752,0.2678474,0.000027586953,0.06657533,0.0008800907,0.00016201749],"about_ca_topic_score_codex":0.000091213566,"about_ca_topic_score_gemma":0.0004189976,"teacher_disagreement_score":0.26438403,"about_ca_system_score_codex":0.0001255799,"about_ca_system_score_gemma":0.00011230575,"threshold_uncertainty_score":0.36301932},"labels":[],"label_agreement":null},{"id":"W2560693798","doi":"10.3390/jrfm10010003","title":"Capital Structure Arbitrage under a Risk-Neutral Calibration","year":2017,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Arbitrage; Calibration; Economics; Econometrics; Monetary economics; Business; Financial economics; Mathematics; Statistics","score_opus":0.011275223239546463,"score_gpt":0.207492194726479,"score_spread":0.19621697148693254,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2560693798","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9345226,0.0011104307,0.061245486,0.00020856905,0.0011323584,0.00013502865,0.00025469155,0.000007932567,0.0013828638],"genre_scores_gemma":[0.9945549,0.0028416615,0.0016811311,0.000023556935,0.000695438,0.000002260679,0.000004296841,0.000014706997,0.00018209814],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9988438,0.000015305424,0.0006369795,0.00021777752,0.00006689132,0.00021922849],"domain_scores_gemma":[0.99803483,0.000024193776,0.0014827913,0.00031330372,0.00004282685,0.00010205216],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00041070057,0.00015679137,0.0003689229,0.00023927062,0.0006879188,0.0002593363,0.00027761236,0.00011335654,0.000040320192],"category_scores_gemma":[0.00017412222,0.00015521594,0.00016725076,0.00007619738,0.00010664097,0.0005398919,0.000092223156,0.00037028815,0.000009111476],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00010303415,0.00009682105,0.2596774,0.00002372222,0.000060557002,0.00006048422,0.0009041355,0.00076217885,0.000006034798,0.6966447,0.0010162728,0.04064464],"study_design_scores_gemma":[0.00074691593,0.00008300806,0.7774862,0.000017004548,0.000043290536,0.000010752752,0.00007803331,0.00025313982,0.000011414259,0.2029766,0.018143253,0.00015038553],"about_ca_topic_score_codex":0.0003136646,"about_ca_topic_score_gemma":0.0002879558,"teacher_disagreement_score":0.5178088,"about_ca_system_score_codex":0.000050499886,"about_ca_system_score_gemma":0.000022413313,"threshold_uncertainty_score":0.6329522},"labels":[],"label_agreement":null},{"id":"W2564899933","doi":"10.1142/s2424786316500286","title":"Modeling liquidation risk with occupation times","year":2016,"lang":"en","type":"article","venue":"International Journal of Financial Engineering","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Wilfrid Laurier University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Bankruptcy; Asset (computer security); Limiting; Volatility (finance); Econometrics; Economics; Default risk; Default; Value (mathematics); Geometric Brownian motion; Financial economics; Actuarial science; Credit risk; Diffusion process; Mathematics; Computer science; Finance; Engineering; Statistics; Economy","score_opus":0.00964478645252879,"score_gpt":0.19840727405364963,"score_spread":0.18876248760112085,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2564899933","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.46894038,0.00013082767,0.52976596,0.00022798023,0.0006736643,0.000027955544,0.000047690148,0.000011270254,0.00017428139],"genre_scores_gemma":[0.99407643,0.00020697073,0.0047832206,0.00000838732,0.00084133295,0.000002871318,0.0000037901598,0.000014296046,0.000062680054],"study_design_codex":"simulation_or_modeling","study_design_gemma":"observational","domain_scores_codex":[0.99912935,0.0000037193781,0.0005351042,0.000113154856,0.00010064744,0.00011804215],"domain_scores_gemma":[0.99921423,0.000039380066,0.0003738421,0.000080509526,0.00024461534,0.00004744622],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00029196896,0.00009271874,0.00017607176,0.0003423139,0.000034841414,0.00003593796,0.00019666045,0.000056922076,0.000056699057],"category_scores_gemma":[0.000570854,0.0000746391,0.00008929036,0.00010984353,0.000013094233,0.00051180966,0.000018506867,0.0001017963,0.000030792242],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0004184406,0.00012365732,0.13160525,0.000009812598,0.00016922517,0.0000419514,0.00047348248,0.42885765,0.00075987366,0.37898093,0.0002960897,0.05826362],"study_design_scores_gemma":[0.00451143,0.00060702144,0.59770143,0.0006275372,0.00004573005,0.00016661412,0.00002047435,0.31977093,0.0016368673,0.02727543,0.046762228,0.00087431335],"about_ca_topic_score_codex":0.00005431415,"about_ca_topic_score_gemma":0.000013965492,"teacher_disagreement_score":0.5251361,"about_ca_system_score_codex":0.0001424758,"about_ca_system_score_gemma":0.000046700454,"threshold_uncertainty_score":0.30436942},"labels":[],"label_agreement":null},{"id":"W2566322345","doi":"10.5430/ijba.v8n1p1","title":"Small Is Beautiful? A Comparison of Major and Minor Credit Rating Agencies Credibility","year":2016,"lang":"en","type":"article","venue":"International Journal of Business Administration","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Credit rating; Reputation; Event study; Bond credit rating; Equity (law); Credibility; Abnormal return; Economics; Business; Stock market; Actuarial science; Monetary economics; Finance; Stock exchange; Credit reference; Credit risk; Law","score_opus":0.0782550588919491,"score_gpt":0.28699510238996584,"score_spread":0.20874004349801673,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2566322345","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9419127,0.00044044972,0.052574567,0.0032948814,0.0010017587,0.00007025442,0.00019570325,0.0000047099606,0.00050498283],"genre_scores_gemma":[0.9970275,0.0000844249,0.002195657,0.000016263952,0.0004929759,0.0000024634328,0.000009166971,0.0000074467616,0.00016407981],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.998533,0.000010322411,0.0010851334,0.00015422092,0.0001219416,0.000095354335],"domain_scores_gemma":[0.99772197,0.00011271241,0.0013025566,0.000108903594,0.0007022149,0.000051656298],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00039304057,0.00009768415,0.000302063,0.00022642038,0.000049423434,0.00006249759,0.0001993921,0.0000723762,0.00014289467],"category_scores_gemma":[0.00068385986,0.000083727624,0.00008669305,0.00013015827,0.00010804788,0.00039339348,0.000034245862,0.000065356806,0.0000064656165],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000369621,0.00039992173,0.8859059,0.000055927525,0.00018243356,0.000015178321,0.0014949988,0.000049430706,0.007530182,0.06662792,0.001229064,0.036139395],"study_design_scores_gemma":[0.00106949,0.00020460576,0.9682314,0.00013899621,0.000021079797,0.00005189192,0.00020084096,0.00085141876,0.007028567,0.016732767,0.005303497,0.00016547105],"about_ca_topic_score_codex":0.00004443725,"about_ca_topic_score_gemma":0.00006474969,"teacher_disagreement_score":0.08232544,"about_ca_system_score_codex":0.00008554663,"about_ca_system_score_gemma":0.00012672824,"threshold_uncertainty_score":0.34143132},"labels":[],"label_agreement":null},{"id":"W2567736354","doi":"10.1016/j.jfineco.2017.01.002","title":"The term structure of credit spreads, firm fundamentals, and expected stock returns","year":2017,"lang":"en","type":"article","venue":"Journal of Financial Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":58,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Predictability; Credit rating; Stock (firearms); iTraxx; Equity (law); Credit risk; Market liquidity; Credit default swap index; Monetary economics; Earnings; Business; Economics; Financial system; Financial economics; Credit valuation adjustment; Finance; Credit reference","score_opus":0.02259320248748906,"score_gpt":0.23452746344213565,"score_spread":0.2119342609546466,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2567736354","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.99346185,0.0021912702,0.00015488788,0.0006498446,0.0019704758,0.00013411659,0.0003913314,0.0000039642173,0.0010422713],"genre_scores_gemma":[0.9959836,0.0022891224,0.00048172375,0.000018191211,0.0009861328,0.0000015482661,0.0000040680948,0.00001898458,0.0002166333],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99837035,0.000009082951,0.0011468484,0.00019511687,0.000039275208,0.00023931848],"domain_scores_gemma":[0.9963753,0.00008947145,0.002837466,0.0004946799,0.0000968284,0.00010622827],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00036671566,0.00016629073,0.00056868687,0.00013756892,0.0006398081,0.00023022742,0.00057213625,0.00016517573,0.000044581702],"category_scores_gemma":[0.00061357196,0.00015094344,0.00020190152,0.00004516234,0.0002996446,0.0004892618,0.00012265505,0.0002755988,0.000004339067],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0003668331,0.00012204382,0.6628166,0.000042471864,0.00014409113,0.0000120447,0.0013634483,0.000114692906,0.00041631705,0.29243022,0.005411949,0.036759328],"study_design_scores_gemma":[0.0007786042,0.00017451818,0.9068976,0.000028555967,0.000016186328,0.000033862747,0.000051546685,0.00015741464,0.00024839854,0.03721671,0.054227125,0.0001694745],"about_ca_topic_score_codex":0.000092205955,"about_ca_topic_score_gemma":0.00044663344,"teacher_disagreement_score":0.2552135,"about_ca_system_score_codex":0.00011371295,"about_ca_system_score_gemma":0.00013305862,"threshold_uncertainty_score":0.6155295},"labels":[],"label_agreement":null},{"id":"W2575899615","doi":"10.2139/ssrn.613321","title":"Auditor Choice and the Pricing of Initial Public Debt Issues","year":2004,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Memorial University of Newfoundland; University of Waterloo","funders":"","keywords":"Debt; Audit; Business; Accounting; Economics; Financial economics; Finance","score_opus":0.016464632968875948,"score_gpt":0.25383097201921684,"score_spread":0.23736633905034088,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2575899615","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9422992,0.02302545,0.022530824,0.008350091,0.0006153299,0.00015270013,0.00001184101,0.000015015541,0.0029995677],"genre_scores_gemma":[0.99220616,0.006326469,0.00010553336,0.000023401757,0.0010402636,0.000003881018,0.0000015163204,0.0000114398545,0.00028133846],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9986786,0.0000139422045,0.0004119584,0.00012843813,0.000046376903,0.00072064286],"domain_scores_gemma":[0.99939674,0.000063238054,0.0003298567,0.00012301798,0.000045502078,0.000041637624],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001257144,0.00008609852,0.00023920987,0.00013787989,0.0002475334,0.00006478496,0.00017196946,0.00005710777,0.000018809827],"category_scores_gemma":[0.0003693865,0.00007040152,0.00009210151,0.00019542633,0.00014177621,0.00022666783,0.000030567273,0.00058055954,0.000016804122],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000013111923,0.000023869788,0.010772417,0.000002409866,0.00004196702,2.163803e-7,0.00027557695,0.00004098078,0.0000049164114,0.9845805,0.000029315584,0.004214694],"study_design_scores_gemma":[0.0018848452,0.00010228924,0.04042014,0.000009405453,0.0000099580275,0.000057690693,0.00026619073,0.00008002409,0.00002011475,0.9406256,0.016419003,0.00010471006],"about_ca_topic_score_codex":0.0005747172,"about_ca_topic_score_gemma":0.001010846,"teacher_disagreement_score":0.049906977,"about_ca_system_score_codex":0.00025907808,"about_ca_system_score_gemma":0.00037899523,"threshold_uncertainty_score":0.28708905},"labels":[],"label_agreement":null},{"id":"W2580048456","doi":"10.22495/rgcv2i2art3","title":"The role of operating cash flow in credit rating: Investment-grade firms vs. speculative grade firms","year":2012,"lang":"en","type":"article","venue":"Risk Governance and Control Financial Markets & Institutions","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University; Dalhousie University","funders":"","keywords":"Credit rating; Bond credit rating; Cash flow; Operating cash flow; Business; Investment (military); Issuer; Actuarial science; Economics; Monetary economics; Finance; Credit reference; Credit risk","score_opus":0.013752486134152449,"score_gpt":0.21758038795033816,"score_spread":0.2038279018161857,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2580048456","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9526034,0.028668607,0.0036844711,0.0007787307,0.0012729049,0.0009259867,0.0016188115,0.000038328766,0.010408747],"genre_scores_gemma":[0.9942394,0.0040176576,0.0005948563,0.00009280161,0.0006564977,0.0001616805,0.000020147083,0.00002053889,0.00019645531],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99775636,0.00007095731,0.0009983307,0.0004013061,0.0001318926,0.0006411557],"domain_scores_gemma":[0.9983332,0.00030128093,0.0007683741,0.0003871626,0.00006218746,0.00014780558],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0009215817,0.0002941022,0.00059049943,0.00010346571,0.00094050495,0.000091927664,0.0002701088,0.0001880896,0.000029976496],"category_scores_gemma":[0.001727063,0.00027214797,0.0001886254,0.0004904761,0.00040831286,0.00069640944,0.00008899804,0.00041705632,0.000025212088],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000058401558,0.0001576491,0.43863052,0.0000079634465,0.000027539563,0.0000021754868,0.0006440889,0.000517201,0.000038208513,0.55332816,0.00033082065,0.0062572877],"study_design_scores_gemma":[0.0013192823,0.000055501296,0.79894143,0.000053230127,0.00002420868,0.0000049863784,0.00008485301,0.008176937,0.00005316672,0.013890557,0.17711878,0.0002770839],"about_ca_topic_score_codex":0.0023377358,"about_ca_topic_score_gemma":0.0021777814,"teacher_disagreement_score":0.5394376,"about_ca_system_score_codex":0.00018236348,"about_ca_system_score_gemma":0.00018390428,"threshold_uncertainty_score":0.99997306},"labels":[],"label_agreement":null},{"id":"W2582917979","doi":"10.2139/ssrn.2361686","title":"Asset Volatility","year":2013,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":10,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Acadian Seaplants (Canada)","funders":"","keywords":"Business; Economics; Financial economics; Financial system","score_opus":0.012594177731008677,"score_gpt":0.2021166382081903,"score_spread":0.18952246047718163,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2582917979","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9360376,0.0038234582,0.04259528,0.0015671399,0.0004703642,0.000154086,0.000017746368,0.000033947854,0.015300394],"genre_scores_gemma":[0.99416965,0.0010484788,0.00016335872,0.000028393157,0.0003754405,0.000010077213,0.0000058706646,0.000014542527,0.004184165],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9980515,0.000010363643,0.00042609283,0.00018112741,0.000038011945,0.0012928592],"domain_scores_gemma":[0.9994442,0.000021925658,0.00022018353,0.00018532592,0.000050114286,0.00007828222],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.00092749426,0.00010122479,0.00019945264,0.00012689694,0.00020749214,0.000096428616,0.00019526,0.000076634016,0.0006832234],"category_scores_gemma":[0.00011931487,0.00010719332,0.00012797718,0.00017512158,0.000034090295,0.00037884357,0.000023192682,0.00085373386,0.0013727086],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000027036162,0.000034460012,0.14620219,0.0000010596194,0.000028262664,2.4454084e-7,0.000050572085,0.000007220986,0.000008210996,0.8426432,0.0011194018,0.009902486],"study_design_scores_gemma":[0.00019114088,0.00005378568,0.23876226,0.0000016020747,0.0000022922757,0.000028344139,0.00009094799,0.00090508326,0.000002456719,0.7361322,0.023723887,0.000105977386],"about_ca_topic_score_codex":0.0004804909,"about_ca_topic_score_gemma":0.00035834138,"teacher_disagreement_score":0.10651096,"about_ca_system_score_codex":0.00049692934,"about_ca_system_score_gemma":0.00026717407,"threshold_uncertainty_score":0.99940485},"labels":[],"label_agreement":null},{"id":"W2586040295","doi":"10.2139/ssrn.2905225","title":"Using Annual Report Sentiment as a Proxy for Financial Distress in U.S. Banks","year":2017,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":23,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of New Brunswick","funders":"","keywords":"Proxy (statistics); Financial distress; Distress; Business; Financial system; Psychology; Computer science; Clinical psychology","score_opus":0.02584066087373033,"score_gpt":0.2862467067277027,"score_spread":0.26040604585397237,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2586040295","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9581476,0.0014504729,0.036114853,0.0007728717,0.00088093133,0.00037547716,0.00014237814,0.000011169656,0.0021042484],"genre_scores_gemma":[0.99581814,0.00044220404,0.00041655905,0.000009940134,0.00074145396,0.000023987599,0.000016175358,0.000022629683,0.0025088957],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9976456,0.0000073324177,0.0006546458,0.00030795825,0.000056843583,0.0013276272],"domain_scores_gemma":[0.99871325,0.000015689131,0.0007969446,0.00034647845,0.00006206199,0.00006554931],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015101745,0.0001424798,0.00031697124,0.00017509783,0.0006795716,0.00016251142,0.00031737206,0.000117316195,0.000019494044],"category_scores_gemma":[0.00056858436,0.00016347761,0.00018162151,0.000073535564,0.000061539904,0.00040336963,0.000056237717,0.00063250976,0.000019528052],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00007869829,0.00014125052,0.21757135,0.000008208175,0.00003872499,0.000038041107,0.00023826348,0.00015254815,0.00001296818,0.7698545,0.00013038883,0.011735089],"study_design_scores_gemma":[0.0014272686,0.00017974574,0.24761954,0.00003307058,0.000014231853,0.0005002504,0.0001469198,0.002007563,0.000025055837,0.71680677,0.030918261,0.00032132762],"about_ca_topic_score_codex":0.0007688637,"about_ca_topic_score_gemma":0.0014591468,"teacher_disagreement_score":0.05304771,"about_ca_system_score_codex":0.00086450606,"about_ca_system_score_gemma":0.00090432767,"threshold_uncertainty_score":0.66664237},"labels":[],"label_agreement":null},{"id":"W2587329044","doi":"10.5539/ibr.v10n3p91","title":"Excessive Debt or Excess Savings -- Transition Countries Sovereign Bond Spread Assessment","year":2017,"lang":"en","type":"article","venue":"International Business Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Economics; Market liquidity; Monetary economics; Bond; Debt; Financial system; International economics; Business; Finance","score_opus":0.09946802057582842,"score_gpt":0.37872711407055043,"score_spread":0.279259093494722,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2587329044","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.67361087,0.00043961394,0.037749924,0.022832032,0.002966303,0.00065555255,0.001517293,0.00007085006,0.2601576],"genre_scores_gemma":[0.9932657,0.00067543035,0.0006147486,0.00004303055,0.00084160705,0.00009139493,0.00012468474,0.000026020985,0.0043173796],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99832046,0.000017476026,0.00048953557,0.0004625764,0.00033830162,0.00037164148],"domain_scores_gemma":[0.99796635,0.0001780796,0.00033348598,0.0005139887,0.000924223,0.00008388592],"candidate_categories":["scholarly_communication","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0009362968,0.00014794788,0.00028188073,0.00044968753,0.0010092359,0.001042321,0.0009372627,0.00013128533,0.001658649],"category_scores_gemma":[0.00082958397,0.00014883565,0.000076283,0.00022080082,0.0003713588,0.0011973195,0.00019663971,0.00028850854,0.00041832204],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00030862459,0.00027507564,0.15239784,0.000065223256,0.00010277007,0.000091658745,0.0006234875,0.0002410421,0.00008844783,0.8326727,0.008255813,0.0048773135],"study_design_scores_gemma":[0.0006660696,0.00003035923,0.85784334,0.000076596516,0.000003042881,0.000008921826,0.000073654664,0.0015335676,0.000063300955,0.085513406,0.053994954,0.00019278136],"about_ca_topic_score_codex":0.002434024,"about_ca_topic_score_gemma":0.00042905178,"teacher_disagreement_score":0.7471593,"about_ca_system_score_codex":0.00032890352,"about_ca_system_score_gemma":0.00020985195,"threshold_uncertainty_score":0.9999947},"labels":[],"label_agreement":null},{"id":"W2592072115","doi":"10.3386/w27639","title":"Interest Rate Uncertainty and Sovereign Default Risk","year":2020,"lang":"en","type":"report","venue":"National Bureau of Economic Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":17,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McMaster University; Western University","funders":"","keywords":"Interest rate; Sovereign default; Economics; Volatility (finance); Treasury; Monetary economics; Econometrics; Emerging markets; Sovereignty; Panel data; Financial economics; Macroeconomics; Geography","score_opus":0.4268397605469996,"score_gpt":0.4608288625902627,"score_spread":0.03398910204326305,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2592072115","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.04233416,0.004450758,0.00010214505,0.0015178372,0.001244388,0.00082402176,0.00528474,0.000036132715,0.9442058],"genre_scores_gemma":[0.98391646,0.009276164,0.0001576137,0.00001192692,0.0014890793,0.0000722719,0.0007235403,0.000059237118,0.004293697],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99707806,0.00009002442,0.001311019,0.0008567056,0.00025291275,0.0004112682],"domain_scores_gemma":[0.9967803,0.00096283783,0.00097113324,0.0003514409,0.00074278144,0.0001915565],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.005375812,0.00026960607,0.00087384094,0.00088981073,0.00023238541,0.0001292297,0.00045928,0.00047853208,0.00059517473],"category_scores_gemma":[0.0048699058,0.00031988,0.00025106952,0.00026848668,0.00039563698,0.00019424333,0.000299301,0.0010459349,0.00067743094],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000051713945,0.000040390907,0.010249248,0.00009801612,0.00015763406,0.0000020829893,0.00007434581,0.000465367,0.0000048174134,0.9425088,0.044890177,0.001457398],"study_design_scores_gemma":[0.00045189654,0.0001117259,0.027519587,0.000055370936,0.000011180022,0.0000064433725,0.000037849302,0.0036058533,0.000013123006,0.81299585,0.154892,0.00029910167],"about_ca_topic_score_codex":0.0053147217,"about_ca_topic_score_gemma":0.000961603,"teacher_disagreement_score":0.9415823,"about_ca_system_score_codex":0.0013097572,"about_ca_system_score_gemma":0.0014507294,"threshold_uncertainty_score":0.9999253},"labels":[],"label_agreement":null},{"id":"W2596859739","doi":"10.2139/ssrn.2881063","title":"Does Expected Bond Liquidity Affect Financial Contracts","year":2016,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Concordia University","funders":"","keywords":"Affect (linguistics); Bond; Business; Market liquidity; Financial system; Finance; Monetary economics; Economics; Psychology","score_opus":0.011380319886378278,"score_gpt":0.2134822185305281,"score_spread":0.20210189864414982,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2596859739","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.94879806,0.0029652277,0.041619603,0.0026180716,0.001597409,0.00018379615,0.000086273336,0.00006336853,0.0020681778],"genre_scores_gemma":[0.990265,0.0043542515,0.00008164463,0.000033872035,0.0014564883,0.0000132856685,0.000003798649,0.000028213988,0.0037634189],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9970991,0.000022818085,0.0005866318,0.00033492668,0.00007216301,0.0018843673],"domain_scores_gemma":[0.9990167,0.000106045074,0.00042724822,0.00025443826,0.00006634892,0.00012919697],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013074391,0.00019634324,0.00038454556,0.00021664449,0.00031934015,0.00006760624,0.00027509223,0.00016426359,0.00018255775],"category_scores_gemma":[0.00074889633,0.00012353426,0.00023646143,0.00020813812,0.000083431114,0.00041185442,0.000035816796,0.00070961757,0.00033893465],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00008894308,0.000094861425,0.03457803,0.0000021777396,0.000052989017,0.0000056524323,0.000100158424,0.0000025285055,0.00038370024,0.94480413,0.001184236,0.018702565],"study_design_scores_gemma":[0.0014574848,0.00030297873,0.15223399,0.000025117142,0.000011768177,0.00006513403,0.000059798174,0.000014459205,0.00031064666,0.7719709,0.073195554,0.00035214328],"about_ca_topic_score_codex":0.00009396983,"about_ca_topic_score_gemma":0.0010587637,"teacher_disagreement_score":0.17283322,"about_ca_system_score_codex":0.000879253,"about_ca_system_score_gemma":0.0007176013,"threshold_uncertainty_score":0.5037581},"labels":[],"label_agreement":null},{"id":"W2598497522","doi":"10.1007/s10479-018-2829-8","title":"NORTA for portfolio credit risk","year":2018,"lang":"en","type":"article","venue":"Annals of Operations Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal; Group for Research in Decision Analysis; Brock University","funders":"Canadian Network for Research and Innovation in Machining Technology, Natural Sciences and Engineering Research Council of Canada","keywords":"Credit risk; Multivariate normal distribution; Econometrics; Mathematics; Marginal distribution; Monte Carlo method; Portfolio; Inverse; Multivariate statistics; Computer science; Applied mathematics; Statistics; Random variable; Economics; Actuarial science; Finance","score_opus":0.34951970351562434,"score_gpt":0.4431592246527254,"score_spread":0.09363952113710106,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2598497522","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9311044,0.00093606947,0.020955725,0.0029251943,0.00042643648,0.00071598374,0.0016693972,0.000023570032,0.04124323],"genre_scores_gemma":[0.99087805,0.00064034434,0.002059965,0.000025709824,0.00087091676,0.00011360003,0.00006513386,0.000016800292,0.005329465],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99878335,0.00002259249,0.0004971969,0.0002753044,0.000084683954,0.00033687986],"domain_scores_gemma":[0.9983375,0.00012069834,0.00007002247,0.00040524226,0.000981825,0.000084675965],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018011685,0.00007270763,0.00020726585,0.00046941408,0.00060623686,0.00007841775,0.0002480666,0.00008355803,0.0007300178],"category_scores_gemma":[0.0015701682,0.00008140281,0.000109164066,0.0005913627,0.00028223539,0.00023036248,0.00005762146,0.00013874554,0.00042431158],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000040956522,0.00018316957,0.038004663,0.000012267591,0.000045760193,4.720845e-7,0.0005359502,0.00032949744,0.00007304529,0.8395789,0.116024755,0.0051705507],"study_design_scores_gemma":[0.00043391204,0.00071349123,0.24743094,0.000014814249,0.000004104109,0.0000010906572,0.0001279236,0.020531489,0.0022265108,0.06345465,0.66484094,0.00022012736],"about_ca_topic_score_codex":0.0013574515,"about_ca_topic_score_gemma":0.000795286,"teacher_disagreement_score":0.77612424,"about_ca_system_score_codex":0.000015665819,"about_ca_system_score_gemma":0.00009326323,"threshold_uncertainty_score":0.79931825},"labels":[],"label_agreement":null},{"id":"W2602344191","doi":"","title":"Do Credit Rating Agencies Inflate Their Ratings? A Review","year":2017,"lang":"en","type":"review","venue":"Journal of financial transformation","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"York University","funders":"","keywords":"Credit rating; Affect (linguistics); Bond credit rating; Incentive; Inflation (cosmology); Quality (philosophy); Competition (biology); Actuarial science; Business; Accounting; Credit enhancement; Credit reference; Economics; Credit risk; Psychology; Microeconomics","score_opus":0.16767030427887178,"score_gpt":0.338944711338298,"score_spread":0.17127440705942623,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2602344191","genre_codex":"review","genre_gemma":"review","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"review","genre_consensus":"review","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00005437688,0.98637986,0.0046733217,0.00014204685,0.0016871867,0.0007636519,0.000329055,0.000017159107,0.0059533548],"genre_scores_gemma":[0.00020543658,0.9975032,0.0004010172,0.000033541743,0.0015751615,0.000037947655,0.000063924046,0.000043111173,0.00013664342],"study_design_codex":"design_other","study_design_gemma":"not_applicable","domain_scores_codex":[0.9952296,0.000057633373,0.003961709,0.0002539619,0.00015180813,0.00034527283],"domain_scores_gemma":[0.99208397,0.00011649763,0.006964456,0.00045040424,0.00026310625,0.00012159635],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0025838239,0.00046050298,0.0030935917,0.0005855693,0.0004773448,0.00025521146,0.00070656626,0.000423144,0.00010057756],"category_scores_gemma":[0.0014645401,0.0004021576,0.0015846613,0.00037571887,0.00008266174,0.0014331463,0.00003188229,0.0008427622,0.00013287246],"study_design_candidate":"design_other","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000056228737,0.000027134636,0.0000138496935,0.013321078,0.00005361138,0.00000817295,0.00070808624,0.0000047110857,1.1190771e-7,0.0152637325,0.0021873943,0.9684065],"study_design_scores_gemma":[0.00027856033,0.000104423205,0.00023617235,0.034474578,0.00019430854,0.00010221714,0.000013288522,0.000021749473,6.205362e-7,0.0025331602,0.9616628,0.00037810614],"about_ca_topic_score_codex":0.000012160283,"about_ca_topic_score_gemma":0.000009984487,"teacher_disagreement_score":0.96802837,"about_ca_system_score_codex":0.00029634632,"about_ca_system_score_gemma":0.0006488639,"threshold_uncertainty_score":0.999843},"labels":[],"label_agreement":null},{"id":"W2603195736","doi":"10.2139/ssrn.2891425","title":"What's in a Debt? Rating Agency Methodologies and Firms’ Financing and Investment Decisions","year":2016,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University","funders":"","keywords":"Leverage (statistics); Business; Computer science; Artificial intelligence","score_opus":0.05412004938915525,"score_gpt":0.2771529855399956,"score_spread":0.22303293615084036,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2603195736","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9064479,0.03156955,0.05973161,0.0016025186,0.000259973,0.000099888784,0.000005816953,0.000010787109,0.00027198257],"genre_scores_gemma":[0.92458534,0.07168146,0.0031450894,0.000039744486,0.00008647762,0.00000982473,5.714658e-7,0.0000120656805,0.00043940105],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99829495,0.00003637489,0.0004845194,0.00025370865,0.000034712855,0.00089575595],"domain_scores_gemma":[0.99921584,0.00035956968,0.00022186078,0.00012300756,0.000017683913,0.000062007704],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022528141,0.00011921805,0.00026685506,0.00025622876,0.00020601138,0.000116025185,0.00010186512,0.000078878744,0.000012069579],"category_scores_gemma":[0.001223425,0.00009656739,0.000050531107,0.00017047807,0.00006653472,0.00067506573,0.00006482192,0.00039682642,0.000009503576],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000011492143,0.000013216374,0.0367241,0.0000017324925,0.000015574788,0.000002666297,0.00050235784,0.000014922839,0.00006439703,0.713661,0.000019333855,0.24896918],"study_design_scores_gemma":[0.0005024713,0.000097513956,0.16424529,0.000066146444,0.0000036775625,0.00007409307,0.00059388,0.00016598278,0.0000140980155,0.8326913,0.0014210336,0.00012447702],"about_ca_topic_score_codex":0.000078560304,"about_ca_topic_score_gemma":0.0014065622,"teacher_disagreement_score":0.2488447,"about_ca_system_score_codex":0.00035097715,"about_ca_system_score_gemma":0.00022165029,"threshold_uncertainty_score":0.3937904},"labels":[],"label_agreement":null},{"id":"W2607698377","doi":"10.12735/jfe.v5n1p09","title":"Determinants of Credit Default Swap Spreads: A Four-Market Panel Data Analysis","year":2017,"lang":"en","type":"article","venue":"Journal of Finance & Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Credit default swap; Panel data; iTraxx; Credit default swap index; Business; Credit derivative; Panel analysis; Econometrics; Credit risk; Financial system; Economics; Financial economics; Credit valuation adjustment; Actuarial science","score_opus":0.10796554625602481,"score_gpt":0.28839507317719326,"score_spread":0.18042952692116845,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2607698377","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9868878,0.001181515,0.0037122394,0.00029857561,0.0013225842,0.00011983825,0.0014233487,0.0000058600667,0.0050482093],"genre_scores_gemma":[0.9899289,0.00404204,0.0044971807,0.000019240935,0.0006498101,0.0000031635473,0.000016641197,0.000029242568,0.0008137973],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99700314,0.000014931787,0.0020914695,0.00046526783,0.000061389044,0.00036379733],"domain_scores_gemma":[0.99148655,0.0001289753,0.005907504,0.0021933713,0.00016475184,0.00011882771],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0015806434,0.00023599283,0.0013935139,0.0005689535,0.00030957436,0.0001939154,0.0021996805,0.00019591795,0.00015115239],"category_scores_gemma":[0.0010073094,0.00027366774,0.000525067,0.00020006896,0.00022481276,0.0015038573,0.0003669194,0.0002648785,0.000039031504],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00013163417,0.00016218882,0.9653901,0.000028385117,0.0004043842,0.00003076359,0.00018448122,0.0017905158,0.0000056250665,0.00946789,0.0038534473,0.018550573],"study_design_scores_gemma":[0.0007740662,0.00011314108,0.9012208,0.000044555352,0.00020135606,0.00003273711,0.000031525044,0.02865584,0.000045368077,0.010787057,0.057806015,0.00028754998],"about_ca_topic_score_codex":0.0004565126,"about_ca_topic_score_gemma":0.00088885357,"teacher_disagreement_score":0.06416932,"about_ca_system_score_codex":0.00012545023,"about_ca_system_score_gemma":0.00016895494,"threshold_uncertainty_score":0.99997157},"labels":[],"label_agreement":null},{"id":"W2608088582","doi":"","title":"A Partial Di¤erential Equation for Credit Derivatives Pricing","year":2006,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Context (archaeology); Economics; Credit derivative; Mathematics; Business; Financial system; Credit history; Geology","score_opus":0.044796719188042,"score_gpt":0.23814151748680876,"score_spread":0.19334479829876677,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2608088582","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.22662678,0.00013749205,0.7590046,0.0003387605,0.00049765315,0.00024146558,0.000079184196,0.000049748585,0.013024344],"genre_scores_gemma":[0.992183,0.0000079620395,0.004570065,0.000011262843,0.0012050361,0.00007297883,0.0001063702,0.0000143706975,0.0018289055],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99910253,0.0000034025106,0.0004216956,0.00023931862,0.000025941372,0.00020709632],"domain_scores_gemma":[0.99956965,0.000062116,0.00017845245,0.00012802424,0.000033958844,0.000027788585],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00015811787,0.00009096013,0.00018189526,0.000117290496,0.00016969998,0.00006465641,0.000076079865,0.00006547542,0.00019308749],"category_scores_gemma":[0.00010647504,0.000102967424,0.00010273077,0.00014918689,0.000032811742,0.00020343447,0.000019329273,0.00003936592,0.00008314646],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000139914855,0.00005784069,0.03895346,0.0000063975294,0.000007680265,1.4290531e-7,0.00008603879,0.0007376978,0.00008550997,0.95595354,0.0023899216,0.0017077675],"study_design_scores_gemma":[0.0010850076,0.00010390803,0.5444719,0.000007981613,0.000010808913,7.01889e-7,0.000045606346,0.07467466,0.0014716024,0.21307051,0.16469821,0.00035905614],"about_ca_topic_score_codex":0.0004000777,"about_ca_topic_score_gemma":0.000077594465,"teacher_disagreement_score":0.7655563,"about_ca_system_score_codex":0.00004393146,"about_ca_system_score_gemma":0.0000149607395,"threshold_uncertainty_score":0.41988897},"labels":[],"label_agreement":null},{"id":"W2612209245","doi":"10.2139/ssrn.2966413","title":"Bank Rating Gaps as Proxies for Systemic Risk","year":2017,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Alberta","funders":"","keywords":"Systemic risk; Business; Economics; Financial crisis","score_opus":0.016678536096192898,"score_gpt":0.24375326671712902,"score_spread":0.2270747306209361,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2612209245","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9224528,0.0113688195,0.0587452,0.0011623972,0.00078147306,0.0004153246,0.000053379597,0.000032421107,0.004988155],"genre_scores_gemma":[0.98860824,0.005866025,0.00028730262,0.0000088049455,0.0010031764,0.00003456643,0.0000048726133,0.000027732432,0.004159255],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9979211,0.000011712507,0.0005147643,0.0002400523,0.000043162043,0.0012692066],"domain_scores_gemma":[0.9983804,0.000049865346,0.0010845986,0.0003522354,0.00007054238,0.00006234702],"candidate_categories":["sts"],"consensus_categories":[],"category_scores_codex":[0.0020856387,0.00013443288,0.00029797212,0.00012597004,0.0017028318,0.00031908826,0.00040970417,0.000096218806,0.000024526049],"category_scores_gemma":[0.00090879627,0.00014219017,0.00020685447,0.000047460424,0.000055436907,0.0003754227,0.000032269065,0.0007264315,0.00013645257],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000026038764,0.000021163363,0.06984677,0.000010333758,0.000072418436,9.2761803e-7,0.00016739001,0.000045241224,0.000021197427,0.9205566,0.00020963207,0.009022283],"study_design_scores_gemma":[0.0009031872,0.00023053924,0.028923456,0.000034516375,0.000021506725,0.00027900818,0.00040149252,0.000814013,0.000035966277,0.9506734,0.017440362,0.00024256647],"about_ca_topic_score_codex":0.00030709588,"about_ca_topic_score_gemma":0.00048711264,"teacher_disagreement_score":0.06615543,"about_ca_system_score_codex":0.00048669946,"about_ca_system_score_gemma":0.0004930776,"threshold_uncertainty_score":0.99959683},"labels":[],"label_agreement":null},{"id":"W2612233487","doi":"","title":"Credit Migration and Derivatives Pricing Using Copulas","year":2005,"lang":"en","type":"article","venue":"Les Cahiers du GERAD","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"HEC Montréal","funders":"","keywords":"Copula (linguistics); Credit risk; Univariate; Credit derivative; Econometrics; Portfolio; Markov chain; Credit spread (options); Actuarial science; Economics; Multivariate statistics; Financial economics; Mathematics; Statistics","score_opus":0.023572636302335942,"score_gpt":0.21728482571343927,"score_spread":0.19371218941110332,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2612233487","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.94973147,0.0014130085,0.045977797,0.00093211257,0.00018862737,0.00010083007,0.000026624217,0.000033932818,0.0015955806],"genre_scores_gemma":[0.981464,0.00027949444,0.017246932,0.000060919418,0.0005796906,0.0000055580517,0.000013648199,0.000015087929,0.00033462993],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99927145,0.0000073886426,0.0003004585,0.00022728943,0.000026855208,0.00016655381],"domain_scores_gemma":[0.99961,0.000036917474,0.00015891268,0.000121084864,0.000020329799,0.0000527303],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0001400882,0.00010364426,0.00018821078,0.00015239402,0.00030748523,0.00006675725,0.000059124264,0.000103215876,0.000046947232],"category_scores_gemma":[0.000101219965,0.00012388821,0.000046469737,0.00016459727,0.000113551934,0.00028420787,0.000017370014,0.00011127944,0.000026025904],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00001115481,0.00004004134,0.3671006,0.000013779703,0.000022935028,0.0000020135105,0.0044392287,0.00060636067,0.00040996476,0.61422133,0.00049201574,0.012640592],"study_design_scores_gemma":[0.00054956076,0.000043706303,0.7600388,0.000017442037,0.000012022927,0.000015002624,0.00024481842,0.03501417,0.0003628768,0.0299397,0.17337798,0.00038392883],"about_ca_topic_score_codex":0.00039427,"about_ca_topic_score_gemma":0.00019485092,"teacher_disagreement_score":0.5842816,"about_ca_system_score_codex":0.00012448613,"about_ca_system_score_gemma":0.000010906753,"threshold_uncertainty_score":0.50520146},"labels":[],"label_agreement":null},{"id":"W2619686423","doi":"10.2139/ssrn.2772370","title":"Firm-Specific Credit Risk Estimation in the Presence of Regimes and Noisy Prices","year":2016,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université du Québec à Montréal; Simon Fraser University","funders":"","keywords":"Estimation; Credit risk; Econometrics; Economics; Monetary economics; Business; Financial economics; Financial system; Actuarial science","score_opus":0.012802400540746448,"score_gpt":0.21460370301767284,"score_spread":0.2018013024769264,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2619686423","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9282467,0.01395337,0.05472105,0.0017174408,0.00015592926,0.00012416675,0.000024983945,0.000006035777,0.0010503314],"genre_scores_gemma":[0.9701958,0.029120138,0.00024568386,0.0000033137242,0.00013640143,0.000005596559,9.105635e-7,0.0000067048773,0.0002854886],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99885225,0.000023727416,0.00039071686,0.00015000132,0.00005285449,0.000530461],"domain_scores_gemma":[0.9991913,0.0001838103,0.0004161238,0.00016097646,0.000025400643,0.000022376895],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016912405,0.00007675709,0.00016157726,0.00015520795,0.00011965308,0.0000400487,0.00020318144,0.000051523763,0.000019386307],"category_scores_gemma":[0.00026188797,0.000051494168,0.000050937557,0.00019271909,0.0000807557,0.0002825694,0.000018492583,0.0003547678,0.000016333386],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000020679625,0.000034348643,0.10457093,0.0000026070522,0.000015733849,4.97962e-7,0.0004929203,0.00005244078,0.000015251697,0.84793866,0.00023702208,0.0466189],"study_design_scores_gemma":[0.00039394604,0.00011170618,0.33718702,0.000019210971,0.0000040593522,0.000030892126,0.00023510095,0.0004338052,0.000010462148,0.6499991,0.011494844,0.00007988661],"about_ca_topic_score_codex":0.0001244235,"about_ca_topic_score_gemma":0.00022655462,"teacher_disagreement_score":0.2326161,"about_ca_system_score_codex":0.00013804679,"about_ca_system_score_gemma":0.00011285762,"threshold_uncertainty_score":0.20998712},"labels":[],"label_agreement":null},{"id":"W2620189500","doi":"","title":"Cutting EdgE Sovereign Credit Risk in a Hidden Markov Regime- Switching Framework. Part 2","year":2013,"lang":"en","type":"article","venue":"City Research Online (City University London)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"","funders":"BNP Paribas Cardif; Universität Zürich; Wharton School, University of Pennsylvania; University of Pennsylvania; York University; Banco Bilbao Vizcaya Argentaria","keywords":"Markov chain; Econometrics; Credit risk; Transformation (genetics); Economics; Sovereignty; Actuarial science; Enhanced Data Rates for GSM Evolution; Markov process; Computer science; Mathematics; Statistics; Artificial intelligence; Machine learning","score_opus":0.06419724358326385,"score_gpt":0.28076179425979425,"score_spread":0.2165645506765304,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2620189500","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9739253,0.0003406722,0.004654068,0.0019488012,0.0003154671,0.0006645339,0.00078716973,0.000091617934,0.017272348],"genre_scores_gemma":[0.98486954,0.001600034,0.0077907885,0.00003604658,0.00082193123,0.000006878314,0.00013476834,0.000035409237,0.0047046035],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9970971,0.00019843504,0.00058758643,0.0008538194,0.00025060654,0.0010124878],"domain_scores_gemma":[0.9974999,0.0007430275,0.00032991456,0.00078567775,0.00028854184,0.00035294794],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.00200501,0.00025379486,0.00057536043,0.001072088,0.00083348044,0.00020115383,0.0008799158,0.0004017465,0.0012029042],"category_scores_gemma":[0.0028415779,0.0003341811,0.00022701362,0.0016477018,0.00027116205,0.0010748092,0.0006722121,0.0021131206,0.00046735324],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00010592102,0.0005441169,0.8349262,0.000039703216,0.000053695712,0.00005383955,0.00071207655,0.00004648563,0.000010602597,0.13458335,0.009751283,0.01917272],"study_design_scores_gemma":[0.0011773752,0.000112596244,0.77215534,0.00012651275,0.000009324759,0.0000036263154,0.0008021634,0.010294781,0.00001165727,0.1181645,0.096653506,0.0004885929],"about_ca_topic_score_codex":0.015348532,"about_ca_topic_score_gemma":0.0025478688,"teacher_disagreement_score":0.08690222,"about_ca_system_score_codex":0.0007265617,"about_ca_system_score_gemma":0.00017979046,"threshold_uncertainty_score":0.999911},"labels":[],"label_agreement":null},{"id":"W2624789780","doi":"10.2139/ssrn.2985004","title":"Understanding the Behavior of Distressed Stocks","year":2017,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":17,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Alberta","funders":"","keywords":"Business; Psychology; Economics","score_opus":0.08081989334775917,"score_gpt":0.26170876793217085,"score_spread":0.18088887458441166,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2624789780","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.82130283,0.0026336927,0.16181292,0.0014678172,0.00074319745,0.00024083577,0.000060832364,0.000011294572,0.011726566],"genre_scores_gemma":[0.99762684,0.0011518701,0.000018653618,0.0000032375574,0.00020613926,0.000008978,0.0000017679723,0.000010738812,0.00097178045],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9988325,0.0000067281185,0.0003209318,0.00011112396,0.000041843603,0.00068682083],"domain_scores_gemma":[0.99897754,0.000023940658,0.000607716,0.00033837353,0.000021312695,0.00003111534],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00087921595,0.000074336,0.00016905698,0.0000658436,0.0008784439,0.00010822078,0.00043632346,0.0000495782,0.00004095267],"category_scores_gemma":[0.00012724233,0.0000624281,0.00012741835,0.000045889417,0.0001287013,0.0001756644,0.00003913669,0.0005723567,0.000016637727],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000071854274,0.000026221207,0.13463806,9.945331e-7,0.000024732943,5.4102367e-7,0.00008232094,0.0000148018635,0.000010239655,0.8632563,0.000046646634,0.001891987],"study_design_scores_gemma":[0.00035512794,0.00007049216,0.2616835,0.0000069404678,0.000015285494,0.000025328452,0.00055693695,0.00012556172,0.0000136356275,0.73514706,0.0019084454,0.000091682065],"about_ca_topic_score_codex":0.00016917958,"about_ca_topic_score_gemma":0.0008592711,"teacher_disagreement_score":0.17632398,"about_ca_system_score_codex":0.00045755337,"about_ca_system_score_gemma":0.00021093119,"threshold_uncertainty_score":0.6756369},"labels":[],"label_agreement":null},{"id":"W2624936853","doi":"10.2139/ssrn.2985213","title":"A Note on CDS Returns","year":2017,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University","funders":"","keywords":"Economics; Business","score_opus":0.020646318509277027,"score_gpt":0.25004301329578443,"score_spread":0.2293966947865074,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2624936853","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.87228715,0.0026757654,0.02034677,0.0069927964,0.0018598414,0.0001602764,0.000050507893,0.000040200983,0.095586665],"genre_scores_gemma":[0.98943794,0.002753574,0.00008228844,0.000037213977,0.0009036058,0.0000036401593,0.0000025479712,0.000020226025,0.006758941],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9981606,0.0000066550106,0.00033938725,0.00021180585,0.000047618294,0.0012339501],"domain_scores_gemma":[0.99893314,0.000019676803,0.00048721745,0.00045870114,0.000028033493,0.000073238865],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010714745,0.00011696263,0.00022387967,0.00014045154,0.00089981576,0.00021028619,0.00044815472,0.0000946468,0.00008034746],"category_scores_gemma":[0.0003185701,0.00012238736,0.00016697739,0.00005087642,0.000058667207,0.0002558266,0.000037627204,0.0011106443,0.00056922855],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00001992711,0.000032562482,0.029632617,8.6064875e-7,0.000024868841,0.00000235174,0.00008248236,0.000009061521,0.000005543887,0.9580311,0.0002880024,0.011870588],"study_design_scores_gemma":[0.00045790864,0.00017409644,0.17838064,0.000008398171,0.000004874933,0.00004585336,0.00004108168,0.0002104593,0.000011100515,0.7549089,0.065600224,0.00015646726],"about_ca_topic_score_codex":0.00015657337,"about_ca_topic_score_gemma":0.0010342267,"teacher_disagreement_score":0.20312223,"about_ca_system_score_codex":0.0005615632,"about_ca_system_score_gemma":0.00031245255,"threshold_uncertainty_score":0.73164713},"labels":[],"label_agreement":null},{"id":"W2633157656","doi":"10.34989/sdp-2017-7","title":"Methodology for Assigning Credit Ratings to Sovereigns","year":2021,"lang":"en","type":"preprint","venue":"Econstor (Econstor)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"Bank of Canada","funders":"","keywords":"Business; Credit rating; Asset (computer security); Asset quality; Quality (philosophy); Financial system; Investment (military); Foreign exchange; Finance; Monetary economics; Economics; Computer science; Capital adequacy ratio; Computer security","score_opus":0.09299077109680282,"score_gpt":0.2933055202431857,"score_spread":0.20031474914638286,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2633157656","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.70310074,0.0038399769,0.24281842,0.0012130841,0.0142968455,0.0016610834,0.002771576,0.00022137491,0.030076928],"genre_scores_gemma":[0.78322405,0.00030246077,0.19990559,0.0008090398,0.0057617524,0.0017635839,0.0009840111,0.0002982764,0.0069512636],"study_design_codex":"observational","study_design_gemma":"not_applicable","domain_scores_codex":[0.9947764,0.00010904999,0.002055737,0.001980953,0.00010087677,0.0009769668],"domain_scores_gemma":[0.9953403,0.0011949365,0.0014631371,0.0013032103,0.0002720058,0.00042642653],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0021865803,0.0007349841,0.0022065942,0.0008723502,0.00049336744,0.00039898287,0.0008174737,0.0010975706,0.0022059975],"category_scores_gemma":[0.0032937026,0.001012158,0.0010041299,0.00035083084,0.00024325051,0.00029154873,0.0008079538,0.0009858061,0.0005036315],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00008323284,0.0002305259,0.5972064,0.00032054904,0.000531287,0.000027943655,0.0025302346,0.0017741227,0.00023006788,0.3458721,0.048321594,0.0028718996],"study_design_scores_gemma":[0.003325125,0.0005831666,0.3843906,0.00066970324,0.0003033231,0.000112188485,0.0014629757,0.0047578025,0.0014425584,0.15491517,0.44280154,0.0052358466],"about_ca_topic_score_codex":0.0004005838,"about_ca_topic_score_gemma":0.00038532974,"teacher_disagreement_score":0.39447993,"about_ca_system_score_codex":0.0007123356,"about_ca_system_score_gemma":0.00073629007,"threshold_uncertainty_score":0.9992329},"labels":[],"label_agreement":null},{"id":"W26745663","doi":"10.1080/19336918.2015.1106669","title":"Amendment to the Financing Agreement for IDA Grant H562-BI Conformed","year":2010,"lang":"en","type":"article","venue":"Cell Adhesion & Migration","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"","funders":"Canadian Institutes of Health Research","keywords":"Amendment; Political science; Law","score_opus":0.030873910120662356,"score_gpt":0.2326788176158637,"score_spread":0.20180490749520136,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W26745663","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9531947,0.00023128102,0.038057003,0.0032331361,0.0015538977,0.0010843077,0.00011910768,0.000029562314,0.00249705],"genre_scores_gemma":[0.99386454,0.000102772,0.0017229773,0.00021661162,0.00039746606,0.00019545437,0.00009626455,0.000016039588,0.0033878968],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9988497,0.000005522231,0.00051905314,0.0003059251,0.00006153529,0.00025829163],"domain_scores_gemma":[0.9991905,0.00006850806,0.00024288266,0.0003492288,0.00006700204,0.000081852384],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0004598605,0.00013921499,0.00019645384,0.00012802133,0.00037351728,0.00008845951,0.00018047937,0.00008983488,0.00015280544],"category_scores_gemma":[0.0001237053,0.00012066931,0.00013054353,0.00018705148,0.000025463461,0.00013420785,0.00003496269,0.00012198603,0.00050323945],"study_design_candidate":"not_applicable","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00028637526,0.00076762756,0.04135332,0.00016279379,0.00004924475,0.0000026103876,0.015921658,0.002016442,0.11453845,0.5547505,0.1829405,0.087210454],"study_design_scores_gemma":[0.00053369097,0.00017736787,0.052038994,0.000011601024,0.000010012818,6.900231e-7,0.00019246047,0.004169247,0.02028236,0.0050249635,0.9173197,0.00023890557],"about_ca_topic_score_codex":0.00029029654,"about_ca_topic_score_gemma":0.0021495405,"teacher_disagreement_score":0.73437923,"about_ca_system_score_codex":0.0000732813,"about_ca_system_score_gemma":0.00003080642,"threshold_uncertainty_score":0.6468293},"labels":[],"label_agreement":null},{"id":"W26878796","doi":"10.1016/j.jnutbio.2015.10.016","title":"Developments and Issues in the Canadian Market for Asset-Backed Commercial Paper","year":2003,"lang":"en","type":"article","venue":"The Journal of Nutritional Biochemistry","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"Agence Nationale de la Recherche","keywords":"Business; Asset (computer security); Finance; Commerce","score_opus":0.02567970272804487,"score_gpt":0.2403764637187071,"score_spread":0.21469676099066223,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W26878796","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.96486896,0.007169312,0.000097077806,0.014296388,0.00020411253,0.00019002215,0.00036555718,0.0000017819149,0.012806759],"genre_scores_gemma":[0.9978834,0.0005286391,0.0009311489,0.00025317314,0.00017628596,0.000006379652,0.0000137556635,0.0000046570576,0.00020255147],"study_design_codex":"not_applicable","study_design_gemma":"observational","domain_scores_codex":[0.99943644,0.000016999675,0.00031746985,0.000060420996,0.00004431744,0.00012438318],"domain_scores_gemma":[0.999526,0.00014814814,0.00014892191,0.000072834446,0.00005616149,0.000047936348],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010055497,0.00006173938,0.0001262614,0.000061356724,0.00018782464,0.00003632027,0.00014614336,0.00006325873,0.0000779898],"category_scores_gemma":[0.00024265306,0.000047322384,0.000045891695,0.000097607655,0.00006351399,0.0000614539,0.000005590807,0.00012572166,0.0000025650952],"study_design_candidate":"not_applicable","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0003722149,0.0006137587,0.26661834,0.00014728498,0.00017952918,0.0000257181,0.0019061323,0.000016384283,0.0012566792,0.3093676,0.41764745,0.001848899],"study_design_scores_gemma":[0.0009778963,0.000030008516,0.49411088,0.00003855786,0.00000897604,0.00011821777,0.00023580928,0.000008269063,0.0005631112,0.05398993,0.44979545,0.00012290242],"about_ca_topic_score_codex":0.0006825633,"about_ca_topic_score_gemma":0.0026959388,"teacher_disagreement_score":0.25537768,"about_ca_system_score_codex":0.00008583324,"about_ca_system_score_gemma":0.0001153832,"threshold_uncertainty_score":0.19297509},"labels":[],"label_agreement":null},{"id":"W2734910861","doi":"10.2139/ssrn.2312415","title":"Subjective or Objective? Nonparametric Estimation of Misreporting and Mis-Assessment in Corporate Credit Rating","year":2013,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Credit rating; Nonparametric statistics; Bond credit rating; Econometrics; Estimation; Actuarial science; Rating scale; Business; Economics; Psychology; Accounting; Statistics; Credit risk; Credit reference; Mathematics; Management","score_opus":0.02115064754661749,"score_gpt":0.25030063880750547,"score_spread":0.22914999126088798,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2734910861","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.95758665,0.0012065761,0.03940856,0.00014107887,0.00015008505,0.00025697704,0.000006456352,0.000009253356,0.0012343762],"genre_scores_gemma":[0.99672115,0.00059239403,0.0022982194,0.000004690596,0.000094816794,0.000020965712,0.000004482555,0.00001564894,0.00024762747],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9979605,0.00002722403,0.00092972827,0.00023292354,0.00006725627,0.0007823746],"domain_scores_gemma":[0.99812585,0.00013581112,0.0014715873,0.00011661092,0.000096185206,0.000053968866],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017601943,0.00012880038,0.00035937628,0.00051227794,0.00014507602,0.00006979939,0.00009739411,0.00008107686,0.00006161175],"category_scores_gemma":[0.0006299455,0.00012811314,0.00006452152,0.0006710517,0.000046352427,0.00043201598,0.000021805296,0.00078900263,0.000010797898],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000033119675,0.000120557735,0.73910904,0.00001811284,0.000067724446,0.000003635661,0.0005897047,0.0022971376,0.00009991471,0.21271932,0.000013868626,0.044927884],"study_design_scores_gemma":[0.0005311247,0.00021257949,0.6639797,0.000022087523,0.000006164147,0.00007414432,0.0010339785,0.027361091,0.000034321583,0.30659992,0.000014860357,0.00013000189],"about_ca_topic_score_codex":0.001308365,"about_ca_topic_score_gemma":0.0009337327,"teacher_disagreement_score":0.09388061,"about_ca_system_score_codex":0.0007379162,"about_ca_system_score_gemma":0.00073405716,"threshold_uncertainty_score":0.52243024},"labels":[],"label_agreement":null},{"id":"W2739811388","doi":"10.1017/s0022109018000558","title":"The Term Structure of Expected Recovery Rates","year":2018,"lang":"en","type":"article","venue":"Journal of Financial and Quantitative Analysis","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Recovery rate; Term (time); Debt; Arbitrage; Credit default swap; Monetary economics; Econometrics; Business; Economics; Inversion (geology); Financial economics; Credit risk; Actuarial science; Finance","score_opus":0.025075403521917256,"score_gpt":0.2702497670532087,"score_spread":0.24517436353129143,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2739811388","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.98545516,0.0038511478,0.009703967,0.00021206755,0.0002900557,0.000038907052,0.0001183777,0.0000019592505,0.00032834214],"genre_scores_gemma":[0.9973244,0.00096019986,0.0013128156,0.000013588808,0.00024847474,4.962253e-7,0.0000032442438,0.000005112581,0.00013166529],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9988793,0.000023058254,0.00078302406,0.00012528035,0.000057437766,0.00013187922],"domain_scores_gemma":[0.9981751,0.00018597083,0.0011233359,0.00012680254,0.0003438698,0.000044909328],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00035044583,0.000095016716,0.0004929298,0.00040732734,0.00024225176,0.000043381988,0.00014391396,0.00006516564,0.00006771533],"category_scores_gemma":[0.0007290726,0.000069570684,0.0002859492,0.0009805674,0.00027293357,0.00019502747,0.000023984328,0.000113004586,0.0000044694525],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00038176717,0.000079698504,0.558361,0.000013425324,0.001076771,0.0000049867294,0.0025837952,0.000076376346,0.0013253081,0.4254009,0.001344342,0.009351646],"study_design_scores_gemma":[0.000233576,0.000423991,0.9481824,0.000012044399,0.00015737156,0.0000026417913,0.0001660071,0.0002611234,0.0003997309,0.04536842,0.0046962267,0.00009647531],"about_ca_topic_score_codex":0.00008217579,"about_ca_topic_score_gemma":0.0004924887,"teacher_disagreement_score":0.3898214,"about_ca_system_score_codex":0.00002082179,"about_ca_system_score_gemma":0.000046399018,"threshold_uncertainty_score":0.283701},"labels":[],"label_agreement":null},{"id":"W2746355392","doi":"","title":"Prévision de la prime de risque au Canada","year":2017,"lang":"fr","type":"article","venue":"Knowledge UdeS (Institutional Deposit of the University of Sherbrooke)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Political science","score_opus":0.011178734915516656,"score_gpt":0.20072636553008052,"score_spread":0.18954763061456387,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2746355392","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8221812,0.012829816,0.046917155,0.0009776932,0.0018081383,0.00019091755,0.00018914134,0.000008021609,0.11489786],"genre_scores_gemma":[0.98470056,0.0015922241,0.0027952697,0.0000055173896,0.00021292546,3.0010133e-7,0.0000050723393,0.0000094006255,0.010678732],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9990312,0.00005771641,0.0002994109,0.00023886659,0.00008459361,0.0002882421],"domain_scores_gemma":[0.9988233,0.00009413283,0.0003580262,0.0005274492,0.000087207685,0.00010989923],"candidate_categories":["sts"],"consensus_categories":[],"category_scores_codex":[0.0004233102,0.00015023304,0.00032800177,0.00008666659,0.0014480657,0.000034572415,0.00092182227,0.00023838147,0.00006954245],"category_scores_gemma":[0.00032115512,0.00018761095,0.00025006413,0.00010628762,0.0013377467,0.00026537836,0.00033915706,0.00023239212,0.000019865593],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":true,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000078162026,0.00038786567,0.56260645,0.0010434692,0.00015967713,0.000023345894,0.0035498152,0.023703791,0.0007673553,0.39306486,0.0061989315,0.008416298],"study_design_scores_gemma":[0.00044381258,0.000022824655,0.7364873,0.0010285284,0.00005387228,0.00001482508,0.000039625418,0.016357873,0.0019554032,0.0014572539,0.24199253,0.0001460994],"about_ca_topic_score_codex":0.74379987,"about_ca_topic_score_gemma":0.87799525,"teacher_disagreement_score":0.39160758,"about_ca_system_score_codex":0.0047034835,"about_ca_system_score_gemma":0.0019063327,"threshold_uncertainty_score":0.99985194},"labels":[],"label_agreement":null},{"id":"W2747807590","doi":"10.1016/b978-0-44-459406-8.00020-2","title":"Credit Derivatives","year":2013,"lang":"en","type":"book-chapter","venue":"Handbook of the economics of finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Collateralized debt obligation; Credit derivative; iTraxx; Credit default swap; Actuarial science; Debt; Synthetic CDO; Derivatives market; Valuation (finance); Credit risk; Structured finance; Credit rating; Financial economics; Economics; Credit valuation adjustment; Business; Financial crisis; Finance; Credit reference; Futures contract; Collateral; Keynesian economics","score_opus":0.0260665509279422,"score_gpt":0.18538788879584547,"score_spread":0.15932133786790328,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2747807590","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.023940317,0.024089545,0.0012312304,0.00049279374,0.0022708385,0.0008884568,0.0022059353,0.000025293859,0.9448556],"genre_scores_gemma":[0.1043397,0.026645394,0.0043704784,0.0000644554,0.00078402803,0.000057137375,0.000052694482,0.00018665657,0.86349946],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99785626,0.0000043567147,0.0013934993,0.0004641228,0.00003858779,0.00024319573],"domain_scores_gemma":[0.99611,0.000091555405,0.0026295518,0.0010342562,0.000092445436,0.000042159114],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0001977678,0.00034254626,0.0010849688,0.0002016653,0.00010516799,0.000022350747,0.0008139355,0.0003719421,0.0008054862],"category_scores_gemma":[0.00008109873,0.00035248458,0.0005674557,0.00004287879,0.000520522,0.00018629202,0.00024006938,0.00027205714,0.00040677964],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000012675118,0.00002236682,0.0007639139,0.000057602305,0.000076268814,2.0133918e-7,0.00011818085,0.00023478786,0.000014271657,0.98908895,0.007072566,0.0025382275],"study_design_scores_gemma":[0.00034373815,0.00007036576,0.00731614,0.00045743963,0.000021198095,0.0000020313435,0.0000034108307,0.000258758,0.00087771006,0.51299614,0.47724694,0.00040614215],"about_ca_topic_score_codex":0.00008345917,"about_ca_topic_score_gemma":0.000035667577,"teacher_disagreement_score":0.47609282,"about_ca_system_score_codex":0.00010921505,"about_ca_system_score_gemma":0.00010481792,"threshold_uncertainty_score":0.9998927},"labels":[],"label_agreement":null},{"id":"W2753056641","doi":"10.2139/ssrn.3024021","title":"Robust Stochastic Games and Systemic Risk","year":2017,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Systemic risk; Computer science; Economics; Keynesian economics","score_opus":0.020522118231748314,"score_gpt":0.21277222980930185,"score_spread":0.19225011157755353,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2753056641","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8174431,0.017335776,0.1620924,0.00040967626,0.00056242244,0.00011408633,0.000038333474,0.000018779663,0.0019854682],"genre_scores_gemma":[0.9883781,0.009387223,0.00008006247,0.0000041541352,0.00048134653,0.000004864052,0.0000014308725,0.000017924456,0.0016448576],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.998391,0.000010308983,0.00035307294,0.00021783973,0.000033293727,0.0009945015],"domain_scores_gemma":[0.99888676,0.000027472042,0.00066832185,0.0003108351,0.000029629104,0.00007697764],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012238043,0.000116091105,0.0002564057,0.0001270203,0.0009986077,0.00025197156,0.0002763103,0.0000781089,0.000020992991],"category_scores_gemma":[0.00036697616,0.00012220108,0.00008876088,0.00003886981,0.00008804797,0.00029276856,0.00004990342,0.0008339642,0.00009234192],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000014050183,0.000019262063,0.122575134,0.0000043720797,0.000068292546,0.0000014017486,0.00013388805,0.0005500184,0.0000029433706,0.8603785,0.000071804556,0.016180325],"study_design_scores_gemma":[0.00079566066,0.00012729978,0.2641795,0.000029349094,0.000025100351,0.00042331003,0.0003241283,0.0032485612,9.2869277e-7,0.72903365,0.001563855,0.00024866933],"about_ca_topic_score_codex":0.00033489184,"about_ca_topic_score_gemma":0.00060584064,"teacher_disagreement_score":0.17093508,"about_ca_system_score_codex":0.0003055933,"about_ca_system_score_gemma":0.0002133984,"threshold_uncertainty_score":0.7680584},"labels":[],"label_agreement":null},{"id":"W2756143988","doi":"10.1017/s0269964817000353","title":"LOWER TAIL INDEPENDENCE OF HITTING TIMES OF TWO-DIMENSIONAL DIFFUSIONS","year":2017,"lang":"en","type":"article","venue":"Probability in the Engineering and Informational Sciences","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"","keywords":"Bivariate analysis; Copula (linguistics); Tail dependence; Joint probability distribution; Mathematics; Statistical physics; Independence (probability theory); Gaussian; Econometrics; Hitting time; Heavy-tailed distribution; Component (thermodynamics); Extreme value theory; Applied mathematics; Statistics; Probability distribution; Mathematical analysis; Multivariate statistics; Physics; Thermodynamics","score_opus":0.026071638718839437,"score_gpt":0.2339255291689578,"score_spread":0.20785389045011837,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2756143988","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.99524003,0.00009587208,0.00012763722,0.00024705988,0.00009477073,0.000076551674,0.0000254566,0.0000034737186,0.0040891254],"genre_scores_gemma":[0.99899936,0.0000075261078,0.0009534671,0.0000044985113,0.000016766018,0.0000055870323,0.0000013495801,8.7093525e-7,0.000010569582],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9994135,0.0000032662547,0.0003424842,0.00007606974,0.0000800016,0.00008466656],"domain_scores_gemma":[0.9994864,0.00011604284,0.00021994473,0.0001343727,0.000028907813,0.000014336854],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012331157,0.000044593446,0.00010922701,0.00007510651,0.00019444716,0.000037029295,0.00024702944,0.000024680145,0.000029750592],"category_scores_gemma":[0.00065132073,0.000034996992,0.000028063596,0.000094309995,0.00023934049,0.00041077173,0.00006303434,0.00006425145,0.0000022392749],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000022973074,0.00003219479,0.12695743,0.000026148053,0.0000021877136,5.0062557e-8,0.000728979,0.11850569,0.000016563494,0.75312495,0.000011528992,0.00059196295],"study_design_scores_gemma":[0.0001365466,0.000030614923,0.6104689,0.000030476682,9.829604e-7,0.0000017270737,0.000044154825,0.31603995,0.00003562695,0.072954364,0.00019228633,0.000064344094],"about_ca_topic_score_codex":0.00016370302,"about_ca_topic_score_gemma":0.000009581015,"teacher_disagreement_score":0.6801706,"about_ca_system_score_codex":0.000009727714,"about_ca_system_score_gemma":0.000023455676,"threshold_uncertainty_score":0.149555},"labels":[],"label_agreement":null},{"id":"W2773729178","doi":"10.5539/ijef.v10n1p74","title":"The Choice of Interest Rate Models and Its Effect on Bank Capital Requirements Regulation and Financial Stability","year":2017,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Interest rate; Economics; Capital requirement; Basel II; Balance sheet; Basel III; Interest rate risk; Econometrics; Financial crisis; Financial stability; Monetary economics; Finance; Macroeconomics; Microeconomics; Financial system","score_opus":0.08212090327670031,"score_gpt":0.28168322099115706,"score_spread":0.19956231771445676,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2773729178","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9954007,0.0015231333,0.00013628775,0.0010616129,0.0009255156,0.00011217004,0.000110570705,0.0000012830682,0.00072868983],"genre_scores_gemma":[0.9923373,0.0072371527,0.00006093472,0.000017948672,0.00023613601,0.000003567279,0.0000022208746,0.000008334072,0.000096416115],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9989842,0.000014681102,0.00065581454,0.00020229329,0.000027238966,0.000115745475],"domain_scores_gemma":[0.9981809,0.00020140575,0.0012630254,0.00018682153,0.00012865629,0.00003917138],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008656919,0.0001172791,0.0002945679,0.00009609442,0.0002638479,0.00019073402,0.00028710777,0.00006916668,0.000003913636],"category_scores_gemma":[0.0005936446,0.00010573157,0.00007018111,0.000016517133,0.00017532402,0.00063657627,0.00011217099,0.00012891041,0.0000016085183],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000329971,0.000047975635,0.036074318,0.00001286678,0.00006062446,0.0000019884283,0.00024508807,0.0006756939,0.00007156168,0.93258184,0.000051671363,0.029846411],"study_design_scores_gemma":[0.0014544644,0.00040494875,0.8071944,0.000079818856,0.000010303802,0.000012450109,0.000012630108,0.022413617,0.00057205616,0.15813446,0.009543436,0.00016742075],"about_ca_topic_score_codex":0.00004181026,"about_ca_topic_score_gemma":0.00018128027,"teacher_disagreement_score":0.7744474,"about_ca_system_score_codex":0.00005756036,"about_ca_system_score_gemma":0.000028118067,"threshold_uncertainty_score":0.4311608},"labels":[],"label_agreement":null},{"id":"W2775504097","doi":"10.1016/j.rfe.2017.11.002","title":"Is there a missing factor? A canonical correlation approach to factor models","year":2017,"lang":"en","type":"article","venue":"Review of Financial Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Wilfrid Laurier University","funders":"","keywords":"Canonical correlation; Novelty; Econometrics; Factor analysis; Observable; Variation (astronomy); Set (abstract data type); Capital asset pricing model; Correlation; Mathematics; Computer science; Statistics","score_opus":0.0946841226459937,"score_gpt":0.28143203591706634,"score_spread":0.18674791327107265,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2775504097","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5852308,0.09064699,0.12273619,0.0046719466,0.002326817,0.0027534056,0.0046055736,0.00008365734,0.18694459],"genre_scores_gemma":[0.9580834,0.03634316,0.0042083943,0.00044511797,0.00033746302,0.00004940584,0.000032933483,0.000045043496,0.00045508804],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9979755,0.000011223724,0.001135803,0.0005203556,0.000039962146,0.0003171029],"domain_scores_gemma":[0.9976025,0.00003671773,0.0011564691,0.0009674894,0.00007393966,0.00016286016],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0003280756,0.00023918004,0.0009548157,0.00012445322,0.0003513288,0.0001080852,0.00058009604,0.00019518172,0.00013586029],"category_scores_gemma":[0.00052961474,0.00027713965,0.00036933416,0.00009556778,0.00008901174,0.00051950477,0.00013163436,0.00018035337,0.00016502374],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000028180824,0.0001980773,0.037417304,0.001511591,0.000041515148,9.2735735e-7,0.0007193864,0.0006423086,0.0000036418235,0.8501287,0.0025510166,0.10675732],"study_design_scores_gemma":[0.00059628196,0.0000884726,0.61837095,0.0014976221,0.00002736467,0.000004708075,0.0000073363412,0.021420367,0.000029171077,0.036730852,0.32047167,0.0007552123],"about_ca_topic_score_codex":0.00036810923,"about_ca_topic_score_gemma":0.000050593917,"teacher_disagreement_score":0.8133979,"about_ca_system_score_codex":0.00019836928,"about_ca_system_score_gemma":0.00022318416,"threshold_uncertainty_score":0.99996805},"labels":[],"label_agreement":null},{"id":"W2776204574","doi":"10.2139/ssrn.3082431","title":"Price Discovery in the Credit Markets","year":2017,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Simon Fraser University","funders":"","keywords":"Price discovery; Business; Financial economics; Economics; Monetary economics; Futures contract","score_opus":0.01691090556454331,"score_gpt":0.2318726023383492,"score_spread":0.2149616967738059,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2776204574","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.92631716,0.0048857685,0.011594354,0.0056254384,0.0008961503,0.00016466834,0.000023925795,0.000009225468,0.0504833],"genre_scores_gemma":[0.991244,0.004492044,0.000027886908,0.000034589506,0.000749556,0.000007823003,0.0000023596697,0.000011878505,0.0034298592],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99825376,0.00001853169,0.00036022582,0.0001765444,0.00005568133,0.0011352407],"domain_scores_gemma":[0.9990597,0.000047363268,0.00041376904,0.00043354227,0.000016050746,0.000029589157],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027006743,0.00009988916,0.0001817161,0.000120971454,0.0006557623,0.00043701706,0.0007453645,0.00006502662,0.000033169203],"category_scores_gemma":[0.00036373147,0.00008374992,0.00011777672,0.000087010885,0.00006652726,0.00069840654,0.000047118094,0.0010312703,0.00009235906],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00001744019,0.00004230692,0.11368069,0.0000012501537,0.000016126904,0.000003834723,0.00015422124,0.0000073314,0.0000014519158,0.88182396,0.00040950184,0.0038418814],"study_design_scores_gemma":[0.00027840852,0.000033338805,0.5226494,0.000004746653,0.0000022806062,0.000051025843,0.00018059017,0.000075904674,7.0534395e-7,0.44688722,0.029755834,0.000080510225],"about_ca_topic_score_codex":0.00023805635,"about_ca_topic_score_gemma":0.0012914697,"teacher_disagreement_score":0.43493673,"about_ca_system_score_codex":0.00037020512,"about_ca_system_score_gemma":0.00030307568,"threshold_uncertainty_score":0.504366},"labels":[],"label_agreement":null},{"id":"W2786207932","doi":"10.2139/ssrn.2447220","title":"Active CDS Trading and Managerss Voluntary Disclosure","year":2014,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":23,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Amorfix (Canada); University of Toronto","funders":"","keywords":"Business; Incentive; Voluntary disclosure; Corporate governance; Credit default swap; Shareholder; Monetary economics; Accounting; Finance; Credit risk; Economics; Microeconomics","score_opus":0.008054345835830154,"score_gpt":0.18995801868425405,"score_spread":0.1819036728484239,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2786207932","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9322263,0.003251884,0.050656274,0.0013013948,0.0003623405,0.000086706554,0.000019007784,0.000022421365,0.012073671],"genre_scores_gemma":[0.99552506,0.0023161247,0.00010913625,0.000028078572,0.0005282506,0.0000033323565,0.0000050899516,0.000019097703,0.0014658329],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99846804,0.000014947567,0.00029482174,0.00021362648,0.000035989535,0.00097259716],"domain_scores_gemma":[0.99955463,0.00003534596,0.00019532868,0.0001241155,0.000015043789,0.00007550551],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00089449703,0.000116516756,0.00023110132,0.0001706888,0.00028458444,0.000064632775,0.00013453107,0.00007119868,0.000043741627],"category_scores_gemma":[0.00006637847,0.00012454798,0.00009540404,0.00014114378,0.00004955978,0.00027377665,0.000023959888,0.0007710778,0.00003592584],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000015522284,0.000019919002,0.050631005,0.000002976057,0.0000570087,7.056302e-7,0.00022795246,0.000011675653,0.0000063956236,0.911753,0.0001501758,0.037123695],"study_design_scores_gemma":[0.00044620477,0.00013396841,0.18725543,0.000007067493,0.000013257391,0.00007918059,0.0003753072,0.0016920929,0.000005397252,0.78393245,0.02587977,0.00017990977],"about_ca_topic_score_codex":0.00011495328,"about_ca_topic_score_gemma":0.00044577284,"teacher_disagreement_score":0.13662441,"about_ca_system_score_codex":0.00033480366,"about_ca_system_score_gemma":0.0000877706,"threshold_uncertainty_score":0.50789195},"labels":[],"label_agreement":null},{"id":"W2788667447","doi":"10.1017/s0022109009090061","title":"The Determinants of Credit Default Swap Premia","year":2009,"lang":"en","type":"article","venue":"Journal of Financial and Quantitative Analysis","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":50,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University","funders":"Social Sciences and Humanities Research Council of Canada","keywords":"Credit default swap; Explanatory power; Econometrics; Leverage (statistics); Interest rate swap; Volatility (finance); Economics; Risk premium; Financial economics; Variance swap; Credit risk; Realized variance; Volatility swap; Monetary economics; Interest rate; Implied volatility; Actuarial science; Statistics; Mathematics","score_opus":0.030523394890809945,"score_gpt":0.2815727985054162,"score_spread":0.25104940361460626,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2788667447","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9833894,0.007227189,0.007947569,0.00039761618,0.0001988803,0.000055600918,0.000056711262,0.0000026830296,0.0007243777],"genre_scores_gemma":[0.9966613,0.0017264982,0.0012599082,0.000022435046,0.00014389839,9.294728e-7,0.0000014655993,0.000004326104,0.00017921683],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9984699,0.000022312379,0.0011033412,0.0001433163,0.00008509097,0.00017606684],"domain_scores_gemma":[0.99793696,0.0001953259,0.0013972946,0.00015061066,0.00025072697,0.00006908884],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008459423,0.00011421947,0.00065049715,0.00041112877,0.00022317866,0.00004261563,0.00019279795,0.00007791505,0.000016065826],"category_scores_gemma":[0.00092566217,0.00008725065,0.00041268123,0.0008985072,0.00013630457,0.00022832205,0.000018365821,0.00014829665,0.000005730414],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00023218126,0.00015525718,0.61608857,0.000013988827,0.00032990682,0.000015735819,0.0013562379,0.00025552584,0.00012292444,0.3526053,0.0010851666,0.027739195],"study_design_scores_gemma":[0.00028132432,0.0004393871,0.95227104,0.00002001208,0.00019253306,0.0000046895543,0.000110525434,0.0020492133,0.00008667189,0.037785243,0.0066505456,0.00010879943],"about_ca_topic_score_codex":0.00008681219,"about_ca_topic_score_gemma":0.0002817823,"teacher_disagreement_score":0.33618248,"about_ca_system_score_codex":0.000026584248,"about_ca_system_score_gemma":0.00005447441,"threshold_uncertainty_score":0.3557978},"labels":[],"label_agreement":null},{"id":"W2792049201","doi":"10.1111/acfi.12359","title":"Does the quality of acquisitions inform bond rating revisions?","year":2018,"lang":"en","type":"article","venue":"Accounting and Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Concordia University","funders":"","keywords":"Downgrade; Business; Credit rating; Quality (philosophy); Agency (philosophy); Sample (material); Value (mathematics); Bond; Investment (military); Finance; Accounting; Monetary economics; Economics; Politics","score_opus":0.029711820418734592,"score_gpt":0.2755792411032815,"score_spread":0.24586742068454692,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2792049201","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.98230374,0.0011868101,0.0022207086,0.0010278791,0.0003898229,0.0001295212,0.00010221226,0.000020944313,0.012618365],"genre_scores_gemma":[0.9972779,0.00048605417,0.0012879247,0.00010019224,0.00036860275,0.00001164989,0.000005724945,0.000008156224,0.00045379804],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99892485,0.0000063246207,0.0006308316,0.00021143928,0.0000441283,0.00018239702],"domain_scores_gemma":[0.99889714,0.00014750316,0.00051783654,0.0003223877,0.00010066308,0.000014460611],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00091100956,0.00009407704,0.00024746978,0.00006683487,0.0005071895,0.00006531628,0.00015621069,0.00006418402,0.000045738958],"category_scores_gemma":[0.0005609417,0.000063440704,0.00006648528,0.00029572647,0.00027310543,0.00027897,0.00007867868,0.000102190585,0.000046705634],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000096877175,0.000024344252,0.19653141,0.000025510542,0.000009832854,1.5280864e-7,0.0010461784,0.0000063444454,0.00005071214,0.7806281,0.0013452525,0.020322494],"study_design_scores_gemma":[0.00019062402,0.000030948326,0.8479828,0.000048557093,0.0000037990085,0.0000011773952,0.00016494037,0.000736986,0.000112009555,0.03719764,0.113381036,0.00014945657],"about_ca_topic_score_codex":0.00034757698,"about_ca_topic_score_gemma":0.00008163182,"teacher_disagreement_score":0.74343044,"about_ca_system_score_codex":0.0000135524315,"about_ca_system_score_gemma":0.000016579352,"threshold_uncertainty_score":0.39009425},"labels":[],"label_agreement":null},{"id":"W2794865796","doi":"10.5539/ijef.v10n5p41","title":"The Determinants of Sovereign Bond Yields in the EMU: New Empirical Evidence","year":2018,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Economics; Bond; Government bond; Monetary economics; Interest rate; Economic and monetary union; Sovereignty; Bond market; Government debt; Inflation (cosmology); European union; Econometrics; International economics; Finance","score_opus":0.09073845169972058,"score_gpt":0.30646941456226234,"score_spread":0.21573096286254176,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2794865796","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9906345,0.0032375029,0.00026801103,0.0030986257,0.0009965521,0.0000641504,0.000024917255,8.0213636e-7,0.001674941],"genre_scores_gemma":[0.9864761,0.012208901,0.00040656325,0.00010954403,0.0006286551,0.0000017450143,3.638053e-7,0.000006123893,0.00016198869],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9987979,0.000010160859,0.00087804,0.00013628542,0.00004276722,0.0001348648],"domain_scores_gemma":[0.99853724,0.0003114315,0.0008492952,0.0001653034,0.0001107539,0.000025975365],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008510823,0.00008645526,0.0002386819,0.000119426695,0.00008513218,0.000094922456,0.000605798,0.00006242159,0.000013611035],"category_scores_gemma":[0.00035998208,0.000064832806,0.000102240956,0.00009003098,0.0001875239,0.00030708296,0.000060605893,0.00014538011,0.000011261835],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00020218607,0.00006943679,0.27427512,0.000003031129,0.000037310965,0.000010269648,0.0013578141,0.0002604336,0.0000028549948,0.6803526,0.0032987746,0.040130146],"study_design_scores_gemma":[0.0006099985,0.00027036562,0.5844539,0.000090807596,0.00000578352,0.00009421534,0.00013623353,0.006354414,0.00009603726,0.2802041,0.12754442,0.00013976364],"about_ca_topic_score_codex":0.00011582254,"about_ca_topic_score_gemma":0.00043333738,"teacher_disagreement_score":0.4001485,"about_ca_system_score_codex":0.000051468352,"about_ca_system_score_gemma":0.00010004697,"threshold_uncertainty_score":0.2643805},"labels":[],"label_agreement":null},{"id":"W2796510373","doi":"10.1002/jae.2726","title":"Analyzing credit risk transmission to the nonfinancial sector in Europe: A network approach","year":2019,"lang":"en","type":"article","venue":"Journal of Applied Econometrics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":40,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Wilfrid Laurier University; Balsillie School of International Affairs","funders":"Deutsche Bundesbank","keywords":"Business; Credit risk; Systemic risk; Credit default swap; Swap (finance); Transmission (telecommunications); Financial networks; Cluster analysis; Financial system; Economics; Financial crisis; Finance; Computer science","score_opus":0.02138137296077463,"score_gpt":0.1963172497335844,"score_spread":0.17493587677280975,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2796510373","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.83952683,0.0021992216,0.10758021,0.00037091685,0.00150588,0.0006030849,0.00006494539,0.000013791905,0.048135106],"genre_scores_gemma":[0.99046856,0.0009184253,0.0068020676,0.000070713315,0.0014539476,0.000011642511,0.0000060370808,0.000037199978,0.00023138983],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9977069,0.000018127686,0.001405915,0.00035594465,0.000087091736,0.0004260396],"domain_scores_gemma":[0.9980854,0.00018401799,0.0011319079,0.0003438354,0.000089870715,0.00016498342],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0024442154,0.00019978853,0.0007070358,0.0013702273,0.00013967372,0.00011464744,0.0005547005,0.00013978698,0.00022848151],"category_scores_gemma":[0.00023218614,0.00017610576,0.00020798166,0.004725117,0.000026346299,0.00020346254,0.00006573996,0.0005901393,0.00037446353],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0003876559,0.0003400382,0.45709035,0.000046323566,0.000105324005,0.0000067626297,0.0017334356,0.36333779,0.000013977238,0.11487904,0.008842898,0.053216413],"study_design_scores_gemma":[0.0010891788,0.00018030351,0.546522,0.00001951208,0.000019037689,0.0000071215973,0.00009106157,0.007979133,0.000008224489,0.0053206645,0.43844718,0.0003165576],"about_ca_topic_score_codex":0.00003951156,"about_ca_topic_score_gemma":0.000014014564,"teacher_disagreement_score":0.42960426,"about_ca_system_score_codex":0.00018840829,"about_ca_system_score_gemma":0.00008808282,"threshold_uncertainty_score":0.71813846},"labels":[],"label_agreement":null},{"id":"W2799570540","doi":"10.3390/jrfm11020024","title":"Credit Ratings and Liquidity Risk for the Optimization of Debt Maturity Structure","year":2018,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Market liquidity; Maturity (psychological); Credit rating; Liquidity risk; Debt; Debt ratio; Monetary economics; Econometrics; Business; Credit risk; Economics; Actuarial science; Financial economics; Finance; Psychology","score_opus":0.010291126073819643,"score_gpt":0.20944462610500436,"score_spread":0.1991535000311847,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2799570540","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.54370946,0.0024189577,0.45221156,0.00015159219,0.0007516145,0.0002614664,0.00032379248,0.000004219381,0.00016736264],"genre_scores_gemma":[0.9754358,0.0078951195,0.0157556,0.000019846373,0.0008363013,0.000004210998,0.0000029332066,0.000009507632,0.00004066479],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9990543,0.000014261202,0.000588784,0.00015177033,0.00005561816,0.00013522421],"domain_scores_gemma":[0.99853194,0.000117837466,0.0010266904,0.00013978787,0.0001385867,0.00004514554],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007145393,0.00010694795,0.00029601206,0.00014913606,0.0003404697,0.000048487018,0.00013064181,0.00008112069,0.000022381544],"category_scores_gemma":[0.00041608114,0.00008579013,0.000093870076,0.00015982383,0.00015681525,0.00016235615,0.00006382803,0.00014702952,6.3642227e-7],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0011890037,0.00022663086,0.23030378,0.00021447998,0.00022329354,0.0000050106164,0.0047800597,0.008739541,0.000014326006,0.3896982,0.00985591,0.35474977],"study_design_scores_gemma":[0.0013741042,0.0005169171,0.79934317,0.000041543328,0.00015791167,0.0000070696306,0.0001706033,0.013530391,0.000052364136,0.079922535,0.10469635,0.00018706817],"about_ca_topic_score_codex":0.00008326014,"about_ca_topic_score_gemma":0.000057934973,"teacher_disagreement_score":0.56903934,"about_ca_system_score_codex":0.000020861302,"about_ca_system_score_gemma":0.0000136757635,"threshold_uncertainty_score":0.349842},"labels":[],"label_agreement":null},{"id":"W2801296694","doi":"","title":"Credit ratings - questions and answers","year":2016,"lang":"en","type":"article","venue":"IMFO","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Quarter (Canadian coin); Metropolitan area; Credit rating; Bond credit rating; Business; Actuarial science; Psychology; Geography; Credit reference; Credit risk; Archaeology","score_opus":0.018350381309536538,"score_gpt":0.21176548729702588,"score_spread":0.19341510598748934,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2801296694","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9331389,0.0013505695,0.028577128,0.0056718825,0.0007619379,0.00014107361,0.00027862104,0.000088818015,0.029991033],"genre_scores_gemma":[0.99497294,0.00022139643,0.00077480276,0.000032492524,0.00024179404,0.000012151803,0.0000029444168,0.000009401781,0.0037320578],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9994676,0.000002953147,0.00020300975,0.00017928437,0.000015011821,0.00013215365],"domain_scores_gemma":[0.99966353,0.000045916073,0.00007944045,0.00014063322,0.000015066998,0.000055425244],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00012094834,0.00006183504,0.00011890542,0.00008182045,0.00009967258,0.000028594088,0.0000562468,0.000049345137,0.00021138367],"category_scores_gemma":[0.00017336661,0.000054296877,0.000033776738,0.00008694939,0.00007481594,0.00016942096,0.000021719556,0.00003407253,0.00029990415],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000039213173,0.000019856292,0.17613761,0.0000031895172,0.000007860714,0.0000012977736,0.00019293539,0.0000017535459,0.00021257548,0.7969599,0.007718379,0.018740728],"study_design_scores_gemma":[0.00029984748,0.000031384378,0.5317366,0.00001358542,0.0000024655078,0.0000032804521,0.000012991255,0.000086577485,0.000049286475,0.06544222,0.40218866,0.0001330948],"about_ca_topic_score_codex":0.00014460915,"about_ca_topic_score_gemma":0.000038708753,"teacher_disagreement_score":0.7315177,"about_ca_system_score_codex":0.000027446345,"about_ca_system_score_gemma":0.000009691199,"threshold_uncertainty_score":0.3854761},"labels":[],"label_agreement":null},{"id":"W2802579061","doi":"10.1016/j.jfineco.2019.12.005","title":"Sovereign credit risk and exchange rates: Evidence from CDS quanto spreads","year":2019,"lang":"en","type":"article","venue":"Journal of Financial Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":71,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University","funders":"Fonds de Recherche du Québec - Santé; Federation for the Humanities and Social Sciences","keywords":"Sovereign default; Devaluation; Credit default swap; Risk premium; Monetary economics; Currency; Economics; Credit risk; Swap (finance); Foreign exchange risk; Foreign exchange swap; Arbitrage; Business; Sovereignty; Financial economics; Sovereign debt; Finance","score_opus":0.03169612722158583,"score_gpt":0.2321274759328782,"score_spread":0.20043134871129237,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2802579061","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9827945,0.008650324,0.0027289663,0.00029117108,0.0024475409,0.00018820653,0.00047749965,0.000010801827,0.0024109723],"genre_scores_gemma":[0.98263043,0.013349604,0.0018159904,0.00008050832,0.0017140812,0.0000044759736,0.000007447384,0.00003330794,0.0003641594],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9979101,0.00002444738,0.0013179637,0.00038103183,0.00004873457,0.00031776118],"domain_scores_gemma":[0.9972668,0.00029176922,0.0018046311,0.00035962937,0.00009898205,0.00017818123],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0009827907,0.00023657517,0.00084226707,0.00030405642,0.00012873324,0.00014119006,0.0003517236,0.00023994313,0.00054098753],"category_scores_gemma":[0.0007645645,0.00026806974,0.00027304274,0.00015623256,0.00008579453,0.0010442354,0.0000966955,0.0003919739,0.0003478693],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00028145124,0.000093215975,0.8743997,0.000033741075,0.000066078734,0.000010450498,0.0012092567,0.000762429,0.000039480587,0.102806956,0.0030372036,0.017260024],"study_design_scores_gemma":[0.0011660227,0.000393374,0.8220352,0.0001134419,0.000034783974,0.000017767636,0.00007663949,0.0024581447,0.00007648469,0.08780512,0.08542829,0.00039472603],"about_ca_topic_score_codex":0.0006183279,"about_ca_topic_score_gemma":0.000232644,"teacher_disagreement_score":0.08239108,"about_ca_system_score_codex":0.0002070236,"about_ca_system_score_gemma":0.00017506223,"threshold_uncertainty_score":0.9999772},"labels":[],"label_agreement":null},{"id":"W2803364085","doi":"10.5539/ijef.v10n6p180","title":"Predicting Growth Components – Unemployment, Housing Prices and Consumption Using Both Government and Corporate Yield Curves","year":2018,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Bond; Consumption (sociology); Yield (engineering); Economics; Government (linguistics); Unemployment; Unemployment rate; Yield curve; Monetary economics; Econometrics; Macroeconomics; Finance","score_opus":0.07926239859061428,"score_gpt":0.24928071335720092,"score_spread":0.17001831476658663,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2803364085","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9929983,0.003963466,0.0013689453,0.0005052841,0.0007370287,0.00007108198,0.0001561901,0.0000029765422,0.00019672811],"genre_scores_gemma":[0.96162266,0.036263406,0.0016328896,0.00009488782,0.00034147638,0.0000010460318,0.0000023543232,0.0000106373545,0.000030641124],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9990638,0.0000048752117,0.00058162457,0.00019232596,0.000040913535,0.00011644771],"domain_scores_gemma":[0.9985197,0.000056004057,0.0012364398,0.000060321563,0.000081848455,0.000045695022],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00034411342,0.000107786924,0.0002488966,0.000097730874,0.000120357196,0.000118353215,0.00010821414,0.000048657897,0.00000894357],"category_scores_gemma":[0.000073595584,0.00012290644,0.00003671105,0.00003277151,0.00016351379,0.00043850747,0.000085216685,0.00009011711,0.000001698355],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000072332696,0.000045859804,0.9120492,0.000023827244,0.00008835453,0.0000050921817,0.00021362779,0.0001702953,0.00007363008,0.08485095,0.000079974525,0.0023268566],"study_design_scores_gemma":[0.0011332957,0.00021475264,0.88797235,0.0004975481,0.000027850798,0.00016573697,0.00004820069,0.07535051,0.00019305677,0.026073625,0.008018219,0.00030483745],"about_ca_topic_score_codex":0.00012675497,"about_ca_topic_score_gemma":0.000062547435,"teacher_disagreement_score":0.07518021,"about_ca_system_score_codex":0.000088619505,"about_ca_system_score_gemma":0.000017700233,"threshold_uncertainty_score":0.50119793},"labels":[],"label_agreement":null},{"id":"W2808268216","doi":"10.5539/ijef.v10n7p108","title":"Does External Supervision Reduce the Risk Preference on Shadow Banking? (Note 1)——Evidence from Quasi-Natural Experiment Based on “Document No.107” of the State Council and National Audit Notice","year":2018,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"National Office for Philosophy and Social Sciences; Nanjing Audit University; Government of Jiangsu Province","keywords":"Shadow (psychology); Notice; Audit; Preference; Business; Scale (ratio); Accounting; Actuarial science; Economics; Psychology; Political science","score_opus":0.04013243844864743,"score_gpt":0.25389990417143665,"score_spread":0.2137674657227892,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2808268216","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.991107,0.0010793278,0.00089082064,0.0022243378,0.0037509475,0.00014256033,0.0003829704,0.00000242296,0.00041963693],"genre_scores_gemma":[0.99211144,0.005452547,0.0010995683,0.000242856,0.000841666,0.000006581183,0.0000022796319,0.00001185712,0.00023121084],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.998485,0.000034342927,0.0007982015,0.00031342934,0.00022107568,0.00014790444],"domain_scores_gemma":[0.99719614,0.00045407854,0.0012854729,0.00023567348,0.0007905625,0.000038079634],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009968275,0.00017159224,0.0002782685,0.0000988239,0.00019199385,0.00014974675,0.00056390814,0.000060490805,0.00006206425],"category_scores_gemma":[0.000837652,0.00010686372,0.00012880586,0.00006207643,0.000250858,0.00034454858,0.00011292806,0.0002727666,0.000019015632],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.010017305,0.0019822796,0.18168461,0.000062165964,0.00094321393,0.000022873463,0.016225675,0.13325758,0.0011342966,0.4978135,0.0065027964,0.15035371],"study_design_scores_gemma":[0.0019518186,0.0008302238,0.5953134,0.0007448861,0.000024972602,0.000009327789,0.0000543035,0.2079953,0.0023998762,0.14866424,0.041614898,0.00039677141],"about_ca_topic_score_codex":0.00056485494,"about_ca_topic_score_gemma":0.00019084048,"teacher_disagreement_score":0.41362876,"about_ca_system_score_codex":0.00039582033,"about_ca_system_score_gemma":0.00024020248,"threshold_uncertainty_score":0.4357776},"labels":[],"label_agreement":null},{"id":"W2858294449","doi":"10.1515/jbnst-2018-0024","title":"Tail Risk in a Retail Payments System","year":2018,"lang":"en","type":"article","venue":"Jahrbücher für Nationalökonomie und Statistik","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"Carleton University; Lakehead University","funders":"","keywords":"Default; Collateral; Payment; Econometrics; Extreme value theory; Maxima; Actuarial science; Position (finance); Economics; Credit risk; Cover (algebra); Business; Statistics; Finance; Mathematics","score_opus":0.030733440422640663,"score_gpt":0.26944505344312475,"score_spread":0.23871161302048408,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2858294449","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7462869,0.0020338239,0.06807481,0.00089603214,0.0020829667,0.0008629526,0.00408065,0.00018311248,0.17549871],"genre_scores_gemma":[0.9877527,0.000073531264,0.0065521235,0.000045204873,0.0004994559,0.00009254352,0.000149953,0.000037100577,0.004797411],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99800295,0.00003995522,0.00093662884,0.0005565193,0.00009616455,0.00036781107],"domain_scores_gemma":[0.99871224,0.00018100688,0.00052731135,0.00035188417,0.0001213923,0.0001061929],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0008277615,0.00020822049,0.0003971461,0.00047039383,0.00025295213,0.00010076802,0.0002544739,0.00016320952,0.00082418066],"category_scores_gemma":[0.0004120949,0.0002525015,0.00008606589,0.0005225787,0.00015233981,0.00030273458,0.00005918817,0.00021489915,0.0021785772],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000030533207,0.00008504818,0.34873277,0.000014573406,0.00004616276,0.0000039672045,0.00036051302,0.00007627334,0.0000023361513,0.6413824,0.0038994316,0.005365987],"study_design_scores_gemma":[0.0011204849,0.000063101856,0.7875103,0.000024159708,0.000011407224,0.000002098685,0.00009874084,0.0099594565,0.000015240691,0.038797256,0.16207606,0.00032171013],"about_ca_topic_score_codex":0.0011637366,"about_ca_topic_score_gemma":0.001162105,"teacher_disagreement_score":0.60258514,"about_ca_system_score_codex":0.0007458604,"about_ca_system_score_gemma":0.00009856688,"threshold_uncertainty_score":0.9999927},"labels":[],"label_agreement":null},{"id":"W2883815156","doi":"","title":"Credit Spread Option Valuation under GARCH","year":2000,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"York University","funders":"","keywords":"Autoregressive conditional heteroskedasticity; Economics; Valuation (finance); Econometrics; Log-normal distribution; Credit derivative; Financial economics; Mathematics; Actuarial science; Credit risk; Volatility (finance); Finance; Statistics","score_opus":0.058707131583989824,"score_gpt":0.2523338993489661,"score_spread":0.19362676776497628,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2883815156","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6048697,0.0004084363,0.1212641,0.0012626271,0.00044338856,0.00020480037,0.000047669844,0.000097437194,0.27140182],"genre_scores_gemma":[0.9684659,0.00022135944,0.0013313886,0.000062854626,0.0003844076,0.000019126192,0.000054772907,0.000012993998,0.029447153],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99919724,0.0000063877983,0.00033667422,0.00024424813,0.000039849696,0.00017558818],"domain_scores_gemma":[0.9996171,0.00002473949,0.00006707732,0.00021742398,0.000023648265,0.00005001064],"candidate_categories":["insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.00025859926,0.00008272875,0.00014558517,0.00011907372,0.00011798681,0.000050148137,0.00009133084,0.000083415856,0.007427807],"category_scores_gemma":[0.000026876836,0.0000957167,0.0000726815,0.00020548758,0.00003211009,0.00022110966,0.000010613008,0.00007030042,0.0050051045],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000009334103,0.00005227075,0.010144581,0.0000021816036,0.00000786529,3.1096255e-7,0.00010361073,0.0019137469,0.000012988162,0.95213896,0.002010345,0.03360379],"study_design_scores_gemma":[0.00028665113,0.000035811583,0.4900409,0.0000031930704,0.0000033673193,0.0000016766661,0.000017945671,0.01301775,0.000031551466,0.33847108,0.15793987,0.00015019046],"about_ca_topic_score_codex":0.00030983938,"about_ca_topic_score_gemma":0.000057231086,"teacher_disagreement_score":0.6136679,"about_ca_system_score_codex":0.00006823576,"about_ca_system_score_gemma":0.000014589717,"threshold_uncertainty_score":0.9957696},"labels":[],"label_agreement":null},{"id":"W2888176901","doi":"10.5539/ijef.v10n9p69","title":"CAMELS Model With a Proposed ‘S’ for the Bank Credit Risk Rating","year":2018,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Credit rating; Econometrics; Sovereign credit; Actuarial science; Logistic regression; Bond credit rating; Credit risk; Stability (learning theory); Resampling; Economics; Ordered logit; Logit; Quality (philosophy); Statistics; Computer science; Business; Credit reference; Mathematics; Machine learning; Credit default swap","score_opus":0.025258906924572583,"score_gpt":0.2326447849509063,"score_spread":0.2073858780263337,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2888176901","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8688457,0.0010532453,0.12481594,0.0025846143,0.0011380132,0.00019843025,0.00035192326,0.000003791228,0.0010083511],"genre_scores_gemma":[0.983069,0.0035500864,0.011652919,0.00008233814,0.0012908056,0.0000091967195,0.0000028841698,0.000016022901,0.00032677135],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9990638,0.0000037459429,0.0005857722,0.0001752222,0.000029011711,0.00014245819],"domain_scores_gemma":[0.99839014,0.00012755304,0.0010339468,0.00013091385,0.00028731712,0.00003011909],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005199707,0.00010631603,0.00023508155,0.000114925264,0.00020081573,0.000128112,0.00031955764,0.000050981394,0.000011247175],"category_scores_gemma":[0.00015684088,0.00008425252,0.000100210076,0.00004960048,0.00016477595,0.0002979495,0.000037174625,0.00012462802,0.0000062814343],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000441857,0.00007385076,0.0133436145,0.000004385678,0.00025342643,0.0000027143203,0.0009984897,0.055341326,0.0000071616178,0.89853126,0.0016790122,0.029322878],"study_design_scores_gemma":[0.0015202092,0.00036702192,0.02012515,0.000030879415,0.000022592962,0.000050848954,0.00006734973,0.7193037,0.00009382831,0.11813651,0.14007911,0.00020274772],"about_ca_topic_score_codex":0.00004611786,"about_ca_topic_score_gemma":0.00010145012,"teacher_disagreement_score":0.7803948,"about_ca_system_score_codex":0.00006376738,"about_ca_system_score_gemma":0.00008266241,"threshold_uncertainty_score":0.3435718},"labels":[],"label_agreement":null},{"id":"W2889217423","doi":"10.17016/feds.2018.061","title":"Information and Liquidity of OTC Securities: Evidence from Public Registration of Rule 144A Bonds","year":2018,"lang":"en","type":"article","venue":"Finance and Economics Discussion Series","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Wilfrid Laurier University; University of Waterloo","funders":"","keywords":"Market liquidity; Business; Debt; Information asymmetry; Bond; Financial system; Bond market; Monetary economics; Ex-ante; Accounting; Finance; Economics","score_opus":0.03148106559268835,"score_gpt":0.22372208227431387,"score_spread":0.19224101668162552,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2889217423","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.99423796,0.0013005493,0.00091447984,0.0012078921,0.0002133227,0.000110772344,0.00058608677,0.000011228119,0.0014176901],"genre_scores_gemma":[0.99055225,0.008204994,0.00077361276,0.000017618735,0.00011479089,0.000013194243,0.000059905433,0.000006985326,0.0002566294],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9988472,0.00000773596,0.00078820455,0.00019051338,0.000024990562,0.00014137564],"domain_scores_gemma":[0.9988698,0.000040491217,0.0007225813,0.00025204325,0.000072662515,0.00004247209],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00029294795,0.00011893559,0.00034494803,0.00013395226,0.00014814183,0.000074667136,0.00010606986,0.000114861796,0.00006536232],"category_scores_gemma":[0.00017331194,0.0001069134,0.000043252294,0.000108778004,0.00037630356,0.002532688,0.00008478616,0.00005924109,0.0000132710975],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00029153682,0.0000831718,0.2699775,0.00020027369,0.00004071236,2.2400884e-7,0.012588094,0.000047937574,0.00018562656,0.6868787,0.0021243063,0.027581928],"study_design_scores_gemma":[0.0005041958,0.00042469558,0.74308306,0.00020717969,0.000010453724,0.000003128399,0.0013179051,0.0022218572,0.0018939972,0.11417496,0.13581038,0.0003481858],"about_ca_topic_score_codex":0.0003839787,"about_ca_topic_score_gemma":0.0002801641,"teacher_disagreement_score":0.5727037,"about_ca_system_score_codex":0.000025241445,"about_ca_system_score_gemma":0.0000495206,"threshold_uncertainty_score":0.4359802},"labels":[],"label_agreement":null},{"id":"W2890007411","doi":"10.3386/w23170","title":"Deviations from Covered Interest Rate Parity","year":2017,"lang":"en","type":"preprint","venue":"National Bureau of Economic Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":55,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Bank of Canada","funders":"","keywords":"Parity (physics); Mathematics; Physics; Particle physics","score_opus":0.5287591252574085,"score_gpt":0.4863339758683226,"score_spread":0.042425149389085925,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2890007411","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.49053317,0.003442701,0.0016035447,0.0061979997,0.0038830938,0.0014352669,0.016070968,0.000061023613,0.47677225],"genre_scores_gemma":[0.9931692,0.00077352795,0.00044848947,0.000012204708,0.001154447,0.00013594015,0.002074399,0.000036731868,0.002195074],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99732184,0.00008594829,0.0012048484,0.00085357396,0.00014612888,0.0003876484],"domain_scores_gemma":[0.996613,0.0006732353,0.0011018992,0.00096599694,0.00051110226,0.00013473227],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.0031480147,0.00024063794,0.00075536297,0.0008009164,0.0004149462,0.00033888195,0.0012057713,0.00054099323,0.0011533215],"category_scores_gemma":[0.0026191673,0.00031510837,0.00031868293,0.000091586786,0.00039251195,0.00029291344,0.0009151096,0.0010315874,0.0014324203],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00002822391,0.00009457341,0.022524854,0.000029753068,0.00014682484,0.0000010469755,0.000109157896,0.0010927819,0.000014649621,0.9614655,0.014118936,0.00037369443],"study_design_scores_gemma":[0.0003639932,0.000021228809,0.14804806,0.000056953,0.000005540024,3.080957e-7,0.000012146183,0.0047743865,0.000052714484,0.83118,0.015261102,0.00022361398],"about_ca_topic_score_codex":0.0089207105,"about_ca_topic_score_gemma":0.0020858557,"teacher_disagreement_score":0.502636,"about_ca_system_score_codex":0.0010327129,"about_ca_system_score_gemma":0.00081879494,"threshold_uncertainty_score":0.9999301},"labels":[],"label_agreement":null},{"id":"W2890854228","doi":"10.3386/w14890","title":"Do Regulations Based on Credit Ratings Affect a Firm's Cost of Capital?","year":2009,"lang":"en","type":"preprint","venue":"National Bureau of Economic Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":26,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"","funders":"Dalhousie University; Bentley University; Boston College","keywords":"Affect (linguistics); Business; Cost of capital; Capital (architecture); Credit rating; Actuarial science; Economics; Microeconomics; Psychology; Incentive; Geography","score_opus":0.24700291299645022,"score_gpt":0.44085182808893536,"score_spread":0.19384891509248514,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2890854228","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.40004408,0.0023781157,0.0025866628,0.0056624636,0.0019148383,0.0041912026,0.006226557,0.00008290514,0.5769132],"genre_scores_gemma":[0.99589217,0.00014689777,0.0013958405,0.000018195637,0.0006765434,0.00019179456,0.00083235116,0.000040771818,0.000805425],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99679625,0.000095600546,0.0014746637,0.00084309984,0.00036266664,0.00042769845],"domain_scores_gemma":[0.99617064,0.00120726,0.0010622579,0.00078004005,0.000646341,0.00013344077],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.003743415,0.00029089136,0.00088252133,0.0019507459,0.00019768215,0.00010865158,0.0007187753,0.0005338966,0.0007631822],"category_scores_gemma":[0.0016763095,0.0003629143,0.00044054925,0.00036966347,0.00034468216,0.00015699914,0.00022403753,0.0008618655,0.00022252083],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00008410696,0.0002446688,0.0076526995,0.00009564193,0.00005558762,8.7787123e-7,0.00015050507,0.09216319,0.000018239945,0.8867538,0.011843825,0.0009368827],"study_design_scores_gemma":[0.0007897116,0.00024811193,0.10105124,0.00019608841,0.000008093062,8.610602e-7,0.00002602355,0.05686715,0.0001489707,0.83690476,0.0034339943,0.00032497858],"about_ca_topic_score_codex":0.0008735226,"about_ca_topic_score_gemma":0.00010915659,"teacher_disagreement_score":0.5958481,"about_ca_system_score_codex":0.0010183464,"about_ca_system_score_gemma":0.00089225534,"threshold_uncertainty_score":0.9998823},"labels":[],"label_agreement":null},{"id":"W2902293742","doi":"10.1017/s1365100518000627","title":"THE “DARK SIDE” OF CREDIT DEFAULT SWAPS INITIATION: A CLOSE LOOK AT SOVEREIGN DEBT CRISES","year":2018,"lang":"en","type":"article","venue":"Macroeconomic Dynamics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":11,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Carleton University","funders":"Agence Nationale de la Recherche","keywords":"Credit default swap; Monetary economics; Sovereign credit; Default; Independence (probability theory); Sovereignty; Debt; Credit risk; Business; Economics; Financial system; Finance","score_opus":0.017569556235514986,"score_gpt":0.23344288930203866,"score_spread":0.21587333306652368,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2902293742","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8079781,0.0008073409,0.0024137804,0.0005895495,0.0015808266,0.0002964589,0.0010141812,0.00004933687,0.18527041],"genre_scores_gemma":[0.99462765,0.00041721438,0.00045523685,0.00009514852,0.0006827896,0.000035644425,0.00010068783,0.000046184166,0.0035394114],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9979595,0.000018248616,0.001073271,0.00046453375,0.00004742867,0.00043701538],"domain_scores_gemma":[0.9980837,0.000244288,0.00075360533,0.0007078902,0.00010949059,0.0001010306],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0004968553,0.0002318596,0.00044926736,0.00016335236,0.0005936663,0.00010693653,0.00046813383,0.00016766034,0.00037890408],"category_scores_gemma":[0.00023254876,0.00024130558,0.00022355339,0.00019078249,0.0005220984,0.00025164732,0.00020742844,0.00014776213,0.0011275364],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000087498374,0.000054331736,0.07888998,0.000016490621,0.00006373055,0.0000018979698,0.00032718742,0.00015256184,0.000010659299,0.9084923,0.0056053633,0.0062979767],"study_design_scores_gemma":[0.0012258303,0.00023949443,0.18188903,0.00002543862,0.00003498176,0.000022334521,0.00033193827,0.04664253,0.000218041,0.6653547,0.103360236,0.0006554424],"about_ca_topic_score_codex":0.0003037424,"about_ca_topic_score_gemma":0.00295305,"teacher_disagreement_score":0.24313761,"about_ca_system_score_codex":0.0005303875,"about_ca_system_score_gemma":0.00008916735,"threshold_uncertainty_score":0.9996502},"labels":[],"label_agreement":null},{"id":"W2902340275","doi":"10.3390/jrfm11040087","title":"On a New Corporate Bond Pricing Model with Potential Credit Rating Change and Stochastic Interest Rate","year":2018,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":18,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Vasicek model; Short-rate model; Interest rate; Rendleman–Bartter model; Bond; Bond valuation; Credit rating; Econometrics; Interest rate risk; Economics; Volatility (finance); Bond credit rating; Stochastic volatility; Financial economics; Credit risk; Actuarial science; Monetary economics; Finance","score_opus":0.04868683404094506,"score_gpt":0.21729106947236115,"score_spread":0.1686042354314161,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2902340275","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5664609,0.0004631965,0.4320663,0.0001562598,0.00035283237,0.00016675745,0.00002566382,0.000006749541,0.00030133344],"genre_scores_gemma":[0.993344,0.00064395287,0.004641155,0.00007657413,0.0010601847,0.0000050633757,0.000001799772,0.000018459346,0.0002088173],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9989263,0.000010273108,0.00053140527,0.0002465599,0.00006242951,0.000223042],"domain_scores_gemma":[0.9986651,0.000033292737,0.00097171264,0.00012983009,0.000069253205,0.00013080909],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00050167326,0.00017013718,0.00036195622,0.00036542205,0.00025102915,0.000107362815,0.000105320134,0.00006223148,0.000009587143],"category_scores_gemma":[0.00011043189,0.00015416418,0.000057807807,0.00021191577,0.00010248635,0.00027786894,0.00007659073,0.00020703349,0.000009746321],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0017296845,0.00024923505,0.014007861,0.000078224846,0.000117804986,0.00014305444,0.0045666792,0.0058647534,0.000020728346,0.73517805,0.0050576455,0.23298626],"study_design_scores_gemma":[0.006018946,0.0032529924,0.5826755,0.0006073982,0.0002280292,0.0000739988,0.00034972775,0.08082556,0.000019916393,0.3150697,0.010027526,0.0008506696],"about_ca_topic_score_codex":0.00006263481,"about_ca_topic_score_gemma":0.000090307,"teacher_disagreement_score":0.56866765,"about_ca_system_score_codex":0.000042333573,"about_ca_system_score_gemma":0.000027144324,"threshold_uncertainty_score":0.6286633},"labels":[],"label_agreement":null},{"id":"W2902680939","doi":"","title":"Dependence of Structural Breaks in Rating Transition Dynamics on Economic and Market Variations","year":2018,"lang":"en","type":"article","venue":"Review of Economics and Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Economics; Econometrics; Inflation (cosmology); Latent variable; Bond market; Financial economics; Credit rating; Financial crisis; Structural break; Monetary economics; Macroeconomics; Actuarial science; Statistics; Mathematics","score_opus":0.012365251422920661,"score_gpt":0.22598757567723748,"score_spread":0.21362232425431682,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2902680939","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9743302,0.017933482,0.0008140551,0.00052828784,0.00019701636,0.00029412008,0.0005947689,0.0000038773796,0.0053042197],"genre_scores_gemma":[0.8832167,0.11549269,0.0011223354,0.00004673703,0.000055560227,0.000009927239,0.00001574897,0.000009408028,0.00003092475],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9987252,0.000011188016,0.0008276577,0.00029111517,0.0000106193165,0.00013427174],"domain_scores_gemma":[0.99913883,0.000068742134,0.0005420726,0.00020246345,0.000024484647,0.000023416631],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0004426584,0.00012047175,0.0005125405,0.00012917588,0.000061651204,0.000013369515,0.00009186671,0.00007015644,0.000045200595],"category_scores_gemma":[0.00005546052,0.0001446243,0.00006126496,0.00008926777,0.0001386796,0.0001825347,0.000027105662,0.0000744374,0.000005159086],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00001825169,0.000017365694,0.012928148,0.00039501587,0.0000102565,2.2726395e-7,0.00015078587,0.00014858542,0.0000014360035,0.96557575,0.0000429658,0.020711234],"study_design_scores_gemma":[0.00090949185,0.00029829214,0.5616486,0.0019709405,0.000020496798,0.000014818584,0.000035634053,0.3381452,0.000048437636,0.09005273,0.0063952734,0.0004600559],"about_ca_topic_score_codex":0.0002525505,"about_ca_topic_score_gemma":0.00055769086,"teacher_disagreement_score":0.875523,"about_ca_system_score_codex":0.00007866804,"about_ca_system_score_gemma":0.000033425284,"threshold_uncertainty_score":0.5897607},"labels":[],"label_agreement":null},{"id":"W2903000208","doi":"","title":"Is Default Risk Related to Inflation","year":2007,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Downgrade; Economics; Granger causality; Credit risk; Vector autoregression; Econometrics; Inflation (cosmology); Bond; Proxy (statistics); Recession; Quarter (Canadian coin); Monetary economics; Financial economics; Actuarial science; Mathematics; Macroeconomics; Statistics; Finance","score_opus":0.019168028689487922,"score_gpt":0.24344271953919178,"score_spread":0.22427469084970386,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2903000208","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7788973,0.0001249927,0.07840744,0.00050998,0.00033186155,0.00013744667,0.00004778642,0.00006166038,0.14148158],"genre_scores_gemma":[0.98971367,0.000036498004,0.0026360133,0.00011756515,0.00007881819,0.0000037121567,0.000010761936,0.000012074448,0.00739091],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9990737,0.0000023212765,0.0004732684,0.00022346756,0.000026203148,0.00020105793],"domain_scores_gemma":[0.9994819,0.000039872106,0.00014191477,0.00021345082,0.00003122971,0.00009159427],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.00053842686,0.000075750715,0.0001383464,0.00024499756,0.0001178911,0.00002676263,0.00008133869,0.00010008244,0.0008504931],"category_scores_gemma":[0.00018511151,0.00008816084,0.00006967377,0.00046017452,0.00001479894,0.00012379931,0.000024754478,0.00009025558,0.0038509704],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000008207591,0.00002014274,0.6154826,0.0000011004737,0.000009589831,7.261595e-7,0.0006858224,0.00017160075,0.0000130456365,0.36720514,0.004328973,0.012072996],"study_design_scores_gemma":[0.00014802322,0.000021510197,0.7745109,0.0000016074118,0.0000018364792,5.854356e-7,0.000025331366,0.00081734505,0.000098823315,0.04440749,0.17985757,0.000108966575],"about_ca_topic_score_codex":0.00059087377,"about_ca_topic_score_gemma":0.00022763171,"teacher_disagreement_score":0.32279766,"about_ca_system_score_codex":0.00006029772,"about_ca_system_score_gemma":0.0000068401273,"threshold_uncertainty_score":0.99692464},"labels":[],"label_agreement":null},{"id":"W2905108076","doi":"10.2139/ssrn.3086679","title":"Credit Risk and Contagion","year":2017,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Center for Interuniversity Research and Analysis on Organizations; Quest University Canada","funders":"","keywords":"Business; Financial contagion; Credit risk; Financial system; Economics; Actuarial science; Finance; Financial market","score_opus":0.01435573135865417,"score_gpt":0.22171914878427917,"score_spread":0.207363417425625,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2905108076","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.95480853,0.0080325445,0.025128357,0.0011141945,0.0007190002,0.00008450616,0.000037422495,0.000016587277,0.010058867],"genre_scores_gemma":[0.978041,0.019066697,0.000079254874,0.000008796792,0.00068485166,0.000002572358,0.0000019035125,0.000013088781,0.0021018358],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9986179,0.000007731255,0.00028408004,0.00017981754,0.000029777933,0.00088068255],"domain_scores_gemma":[0.99908787,0.000018575283,0.0005333857,0.00026472262,0.000025808898,0.00006964844],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011691037,0.00009238189,0.00019585478,0.00009441038,0.0010550207,0.00022098924,0.00023141543,0.00007265566,0.00003438086],"category_scores_gemma":[0.00030023913,0.00009891664,0.00008105772,0.000028484452,0.00008462067,0.00034119052,0.000044996388,0.0007986241,0.000093630755],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00000999594,0.000012013003,0.28235707,7.599253e-7,0.000025268651,9.176705e-7,0.000051653973,0.0000023393507,0.0000023447465,0.695563,0.00013076929,0.021843845],"study_design_scores_gemma":[0.00042340302,0.0000759111,0.37940758,0.00000329201,0.000006673353,0.00005229164,0.00006516307,0.00016223146,0.0000023316402,0.58477956,0.03492665,0.00009493027],"about_ca_topic_score_codex":0.0005787534,"about_ca_topic_score_gemma":0.0011333924,"teacher_disagreement_score":0.11078349,"about_ca_system_score_codex":0.00021555935,"about_ca_system_score_gemma":0.00015670851,"threshold_uncertainty_score":0.81144726},"labels":[],"label_agreement":null},{"id":"W2907748011","doi":"10.3386/w25317","title":"Low Inflation: High Default Risk AND High Equity Valuations","year":2018,"lang":"en","type":"report","venue":"National Bureau of Economic Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":11,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"Social Sciences and Humanities Research Council of Canada; HEC Montréal; Booth School of Business, University of Chicago; Fondation HEC; Imperial College London","keywords":"Equity (law); Monetary economics; Business; Default risk; Economics; Financial economics; Probability of default; Financial system; Credit risk; Econometrics; Actuarial science","score_opus":0.38466354780592404,"score_gpt":0.49142336557132016,"score_spread":0.10675981776539611,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2907748011","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.15613091,0.004109467,0.001893217,0.001600391,0.0042196787,0.0019701242,0.009383235,0.00007925767,0.82061374],"genre_scores_gemma":[0.98001474,0.005139996,0.0011366927,0.0000077105215,0.0034153247,0.00016031758,0.0016485683,0.000067571644,0.008409105],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99617475,0.000094700314,0.0016631436,0.0009152662,0.00064229994,0.0005098334],"domain_scores_gemma":[0.99487734,0.0009589333,0.0012808918,0.00058138865,0.0021247647,0.00017671045],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.009050216,0.00029693838,0.0008539604,0.0015857366,0.0005405132,0.0001765273,0.0005198279,0.00068777724,0.001932601],"category_scores_gemma":[0.0045924024,0.00036694648,0.00021682972,0.00043289867,0.00065334165,0.00036843665,0.00045798224,0.0007959718,0.0009876582],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000030590065,0.0001017138,0.021861186,0.00010399287,0.0001726675,8.996688e-7,0.00010253766,0.0007708531,0.000003541358,0.91370416,0.05660111,0.006546726],"study_design_scores_gemma":[0.0004870442,0.0001128884,0.1728998,0.00005691146,0.000017683324,0.0000051685406,0.000011846025,0.0016745157,0.000025759884,0.7579102,0.066505365,0.00029282595],"about_ca_topic_score_codex":0.011336775,"about_ca_topic_score_gemma":0.0013286195,"teacher_disagreement_score":0.8238838,"about_ca_system_score_codex":0.0019531883,"about_ca_system_score_gemma":0.0022594794,"threshold_uncertainty_score":0.9998782},"labels":[],"label_agreement":null},{"id":"W2914109457","doi":"10.3386/w20638","title":"Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle","year":2014,"lang":"en","type":"preprint","venue":"National Bureau of Economic Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":20,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Calgary","funders":"Booth School of Business, University of Chicago","keywords":"Market liquidity; Liquidity risk; Credit risk; Collateralized debt obligation; Bond; Corporate bond; Credit default swap index; Rollover (web design); Business; Liquidity crisis; Liquidity premium; iTraxx; Credit derivative; Monetary economics; Credit valuation adjustment; Economics; Finance; Collateral; Credit reference; Computer science","score_opus":0.5783551083612544,"score_gpt":0.4860907741465226,"score_spread":0.09226433421473179,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2914109457","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9718196,0.0016209349,0.0005476242,0.00096166163,0.00050164404,0.00046636368,0.0007062532,0.000010908305,0.023365041],"genre_scores_gemma":[0.99786764,0.0009709507,0.00022886904,0.000007497361,0.00045098417,0.000057332225,0.00017347856,0.000027554042,0.00021567036],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9978349,0.00007777727,0.0010633961,0.00054918014,0.00018644927,0.000288294],"domain_scores_gemma":[0.9967924,0.00077260076,0.0012485245,0.0005000716,0.0006171414,0.000069309346],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0044601946,0.00018758203,0.0006350293,0.00063770526,0.0002083523,0.00009471591,0.0005445991,0.0003556819,0.00015033926],"category_scores_gemma":[0.0010941281,0.00018702899,0.00013655475,0.00024874308,0.00059215474,0.00013485584,0.00062504155,0.00063859345,0.000058816397],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000045475565,0.000054925138,0.04945608,0.00014787757,0.00006957258,2.9236637e-7,0.00010060048,0.024426047,0.000025580168,0.92322737,0.001970718,0.0004754894],"study_design_scores_gemma":[0.00026024666,0.000028383934,0.3682383,0.00004619776,0.0000053177,0.0000010709268,0.000015180038,0.034035712,0.000036873615,0.5951375,0.0020555898,0.00013968897],"about_ca_topic_score_codex":0.0051710424,"about_ca_topic_score_gemma":0.00038006975,"teacher_disagreement_score":0.3280899,"about_ca_system_score_codex":0.00025253475,"about_ca_system_score_gemma":0.00038318694,"threshold_uncertainty_score":0.7817103},"labels":[],"label_agreement":null},{"id":"W2914787409","doi":"10.2139/ssrn.2109435","title":"Labor Unions and the Cost of Debt","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Simon Fraser University","funders":"","keywords":"Debt; Labour economics; Labor disputes; Business; Economics; Labor relations; Finance","score_opus":0.011648656778441431,"score_gpt":0.21317336137520448,"score_spread":0.20152470459676305,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2914787409","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9056505,0.05756324,0.024073595,0.0035977361,0.0005410848,0.00021068245,0.000052283667,0.000010662546,0.0083002],"genre_scores_gemma":[0.98841393,0.010401709,0.000051582512,0.000025806714,0.00028201577,0.0000046715572,0.0000016717923,0.000008138761,0.00081045384],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.998863,0.00001577152,0.00028482958,0.00006405715,0.000024961864,0.00074738084],"domain_scores_gemma":[0.99954367,0.000061659586,0.00021309667,0.00010811188,0.00002541205,0.00004806545],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016098461,0.00006033543,0.00017062378,0.0000787948,0.0001738132,0.000017718989,0.000107023814,0.00003992937,0.000030478808],"category_scores_gemma":[0.00012568365,0.000046981342,0.000067456174,0.00015421094,0.00011333068,0.00014918017,0.000020996937,0.00043992893,0.000022967828],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000014457448,0.000020460046,0.08713804,9.06914e-7,0.000026898653,2.9266884e-8,0.00022128955,0.0000057098237,0.0000022203142,0.90852416,0.000058780126,0.003987067],"study_design_scores_gemma":[0.001057395,0.00003916581,0.23145519,0.0000040939,0.000014195798,0.000063907886,0.00045856665,0.00013356571,0.000008707975,0.72001106,0.046663802,0.00009034752],"about_ca_topic_score_codex":0.000127129,"about_ca_topic_score_gemma":0.00020854807,"teacher_disagreement_score":0.18851309,"about_ca_system_score_codex":0.00011698922,"about_ca_system_score_gemma":0.00013490161,"threshold_uncertainty_score":0.19158435},"labels":[],"label_agreement":null},{"id":"W2917968550","doi":"","title":"Leverage Choice and Credit Spreads when Managers Risk Shift","year":2016,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Leverage (statistics); Incentive; Debt; Stock (firearms); Cash; Executive compensation; Business; Payment; Cash flow; Capital structure; Monetary economics; Economics; Finance; Financial economics; Actuarial science; Microeconomics","score_opus":0.020281228628846647,"score_gpt":0.20148790906161684,"score_spread":0.1812066804327702,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2917968550","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.721823,0.0011477063,0.14231327,0.0032984084,0.00078176183,0.00023395523,0.0003400557,0.00012762574,0.12993427],"genre_scores_gemma":[0.9858425,0.00065957697,0.0011014421,0.000048388858,0.00034123322,0.000012216959,0.000004322289,0.000018053106,0.0119722625],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99905175,0.0000070682718,0.00032203575,0.00035247247,0.000028749304,0.00023792357],"domain_scores_gemma":[0.99930006,0.0001378731,0.00015439524,0.00029685517,0.000012046289,0.00009874371],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.00023276034,0.0001216538,0.00022845998,0.00014873962,0.00013711388,0.000057714955,0.0001328871,0.00008980055,0.0013333324],"category_scores_gemma":[0.00021591084,0.0001016824,0.0000698076,0.00009281103,0.00008138935,0.00031548206,0.00006548272,0.000068971916,0.0006659585],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000048577945,0.000022215905,0.6361221,0.000005056223,0.000021861008,0.0000013336297,0.00020484561,0.0000036435067,0.000005047749,0.3305731,0.0061261244,0.026909776],"study_design_scores_gemma":[0.00035889712,0.000020391972,0.67906463,0.000004965866,0.000004532088,6.1297965e-7,0.000007569809,0.00015269374,0.000009194911,0.082444414,0.23779,0.00014207543],"about_ca_topic_score_codex":0.0009812136,"about_ca_topic_score_gemma":0.0004016178,"teacher_disagreement_score":0.26401955,"about_ca_system_score_codex":0.00004330718,"about_ca_system_score_gemma":0.0000066341026,"threshold_uncertainty_score":0.9995796},"labels":[],"label_agreement":null},{"id":"W2920510815","doi":"10.34989/san-2017-15","title":"Complementing the Credit Risk Assessment of Financial Counterparties with Market-Based Indicators","year":2020,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Bank of Canada","funders":"","keywords":"Servant; Credit risk; Business; Humanities; Financial system; Economics; Welfare economics; Actuarial science; Computer science; Art","score_opus":0.02439474957165246,"score_gpt":0.23081792117474548,"score_spread":0.206423171603093,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2920510815","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.79770285,0.00018958893,0.14610545,0.0031473807,0.00023244668,0.00042367898,0.00069423247,0.000057135025,0.051447242],"genre_scores_gemma":[0.9968967,0.000021401327,0.002559654,0.00020788932,0.00016391919,0.000025618763,0.000016062686,0.00001273315,0.00009605725],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9989712,0.000017326553,0.00051330024,0.00023048221,0.00007541106,0.00019228566],"domain_scores_gemma":[0.9990677,0.00010429806,0.0005271239,0.00020636889,0.000035933237,0.000058570782],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.00042019147,0.00011526775,0.0002803046,0.000093206014,0.0002100175,0.000046164136,0.00021438251,0.00004073392,0.0010044072],"category_scores_gemma":[0.00014794974,0.00008904175,0.00008725301,0.000400334,0.0001367601,0.00009759347,0.000045853623,0.00014636564,0.000017022889],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000027097121,0.000040462044,0.8810266,0.000015876338,0.000020900134,5.870177e-7,0.00022280397,0.00048760485,0.0000019899044,0.11068572,0.0066831913,0.00078711705],"study_design_scores_gemma":[0.0004819993,0.00014514558,0.8751587,0.000007900748,0.000013511096,1.573401e-7,0.0000947864,0.036321107,0.000040923765,0.00073871925,0.08687239,0.00012463045],"about_ca_topic_score_codex":0.0002042756,"about_ca_topic_score_gemma":0.000106302585,"teacher_disagreement_score":0.19919382,"about_ca_system_score_codex":0.000031214837,"about_ca_system_score_gemma":0.000092016315,"threshold_uncertainty_score":0.9999088},"labels":[],"label_agreement":null},{"id":"W2933320632","doi":"10.3386/w22477","title":"Analyst Promotions within Credit Rating Agencies: Accuracy or Bias?","year":2016,"lang":"en","type":"report","venue":"National Bureau of Economic Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":10,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Bureau de Coopération Interuniversitaire","funders":"Boston College","keywords":"Credit rating; Business; Actuarial science; Finance","score_opus":0.6498538303139211,"score_gpt":0.5193257790656787,"score_spread":0.1305280512482424,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2933320632","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.014351961,0.0020800752,0.00057898636,0.0016409991,0.0032095613,0.0015053289,0.0047808536,0.00007133803,0.9717809],"genre_scores_gemma":[0.8842885,0.0038853916,0.0010195493,0.000012010015,0.006170698,0.00046220105,0.0012814719,0.00014530565,0.10273487],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9947845,0.00010182034,0.0026763845,0.0010517791,0.00071718456,0.0006683453],"domain_scores_gemma":[0.9929296,0.0021859473,0.0021213896,0.00074885157,0.0018078978,0.0002063525],"candidate_categories":["metaresearch","metaepi_narrow","insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.010447084,0.00037130457,0.0011446779,0.0023948618,0.00050209684,0.00020446611,0.0009105246,0.0006476688,0.00422898],"category_scores_gemma":[0.019712655,0.00034323955,0.00046739227,0.0007327755,0.00046562144,0.00056298013,0.00028771846,0.00083778583,0.0014423424],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":true,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00006182423,0.00015295757,0.009179977,0.00022629803,0.00039160595,0.000008773647,0.0003573855,0.00046073328,0.000030431578,0.8243553,0.16190569,0.002868998],"study_design_scores_gemma":[0.0010517677,0.00030573632,0.0118640885,0.0005127629,0.000034162378,0.000043867236,0.00024009091,0.0028971105,0.00018723733,0.6353337,0.3465837,0.00094576844],"about_ca_topic_score_codex":0.0021414435,"about_ca_topic_score_gemma":0.0011293254,"teacher_disagreement_score":0.8699365,"about_ca_system_score_codex":0.0038143166,"about_ca_system_score_gemma":0.0069715367,"threshold_uncertainty_score":0.99990195},"labels":[],"label_agreement":null},{"id":"W2935204040","doi":"10.2139/ssrn.3214789","title":"Least Impulse Response Estimator for Stress Test Exercises","year":2018,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Concordia University; Center for Interuniversity Research and Analysis on Organizations; University of Toronto","funders":"","keywords":"Stress test; Estimator; Econometrics; Logistic regression; Impulse response; Parametric statistics; Conversion factor; Estimation; Credit risk; Statistics; Stress testing (software); Stress (linguistics); Computer science; Mathematics; Economics; Actuarial science","score_opus":0.01520671716067583,"score_gpt":0.24303105476917528,"score_spread":0.22782433760849943,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2935204040","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8588213,0.004042211,0.13212052,0.0016930541,0.00094613276,0.0003501492,0.00043219747,0.000055916305,0.0015385438],"genre_scores_gemma":[0.9935298,0.0008001967,0.0007290007,0.000019630988,0.0012471272,0.000022939212,0.000009623327,0.000036451824,0.0036052326],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99768835,0.000012489605,0.00049540645,0.00026660142,0.000045182736,0.0014919819],"domain_scores_gemma":[0.9990651,0.00017884008,0.00031101078,0.00022707209,0.00011522837,0.00010275465],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016249608,0.00015231605,0.0002810774,0.00023469105,0.00055088353,0.0001045667,0.00027001443,0.000096785334,0.000087576365],"category_scores_gemma":[0.0009777192,0.00016505107,0.00017072748,0.00021328215,0.00011292453,0.00023688027,0.000029524075,0.00046884993,0.00024589727],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0008386107,0.00023355338,0.08947576,0.000009397459,0.0000714042,0.0000020958769,0.00030545468,0.00003872061,0.00013809196,0.88657576,0.0017920432,0.0205191],"study_design_scores_gemma":[0.0018401261,0.001716535,0.13267612,0.0000342837,0.00003109001,0.00016434726,0.0006321073,0.0024048658,0.0002542221,0.7770769,0.08265078,0.0005186276],"about_ca_topic_score_codex":0.000056763656,"about_ca_topic_score_gemma":0.00045213383,"teacher_disagreement_score":0.13470851,"about_ca_system_score_codex":0.0005429115,"about_ca_system_score_gemma":0.00066739303,"threshold_uncertainty_score":0.6730587},"labels":[],"label_agreement":null},{"id":"W2935932094","doi":"10.3390/risks7020040","title":"Recent Regulation in Credit Risk Management: A Statistical Framework","year":2019,"lang":"en","type":"article","venue":"Risks","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Alberta","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Credit risk; Volatility (finance); Loan; Risk management; Business; Actuarial science; European union; Credit valuation adjustment; Economics; Stress test; Credit reference; Finance; International economics","score_opus":0.03415914382899445,"score_gpt":0.2661351976686107,"score_spread":0.23197605383961625,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2935932094","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7023595,0.0022590323,0.16081046,0.00042611585,0.0019407672,0.0008201182,0.0005480041,0.00008723136,0.13074875],"genre_scores_gemma":[0.9844623,0.0033029176,0.010916834,0.000023302382,0.00018093038,0.00002829828,0.000062831634,0.000020948537,0.0010016316],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99884,0.000017075172,0.00047302197,0.00036236897,0.000052515756,0.0002550548],"domain_scores_gemma":[0.999267,0.00009860772,0.00020279156,0.00035895788,0.000016993883,0.000055651275],"candidate_categories":["insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.00038438188,0.00011054204,0.00024867177,0.00023762618,0.00006131543,0.00004311715,0.0001264874,0.00013575298,0.002086],"category_scores_gemma":[0.00016207855,0.00013485791,0.000048850743,0.0003881371,0.000028956538,0.00012515007,0.000046831738,0.00023317151,0.0026942254],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000016786838,0.000043923246,0.36188436,0.000008116776,0.000009154561,0.000002113316,0.00011157819,0.00054843974,1.869325e-7,0.59369385,0.00087846577,0.04280304],"study_design_scores_gemma":[0.00025455956,0.000019417706,0.5948965,0.000013805628,0.0000032907826,3.1198618e-7,0.000020135376,0.0040422278,0.0000011438342,0.24494188,0.15570208,0.00010464412],"about_ca_topic_score_codex":0.00025734876,"about_ca_topic_score_gemma":0.000050780905,"teacher_disagreement_score":0.34875196,"about_ca_system_score_codex":0.00012103043,"about_ca_system_score_gemma":0.000008544813,"threshold_uncertainty_score":0.9988262},"labels":[],"label_agreement":null},{"id":"W2938204480","doi":"10.34989/san-2017-2","title":"What Explains the Recent Increase in Canadian Corporate Bond Spreads","year":2021,"lang":"en","type":"article","venue":"Staff Analytical Notes","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"Bank of Canada","funders":"","keywords":"Remuneration; Obligation; Bond; Political science; Compensation (psychology); Humanities; Economics; Business; Philosophy; Finance; Law; Psychology","score_opus":0.056032665145942774,"score_gpt":0.2518592531544768,"score_spread":0.19582658800853406,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2938204480","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97583884,0.0021826134,0.00042801397,0.0117574,0.0005558071,0.00014279557,0.00027125335,0.000013476636,0.008809785],"genre_scores_gemma":[0.9974874,0.001457404,0.00019178353,0.00017501743,0.0001378508,0.0000071992445,0.00006279874,0.000014135842,0.00046638428],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99879396,0.000018884371,0.0004145739,0.0003122338,0.0000444491,0.00041591586],"domain_scores_gemma":[0.99905145,0.00016040767,0.00011042037,0.00035298362,0.00006227683,0.0002624322],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00036313199,0.000118646916,0.0002674574,0.00018329658,0.00014143286,0.00019134079,0.0001453272,0.00009605986,0.0006317708],"category_scores_gemma":[0.000951193,0.000112943,0.00008546679,0.00074169156,0.000107693966,0.00023928462,0.00004544579,0.00017655824,0.000199252],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000011385346,0.00012352584,0.23520441,0.0000056238478,0.000024044299,0.0001106271,0.0003152396,0.00038934278,0.0000054704533,0.7598361,0.0013484445,0.0026257995],"study_design_scores_gemma":[0.00064401183,0.000068690526,0.4097632,0.000044287957,0.000027993261,0.00001597611,0.0009586752,0.052301496,0.00010336425,0.1573199,0.3782009,0.00055151316],"about_ca_topic_score_codex":0.11096024,"about_ca_topic_score_gemma":0.51925486,"teacher_disagreement_score":0.6025162,"about_ca_system_score_codex":0.0002487527,"about_ca_system_score_gemma":0.00032816155,"threshold_uncertainty_score":0.8949599},"labels":[],"label_agreement":null},{"id":"W2941766477","doi":"10.3390/risks7020047","title":"Contingent Convertible Debt: The Impact on Equity Holders","year":2019,"lang":"en","type":"article","venue":"Risks","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Group for Research in Decision Analysis; HEC Montréal","funders":"Natural Sciences and Engineering Research Council of Canada; HEC Montréal","keywords":"Convertible bond; Coco; Equity value; Business; Debt; Debt-to-equity ratio; Equity (law); Capital structure; Monetary economics; Cost of capital; Recourse debt; Financial system; Finance; Internal debt; Economics; Debt levels and flows; Profit (economics); Microeconomics","score_opus":0.09597248910661259,"score_gpt":0.32411023467798217,"score_spread":0.22813774557136957,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2941766477","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.92105097,0.00055783393,0.0004842557,0.00045668692,0.00058900146,0.0002663928,0.00009353953,0.000030370653,0.076470956],"genre_scores_gemma":[0.99795485,0.000116157455,0.000020065243,0.000095649986,0.00014392385,0.000011412506,0.00001068564,0.00001508553,0.0016321796],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9991624,0.000008952716,0.00027599005,0.00023916169,0.00004161956,0.00027187474],"domain_scores_gemma":[0.99926823,0.00007930396,0.00017341784,0.00040180126,0.000018866083,0.000058398997],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0003773672,0.000117870586,0.00022976709,0.00007820776,0.00013063895,0.00007068143,0.00021489487,0.000074360534,0.00087956653],"category_scores_gemma":[0.00006841468,0.000088227804,0.00017551777,0.00016002283,0.00004404814,0.00008584213,0.00006380896,0.0001558971,0.0036638582],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000042499658,0.000094176794,0.7014317,0.000008237134,0.000050054456,0.0000012193758,0.00052895787,0.0017750916,0.00003189762,0.2792913,0.0086976085,0.008047282],"study_design_scores_gemma":[0.00044610514,0.00011854265,0.94155896,0.000008712393,0.000005140076,0.0000010312394,0.00006178079,0.005010522,0.000106399486,0.014925596,0.037591428,0.00016576509],"about_ca_topic_score_codex":0.0014998831,"about_ca_topic_score_gemma":0.000029995163,"teacher_disagreement_score":0.2643657,"about_ca_system_score_codex":0.00010220877,"about_ca_system_score_gemma":0.000023103472,"threshold_uncertainty_score":0.9971119},"labels":[],"label_agreement":null},{"id":"W2941980308","doi":"10.5539/ibr.v12n5p142","title":"Determinants of Sovereign Credit Ratings in Emerging Markets","year":2019,"lang":"en","type":"article","venue":"International Business Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Sovereign credit; Emerging markets; Credit rating; Explanatory power; Economics; Bond credit rating; Proxy (statistics); Ordinary least squares; Capital market; Debt; Corporate governance; Credit risk; Business; Financial system; Econometrics; Credit reference; Actuarial science; Credit default swap; Macroeconomics; Finance; Statistics","score_opus":0.05862021636097356,"score_gpt":0.33407055193576185,"score_spread":0.27545033557478826,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2941980308","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9326108,0.00015890608,0.00018405616,0.000355498,0.000732305,0.00017356517,0.000072365336,0.0000070564206,0.065705426],"genre_scores_gemma":[0.99654263,0.00012819293,0.00024629774,0.0000059832137,0.00017283668,0.000020763999,0.000017925324,0.000014109709,0.0028512732],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9987232,0.000017985853,0.0005434952,0.0002812137,0.00018399273,0.00025012178],"domain_scores_gemma":[0.99906296,0.0001668929,0.00016699274,0.00021162168,0.0003603624,0.000031179847],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.001065991,0.00007715999,0.00022941292,0.00081825384,0.000041919608,0.000046386525,0.000383924,0.00007278445,0.0016143053],"category_scores_gemma":[0.00082255405,0.000091021124,0.00004890297,0.00073752424,0.00006836209,0.00030053273,0.00015104133,0.00017790607,0.00043764527],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00004895073,0.0000701637,0.95448303,0.000026536147,0.0000061010905,0.0000055514133,0.00012490891,0.00017169365,0.00014982634,0.042507887,0.00035122078,0.002054117],"study_design_scores_gemma":[0.0004328945,0.000013092228,0.96629095,0.00006616837,3.1170302e-7,0.0000020700681,0.000049055237,0.0049287477,0.0001501028,0.01790548,0.0100716185,0.00008949531],"about_ca_topic_score_codex":0.0007968714,"about_ca_topic_score_gemma":0.00008772501,"teacher_disagreement_score":0.06393179,"about_ca_system_score_codex":0.00012054433,"about_ca_system_score_gemma":0.00006023468,"threshold_uncertainty_score":0.99929833},"labels":[],"label_agreement":null},{"id":"W2944822875","doi":"10.3390/risks7020057","title":"The Determinants of Market-Implied Recovery Rates","year":2019,"lang":"en","type":"article","venue":"Risks","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Issuer; Econometrics; Recovery rate; Economics; Tobit model; Credit risk; Interest rate; Variable (mathematics); Sample (material); Contrast (vision); Financial economics; Monetary economics; Actuarial science; Mathematics; Finance; Computer science","score_opus":0.041580403618877076,"score_gpt":0.26690683630999457,"score_spread":0.2253264326911175,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2944822875","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9488217,0.0011163224,0.00012392357,0.00007733598,0.0007184733,0.00015782911,0.00008441838,0.000010843422,0.048889115],"genre_scores_gemma":[0.99293464,0.0007039932,0.00010093383,0.000009155521,0.00007034922,0.000009226952,0.0000028161887,0.000011383995,0.006157489],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99923325,0.0000075078274,0.00039670945,0.0001645072,0.000024549498,0.00017348614],"domain_scores_gemma":[0.9991761,0.00016724771,0.00027667228,0.00033221775,0.00002092496,0.000026847789],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0003736516,0.00007377224,0.00021770809,0.00006218549,0.00009923943,0.000030386796,0.00016947434,0.00006402397,0.00032709222],"category_scores_gemma":[0.00012038603,0.00006365774,0.00009515168,0.00012939937,0.00004543284,0.000084877225,0.000039809456,0.00006860332,0.00053804653],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00003327763,0.000019085934,0.93895245,0.0000092192995,0.000011525679,3.4575805e-7,0.00005512426,0.000023897644,0.000013760535,0.035684846,0.0026302454,0.022566212],"study_design_scores_gemma":[0.00019087351,0.000039971845,0.8899709,0.000007559605,0.0000023111045,7.9553536e-7,0.000028442295,0.0013892298,0.00016192232,0.023713486,0.08440472,0.00008977027],"about_ca_topic_score_codex":0.00019346656,"about_ca_topic_score_gemma":0.00008303421,"teacher_disagreement_score":0.08177447,"about_ca_system_score_codex":0.00002424268,"about_ca_system_score_gemma":0.00001741397,"threshold_uncertainty_score":0.6915679},"labels":[],"label_agreement":null},{"id":"W2949333622","doi":"10.5430/bmr.v8n2p1","title":"Sovereign Credit_Rating Disclose and Bond Liquidity under Sovereign Debt Crisis","year":2019,"lang":"en","type":"article","venue":"Business and Management Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Market liquidity; Credit rating; Bond; Bond credit rating; Financial system; Sovereignty; Business; Sovereign credit; Bond market; Credit risk; Debt; Sovereign debt; Emerging markets; Financial crisis; Economics; Monetary economics; Credit default swap; Finance; Credit reference; Political science","score_opus":0.06420419327157373,"score_gpt":0.2910470883402758,"score_spread":0.2268428950687021,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2949333622","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8430233,0.0021053515,0.0034116872,0.0019104644,0.00029791062,0.0007247197,0.000058766862,0.000037026435,0.1484308],"genre_scores_gemma":[0.99142724,0.003915172,0.0005031118,0.000049432616,0.00019381027,0.00005271055,0.000023437518,0.000024116162,0.0038109375],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9984643,0.000019729441,0.00034621044,0.00057334633,0.00014292652,0.0004534924],"domain_scores_gemma":[0.99923754,0.00007250777,0.00009895122,0.0003815577,0.00010575889,0.00010368119],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009632354,0.00015572202,0.00029105748,0.00038555622,0.00036003743,0.00031044162,0.00016754333,0.000092150294,0.0002810716],"category_scores_gemma":[0.000058286158,0.00016089302,0.00004110503,0.00056511734,0.000113650814,0.00037918228,0.00044007244,0.00017920841,0.00016548872],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00002721594,0.0000637406,0.023994543,0.0001872349,0.00003113889,0.0000055025735,0.000087490356,0.000047158683,0.000013076093,0.96617544,0.005662019,0.003705424],"study_design_scores_gemma":[0.0007734112,0.000059021073,0.6842893,0.00004789657,0.000008993827,0.0000024178805,0.0007702661,0.0015233431,0.000013677648,0.27881676,0.033410285,0.00028464012],"about_ca_topic_score_codex":0.00069779647,"about_ca_topic_score_gemma":0.00005914272,"teacher_disagreement_score":0.68735874,"about_ca_system_score_codex":0.00006114137,"about_ca_system_score_gemma":0.000018132792,"threshold_uncertainty_score":0.65610266},"labels":[],"label_agreement":null},{"id":"W2949777417","doi":"10.1016/j.insmatheco.2016.04.009","title":"Tail dependence of the Gaussian copula revisited","year":2016,"lang":"en","type":"preprint","venue":"Insurance Mathematics and Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Western University; York University","funders":"Natural Sciences and Engineering Research Council of Canada; Mitacs; Government of Ontario","keywords":"Copula (linguistics); Tail dependence; Gaussian; Econometrics; Tail risk; Statistical physics; Marginal distribution; Mathematics; Statistics; Economics; Physics; Random variable; Multivariate statistics","score_opus":0.029802518535673346,"score_gpt":0.22294381114729658,"score_spread":0.19314129261162324,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2949777417","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97320086,0.0026232128,0.0036874628,0.0007470023,0.0009910783,0.0005065993,0.0023772963,0.000024619409,0.015841847],"genre_scores_gemma":[0.99384475,0.0030781673,0.0022677204,0.000027340093,0.00018549974,0.00003719407,0.000012408677,0.00004194601,0.00050499453],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99799466,0.000008580294,0.0012290892,0.00047723265,0.000035528883,0.00025490767],"domain_scores_gemma":[0.997289,0.00009149521,0.0015252918,0.0009735758,0.000049905284,0.00007070076],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00045323814,0.0002808199,0.00083832786,0.00012598993,0.00013845674,0.00009273713,0.00054968323,0.00030984005,0.000056553305],"category_scores_gemma":[0.0001860713,0.0002317281,0.00023638397,0.00009107979,0.00021736161,0.00010510574,0.0005188954,0.00027929567,0.000050510058],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000006938858,0.00007071596,0.15238747,0.00046977348,0.000069992566,5.820354e-7,0.0005759496,0.00017676393,0.000010147836,0.84379417,0.00029396624,0.0021435688],"study_design_scores_gemma":[0.000366773,0.000016623993,0.1995733,0.00054984714,0.000018757646,0.00000848634,0.000038293623,0.003525135,0.0000950619,0.7883566,0.0069944724,0.0004566604],"about_ca_topic_score_codex":0.000054608485,"about_ca_topic_score_gemma":0.00004485999,"teacher_disagreement_score":0.055437546,"about_ca_system_score_codex":0.000086838,"about_ca_system_score_gemma":0.00005976993,"threshold_uncertainty_score":0.94495976},"labels":[],"label_agreement":null},{"id":"W2950344365","doi":"10.1093/rof/rfy033","title":"Do Credit Default Swaps Mitigate the Impact of Credit Rating Downgrades?","year":2018,"lang":"en","type":"article","venue":"European Finance Review","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":40,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"Social Sciences and Humanities Research Council of Canada","keywords":"Downgrade; Credit rating; Credit default swap; Business; Bond credit rating; Monetary economics; Debt; Financial system; Finance; Credit risk; Economics; Credit reference","score_opus":0.045420904379155996,"score_gpt":0.28690494145706974,"score_spread":0.24148403707791374,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2950344365","genre_codex":"review","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.21636184,0.45201662,0.0026290945,0.0015049974,0.001338897,0.0014766719,0.00076835125,0.00013233161,0.3237712],"genre_scores_gemma":[0.9202868,0.074999675,0.000679318,0.00012207522,0.0016444466,0.000026841537,0.000032817323,0.00007010665,0.0021379753],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.9977418,0.00010172318,0.0011936071,0.0004698417,0.00008266844,0.0004103384],"domain_scores_gemma":[0.9977063,0.00009010318,0.0010472488,0.00093145395,0.00015163823,0.00007325693],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0016789507,0.0002690255,0.0006958558,0.00009497815,0.00029647417,0.00006797099,0.00064001174,0.000049121758,0.0008869976],"category_scores_gemma":[0.0008716752,0.00020751386,0.00050928834,0.00075068336,0.00032661558,0.00022821371,0.0001421228,0.00023843243,0.0033880584],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000064224776,0.00039740498,0.041047234,0.0014300039,0.00028391712,0.00004529858,0.0015673169,0.0002191972,0.00014220904,0.20818949,0.4470313,0.29958242],"study_design_scores_gemma":[0.00030191834,0.00030904947,0.29974446,0.0016458061,0.000028162676,0.000018049966,0.000008320063,0.00026367162,0.000022965569,0.0025194373,0.69478214,0.00035603953],"about_ca_topic_score_codex":0.00013701044,"about_ca_topic_score_gemma":0.0000065781746,"teacher_disagreement_score":0.7039249,"about_ca_system_score_codex":0.00007159726,"about_ca_system_score_gemma":0.000054851436,"threshold_uncertainty_score":0.99738795},"labels":[],"label_agreement":null},{"id":"W2952396360","doi":"10.1111/1911-3846.12644","title":"Is the Tone of Risk Disclosures in MD&amp;As Relevant to Debt Markets? Evidence from the Pricing of Credit Default Swaps<sup>*</sup>","year":2020,"lang":"en","type":"article","venue":"Contemporary Accounting Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":54,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"University of Alberta","funders":"","keywords":"Credit default swap; Tone (literature); Debt; Business; Accounting; Credit risk; Credit derivative; Swap (finance); Actuarial science; Finance; Linguistics","score_opus":0.12466130889604736,"score_gpt":0.34120143831826716,"score_spread":0.21654012942221978,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2952396360","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9696129,0.012518282,0.00062223704,0.01364928,0.000099644414,0.0007090537,0.0004512963,0.000016603952,0.0023206843],"genre_scores_gemma":[0.9977284,0.0011308619,0.00029405762,0.00015910143,0.00042456368,0.00004337599,0.000017440021,0.00003079307,0.0001713721],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9972591,0.00021444872,0.001172282,0.0005781103,0.00034961393,0.00042644044],"domain_scores_gemma":[0.99380547,0.004490955,0.0005108477,0.00081452547,0.00027621785,0.00010200615],"candidate_categories":["metaresearch"],"consensus_categories":[],"category_scores_codex":[0.005033782,0.00017943162,0.00052609335,0.00025900267,0.00034249845,0.0001340703,0.0011346005,0.00012478148,0.00017686647],"category_scores_gemma":[0.01670562,0.00013662514,0.00017266869,0.0016634316,0.0003011727,0.00045557477,0.0005305716,0.0007179094,0.00017485206],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00032383885,0.00005454204,0.9458146,0.000051537736,0.000041342213,0.000003368471,0.020582087,0.0004564306,0.0002509913,0.0029832148,0.02743469,0.0020033584],"study_design_scores_gemma":[0.00048477235,0.000107677646,0.93501425,0.00052191224,0.000008262777,7.5375635e-7,0.0037431645,0.0060983407,0.00039544347,0.01122601,0.04215645,0.00024298804],"about_ca_topic_score_codex":0.020311834,"about_ca_topic_score_gemma":0.00042499986,"teacher_disagreement_score":0.028115515,"about_ca_system_score_codex":0.0000687344,"about_ca_system_score_gemma":0.00021808276,"threshold_uncertainty_score":0.9915771},"labels":[],"label_agreement":null},{"id":"W2953737398","doi":"10.3390/jrfm12040184","title":"Impact of Readability on Corporate Bond Market","year":2019,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":11,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Readability; Corporate bond; Bond market; Volatility (finance); Bond; Business; Transaction cost; Database transaction; Monetary economics; Economics; Accounting; Finance","score_opus":0.016017720361179454,"score_gpt":0.21811080705276875,"score_spread":0.2020930866915893,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2953737398","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9830945,0.00057091913,0.0028389457,0.000030236037,0.00048336282,0.00018550314,0.0001485249,0.0000039786837,0.01264399],"genre_scores_gemma":[0.996901,0.0017523086,0.00075056124,0.000008621158,0.00012570171,0.0000016401618,0.000001936793,0.000010015447,0.00044821622],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9987768,0.000015121148,0.0007782236,0.0001864225,0.00007551947,0.0001679448],"domain_scores_gemma":[0.9981568,0.00006232554,0.0013971982,0.00024078449,0.00007015713,0.00007273223],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008552175,0.00013146976,0.0004908482,0.0003379018,0.00005525866,0.000024122233,0.00014030928,0.00007138531,0.00016305134],"category_scores_gemma":[0.0001360711,0.000118361975,0.00026683006,0.00025581193,0.00005419865,0.00014736639,0.000049114566,0.00017816003,0.000033581047],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0003710483,0.00019516975,0.86393297,0.00003083594,0.00003925858,0.000008382527,0.00015181031,0.00020110933,0.0000028514398,0.08595028,0.00322232,0.04589396],"study_design_scores_gemma":[0.00061056216,0.00059950736,0.93520665,0.000036362264,0.000018150244,0.0000030789608,0.000024024152,0.00010274117,0.0000054833804,0.042513944,0.020765329,0.00011414754],"about_ca_topic_score_codex":0.000101164274,"about_ca_topic_score_gemma":0.0000092974005,"teacher_disagreement_score":0.0712737,"about_ca_system_score_codex":0.000085102874,"about_ca_system_score_gemma":0.000026902033,"threshold_uncertainty_score":0.48266613},"labels":[],"label_agreement":null},{"id":"W2955002086","doi":"10.3390/jrfm12020095","title":"Default Risk and Cross Section of Returns","year":2019,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Default risk; Default; Economics; Stock (firearms); Hedge; Financial economics; Value premium; Econometrics; Univariate; Actuarial science; Capital asset pricing model; Business; Credit risk; Finance; Multivariate statistics; Mathematics","score_opus":0.008210720536251244,"score_gpt":0.20788139528643082,"score_spread":0.19967067475017958,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2955002086","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97804445,0.002681546,0.015979454,0.000025263906,0.0010228124,0.00015139418,0.00009699209,0.0000051092006,0.00199296],"genre_scores_gemma":[0.98711604,0.011103481,0.0011192124,0.000009016543,0.0002900479,0.0000018283561,0.0000016129754,0.000010517803,0.00034823],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9988533,0.000015229925,0.0007231248,0.00018597845,0.000067149376,0.0001552086],"domain_scores_gemma":[0.9986389,0.000047201684,0.0010264106,0.00015269376,0.000071394374,0.00006339356],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007472364,0.00011468667,0.00039166573,0.00031527496,0.00011516687,0.000047657322,0.00009842949,0.00009709443,0.000034506033],"category_scores_gemma":[0.00014086947,0.00011546216,0.00012326156,0.00021461377,0.000067659166,0.00023380105,0.00006732841,0.00022608103,0.000011945494],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00010961485,0.000059269434,0.8992845,0.000048742906,0.00002563179,0.0000046616515,0.00071617943,0.00024539666,0.0000053703193,0.04494131,0.00027281392,0.054286517],"study_design_scores_gemma":[0.00092090387,0.00019165527,0.88982004,0.00003262744,0.000031689066,0.000007954305,0.0000960994,0.00018889613,0.000010837866,0.022576874,0.08600887,0.00011355646],"about_ca_topic_score_codex":0.00021040406,"about_ca_topic_score_gemma":0.000057127985,"teacher_disagreement_score":0.08573606,"about_ca_system_score_codex":0.0000350561,"about_ca_system_score_gemma":0.000011410813,"threshold_uncertainty_score":0.47084102},"labels":[],"label_agreement":null},{"id":"W2957138180","doi":"10.1016/j.jbankfin.2019.07.010","title":"Recovery rates: Uncertainty certainly matters","year":2019,"lang":"en","type":"article","venue":"Journal of Banking & Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":36,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Group for Research in Decision Analysis; HEC Montréal","funders":"Natural Sciences and Engineering Research Council of Canada; HEC Montréal; Fonds De La Recherche Scientifique - FNRS","keywords":"Heteroscedasticity; Recovery rate; Econometrics; Economics; Dispersion (optics); Sample (material); Actuarial science","score_opus":0.01641828385038057,"score_gpt":0.2221391076711894,"score_spread":0.20572082382080883,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2957138180","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9806763,0.0022891534,0.004573514,0.0021492722,0.0025758294,0.00013630079,0.00004319252,0.000013460043,0.0075429673],"genre_scores_gemma":[0.99506056,0.0007516419,0.0014418362,0.00034339292,0.00039760518,0.0000026493167,0.0000039762563,0.000025747684,0.001972574],"study_design_codex":"observational","study_design_gemma":"not_applicable","domain_scores_codex":[0.99837154,0.000014170252,0.0009897554,0.00023669271,0.000084062885,0.00030375103],"domain_scores_gemma":[0.9981684,0.00011058924,0.001268465,0.00029612874,0.00010831644,0.00004810298],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006863767,0.00015988233,0.0005409587,0.00030121923,0.00009508349,0.000081491366,0.00033173035,0.00010749646,0.0004802852],"category_scores_gemma":[0.00010729072,0.00017007072,0.00029132748,0.00034826415,0.00004439926,0.0004830451,0.000037520454,0.00029928508,0.0005022952],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00040742347,0.0003066688,0.52348506,0.00012801861,0.00019630922,0.00008469859,0.0015709435,0.054028485,0.00035831172,0.34300986,0.047803998,0.028620232],"study_design_scores_gemma":[0.0010429859,0.0003248654,0.3848737,0.00021829945,0.000011943062,0.00006373299,0.0000641161,0.0016831282,0.000070866445,0.06283674,0.5484312,0.00037844473],"about_ca_topic_score_codex":0.000074422125,"about_ca_topic_score_gemma":0.00001046428,"teacher_disagreement_score":0.5006272,"about_ca_system_score_codex":0.00019186053,"about_ca_system_score_gemma":0.00008054106,"threshold_uncertainty_score":0.69352823},"labels":[],"label_agreement":null},{"id":"W2963447719","doi":"10.20944/preprints201910.0038.v1","title":"The Impact of Default Dependency and Collateralization on Asset Pricing and Credit Risk Modeling","year":2013,"lang":"en","type":"preprint","venue":"Preprints.org","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Collateralization; Dependency (UML); Capital asset pricing model; Credit risk; Default risk; Business; Asset (computer security); Economics; Financial economics; Actuarial science; Finance; Computer science; Artificial intelligence","score_opus":0.10534636005749137,"score_gpt":0.31941681992131754,"score_spread":0.21407045986382617,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2963447719","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9909837,0.0011082602,0.0045394297,0.00007333907,0.00032957012,0.0005721438,0.00019203337,0.000029758447,0.0021717343],"genre_scores_gemma":[0.9946124,0.004820302,0.00013645148,0.0000028753038,0.00014108715,0.00006138017,0.000037117752,0.00003071397,0.00015769598],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9982184,0.000039216982,0.0007919613,0.00063064956,0.00007015647,0.0002495993],"domain_scores_gemma":[0.99817324,0.00013663458,0.0008195634,0.00066475564,0.000115578754,0.000090209454],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00078812026,0.00025449836,0.00047456042,0.00020301802,0.0002913039,0.000090165435,0.0002421485,0.00029039866,0.000079013305],"category_scores_gemma":[0.0006431222,0.0002256136,0.00015333908,0.00012312125,0.00007946639,0.00013647342,0.00056013436,0.00044754738,0.0000770849],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000022173903,0.00003234325,0.9119709,0.000033970387,0.00008246304,3.3723612e-7,0.0006591567,0.07896734,0.000022962939,0.007213255,0.00001784336,0.0009772566],"study_design_scores_gemma":[0.00017128517,0.000024007844,0.6785362,0.000046030775,0.000014505,0.0000012762011,0.000022981965,0.26477405,0.00003403547,0.056112785,0.000095264084,0.00016760814],"about_ca_topic_score_codex":0.0047027604,"about_ca_topic_score_gemma":0.00009478682,"teacher_disagreement_score":0.23343474,"about_ca_system_score_codex":0.0001301276,"about_ca_system_score_gemma":0.000052867657,"threshold_uncertainty_score":0.9200256},"labels":[],"label_agreement":null},{"id":"W2964092862","doi":"10.3390/jrfm12030124","title":"Empirical Credit Risk Ratings of Individual Corporate Bonds and Derivation of Term Structures of Default Probabilities","year":2019,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":12,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"Japan Society for the Promotion of Science","keywords":"Credit rating; Credit risk; Bond credit rating; Bond; Actuarial science; Issuer; Probability of default; Credit derivative; Econometrics; Corporate bond; Economics; Default; Business; Credit history; Credit reference; Financial system; Finance","score_opus":0.022112623107098415,"score_gpt":0.22230424211841954,"score_spread":0.20019161901132113,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2964092862","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9923976,0.0012447909,0.005305113,0.000028480756,0.00024603252,0.00021858538,0.00026989542,0.0000027093427,0.00028679034],"genre_scores_gemma":[0.99435014,0.0018484071,0.0036404093,0.0000059097606,0.000100082885,0.000002313998,0.0000057235893,0.000008830578,0.00003821499],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9984184,0.00002373676,0.0011377109,0.0001669716,0.00012397478,0.00012920955],"domain_scores_gemma":[0.9967593,0.00008920895,0.0028249095,0.00014959981,0.00013182765,0.000045181412],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00076844724,0.00012684325,0.0005767107,0.00036593497,0.00005958115,0.000021877984,0.00013991668,0.00009557356,0.00002017174],"category_scores_gemma":[0.0002628561,0.00012068324,0.00010378186,0.00023199782,0.00016145807,0.00019565158,0.00009579784,0.00016080939,6.534891e-7],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00012652176,0.00007489317,0.91021574,0.00017209286,0.00004485648,0.0000012101727,0.0016997346,0.00026897283,0.00002700906,0.058430143,0.0002060505,0.02873277],"study_design_scores_gemma":[0.0008623713,0.00043912034,0.9146114,0.000057099693,0.00006212581,0.0000028798604,0.00024350369,0.00010768009,0.000107149666,0.081371985,0.002032883,0.000101808844],"about_ca_topic_score_codex":0.00007199148,"about_ca_topic_score_gemma":0.00001612814,"teacher_disagreement_score":0.02863096,"about_ca_system_score_codex":0.000019901181,"about_ca_system_score_gemma":0.000030782463,"threshold_uncertainty_score":0.49213195},"labels":[],"label_agreement":null},{"id":"W2966689232","doi":"10.3390/jrfm12030129","title":"Splitting Credit Risk into Systemic, Sectorial and Idiosyncratic Components","year":2019,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"Banco de España; Generalitat Valenciana","keywords":"Systemic risk; Diversification (marketing strategy); Credit default swap index; Credit risk; Credit default swap; Systematic risk; Credit valuation adjustment; Explanatory power; iTraxx; Business; Credit derivative; Economics; Credit rating; Financial risk management; Portfolio; Financial economics; Risk management; Credit reference; Actuarial science; Financial crisis; Finance","score_opus":0.008358791923430217,"score_gpt":0.18863718522288675,"score_spread":0.18027839329945652,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2966689232","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.96896887,0.0040364685,0.022672039,0.00003847058,0.003169426,0.0002671944,0.00005201839,0.000010607087,0.0007848991],"genre_scores_gemma":[0.98919815,0.007236654,0.0022875876,0.000012330409,0.0011021947,0.0000038687945,0.0000029513453,0.000017313581,0.00013897475],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9984088,0.00003371671,0.00095116836,0.00027446906,0.00010316882,0.00022869497],"domain_scores_gemma":[0.9984027,0.00009347527,0.0011409379,0.0001925415,0.000057925252,0.00011238884],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011222928,0.00017721488,0.0005770239,0.00034990805,0.00022803347,0.0001052201,0.00015644226,0.000105284234,0.000031326195],"category_scores_gemma":[0.00020077686,0.00017978907,0.00013138771,0.00020066265,0.00004991009,0.00026895857,0.00011956014,0.00029420224,0.00004770861],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00017300581,0.000090083464,0.8339356,0.00018372895,0.000077307166,0.000026624988,0.0017085577,0.00018433783,0.000027031216,0.08035563,0.0006624539,0.08257563],"study_design_scores_gemma":[0.0020160943,0.00023986943,0.8832632,0.00016623584,0.000081811406,0.00002917552,0.00024172007,0.0010599949,0.0000046466894,0.028777665,0.08384358,0.00027603077],"about_ca_topic_score_codex":0.0001972866,"about_ca_topic_score_gemma":0.00001782115,"teacher_disagreement_score":0.08318113,"about_ca_system_score_codex":0.00007945044,"about_ca_system_score_gemma":0.000014921109,"threshold_uncertainty_score":0.7331586},"labels":[],"label_agreement":null},{"id":"W2967614830","doi":"","title":"Debt Covenant Violations, Credit Default Swap Pricing, and Borrowing Firms’ Accounting Conservatism","year":2019,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"","keywords":"Credit default swap; Business; Monetary economics; Debt; Equity (law); Financial system; Shareholder; Incentive; Swap (finance); Credit risk; Finance; Economics; Corporate governance","score_opus":0.008843370174666562,"score_gpt":0.20508121998887435,"score_spread":0.19623784981420778,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2967614830","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9653158,0.010734234,0.019363,0.000984962,0.00064137456,0.0001951626,0.000020112724,0.000032346292,0.002712993],"genre_scores_gemma":[0.9941176,0.003391389,0.00033300242,0.00009627053,0.0003941446,0.00000573706,0.000011422528,0.000031301843,0.0016191158],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9976699,0.000014997353,0.00063240365,0.00030755214,0.00007374809,0.0013014056],"domain_scores_gemma":[0.9990978,0.00009251087,0.00046821535,0.00020038833,0.00006277432,0.000078280544],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014494259,0.0001706301,0.00034305773,0.00024122876,0.00039463036,0.00016288049,0.00018387435,0.000125397,0.000085145584],"category_scores_gemma":[0.00021583197,0.00018342788,0.00011400241,0.00025730688,0.000037667738,0.00054744765,0.00005256731,0.00095450407,0.00019384944],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000010423339,0.000021736934,0.4738301,0.000007382102,0.000046545254,0.0000012166256,0.00019729612,0.00008644786,0.000074171505,0.5211472,0.00018659861,0.0043908632],"study_design_scores_gemma":[0.0011327703,0.00016469232,0.4707238,0.0000628626,0.000022062051,0.00021669653,0.000651635,0.006530563,0.000014735781,0.4772681,0.042784277,0.00042780684],"about_ca_topic_score_codex":0.00047512678,"about_ca_topic_score_gemma":0.00033841006,"teacher_disagreement_score":0.043879125,"about_ca_system_score_codex":0.00047090722,"about_ca_system_score_gemma":0.0004388073,"threshold_uncertainty_score":0.74799716},"labels":[],"label_agreement":null},{"id":"W2972453738","doi":"10.31226/osf.io/8b9p4","title":"The Valuation of Interest Rate Swap with Bilateral Counterparty Risk","year":2019,"lang":"en","type":"preprint","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Interest rate swap; Swap (finance); Credit valuation adjustment; Credit risk; Counterparty; Valuation (finance); LIBOR market model; Credit default swap; Actuarial science; Economics; Econometrics; Interest rate; Business; Monetary economics; Finance; Credit reference","score_opus":0.08644500398284477,"score_gpt":0.24831003545568794,"score_spread":0.16186503147284317,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2972453738","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9443358,0.00070239673,0.038210195,0.00041073188,0.0015805212,0.0005998322,0.00062246475,0.000029740582,0.013508289],"genre_scores_gemma":[0.99484354,0.00086257275,0.000298513,0.000011985408,0.0001470796,0.000039539194,0.00008837264,0.00002411399,0.0036842912],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9986225,0.000031021853,0.00072580605,0.00039200438,0.00003692281,0.00019177792],"domain_scores_gemma":[0.99794036,0.00014995164,0.0010542338,0.00070769334,0.00011368281,0.000034064782],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010230109,0.0001914154,0.0004285673,0.00013361537,0.00012437825,0.00012664362,0.0003219022,0.00017927882,0.00012777427],"category_scores_gemma":[0.00012417405,0.00013586777,0.00015320936,0.0001137499,0.000114125374,0.00009129325,0.00020682167,0.00035281113,0.00024772773],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00014844214,0.000079699246,0.51958513,0.00007071347,0.00020188854,6.430051e-7,0.0005971218,0.011326114,0.000005357623,0.46265346,0.002547282,0.002784125],"study_design_scores_gemma":[0.0005210679,0.00013522031,0.74339885,0.000081385195,0.00003578167,9.294904e-7,0.000054198452,0.04432228,0.00007036454,0.17780355,0.0332261,0.00035026268],"about_ca_topic_score_codex":0.0011290743,"about_ca_topic_score_gemma":0.0011095423,"teacher_disagreement_score":0.2848499,"about_ca_system_score_codex":0.00008400003,"about_ca_system_score_gemma":0.00008237209,"threshold_uncertainty_score":0.5540527},"labels":[],"label_agreement":null},{"id":"W2975885284","doi":"10.3390/jrfm12040158","title":"Are CDS Spreads Sensitive to the Term Structure of the Yield Curve? A Sector-Wise Analysis under Various Market Conditions","year":2019,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Yield curve; Credit default swap; Economics; Econometrics; Volatility (finance); Stock market; Stock (firearms); Yield (engineering); Quantile regression; Monetary economics; Financial economics; Interest rate; Credit risk; Actuarial science","score_opus":0.00971558540938362,"score_gpt":0.2020863719111067,"score_spread":0.1923707865017231,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2975885284","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.98080593,0.00030359792,0.015015818,0.0005382961,0.00077712745,0.0003358766,0.0008324431,0.0000039486936,0.0013869847],"genre_scores_gemma":[0.99856365,0.00034326725,0.00017224341,0.00015421522,0.00019835509,0.0000027760511,0.0000030532592,0.000010090938,0.00055232993],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.998845,0.000036160138,0.00062045053,0.00020463519,0.00011113329,0.00018262808],"domain_scores_gemma":[0.9982421,0.000113806454,0.0011256716,0.00035517046,0.000100292105,0.00006299151],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00041055004,0.00014713097,0.00048367225,0.00039256414,0.00020553054,0.00005434926,0.00025677012,0.00008318123,0.00018450091],"category_scores_gemma":[0.0001514212,0.00010277952,0.00033753592,0.00087570294,0.00006608917,0.000105296895,0.0001308781,0.00025397414,0.00000965838],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00010597365,0.00009765555,0.9161011,0.00002971132,0.00046042184,0.000009239726,0.0012547052,0.0068279444,0.000019355803,0.06694512,0.0047056945,0.003443056],"study_design_scores_gemma":[0.0003160537,0.000056010675,0.9737022,0.000040889678,0.00029299693,0.0000050757862,0.00028283233,0.00017981805,0.000013378667,0.008046378,0.01694058,0.0001237892],"about_ca_topic_score_codex":0.00016154011,"about_ca_topic_score_gemma":0.00088696094,"teacher_disagreement_score":0.058898743,"about_ca_system_score_codex":0.00006319291,"about_ca_system_score_gemma":0.000020673515,"threshold_uncertainty_score":0.41912273},"labels":[],"label_agreement":null},{"id":"W2985042317","doi":"10.1080/14697688.2019.1683220","title":"A variation of Merton's corporate bond valuation model for firms with illiquid but observable assets","year":2019,"lang":"en","type":"article","venue":"Quantitative Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Calgary","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Economics; Portfolio; Market liquidity; Capital asset pricing model; Valuation (finance); Corporate bond; Bond; Replicating portfolio; Econometrics; Arbitrage; Financial economics; Microeconomics; Monetary economics; Portfolio optimization; Finance","score_opus":0.11958728999798947,"score_gpt":0.26999888440400177,"score_spread":0.15041159440601232,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2985042317","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5631727,0.0003254042,0.43455786,0.0001910535,0.000145406,0.0005090943,0.0005528805,0.000013517864,0.00053209666],"genre_scores_gemma":[0.93873537,0.00009711666,0.05853538,0.000029287146,0.000024755465,0.00012300922,0.00012520708,0.000028031483,0.0023018462],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9987383,0.000010281322,0.0005399545,0.00040833015,0.00007229814,0.00023087097],"domain_scores_gemma":[0.9982193,0.00013030942,0.0010186235,0.00029881138,0.0003057693,0.000027194405],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00047887242,0.00016042772,0.00043985326,0.00014298598,0.00009546722,0.000028094448,0.00014042619,0.00009847343,0.000022488946],"category_scores_gemma":[0.0001728977,0.0001694068,0.000093978815,0.00036333446,0.000062940766,0.0005184295,0.000018488452,0.000085133455,0.00009712494],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00019755968,0.00008339081,0.028102437,0.000047327005,0.000026832227,2.4547765e-7,0.00080921757,0.0765621,0.00035734085,0.8933851,0.00024503638,0.00018339542],"study_design_scores_gemma":[0.0008180002,0.0004712681,0.22184245,0.000044390537,0.000011093392,3.952919e-7,0.000025837862,0.6569212,0.00022810945,0.117768474,0.0016570914,0.00021167762],"about_ca_topic_score_codex":0.00014983596,"about_ca_topic_score_gemma":0.00006306251,"teacher_disagreement_score":0.77561665,"about_ca_system_score_codex":0.00006992238,"about_ca_system_score_gemma":0.000110078014,"threshold_uncertainty_score":0.69082093},"labels":[],"label_agreement":null},{"id":"W2987617100","doi":"10.2139/ssrn.3454791","title":"Optimal Debt Dynamics, Issuance Costs, and Commitment","year":2019,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of British Columbia","funders":"","keywords":"Debt; Business; Monetary economics; Dynamics (music); Economics; Finance; Financial system","score_opus":0.007227029621148783,"score_gpt":0.20639623698512352,"score_spread":0.19916920736397473,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2987617100","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9584693,0.012911696,0.0183166,0.0012254859,0.0005258635,0.00018248572,0.00003902315,0.000020242198,0.008309336],"genre_scores_gemma":[0.9867224,0.007696879,0.00032136322,0.000032283548,0.00018331836,0.0000044156604,0.000011658838,0.000020384046,0.0050073056],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9982662,0.000009701011,0.00036741135,0.00023309847,0.000042652886,0.0010809387],"domain_scores_gemma":[0.9994649,0.00002567956,0.00022645165,0.00017967082,0.00002805628,0.000075206925],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007697565,0.0001266332,0.00025876888,0.00012982733,0.0001685263,0.0000753972,0.00016731703,0.00007726757,0.00009477699],"category_scores_gemma":[0.000030626707,0.00014064203,0.00008298904,0.00012418677,0.000041336254,0.00019929936,0.000040317773,0.00073425926,0.0003041458],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000146754,0.000029586801,0.13867801,0.0000023653095,0.00003764227,6.7262425e-7,0.00005023681,0.000093926355,0.000002757125,0.85235125,0.000097114345,0.008641781],"study_design_scores_gemma":[0.0022559003,0.0007215935,0.22739154,0.00003250196,0.000021079037,0.00032984687,0.0012131347,0.021165773,0.000010899677,0.66751146,0.078677505,0.00066876167],"about_ca_topic_score_codex":0.00018342468,"about_ca_topic_score_gemma":0.00072107033,"teacher_disagreement_score":0.18483976,"about_ca_system_score_codex":0.0012131006,"about_ca_system_score_gemma":0.00019288303,"threshold_uncertainty_score":0.57352155},"labels":[],"label_agreement":null},{"id":"W2992063619","doi":"10.5539/ibr.v13n1p40","title":"Credit Risk Calculation: An Application in the Brazilian Market Using the CreditRisk+ Model with Uncertainties","year":2019,"lang":"en","type":"article","venue":"International Business Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Credit risk; Portfolio; Econometrics; Poisson distribution; Order (exchange); Economics; Distribution (mathematics); Model risk; Financial market; Actuarial science; Financial economics; Risk management; Finance; Statistics; Mathematics","score_opus":0.06765248148578057,"score_gpt":0.3318441382087977,"score_spread":0.26419165672301714,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2992063619","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9249843,0.0001556084,0.05531361,0.003586725,0.00032219227,0.00068613194,0.00018071863,0.000017418306,0.014753327],"genre_scores_gemma":[0.99734026,0.00010728879,0.0006028639,0.00003241653,0.00053019344,0.000106364394,0.0000785054,0.000019228875,0.0011828652],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9985393,0.00008074907,0.0003786152,0.00038112688,0.00034560214,0.0002745916],"domain_scores_gemma":[0.99848896,0.0002551996,0.00018545297,0.0005419715,0.00049516314,0.00003325914],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021322337,0.000115785435,0.00015862021,0.00040421702,0.00031337378,0.00026295,0.00080148125,0.000085001106,0.00017813274],"category_scores_gemma":[0.00026861785,0.00008093814,0.00004343766,0.0010911602,0.00018829464,0.0005264401,0.00008612604,0.00039086957,0.00008785846],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00016380502,0.00013822627,0.70527816,0.000011283849,0.000025872889,0.0000022548122,0.00096509093,0.20881182,0.00002274306,0.0809604,0.0016214816,0.0019988343],"study_design_scores_gemma":[0.00022990663,0.000014220056,0.527434,0.000009588,0.0000017417933,0.0000029808446,0.00019608528,0.4455383,0.0000018134048,0.013579998,0.012914929,0.0000764413],"about_ca_topic_score_codex":0.004192143,"about_ca_topic_score_gemma":0.000973061,"teacher_disagreement_score":0.2367265,"about_ca_system_score_codex":0.00020223031,"about_ca_system_score_gemma":0.000113907605,"threshold_uncertainty_score":0.63372946},"labels":[],"label_agreement":null},{"id":"W2995065447","doi":"10.1142/s2010139221500117","title":"Role of Institutional Investors: Evidence from the Foreign Rule-144A Debt Market","year":2020,"lang":"en","type":"article","venue":"Quarterly Journal of Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Wilfrid Laurier University; University of Waterloo","funders":"","keywords":"Financial system; Business; Debt; External debt; Internal debt; Monetary economics; Senior debt; Debt-to-GDP ratio; Finance; Economics","score_opus":0.03295011642367385,"score_gpt":0.21249788462447416,"score_spread":0.17954776820080032,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2995065447","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9658561,0.016236655,0.011716884,0.0024907375,0.00031944292,0.00011641359,0.00022433531,0.0000074018963,0.0030320834],"genre_scores_gemma":[0.995953,0.0005787241,0.0026156856,0.0001314013,0.0006544167,0.000004144794,0.0000029906437,0.00001079229,0.00004879429],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9985068,0.000026757676,0.0009901394,0.00019236068,0.00010911118,0.00017482652],"domain_scores_gemma":[0.998246,0.00022613163,0.0010973737,0.00022465328,0.00012381974,0.00008199675],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0004308781,0.00013195454,0.00041059154,0.00007387763,0.00012596215,0.000042464137,0.0005112818,0.00008091655,0.00016810629],"category_scores_gemma":[0.00038971775,0.00011488607,0.00022585828,0.00030673045,0.00017060584,0.00059063494,0.00002049315,0.00025344465,0.000053987314],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00045912853,0.00018371464,0.4685207,0.00003942378,0.00014261178,0.000028332039,0.010722265,0.0009784716,0.00092235615,0.42764634,0.021075323,0.06928135],"study_design_scores_gemma":[0.0005199021,0.00054696423,0.8384172,0.00019622789,0.000017696962,0.00001620301,0.00028595305,0.0028353615,0.00014265999,0.105917305,0.050919954,0.00018461507],"about_ca_topic_score_codex":0.00018330412,"about_ca_topic_score_gemma":0.000024832663,"teacher_disagreement_score":0.36989647,"about_ca_system_score_codex":0.000052314237,"about_ca_system_score_gemma":0.0001398936,"threshold_uncertainty_score":0.4684918},"labels":[],"label_agreement":null},{"id":"W2998594764","doi":"10.3917/fina.403.0013","title":"Debt Maturity and the Leverage Ratcheting Effect","year":2019,"lang":"fr","type":"article","venue":"Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":13,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Quest University Canada","funders":"","keywords":"Humanities; Political science; Art","score_opus":0.0069456087193626,"score_gpt":0.19129788185590377,"score_spread":0.18435227313654118,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2998594764","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9089422,0.06256607,0.0008073297,0.005796729,0.004091937,0.00062806724,0.0001864844,0.000022202,0.016958969],"genre_scores_gemma":[0.93943936,0.006586935,0.0003999358,0.00010176547,0.00044384124,0.000035565954,0.000011511227,0.000028236098,0.05295288],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.998422,0.000068570844,0.00051498803,0.0005023827,0.000049532966,0.00044251504],"domain_scores_gemma":[0.9985587,0.0004900234,0.00036987246,0.0005134009,0.000027800295,0.00004017756],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0012132901,0.00023460874,0.0006167379,0.000068696616,0.00028891247,0.00013181874,0.00023967799,0.00023019845,0.00030941112],"category_scores_gemma":[0.00029181945,0.00022630436,0.00019358858,0.00030646767,0.0003473226,0.0002754337,0.00013572827,0.00041707474,0.001414225],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00013554114,0.000039552764,0.3120448,0.0001639892,0.000029676334,0.0000056593863,0.000995108,0.00025651307,0.000004611535,0.65390074,0.0038801122,0.02854372],"study_design_scores_gemma":[0.0018788624,0.00007466906,0.5665105,0.00012340158,0.000014617966,0.000012749592,0.000019382438,0.007259354,0.000035434125,0.01200428,0.4118036,0.00026315666],"about_ca_topic_score_codex":0.0005229166,"about_ca_topic_score_gemma":0.000058499292,"teacher_disagreement_score":0.6418964,"about_ca_system_score_codex":0.00007702537,"about_ca_system_score_gemma":0.000027003545,"threshold_uncertainty_score":0.9993633},"labels":[],"label_agreement":null},{"id":"W2999003382","doi":"10.3386/w26637","title":"The Decline of Secured Debt","year":2020,"lang":"en","type":"report","venue":"National Bureau of Economic Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":44,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Kellogg's (Canada); University of British Columbia","funders":"Booth School of Business, University of Chicago; Yale University","keywords":"Creditor; Debt; Business; Financial system; Flexibility (engineering); Monetary economics; Financial distress; Internal debt; Finance; Economics","score_opus":0.4002799626856695,"score_gpt":0.4833485880642424,"score_spread":0.0830686253785729,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2999003382","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.002409364,0.008244231,0.00008887528,0.005324849,0.0014210013,0.00064949907,0.0016989147,0.00001492593,0.9801483],"genre_scores_gemma":[0.9770972,0.010843281,0.00024298919,0.0000117270965,0.001901697,0.00009069678,0.00056651345,0.00006025063,0.00918562],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9968434,0.00004711634,0.0017586015,0.0005007099,0.0004923998,0.00035779737],"domain_scores_gemma":[0.99575806,0.0012856341,0.0011511716,0.0004374605,0.0012622218,0.00010543314],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005735116,0.0001876405,0.0007619815,0.0005913411,0.00023365351,0.00006258252,0.00085565035,0.00036995165,0.0003656396],"category_scores_gemma":[0.004504785,0.00018370966,0.0003626578,0.00036681964,0.00045884086,0.000103023995,0.00031151687,0.00064883544,0.00034265086],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000041998148,0.000041540563,0.004196103,0.00007129914,0.00013098009,5.682179e-7,0.000056126246,0.00014681327,0.0000062332947,0.88625413,0.10771717,0.0013370349],"study_design_scores_gemma":[0.00022498374,0.000065958324,0.009703667,0.000026521098,0.0000047122717,0.0000023976056,0.000018480561,0.00084136555,0.000039369235,0.55978566,0.4291603,0.00012661556],"about_ca_topic_score_codex":0.0019981628,"about_ca_topic_score_gemma":0.000842125,"teacher_disagreement_score":0.9746879,"about_ca_system_score_codex":0.0008363584,"about_ca_system_score_gemma":0.0022691088,"threshold_uncertainty_score":0.7491463},"labels":[],"label_agreement":null},{"id":"W2999490310","doi":"10.31221/osf.io/j9hkn","title":"The Valuation of Credit Default Swap with Counterparty Risk and Collateralization","year":2019,"lang":"en","type":"preprint","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Collateralization; Credit default swap; Collateralized debt obligation; Credit risk; Credit valuation adjustment; Credit derivative; Business; iTraxx; Valuation (finance); Credit default swap index; Counterparty; Default risk; Swap (finance); Synthetic CDO; Collateral; Actuarial science; Financial economics; Economics; Finance; Credit reference","score_opus":0.028068371175867652,"score_gpt":0.22478365448459242,"score_spread":0.19671528330872476,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2999490310","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7950336,0.0022673893,0.18461317,0.00033814507,0.0012188926,0.0009654648,0.00078789634,0.000034783447,0.014740666],"genre_scores_gemma":[0.9948829,0.0020021673,0.0006488823,0.00000855971,0.00012591017,0.000037859227,0.00012155964,0.000019974541,0.0021521912],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9988746,0.000019413572,0.0005644618,0.00033700588,0.00006580964,0.00013873368],"domain_scores_gemma":[0.99842685,0.00011494151,0.00084940996,0.0004328695,0.00014514601,0.000030759573],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00059724326,0.00015346456,0.00034368897,0.00011004054,0.00016203597,0.00012145574,0.00014731914,0.00018506868,0.000046329158],"category_scores_gemma":[0.00012262457,0.00011773179,0.00006381816,0.00012397127,0.00010114737,0.000092552255,0.00012800262,0.00017242707,0.000033940174],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000083207284,0.00004227605,0.71644914,0.00009018223,0.00011096908,2.320526e-7,0.00085539604,0.026476888,0.0000020346902,0.25105858,0.0024056872,0.002425419],"study_design_scores_gemma":[0.0005319789,0.00010387988,0.7611431,0.000058742506,0.000043786175,0.0000012712195,0.00007701052,0.11079187,0.00002019533,0.09773896,0.029216236,0.00027296945],"about_ca_topic_score_codex":0.0013753874,"about_ca_topic_score_gemma":0.0004510604,"teacher_disagreement_score":0.19984931,"about_ca_system_score_codex":0.000060082413,"about_ca_system_score_gemma":0.000068922585,"threshold_uncertainty_score":0.48009628},"labels":[],"label_agreement":null},{"id":"W3001002818","doi":"10.3390/jrfm13020020","title":"Credit Spreads, Business Conditions, and Expected Corporate Bond Returns","year":2020,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"National Natural Science Foundation of China; National Science Foundation","keywords":"Predictability; Predictive power; Bond; Index (typography); Corporate bond; Credit default swap index; Economics; Credit spread (options); Econometrics; Bond market; Credit risk; Investment (military); Financial economics; Monetary economics; Credit valuation adjustment; Business; Actuarial science; Finance; Mathematics; Statistics; Computer science; Credit reference","score_opus":0.02419982483146387,"score_gpt":0.20107803783508257,"score_spread":0.1768782130036187,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3001002818","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9546672,0.0053942455,0.03578207,0.001274044,0.00076906173,0.00023261033,0.00032599727,0.000022692167,0.0015320629],"genre_scores_gemma":[0.9874511,0.009432437,0.0021517084,0.00012583646,0.0007143701,0.0000052481646,0.000013342573,0.000016213828,0.0000897754],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9987545,0.000012536955,0.0007285944,0.00024398197,0.00007339476,0.00018700883],"domain_scores_gemma":[0.9985684,0.00003706992,0.0009994423,0.000118411626,0.00010557899,0.00017109347],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00028954007,0.0001579216,0.00044592476,0.00023955324,0.00019333338,0.00009288496,0.00012680433,0.00008688324,0.00004278057],"category_scores_gemma":[0.00027803465,0.0001653289,0.00008231126,0.00045315298,0.00009873198,0.0002879697,0.000087574175,0.00021484478,0.000018442826],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00037892145,0.00020693033,0.40611774,0.00015922153,0.0001050835,0.0002623535,0.0034668257,0.0001423718,0.00002859931,0.50620764,0.039043676,0.043880664],"study_design_scores_gemma":[0.00097537145,0.00012184598,0.824306,0.000033754455,0.00004664811,0.00001528008,0.0001928564,0.000120701676,0.000006218503,0.033949297,0.1400504,0.00018163821],"about_ca_topic_score_codex":0.000041611795,"about_ca_topic_score_gemma":0.000017643535,"teacher_disagreement_score":0.47225833,"about_ca_system_score_codex":0.000027783772,"about_ca_system_score_gemma":0.00002168562,"threshold_uncertainty_score":0.6741917},"labels":[],"label_agreement":null},{"id":"W3005399404","doi":"10.1093/rfs/hhz052","title":"Cross-Listings and the Dynamics between Credit and Equity Returns","year":2019,"lang":"en","type":"article","venue":"Review of Financial Studies","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":18,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Lethbridge; McGill University","funders":"","keywords":"Synchronicity; Equity (law); Stock (firearms); Credit default swap; Financial economics; Business; Economics; Equity capital markets; Monetary economics; Finance; Credit risk; Valuation (finance)","score_opus":0.05301314452611203,"score_gpt":0.3259667460306283,"score_spread":0.2729536015045163,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3005399404","genre_codex":"review","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.4871356,0.5044839,0.00014204204,0.0017585116,0.00035547113,0.00053916796,0.0002847865,0.000013394559,0.005287189],"genre_scores_gemma":[0.65000767,0.34852925,0.00018149806,0.00012744564,0.00027345397,0.00002459987,0.000011665064,0.000011304777,0.00083313626],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99876696,0.000016245189,0.0007027144,0.00027130902,0.000055510314,0.00018723456],"domain_scores_gemma":[0.9988635,0.00027555032,0.00049113826,0.00023522445,0.000100572106,0.000034011115],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013126123,0.00014249649,0.0009371434,0.00004544674,0.00019218704,0.000028733251,0.00014747246,0.00006509807,0.00002111418],"category_scores_gemma":[0.0019298575,0.00011091702,0.00011984265,0.00020767504,0.00052080705,0.00011797672,0.00031361554,0.00013258951,0.000021236285],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000011712166,0.000008118825,0.41652122,0.002495521,0.000034621426,3.338246e-7,0.000344634,4.2280777e-7,1.6522486e-7,0.5550776,0.00067649886,0.024829132],"study_design_scores_gemma":[0.0006251651,0.000052410138,0.9134892,0.0012115274,0.000040809562,0.0000018194867,0.000031647087,0.00009752837,0.0000010882183,0.0346545,0.04962414,0.00017015892],"about_ca_topic_score_codex":0.00016653042,"about_ca_topic_score_gemma":0.000076603465,"teacher_disagreement_score":0.5204231,"about_ca_system_score_codex":0.000049983355,"about_ca_system_score_gemma":0.000021681475,"threshold_uncertainty_score":0.45230648},"labels":[],"label_agreement":null},{"id":"W3006235299","doi":"10.1007/s11146-020-09747-8","title":"Price Discovery Limits in the Credit Default Swap Market in the Financial Crisis","year":2020,"lang":"en","type":"article","venue":"The Journal of Real Estate Finance and Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Simon Fraser University","funders":"","keywords":"Credit default swap; Financial institution; iTraxx; Credit risk; Swap (finance); Financial crisis; Business; Interest rate swap; Risk premium; Financial system; Credit default swap index; Default; Synthetic CDO; Monetary economics; Economics; Actuarial science; Credit valuation adjustment; Finance; Credit reference","score_opus":0.027066891633305737,"score_gpt":0.21889416968031636,"score_spread":0.1918272780470106,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3006235299","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9750343,0.0009272835,0.00042551846,0.01512825,0.00027551322,0.00021812328,0.00008851768,0.0000030949982,0.007899377],"genre_scores_gemma":[0.93220925,0.066330984,0.00010391271,0.0008075486,0.00046755717,0.0000086203045,0.000003487132,0.000014117491,0.000054545755],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99836797,0.000076921606,0.0009851981,0.000199542,0.00005309137,0.00031727305],"domain_scores_gemma":[0.9985199,0.0004031734,0.000741031,0.00026630357,0.000027404743,0.000042161857],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0020590515,0.00017891102,0.00044263178,0.00011919542,0.00017179559,0.00014944843,0.0006977055,0.00009229268,0.000012871139],"category_scores_gemma":[0.0002338625,0.00011640234,0.00013006775,0.00037170685,0.0001126616,0.0006563021,0.000052984466,0.00051507633,0.000014290104],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0036911934,0.00095820485,0.26143998,0.00021879537,0.00014267438,0.00032029196,0.1962213,0.051897146,0.000015305555,0.28124866,0.110634424,0.09321202],"study_design_scores_gemma":[0.0010510981,0.0003338955,0.8371196,0.000028353974,0.000021784776,0.000085440064,0.0042170417,0.006353692,0.0000047029193,0.013338816,0.13717978,0.00026578948],"about_ca_topic_score_codex":0.0006569119,"about_ca_topic_score_gemma":0.00094721443,"teacher_disagreement_score":0.57567966,"about_ca_system_score_codex":0.00006728143,"about_ca_system_score_gemma":0.00008921846,"threshold_uncertainty_score":0.47467497},"labels":[],"label_agreement":null},{"id":"W3007062","doi":"10.1177/106002808602000301","title":"Risk-adjusted performance of the utilities industry in the United States and Canada","year":2004,"lang":"en","type":"dissertation","venue":"Drug Intelligence & Clinical Pharmacy","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Deregulation; Volatility (finance); Sharpe ratio; Electric power industry; Capital asset pricing model; Business; Financial economics; Economics; Econometrics; Electricity; Monetary economics; Engineering; Portfolio; Macroeconomics","score_opus":0.07025658933512562,"score_gpt":0.33158372954983983,"score_spread":0.2613271402147142,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3007062","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9945724,0.0014237831,0.000010405809,0.00046978163,0.0014276763,0.00038079504,0.0005005935,0.000008049821,0.0012064857],"genre_scores_gemma":[0.985265,0.01284601,0.000010813206,0.00019265448,0.00014625651,0.000027792516,0.0002846517,0.000019952475,0.0012068719],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99755573,0.000097111195,0.0015924058,0.0003714027,0.00011947349,0.0002638882],"domain_scores_gemma":[0.99772257,0.00070022605,0.0010287004,0.00039016682,0.00009400196,0.00006433869],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011626924,0.00023209632,0.00049316784,0.00016048674,0.00018538913,0.000036628247,0.00066129095,0.00028876853,0.000113866794],"category_scores_gemma":[0.0007838799,0.0001771941,0.00014378614,0.00057781336,0.00023565604,0.000099673955,0.000048509602,0.0022821652,0.000009389683],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000092495604,0.00012528038,0.97776103,0.00012031964,0.000038652182,0.000002079439,0.0034997428,0.0026855536,1.16175904e-7,0.0067972573,0.0013237466,0.0075537474],"study_design_scores_gemma":[0.00028488785,0.000028084734,0.9393007,0.00017245274,0.00003770373,0.0000011310156,0.0045204675,0.0061795837,0.00012242851,0.006071299,0.04300444,0.00027680275],"about_ca_topic_score_codex":0.74267244,"about_ca_topic_score_gemma":0.61161995,"teacher_disagreement_score":0.13105245,"about_ca_system_score_codex":0.000114403054,"about_ca_system_score_gemma":0.00050697586,"threshold_uncertainty_score":0.9914999},"labels":[],"label_agreement":null},{"id":"W3008953497","doi":"10.2139/ssrn.3481470","title":"The CDS-Bond Basis: Negativity Persistence and Limits to Arbitrage","year":2019,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université du Québec à Montréal; HEC Montréal","funders":"","keywords":"Arbitrage; Persistence (discontinuity); Basis (linear algebra); Econometrics; Economics; Financial economics; Bond; Mathematics; Finance; Engineering","score_opus":0.014790769632511849,"score_gpt":0.2048825796201396,"score_spread":0.19009180998762773,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3008953497","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9763768,0.0074197007,0.0030522808,0.0038460498,0.00040318782,0.00017927178,0.0000130210765,0.00001283251,0.008696877],"genre_scores_gemma":[0.9907949,0.0044830083,0.000091762806,0.00006601347,0.00019569337,0.000005861556,8.085286e-7,0.00001401296,0.0043479344],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99831396,0.000012521981,0.0003031242,0.00023017288,0.000051078365,0.0010891194],"domain_scores_gemma":[0.9994068,0.000086606815,0.00017327681,0.00020690571,0.00003294048,0.00009342649],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013305898,0.000111583606,0.00019443603,0.00010028211,0.00042081837,0.00014295049,0.0002200435,0.000057190933,0.000023549504],"category_scores_gemma":[0.00015479149,0.00009690164,0.00009877302,0.00021293212,0.000043901615,0.00019416279,0.000034315508,0.00083358795,0.00025337192],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000024599736,0.000020389602,0.061797317,0.0000024621368,0.00004057586,5.716607e-7,0.00028143075,0.000029459452,0.0000361055,0.92252195,0.00017213926,0.015073005],"study_design_scores_gemma":[0.0006012948,0.00041721226,0.3384894,0.00001831324,0.00001263709,0.00011760136,0.0013570496,0.00055015844,0.000043254142,0.57175523,0.086308405,0.00032944826],"about_ca_topic_score_codex":0.00007533966,"about_ca_topic_score_gemma":0.0010227095,"teacher_disagreement_score":0.35076672,"about_ca_system_score_codex":0.0003101824,"about_ca_system_score_gemma":0.00026330387,"threshold_uncertainty_score":0.3951534},"labels":[],"label_agreement":null},{"id":"W3011783965","doi":"10.3390/risks8010025","title":"Importance Sampling in the Presence of PD-LGD Correlation","year":2020,"lang":"en","type":"article","venue":"Risks","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Western University; Wilfrid Laurier University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Default; Loss given default; Portfolio; Correlation; Econometrics; Sampling (signal processing); Importance sampling; Statistics; Mathematics; Computer science; Economics; Monte Carlo method; Financial economics","score_opus":0.14564561611426338,"score_gpt":0.2894284327285236,"score_spread":0.1437828166142602,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3011783965","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9590801,0.001014625,0.03138079,0.001333668,0.00015029013,0.00018391022,0.000067586625,0.000012389229,0.006776628],"genre_scores_gemma":[0.99904275,0.00013645952,0.00059928,0.000061921004,0.000109065535,0.000009025151,0.000010540169,0.000005482714,0.000025456498],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99933475,0.000008041387,0.00036821185,0.00015487836,0.000031001746,0.0001031033],"domain_scores_gemma":[0.99950826,0.000093113464,0.00020686862,0.0001565714,0.00001289861,0.00002228225],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00025373613,0.000053323736,0.00014685618,0.00004474771,0.000042332962,0.000014327281,0.0001592239,0.000041244337,0.0000524796],"category_scores_gemma":[0.00034189125,0.000051075676,0.00004777653,0.00031461162,0.000031453055,0.000099774516,0.000018692954,0.00011357878,0.000058674832],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000011268442,0.000020527188,0.86638606,0.000008557568,0.000002720941,8.0971233e-7,0.0017389196,0.003967758,0.000010641867,0.12514766,0.00044871785,0.0022563862],"study_design_scores_gemma":[0.000136322,0.000026578728,0.9533393,0.000006026738,0.000001702765,3.9725194e-7,0.0000889217,0.018704008,0.000009569849,0.01535794,0.012266443,0.00006279455],"about_ca_topic_score_codex":0.00026296836,"about_ca_topic_score_gemma":0.00006586255,"teacher_disagreement_score":0.10978972,"about_ca_system_score_codex":0.000014336682,"about_ca_system_score_gemma":0.00001087006,"threshold_uncertainty_score":0.20828056},"labels":[],"label_agreement":null},{"id":"W3016379773","doi":"10.1007/s10957-020-01760-4","title":"Optimal Dividend and Capital Structure with Debt Covenants","year":2020,"lang":"en","type":"article","venue":"Journal of Optimization Theory and Applications","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université de Montréal; Université du Québec à Montréal","funders":"","keywords":"Dividend; Capital structure; Debt; Creditor; Bankruptcy; Capital (architecture); Economics; Covenant; Variational inequality; Mathematics; Mathematical economics; Finance; Mathematical optimization","score_opus":0.009743008380331772,"score_gpt":0.19768367126598352,"score_spread":0.18794066288565175,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3016379773","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.21141702,0.0016968828,0.7855261,0.0007744116,0.000022522327,0.00012472151,0.0000935314,0.0000072024113,0.00033763694],"genre_scores_gemma":[0.9828495,0.00063362176,0.016183585,0.000080955455,0.00018922522,0.0000053591607,0.000009963538,0.0000104372175,0.000037356895],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994527,0.000011258751,0.00030836268,0.00012383053,0.00002928441,0.00007452612],"domain_scores_gemma":[0.99936575,0.000057890524,0.00034734147,0.000065459746,0.000059463808,0.000104082734],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00015502064,0.00007482898,0.00017712274,0.000066937806,0.00013971081,0.000058794838,0.000069343485,0.000044836517,0.00008212025],"category_scores_gemma":[0.000059472062,0.00006624213,0.000024128125,0.00015654355,0.00008293986,0.00023986715,0.000018956029,0.000097451426,0.0000023972311],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00011067936,0.00003439976,0.01238077,0.000017609176,0.000046253077,0.0000014626938,0.0009779423,0.13124779,0.000036324473,0.8529818,0.000109002205,0.0020559644],"study_design_scores_gemma":[0.0100172255,0.0023911167,0.2523416,0.00018206023,0.00046883168,0.00091423217,0.0046929736,0.098262146,0.00069367443,0.50686246,0.120905794,0.002267917],"about_ca_topic_score_codex":0.0000010649487,"about_ca_topic_score_gemma":6.2977733e-7,"teacher_disagreement_score":0.77143246,"about_ca_system_score_codex":0.000009148984,"about_ca_system_score_gemma":0.00001821812,"threshold_uncertainty_score":0.27012756},"labels":[],"label_agreement":null},{"id":"W3016811958","doi":"10.2139/ssrn.3504065","title":"An Axiomatic Approach to Credit Rating","year":2019,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"","keywords":"Credit rating; Bond credit rating; Axiom; Actuarial science; Axiomatic system; Business; Economics; Econometrics; Mathematics; Credit reference; Credit risk","score_opus":0.013042331388864877,"score_gpt":0.21717725957716466,"score_spread":0.20413492818829979,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3016811958","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.84100896,0.0009962635,0.13240363,0.00024677772,0.0004986792,0.00022208957,0.000010765986,0.00003340745,0.024579443],"genre_scores_gemma":[0.99548334,0.000163066,0.0014741605,0.000040591352,0.00063206756,0.000009866578,0.000010081258,0.00002806072,0.0021587668],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99782383,0.000015481572,0.0004845117,0.00027896574,0.00006219731,0.0013350354],"domain_scores_gemma":[0.9992965,0.00001892661,0.0002370277,0.0002859772,0.000035374924,0.00012620012],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0014818056,0.00012983597,0.00027906508,0.00025075945,0.00019177493,0.00012126316,0.0003169075,0.0000764637,0.000074304386],"category_scores_gemma":[0.000076972385,0.00014164139,0.000108585045,0.00031193477,0.00001421483,0.0003523026,0.000023493889,0.00067570293,0.00087285426],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00000962811,0.000082042956,0.027855461,0.000004526357,0.000027879201,2.4285166e-7,0.00035901263,0.0009760102,0.00006416561,0.96657014,0.00010037626,0.003950501],"study_design_scores_gemma":[0.001092764,0.0008188145,0.09567681,0.000019804156,0.000013657282,0.00019752733,0.0020665275,0.01955611,0.00002211114,0.8621404,0.017760085,0.0006353988],"about_ca_topic_score_codex":0.00008009662,"about_ca_topic_score_gemma":0.0000697307,"teacher_disagreement_score":0.15447439,"about_ca_system_score_codex":0.00050235435,"about_ca_system_score_gemma":0.00029732875,"threshold_uncertainty_score":0.9999051},"labels":[],"label_agreement":null},{"id":"W3016923974","doi":"10.1002/fut.22146","title":"A simple method for extracting the probability of default from American put option prices","year":2020,"lang":"en","type":"article","venue":"Journal of Futures Markets","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Bank of Canada","funders":"","keywords":"Probability of default; Simple (philosophy); Credit default swap; Econometrics; iTraxx; Synthetic CDO; Actuarial science; Carr; Put option; Credit risk; Economics; Financial economics; Mathematics; Computer science; Credit valuation adjustment","score_opus":0.042623386764530216,"score_gpt":0.2837017828119293,"score_spread":0.2410783960473991,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3016923974","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7783252,0.0009428089,0.21673824,0.0029416266,0.00028349468,0.00020720816,0.00014930883,0.00000533166,0.00040678965],"genre_scores_gemma":[0.94506115,0.00010443693,0.053788923,0.000080462014,0.0009369876,0.000005773643,0.0000047387257,0.000009782577,0.000007736424],"study_design_codex":"design_other","study_design_gemma":"observational","domain_scores_codex":[0.9989011,0.00003542874,0.00073994324,0.00014304732,0.000059259633,0.00012119723],"domain_scores_gemma":[0.99740595,0.0005936798,0.0016937681,0.00012891463,0.0001147858,0.00006291014],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010072166,0.00008449486,0.0003695653,0.000057864178,0.00010585978,0.00003707027,0.00021746193,0.000044928533,0.000051048042],"category_scores_gemma":[0.0015117934,0.00006600442,0.00024170507,0.0001969349,0.00004517931,0.00017007225,0.000027156206,0.00016456831,0.0000013468098],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0028308446,0.00050495676,0.29546773,0.0002229641,0.00060744217,0.0000066789958,0.010019891,0.004160214,0.00270896,0.056854647,0.014341749,0.61227393],"study_design_scores_gemma":[0.00037614154,0.00017261585,0.88246995,0.000010673076,0.000029135897,0.0000029418875,0.0004835107,0.009124509,0.00017381264,0.03730798,0.06975538,0.00009332431],"about_ca_topic_score_codex":0.00017050438,"about_ca_topic_score_gemma":0.000039851915,"teacher_disagreement_score":0.6121806,"about_ca_system_score_codex":0.00003727168,"about_ca_system_score_gemma":0.000036709727,"threshold_uncertainty_score":0.26915818},"labels":[],"label_agreement":null},{"id":"W3019786483","doi":"10.7202/1068504ar","title":"Amélioration de la méthodologie de construction de la courbe des taux sans risque dans la zone UEMOA","year":2020,"lang":"fr","type":"article","venue":"Assurances et gestion des risques","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Humanities; Political science; Philosophy","score_opus":0.05794939201412192,"score_gpt":0.29777700234088794,"score_spread":0.23982761032676603,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3019786483","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.49662265,0.006167058,0.47164276,0.005917742,0.00042929227,0.00018972826,0.00038522127,0.00016491915,0.018480627],"genre_scores_gemma":[0.88644063,0.028679071,0.08350104,0.00013185655,0.0006165547,0.00006198465,0.00006474568,0.00005045392,0.0004536747],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9966503,0.0013926562,0.00074067176,0.000546997,0.00009467819,0.00057470443],"domain_scores_gemma":[0.99684054,0.0020549106,0.00050047337,0.0002373095,0.00013303773,0.00023372255],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0030925907,0.00033700484,0.0005458094,0.00019458673,0.00050512457,0.00046069105,0.0002535155,0.0007764212,0.00013132203],"category_scores_gemma":[0.0031246864,0.0004445072,0.00022123993,0.00066558813,0.002162188,0.00090253394,0.000052836116,0.00065184984,0.000059769587],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000118358286,0.00019847645,0.4976174,0.00022099876,0.000107352214,0.000052083153,0.00891868,0.11278475,0.0005845563,0.27121595,0.0045888214,0.10359258],"study_design_scores_gemma":[0.0006601639,0.00020258325,0.7427102,0.00022717443,0.00009702659,0.0002028435,0.0015406263,0.083918065,0.0011291066,0.09245743,0.076340996,0.00051379943],"about_ca_topic_score_codex":0.0023864717,"about_ca_topic_score_gemma":0.00088209397,"teacher_disagreement_score":0.38981795,"about_ca_system_score_codex":0.00086440734,"about_ca_system_score_gemma":0.00033425624,"threshold_uncertainty_score":0.9998007},"labels":[],"label_agreement":null},{"id":"W3021156535","doi":"10.22495/cocv17i3art15","title":"Risk relevance and volatility of other comprehensive income in the banking sector: Evidence from European countries","year":2020,"lang":"en","type":"article","venue":"Corporate Ownership and Control","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Volatility (finance); Business; Stock (firearms); Relevance (law); Economics; Actuarial science; Financial economics; Monetary economics; Political science; Geography","score_opus":0.07956006341345494,"score_gpt":0.21855187516424904,"score_spread":0.13899181175079411,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3021156535","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.98403335,0.009776617,0.0040742634,0.0011158845,0.00006538792,0.00021461869,0.00036763307,0.000012509308,0.00033975707],"genre_scores_gemma":[0.99880093,0.0006857272,0.00007722662,0.00028695527,0.000118995784,0.000005990027,0.000003724461,0.000010688091,0.000009779849],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9990261,0.00011525511,0.00040448492,0.0002836963,0.000041713894,0.00012871997],"domain_scores_gemma":[0.9986361,0.00056442217,0.00053013576,0.00018214993,0.000039564067,0.000047607202],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0004708499,0.00011683706,0.0003262134,0.000036310965,0.00008820432,0.000057700672,0.00014315169,0.000044789216,0.000037891776],"category_scores_gemma":[0.00031030967,0.00009552075,0.00003871583,0.00016687409,0.00017724157,0.00016696868,0.000029798095,0.00016262474,0.000011929488],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00010792561,0.000008131878,0.989212,0.000020511374,0.000014515758,0.0000029526238,0.0026153163,0.000029548419,0.000077790195,0.007145583,0.0000293999,0.0007363436],"study_design_scores_gemma":[0.00070944655,0.000055780914,0.96982837,0.000042571734,0.000013883144,4.222306e-7,0.000154957,0.007956054,0.0000129908885,0.018174555,0.0029326505,0.0001182939],"about_ca_topic_score_codex":0.0005353435,"about_ca_topic_score_gemma":0.00015721495,"teacher_disagreement_score":0.019383587,"about_ca_system_score_codex":0.000012112086,"about_ca_system_score_gemma":0.0000128712945,"threshold_uncertainty_score":0.3895223},"labels":[],"label_agreement":null},{"id":"W3021376748","doi":"10.2308/accr.2009.84.5.1363","title":"The Impact of Earnings on the Pricing of Credit Default Swaps","year":2009,"lang":"en","type":"article","venue":"The Accounting Review","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Earnings; Business; Credit default swap; iTraxx; Actuarial science; Credit derivative; Economics; Finance; Financial economics; Financial system; Credit risk; Credit valuation adjustment; Credit reference","score_opus":0.029318142653723716,"score_gpt":0.27392570156236123,"score_spread":0.24460755890863753,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3021376748","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8841226,0.08589486,0.00020021149,0.006847909,0.00019908346,0.0006698753,0.000029059835,0.000021515682,0.022014903],"genre_scores_gemma":[0.9755906,0.023891391,0.000020855356,0.00014174743,0.00015822928,0.000008122451,0.000002034968,0.00000923407,0.00017780834],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99893,0.000025705398,0.0006545538,0.00013310705,0.00006573114,0.0001909528],"domain_scores_gemma":[0.9978814,0.0004914127,0.0009711091,0.0005673405,0.00007355155,0.000015157577],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0020188617,0.00011090725,0.00036365492,0.000040080045,0.00029420515,0.000034787416,0.0004953098,0.000034319288,0.00006535609],"category_scores_gemma":[0.0017074868,0.000053591182,0.0002911783,0.00043782403,0.00008693936,0.00007794014,0.000040104256,0.00018505965,0.000070665745],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000048380516,0.00019320981,0.09544227,0.00047488697,0.00019457529,8.1186454e-7,0.0015889421,0.0010387162,0.0001660569,0.6374116,0.049679656,0.2137609],"study_design_scores_gemma":[0.00011953866,0.00013138996,0.8999015,0.0011538501,0.00003357575,0.0000028670763,0.00003880729,0.00063885876,0.000039841718,0.020331753,0.07746166,0.00014634669],"about_ca_topic_score_codex":0.00037427995,"about_ca_topic_score_gemma":0.0000053688896,"teacher_disagreement_score":0.8044592,"about_ca_system_score_codex":0.000035980098,"about_ca_system_score_gemma":0.000026927575,"threshold_uncertainty_score":0.2262818},"labels":[],"label_agreement":null},{"id":"W3021636051","doi":"10.22495/rgcv10i1_editorial","title":"Editorial: Governance, risks and rules between theoretical studies and empirical analyses","year":2020,"lang":"en","type":"editorial","venue":"Risk Governance and Control Financial Markets & Institutions","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Corporate governance; Relevance (law); Business; Inflation (cosmology); Risk management; Accounting; Index (typography); Economics; Finance; Political science","score_opus":0.059081263663478656,"score_gpt":0.3311710119915291,"score_spread":0.27208974832805044,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3021636051","genre_codex":"editorial","genre_gemma":"editorial","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"editorial","genre_consensus":"editorial","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.023404611,0.12707065,0.0032331522,0.0022354056,0.80504674,0.0010350761,0.035605207,0.00016480061,0.0022043814],"genre_scores_gemma":[0.26749754,0.118298635,0.00024058766,0.00006282368,0.61346304,0.00013048608,0.0001366549,0.000056192086,0.00011404514],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.9958339,0.00012363317,0.0014327171,0.0015083431,0.00039080172,0.00071063533],"domain_scores_gemma":[0.9955554,0.0018351343,0.0014454772,0.00050487154,0.000273254,0.0003858347],"candidate_categories":["metaresearch","metaepi_narrow","research_integrity"],"consensus_categories":[],"category_scores_codex":[0.0009277272,0.0008270137,0.002278296,0.00014008618,0.0011586312,0.00031718705,0.000378983,0.0013390528,0.000026742557],"category_scores_gemma":[0.014251961,0.0008433953,0.00032621587,0.00041211888,0.0020310918,0.0005375248,0.00036216946,0.0016723184,0.000047782098],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00024946997,0.000049297076,0.031625915,0.00013245497,0.00032032514,0.000013214612,0.0001831552,0.000004851746,8.063181e-7,0.24907038,0.71086514,0.00748497],"study_design_scores_gemma":[0.0016714925,0.00014232124,0.25972646,0.00016999623,0.00039368376,0.000001757838,0.00001493272,0.000082878374,5.493681e-7,0.038532224,0.6986167,0.0006470369],"about_ca_topic_score_codex":0.0009109618,"about_ca_topic_score_gemma":0.00034929338,"teacher_disagreement_score":0.24409293,"about_ca_system_score_codex":0.00025141484,"about_ca_system_score_gemma":0.0005898398,"threshold_uncertainty_score":0.99995744},"labels":[],"label_agreement":null},{"id":"W3021654012","doi":"10.1007/s11156-020-00888-8","title":"The predictive strength of MBS yield spreads during asset bubbles","year":2020,"lang":"en","type":"article","venue":"Review of Quantitative Finance and Accounting","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"","funders":"Loughborough University; Trent University; University of Huddersfield; Nottingham Trent University","keywords":"Predictive power; Yield (engineering); Asset (computer security); Credit rating; Econometrics; Economics; Economic bubble; Monetary economics; Actuarial science; Computer science; Materials science","score_opus":0.04630576162340693,"score_gpt":0.2658522850151813,"score_spread":0.21954652339177438,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3021654012","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.72101694,0.27243188,0.0014073397,0.001363838,0.000108569155,0.00033572933,0.00036354025,0.0000135257005,0.0029586514],"genre_scores_gemma":[0.81930834,0.17988494,0.0006359156,0.000047883295,0.00006338728,0.000014859309,0.0000069728526,0.000010104667,0.000027604914],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99874204,0.000013320037,0.00077487406,0.00024218495,0.000058334124,0.00016924427],"domain_scores_gemma":[0.99848205,0.0003096412,0.0009110306,0.00015901118,0.00011349245,0.000024770243],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0004611112,0.00012395933,0.00052466744,0.000043012034,0.00017259298,0.000021537395,0.0001714028,0.00004177744,0.000016854623],"category_scores_gemma":[0.0013446381,0.000106637446,0.0001193011,0.00036926332,0.00015336226,0.00027070104,0.00007298272,0.000121647616,0.000010731558],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00006150083,0.00006414631,0.1678308,0.0064325035,0.000095446514,0.0000018581437,0.0012168376,0.00004749155,0.00028623347,0.8115858,0.0013168888,0.011060534],"study_design_scores_gemma":[0.00050525356,0.00036171323,0.88996077,0.008992165,0.000058342106,0.0000023299426,0.00066532724,0.0030283043,0.0011129276,0.0049059233,0.089971885,0.00043504534],"about_ca_topic_score_codex":0.0000535501,"about_ca_topic_score_gemma":0.000009929053,"teacher_disagreement_score":0.80667984,"about_ca_system_score_codex":0.000011115798,"about_ca_system_score_gemma":0.000025364525,"threshold_uncertainty_score":0.43485487},"labels":[],"label_agreement":null},{"id":"W3021795794","doi":"10.1016/j.iref.2010.01.002","title":"","year":2010,"lang":"en","type":"article","venue":"International Review of Economics & Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université de Montréal","funders":"","keywords":"Cash flow; Economics; Swap (finance); Equity (law); Financial economics; Econometrics; Discounted cash flow; Microeconomics; Finance","score_opus":0.021365361679461733,"score_gpt":0.24959893440360578,"score_spread":0.22823357272414405,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3021795794","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9465357,0.020200608,0.001707736,0.007964164,0.0042746933,0.00052125135,0.0009320101,0.000033789285,0.017830024],"genre_scores_gemma":[0.85414386,0.13822812,0.0058833286,0.000646688,0.00049683644,0.00011970665,0.000105309264,0.00003612655,0.000340009],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99623,0.000009982056,0.0025488306,0.0007640783,0.00005485404,0.00039221934],"domain_scores_gemma":[0.9963832,0.00015592891,0.0021589373,0.0009216702,0.0002754713,0.00010479184],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0013309503,0.00031819646,0.001053764,0.00031611827,0.00012271956,0.00005871763,0.0013070027,0.00016496614,0.00041369034],"category_scores_gemma":[0.0012027932,0.0004011471,0.00054204935,0.0002898279,0.00025478832,0.0008744793,0.00019305228,0.00043882075,0.0001674634],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000017680946,0.0001411941,0.07153126,0.00028529178,0.000046987385,0.0000016173102,0.000054329445,0.00012726749,0.00009185206,0.9179367,0.0005843052,0.009181523],"study_design_scores_gemma":[0.00066571654,0.000057190377,0.30332303,0.00090970396,0.000011013264,0.000027844728,0.0000068121462,0.0019778344,0.00035675397,0.12392795,0.56825495,0.0004812314],"about_ca_topic_score_codex":0.0003045707,"about_ca_topic_score_gemma":0.00035981604,"teacher_disagreement_score":0.79400873,"about_ca_system_score_codex":0.00011250855,"about_ca_system_score_gemma":0.00009832212,"threshold_uncertainty_score":0.999844},"labels":[],"label_agreement":null},{"id":"W3023249426","doi":"10.5539/ijef.v6n7p53","title":"Volatility Patterns of CDS, Bond and Stock Markets Before and During the Financial Crisis: Evidence from Major Financial Institutions","year":2014,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":32,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Stock (firearms); Credit default swap; Volatility (finance); Financial crisis; Bond; Economics; Financial economics; Bond market; Financial market; Econometrics; Stock market; Monetary economics; Credit risk; Finance","score_opus":0.019824606564034054,"score_gpt":0.23239519767388728,"score_spread":0.2125705911098532,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3023249426","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.99104923,0.0029966903,0.002706828,0.0018081022,0.0007749524,0.00010380261,0.00047391237,0.0000026966732,0.00008380924],"genre_scores_gemma":[0.99148756,0.0071270587,0.000749531,0.00006886089,0.0005091502,0.0000059091744,0.00000486647,0.000009631689,0.00003740047],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99860966,0.000015336254,0.00089864817,0.00027408393,0.00004868257,0.00015355824],"domain_scores_gemma":[0.9985765,0.0001420866,0.00090710336,0.00018097273,0.00013598343,0.00005732991],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005330603,0.00015456617,0.0004017913,0.00016351989,0.00017567436,0.000098534394,0.0002919057,0.00010530153,0.000015176977],"category_scores_gemma":[0.0005122244,0.00014710541,0.00010270043,0.000057502068,0.00016472128,0.0005345384,0.0001469347,0.00021048698,0.0000014329983],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0002830671,0.00008105591,0.7275544,0.00002994223,0.00008038501,0.0000060151615,0.0012005899,0.00034153913,0.000013477947,0.250694,0.00018860547,0.01952692],"study_design_scores_gemma":[0.00069755176,0.00007099004,0.9407343,0.0000958189,0.0000145345575,0.00003096973,0.000031985335,0.005919994,0.00003551165,0.03933465,0.012900937,0.00013271163],"about_ca_topic_score_codex":0.00042049104,"about_ca_topic_score_gemma":0.00080068543,"teacher_disagreement_score":0.21317993,"about_ca_system_score_codex":0.00006355299,"about_ca_system_score_gemma":0.00007447795,"threshold_uncertainty_score":0.5998785},"labels":[],"label_agreement":null},{"id":"W3023928316","doi":"10.1002/9781118445112.stat03744","title":"Simulation in Risk Management","year":2014,"lang":"en","type":"other","venue":"Wiley StatsRef: Statistics Reference Online","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"","keywords":"Actuarial science; Financial risk management; Risk management; Economic capital; Risk analysis (engineering); Credit risk; Operational risk; Risk perception; Risk management tools; Liquidity risk; Market risk; Risk assessment; Factor analysis of information risk; Asset (computer security); Business; Basel II; Model risk; Market liquidity; Computer science; Capital requirement; Economics; Perception; Finance; Engineering; Risk management information systems; Psychology; Computer security; Microeconomics","score_opus":0.03714602483543361,"score_gpt":0.27826928059327716,"score_spread":0.24112325575784355,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3023928316","genre_codex":"methods","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"methods","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00015898261,0.0022422874,0.65032214,0.00003153775,0.0007955343,0.00067369663,0.062267303,0.0001571358,0.28335142],"genre_scores_gemma":[0.03785232,0.029696863,0.30713058,0.00009002729,0.0012791189,0.00013909771,0.020242676,0.0011930589,0.6023763],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9976736,0.00003679952,0.0009927116,0.0007351119,0.00011676404,0.00044506817],"domain_scores_gemma":[0.99800664,0.00016636043,0.0010228876,0.00064641266,0.000042337204,0.00011535392],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.0002817697,0.00039818234,0.0007636786,0.0009187177,0.00007187404,0.00005991316,0.00031994705,0.0003502435,0.0025134236],"category_scores_gemma":[0.00025978385,0.0004756292,0.00006437501,0.00036638728,0.00009649803,0.000053416807,0.00009721456,0.00045092596,0.001356516],"study_design_candidate":"not_applicable","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000024497578,0.0003381184,0.015455212,0.00021098023,0.000095376876,0.000025257466,0.00009206652,0.009394408,6.145818e-8,0.7613623,0.15608075,0.056920923],"study_design_scores_gemma":[0.0006346459,0.000058988768,0.024249537,0.00019428859,0.000025967445,2.3956457e-7,0.000016549211,0.041354675,3.7652587e-8,0.08103171,0.8519243,0.0005090466],"about_ca_topic_score_codex":0.0014653639,"about_ca_topic_score_gemma":0.0049239504,"teacher_disagreement_score":0.6958436,"about_ca_system_score_codex":0.00017328543,"about_ca_system_score_gemma":0.000032578373,"threshold_uncertainty_score":0.99976957},"labels":[],"label_agreement":null},{"id":"W3027156300","doi":"","title":"A study on the factors effecting yield spread of 10 years Malaysian Government Securities / Mohd Amin Abdullah","year":2011,"lang":"en","type":"article","venue":"UiTM Institutional Repositories (Universiti Teknologi MARA)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Government bond; Bond; Yield (engineering); Interest rate; Government (linguistics); Quarter (Canadian coin); Bond market; Economics; Yield curve; Gross domestic product; Monetary economics; Business; Financial economics; Finance; Macroeconomics","score_opus":0.056239755419491284,"score_gpt":0.20708924349987587,"score_spread":0.1508494880803846,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3027156300","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9419392,0.00013570218,0.00032704306,0.00006524107,0.0008885628,0.0003207748,0.00017631416,0.00004380453,0.056103405],"genre_scores_gemma":[0.9986069,0.000023896047,0.00009324417,0.0000072372045,0.000112903,0.000013455218,0.000008647511,0.000009680019,0.0011240145],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9989449,0.000025514943,0.00033076314,0.0003232033,0.00015539302,0.00022024532],"domain_scores_gemma":[0.9990018,0.00023733478,0.0003162854,0.00034628206,0.000050463554,0.000047846115],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00023057753,0.00016748963,0.00028215366,0.00013514877,0.00039896992,0.000031452993,0.00032118353,0.00012233891,0.00020266128],"category_scores_gemma":[0.000351134,0.00016310033,0.00014340626,0.00029337546,0.00031915287,0.00023703325,0.00015006594,0.00019026645,0.000049011804],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000078099765,0.0002716831,0.3742027,0.000009117833,0.00010688911,0.0000673976,0.0040089036,0.0000643283,0.000034893976,0.6205565,0.00022733408,0.00037219128],"study_design_scores_gemma":[0.00025194694,0.00044610782,0.9825927,0.00003677841,0.000022718017,0.000008064866,0.010560991,0.000044747165,0.00063096994,0.002460789,0.0027472225,0.00019696643],"about_ca_topic_score_codex":0.00079333235,"about_ca_topic_score_gemma":0.00007278691,"teacher_disagreement_score":0.6180957,"about_ca_system_score_codex":0.00029251495,"about_ca_system_score_gemma":0.00004331058,"threshold_uncertainty_score":0.66510385},"labels":[],"label_agreement":null},{"id":"W3032832195","doi":"10.24149/gwp387","title":"Reserves and Risk: Evidence from China","year":2020,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Alberta","funders":"Ministry of Education, Culture, Sports, Science and Technology","keywords":"Credence; Business; Credit default swap; Private sector; Credit risk; Unintended consequences; China; Stock (firearms); Monetary economics; Financial system; Economics; Actuarial science; Financial economics","score_opus":0.06710079872597363,"score_gpt":0.22637101484542185,"score_spread":0.15927021611944822,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3032832195","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9767706,0.0040919515,0.009974028,0.0033482246,0.000091474816,0.000067895104,0.00015088705,0.000040728148,0.005464247],"genre_scores_gemma":[0.9946652,0.0026922051,0.0020273987,0.000009233769,0.00023498139,0.000004112614,0.000005858493,0.000007754309,0.00035324311],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99936527,0.000006297204,0.00023519839,0.00026944667,0.000017858087,0.00010595355],"domain_scores_gemma":[0.999581,0.00007068542,0.00010382692,0.00014328607,0.0000077359055,0.00009350623],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.000115468814,0.000067962275,0.00016639884,0.0000316762,0.0000938775,0.000055545952,0.00010544566,0.000045109857,0.0005841619],"category_scores_gemma":[0.000573874,0.000072227114,0.00004047796,0.00013537075,0.000036863832,0.00023510419,0.00006580184,0.00008947007,0.0003063312],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000007918555,0.0000051967986,0.97345144,0.0000024788576,0.0000075557905,6.567577e-7,0.0006276794,0.00001821232,0.000009565461,0.022080619,0.0020405063,0.001748146],"study_design_scores_gemma":[0.000113390415,0.000031072308,0.97154176,0.0000059340596,0.0000032134833,1.274874e-7,0.000024705789,0.0048266174,0.000033891814,0.006526181,0.016798683,0.00009443492],"about_ca_topic_score_codex":0.003904539,"about_ca_topic_score_gemma":0.00020227044,"teacher_disagreement_score":0.017894648,"about_ca_system_score_codex":0.000009209504,"about_ca_system_score_gemma":0.000006364835,"threshold_uncertainty_score":0.6396163},"labels":[{"model":"gemma","categories":[],"domain":null,"study_design":"observational","genre":"empirical","about_ca_system":false,"about_ca_topic":false,"confidence":"low"},{"model":"gpt","categories":[],"domain":null,"study_design":"observational","genre":"empirical","about_ca_system":false,"about_ca_topic":false,"confidence":"low"}],"label_agreement":"agree"},{"id":"W3033447147","doi":"10.33215/sjom.v3i3.353","title":"Empirical Evidence of Co-Movement between the Canadian CDS, Stock Market And TSX 60 Volatility Index","year":2020,"lang":"en","type":"article","venue":"SEISENSE Journal of Management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Volatility (finance); Index (typography); Stock market; Medium term; Stock market index; Term (time); Credit default swap; Business; Financial economics; Economics; Econometrics; Monetary economics; Finance; Credit risk; Macroeconomics; Computer science","score_opus":0.09465693756657191,"score_gpt":0.28311137242747164,"score_spread":0.18845443486089974,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3033447147","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9608693,0.0020552576,0.0048378576,0.023568032,0.00021138118,0.00040807592,0.000112796275,0.0000056353774,0.00793163],"genre_scores_gemma":[0.9984533,0.00039111203,0.00026700308,0.00047715506,0.00020210163,0.0000020406615,0.00000130822,0.0000084821195,0.00019745319],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9987074,0.00003566812,0.0007784563,0.00016899566,0.000121080826,0.00018838074],"domain_scores_gemma":[0.9988601,0.000104529274,0.0005528168,0.0001941109,0.00006834539,0.00022008507],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001083505,0.00010893629,0.00034277973,0.0001754452,0.00014387882,0.00005240802,0.00022081735,0.00005330108,0.00014646185],"category_scores_gemma":[0.00015992735,0.00009427459,0.0001125189,0.00022652898,0.00009011453,0.00014017367,0.000072176656,0.00019824982,0.000008364018],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00007359399,0.000023387665,0.9626797,0.000064723354,0.00014422508,0.000026468888,0.0005851707,0.00013063355,6.9262234e-7,0.0024126486,0.026506117,0.007352644],"study_design_scores_gemma":[0.00030156504,0.00013186826,0.9177106,0.00003634499,0.00003262976,0.0000014726364,0.00011522736,0.0024734186,0.0000036364063,0.0027114938,0.07639495,0.00008679303],"about_ca_topic_score_codex":0.0024890015,"about_ca_topic_score_gemma":0.0022156695,"teacher_disagreement_score":0.049888834,"about_ca_system_score_codex":0.00014772007,"about_ca_system_score_gemma":0.00006626516,"threshold_uncertainty_score":0.38444063},"labels":[],"label_agreement":null},{"id":"W3033700513","doi":"10.1016/j.heliyon.2020.e03980","title":"A common risk factor in global credit and equity markets: An exploratory analysis of the subprime and the sovereign-debt crises","year":2020,"lang":"en","type":"article","venue":"Heliyon","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"Tulane University","keywords":"Financial system; Equity (law); Credit risk; Business; Sovereign debt; Sovereignty; Credit derivative; Debt; Financial economics; Economics; Credit history; Finance; Political science; Law","score_opus":0.04512764108974583,"score_gpt":0.261610377708623,"score_spread":0.21648273661887718,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3033700513","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9892623,0.0064215376,0.00026267386,0.00056055776,0.000083442355,0.00016950739,0.0012173287,0.000010551928,0.002012102],"genre_scores_gemma":[0.9967432,0.003035136,0.00002933394,0.00009815452,0.00006401839,0.000008818204,0.000006664688,0.0000062852687,0.000008357589],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9990793,0.00007261434,0.00040029155,0.00025410374,0.000051619678,0.00014209401],"domain_scores_gemma":[0.99925524,0.00011259473,0.0002710095,0.00027325374,0.00001942166,0.00006847801],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0003723351,0.00010627683,0.00041587336,0.00007371219,0.00012170126,0.000051121533,0.00018531244,0.00007281977,0.000067855995],"category_scores_gemma":[0.0002777755,0.00007918148,0.000109390596,0.0006591287,0.00019505617,0.00016683305,0.00018640202,0.00012431113,0.0000035544565],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00011403659,0.000030310208,0.93798065,0.000025055584,0.00007237181,4.594838e-7,0.0013929816,0.000055558965,0.000004314569,0.057275802,0.00003595131,0.0030125042],"study_design_scores_gemma":[0.00059973233,0.000029355919,0.98333234,0.000010288941,0.00007322945,2.2405698e-7,0.00023122877,0.0042863684,0.000012736883,0.010561101,0.0007711738,0.00009224359],"about_ca_topic_score_codex":0.00042313588,"about_ca_topic_score_gemma":0.0017345214,"teacher_disagreement_score":0.046714697,"about_ca_system_score_codex":0.000039340688,"about_ca_system_score_gemma":0.000019450508,"threshold_uncertainty_score":0.32289273},"labels":[],"label_agreement":null},{"id":"W3033881336","doi":"10.31235/osf.io/cjaqv","title":"The Valuation of Interest Rate Swap with Bilateral Counterparty Risk","year":2019,"lang":"en","type":"preprint","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Canada Research Chairs; University of Toronto","funders":"","keywords":"Interest rate swap; Credit valuation adjustment; Swap (finance); Credit risk; Counterparty; Valuation (finance); LIBOR market model; Credit default swap; Actuarial science; Econometrics; Interest rate; Economics; Business; Monetary economics; Finance; Credit reference","score_opus":0.08644500398284477,"score_gpt":0.24831003545568794,"score_spread":0.16186503147284317,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3033881336","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9443358,0.00070239673,0.038210195,0.00041073188,0.0015805212,0.0005998322,0.00062246475,0.000029740582,0.013508289],"genre_scores_gemma":[0.99484354,0.00086257275,0.000298513,0.000011985408,0.0001470796,0.000039539194,0.00008837264,0.00002411399,0.0036842912],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9986225,0.000031021853,0.00072580605,0.00039200438,0.00003692281,0.00019177792],"domain_scores_gemma":[0.99794036,0.00014995164,0.0010542338,0.00070769334,0.00011368281,0.000034064782],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010230109,0.0001914154,0.0004285673,0.00013361537,0.00012437825,0.00012664362,0.0003219022,0.00017927882,0.00012777427],"category_scores_gemma":[0.00012417405,0.00013586777,0.00015320936,0.0001137499,0.000114125374,0.00009129325,0.00020682167,0.00035281113,0.00024772773],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00014844214,0.000079699246,0.51958513,0.00007071347,0.00020188854,6.430051e-7,0.0005971218,0.011326114,0.000005357623,0.46265346,0.002547282,0.002784125],"study_design_scores_gemma":[0.0005210679,0.00013522031,0.74339885,0.000081385195,0.00003578167,9.294904e-7,0.000054198452,0.04432228,0.00007036454,0.17780355,0.0332261,0.00035026268],"about_ca_topic_score_codex":0.0011290743,"about_ca_topic_score_gemma":0.0011095423,"teacher_disagreement_score":0.2848499,"about_ca_system_score_codex":0.00008400003,"about_ca_system_score_gemma":0.00008237209,"threshold_uncertainty_score":0.5540527},"labels":[],"label_agreement":null},{"id":"W3034066515","doi":"10.1016/j.irfa.2020.101610","title":"Evaluating corporate credit risks in emerging markets","year":2020,"lang":"en","type":"article","venue":"International Review of Financial Analysis","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":23,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Wilfrid Laurier University","funders":"Social Sciences and Humanities Research Council of Canada","keywords":"Emerging markets; Leverage (statistics); Business; Credit default swap; Monetary economics; Financial crisis; Financial system; Corporate governance; Credit risk; Economics; Finance","score_opus":0.15853528752044663,"score_gpt":0.35532911856296007,"score_spread":0.19679383104251344,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3034066515","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.88718545,0.055107888,0.027949456,0.010317946,0.0010789883,0.00060777017,0.00092121627,0.000044414923,0.016786842],"genre_scores_gemma":[0.98102385,0.015759217,0.0020807104,0.00048310572,0.00033071925,0.000034190187,0.00015683187,0.000011789583,0.00011956965],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9979537,0.000029523393,0.0013172325,0.00037912055,0.00015332266,0.00016710832],"domain_scores_gemma":[0.99823606,0.000051394796,0.0011773647,0.00018671674,0.00027743808,0.0000710329],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0009938051,0.00013828323,0.00073931826,0.00042737028,0.000042907952,0.00001929909,0.0003553506,0.000060363,0.0012421875],"category_scores_gemma":[0.004506542,0.0001603702,0.00036818977,0.0028987678,0.000039893544,0.00017341552,0.0000802015,0.00014900281,0.00011731269],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000439986,0.00009438381,0.85729057,0.00046993344,0.00028234298,0.000011982967,0.00017430758,0.0018990603,0.000021543585,0.09014842,0.001867375,0.04769607],"study_design_scores_gemma":[0.00026758507,0.000031771353,0.93507963,0.00040104115,0.00011801778,4.138789e-7,0.000005812008,0.038925864,0.000009919957,0.0035168913,0.021460388,0.00018267885],"about_ca_topic_score_codex":0.0004161796,"about_ca_topic_score_gemma":0.000072275856,"teacher_disagreement_score":0.093838386,"about_ca_system_score_codex":0.000078652025,"about_ca_system_score_gemma":0.00007345689,"threshold_uncertainty_score":0.9996708},"labels":[],"label_agreement":null},{"id":"W3035336702","doi":"10.3390/risks8020065","title":"A New Approach to Risk Attribution and Its Application in Credit Risk Analysis","year":2020,"lang":"en","type":"article","venue":"Risks","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Alberta","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Context (archaeology); Risk analysis (engineering); Credit risk; Affect (linguistics); Computer science; Decomposition; Actuarial science; Euler's formula; Econometrics; Economics; Business; Mathematics; Psychology; Geography","score_opus":0.06733987187044789,"score_gpt":0.26196791383662116,"score_spread":0.19462804196617328,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3035336702","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.4584954,0.0007666355,0.5379694,0.00043980888,0.000037087248,0.00028729677,0.00041863817,0.000028626122,0.0015570835],"genre_scores_gemma":[0.9961236,0.00063882174,0.0026937358,0.00003339392,0.00027190233,0.000045517805,0.00008702019,0.000011042903,0.0000949425],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9988565,0.000018335093,0.0004101989,0.0004889677,0.000039313818,0.00018668585],"domain_scores_gemma":[0.9992991,0.000032559503,0.00025083424,0.00019814384,0.00002230585,0.00019702793],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00034177784,0.000112292415,0.00033926018,0.00029840088,0.00010333012,0.000041348547,0.000121730234,0.00010824897,0.000042037176],"category_scores_gemma":[0.0002784017,0.00013760923,0.000095675605,0.0016152448,0.000010351777,0.00012213369,0.00005204295,0.00018032754,0.0003692117],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00002437166,0.000040093826,0.919969,0.0000063396583,0.00006336966,2.4447152e-7,0.00087155984,0.010005722,0.000005557422,0.04960433,0.0008886351,0.01852074],"study_design_scores_gemma":[0.00028351016,0.000022795952,0.8341267,0.0000011193868,0.000060464372,1.6076233e-7,0.000024788333,0.129318,0.000010555468,0.0030643013,0.032947008,0.00014058242],"about_ca_topic_score_codex":0.003681142,"about_ca_topic_score_gemma":0.00028851806,"teacher_disagreement_score":0.53762823,"about_ca_system_score_codex":0.000063213294,"about_ca_system_score_gemma":0.000016101225,"threshold_uncertainty_score":0.5611541},"labels":[],"label_agreement":null},{"id":"W3036254118","doi":"10.3390/jrfm13060129","title":"Modeling Portfolio Credit Risk Taking into Account the Default Correlations Using a Copula Approach: Implementation to an Italian Loan Portfolio","year":2020,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":9,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Portfolio; Credit risk; Basel II; Probability of default; Credit valuation adjustment; Actuarial science; Expected shortfall; Loss given default; Econometrics; Copula (linguistics); Diversification (marketing strategy); Loan; Portfolio optimization; Capital requirement; Economics; Business; Financial economics; Finance; Profit (economics); Microeconomics","score_opus":0.04220742064086767,"score_gpt":0.2707794793129523,"score_spread":0.22857205867208466,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3036254118","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5168139,0.0005030473,0.48128965,0.000178743,0.00036444297,0.00030002746,0.00009284953,0.00001170127,0.00044562903],"genre_scores_gemma":[0.98362094,0.00083205034,0.014287755,0.00016482652,0.0010169531,0.000013520287,0.000021461674,0.000028850312,0.000013614275],"study_design_codex":"simulation_or_modeling","study_design_gemma":"observational","domain_scores_codex":[0.99793565,0.000037896574,0.0012007448,0.00035591173,0.00016657954,0.0003032313],"domain_scores_gemma":[0.9978504,0.000021985408,0.0015385424,0.00023736,0.00012077053,0.00023093342],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00097097666,0.00021943319,0.00043330935,0.00039410027,0.0006829032,0.00021164898,0.00030197005,0.00008944574,0.00005165975],"category_scores_gemma":[0.00025918198,0.00020534442,0.00018420443,0.00065980083,0.000043456257,0.0005778745,0.00013726362,0.00034911846,0.000011691823],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00024705834,0.00024189039,0.3059107,0.00005264343,0.00014423832,0.000042690128,0.014369227,0.3505711,0.000009772069,0.14139184,0.0020041824,0.18501465],"study_design_scores_gemma":[0.0017093858,0.00044172883,0.517662,0.000054769862,0.0003659921,0.000028792783,0.006784795,0.38518986,0.000003400452,0.02484094,0.062272083,0.00064626656],"about_ca_topic_score_codex":0.001321726,"about_ca_topic_score_gemma":0.00017907818,"teacher_disagreement_score":0.46700191,"about_ca_system_score_codex":0.00013543745,"about_ca_system_score_gemma":0.000049355447,"threshold_uncertainty_score":0.8373702},"labels":[],"label_agreement":null},{"id":"W3036776867","doi":"","title":"Recent Developments in Asset Management – Central Counterparty Risk Controls and Incentives | Bulletin – June Quarter 2015","year":2015,"lang":"en","type":"article","venue":"Philadelphia Museum of Art Bulletin","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Quarter (Canadian coin); Incentive; Business; Risk management; Asset (computer security); Actuarial science; Finance; Economics; Computer science; Computer security; Geography","score_opus":0.023299696085033204,"score_gpt":0.22721076954421904,"score_spread":0.20391107345918583,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3036776867","genre_codex":"commentary","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.29081059,0.014727485,0.0045240046,0.64771,0.0051965904,0.0038067023,0.0019524666,0.00022360173,0.031048547],"genre_scores_gemma":[0.99360204,0.0042326543,0.0015368274,0.000111541885,0.00009855592,0.000060944603,0.00008312782,0.00002713799,0.00024715855],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.9977926,0.0000500905,0.00101141,0.00051952805,0.00013014728,0.00049623224],"domain_scores_gemma":[0.99884015,0.000060014885,0.00050838746,0.00030516932,0.000079477795,0.00020681474],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.00090299913,0.00024997533,0.0005718054,0.0003240558,0.00007960793,0.000058828635,0.00021591333,0.00011696007,0.0004038571],"category_scores_gemma":[0.00014371054,0.00028381543,0.00007637645,0.00023403688,0.00013027928,0.00009112843,0.00013865116,0.00020028712,0.0005660334],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0004501995,0.0007291116,0.23341663,0.00006149391,0.0001754614,0.00002425689,0.0021269259,0.0002348535,0.000008909903,0.023797626,0.73826945,0.0007050627],"study_design_scores_gemma":[0.0018764909,0.000053695127,0.2717951,0.000037306236,0.000010312698,0.000002234992,0.00017390298,0.00014551324,0.000008330577,0.0012066506,0.72446376,0.00022667489],"about_ca_topic_score_codex":0.00016284332,"about_ca_topic_score_gemma":0.00011734192,"teacher_disagreement_score":0.70279145,"about_ca_system_score_codex":0.00016294517,"about_ca_system_score_gemma":0.000031047166,"threshold_uncertainty_score":0.9999614},"labels":[],"label_agreement":null},{"id":"W3037834647","doi":"10.1111/eufm.12278","title":"Disentangling types of liquidity and testing limits‐to‐arbitrage theories in the CDS–bond basis","year":2020,"lang":"en","type":"article","venue":"European Financial Management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":14,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University","funders":"","keywords":"Market liquidity; Liquidity crisis; Funding liquidity; Liquidity risk; Arbitrage; Economics; Bond; Asset (computer security); Financial economics; Monetary economics; Business; Finance","score_opus":0.04553859927496527,"score_gpt":0.21222018140816404,"score_spread":0.16668158213319878,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3037834647","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.87888503,0.0006101689,0.0061394386,0.0021058547,0.00020991097,0.0004492244,0.00008071106,0.000034917288,0.111484736],"genre_scores_gemma":[0.9975077,0.0000973817,0.0016078788,0.000446811,0.00023545913,0.000009697853,0.0000044125827,0.000017773493,0.00007291566],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9989866,0.00003394329,0.0004389512,0.00030014708,0.000050841238,0.00018952905],"domain_scores_gemma":[0.9995145,0.000074579606,0.0001455857,0.00019638223,0.000017183444,0.000051734314],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006107516,0.0001212798,0.00022265347,0.000115864685,0.0001126275,0.00005041459,0.0002501028,0.000019931993,0.000012542624],"category_scores_gemma":[0.0005120482,0.00011642068,0.00005016638,0.0005787011,0.000056644174,0.00008511411,0.00014912462,0.00012095275,0.00007293141],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00004898236,0.0000834244,0.097394764,0.00008610149,0.0000129968375,0.00006005735,0.004735759,0.0006072964,0.000017745851,0.86349237,0.0010362191,0.032424316],"study_design_scores_gemma":[0.00032272012,0.00014743775,0.93343544,0.000046958543,0.000013263531,6.65244e-7,0.00030943842,0.0005701416,0.00004286701,0.008649452,0.056254648,0.00020694938],"about_ca_topic_score_codex":0.000028652212,"about_ca_topic_score_gemma":0.000018461174,"teacher_disagreement_score":0.8548429,"about_ca_system_score_codex":0.00001630173,"about_ca_system_score_gemma":0.000006365374,"threshold_uncertainty_score":0.47474974},"labels":[],"label_agreement":null},{"id":"W3041014429","doi":"10.5430/afr.v9n3p1","title":"Bank Value at Risk (VAR) disclosures. A missed leading indicator to the Financial Crisis of 2008?","year":2020,"lang":"en","type":"article","venue":"Accounting and Finance Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Financial crisis; Recession; Economics; Revenue; Value (mathematics); Financial system; Variance (accounting); Business; Finance; Accounting; Macroeconomics","score_opus":0.060724875458023936,"score_gpt":0.29657615464074644,"score_spread":0.2358512791827225,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3041014429","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97679377,0.004599501,0.0019554195,0.014499415,0.00016828846,0.00042078533,0.00028984138,0.000024495172,0.0012484824],"genre_scores_gemma":[0.9964177,0.0020134654,0.0005231961,0.00021719412,0.0005081914,0.000057779223,0.000008871356,0.000029537581,0.00022407045],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99784553,0.000057177964,0.0006468577,0.0006226049,0.00020570237,0.00062212074],"domain_scores_gemma":[0.99871856,0.00031214618,0.00032517593,0.0004182811,0.00011144919,0.0001143712],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021021673,0.0001735195,0.0004579921,0.000274,0.0008912154,0.00010977068,0.00050752255,0.00015211369,0.000060593044],"category_scores_gemma":[0.0025822595,0.00015991453,0.00012427452,0.0012762643,0.00020698801,0.00018193723,0.00037966538,0.0005364455,0.00042116697],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00029672726,0.00015674793,0.6737248,0.00016418754,0.00006245057,0.0000133679105,0.012505073,0.0014525941,0.00024888694,0.14030986,0.13780737,0.033258],"study_design_scores_gemma":[0.00048510058,0.00017070417,0.5664277,0.000040521834,0.0000101720625,0.0000024983867,0.00032739606,0.004436526,0.00034182763,0.0058180955,0.42163745,0.00030197253],"about_ca_topic_score_codex":0.0013733564,"about_ca_topic_score_gemma":0.00018112423,"teacher_disagreement_score":0.28383008,"about_ca_system_score_codex":0.000081592894,"about_ca_system_score_gemma":0.00008315985,"threshold_uncertainty_score":0.68545985},"labels":[],"label_agreement":null},{"id":"W3041736668","doi":"10.3390/jrfm13070150","title":"The Role of Redenomination Risk in the Price Evolution of Italian Banks’ CDS Spreads","year":2020,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Credit default swap; Volatility (finance); Proxy (statistics); Credit risk; Monetary economics; Financial crisis; Economics; Financial economics; Swap (finance); Financial system; Business; Actuarial science; Finance; Macroeconomics","score_opus":0.007835144750478494,"score_gpt":0.1866549639508801,"score_spread":0.1788198192004016,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3041736668","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9603717,0.009188544,0.024056403,0.00058895827,0.00027844007,0.0002967722,0.00011565815,0.0000031319282,0.0051004197],"genre_scores_gemma":[0.99300885,0.006359705,0.00041248364,0.000009987543,0.00017749355,0.0000044265676,0.0000013013954,0.000005859153,0.000019902343],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9987425,0.000044312015,0.00085877936,0.00012245435,0.00009988532,0.00013207625],"domain_scores_gemma":[0.99837995,0.00011463805,0.001257764,0.00014786424,0.000065783475,0.00003401891],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013066197,0.000089233814,0.00027779446,0.00017336143,0.00014151567,0.000028370292,0.0002591518,0.000055993605,0.000005736027],"category_scores_gemma":[0.00044435804,0.000066836365,0.00012727607,0.00044819384,0.00008179663,0.00014848284,0.00005232295,0.00019614425,0.0000030336773],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00016928735,0.00011368103,0.3058715,0.000028028779,0.00002523244,0.0000034570257,0.0038460917,0.0004593284,0.000010011051,0.51027995,0.00046693414,0.17872654],"study_design_scores_gemma":[0.00043388255,0.00017625737,0.84767246,0.000019848881,0.000031342774,0.000001364669,0.0009956482,0.000765097,0.000016285741,0.05306814,0.096754834,0.0000648497],"about_ca_topic_score_codex":0.00021898307,"about_ca_topic_score_gemma":0.000080192374,"teacher_disagreement_score":0.541801,"about_ca_system_score_codex":0.000055812983,"about_ca_system_score_gemma":0.000021122307,"threshold_uncertainty_score":0.27255076},"labels":[],"label_agreement":null},{"id":"W3042921793","doi":"10.1177/0972652720932772","title":"The Relative Role of Sovereign CDS and Bond Markets in Efficiently Pricing Emerging Market Sovereign Credit Risk","year":2020,"lang":"en","type":"article","venue":"Journal of Emerging Market Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Thompson Rivers University","funders":"","keywords":"Credit default swap; Credit risk; Price discovery; Market liquidity; Bond; Bond market; Monetary economics; Business; Sovereign credit; Financial economics; Economics; Financial system; Financial crisis; Emerging markets; Credit derivative; Finance; Futures contract","score_opus":0.011225333617561152,"score_gpt":0.21030359735753273,"score_spread":0.1990782637399716,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3042921793","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8778463,0.024862144,0.0056859073,0.0014335182,0.0007604938,0.00034827378,0.0001536776,0.000015867616,0.08889383],"genre_scores_gemma":[0.9876033,0.009787464,0.0017760682,0.000032412416,0.00031741377,0.0000058483943,0.0000012669595,0.00003493733,0.00044128523],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99716485,0.000100214784,0.0017207699,0.00038053663,0.00018486648,0.00044875478],"domain_scores_gemma":[0.9962248,0.00075055915,0.0024887798,0.00027821492,0.00014195789,0.00011568968],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0027385266,0.00026266754,0.0007435085,0.00030896446,0.00032117407,0.00007332905,0.00041091687,0.00013123258,0.00015432216],"category_scores_gemma":[0.0023756456,0.00024767686,0.00026068973,0.00081808923,0.00016252743,0.000538165,0.00014981104,0.0006575568,0.0000049283512],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.002137219,0.00024569026,0.6947203,0.00015728846,0.00028245672,0.00005942945,0.005678014,0.0036691984,0.000109319015,0.21948318,0.024702305,0.048755594],"study_design_scores_gemma":[0.0015537954,0.00023652868,0.8066563,0.00025347836,0.000041219,0.000019374495,0.00077619764,0.05142841,0.00007185479,0.055631313,0.08294458,0.00038693135],"about_ca_topic_score_codex":0.00005820675,"about_ca_topic_score_gemma":0.000016875776,"teacher_disagreement_score":0.16385186,"about_ca_system_score_codex":0.00010980443,"about_ca_system_score_gemma":0.00009080145,"threshold_uncertainty_score":0.99999756},"labels":[],"label_agreement":null},{"id":"W3044752043","doi":"10.2139/ssrn.1102549","title":"Exploring the Common Factors in the Term Structure of Credit Spreads","year":2008,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Wilfrid Laurier University","funders":"","keywords":"Term (time); Business; Financial system; Physics","score_opus":0.055181687516271054,"score_gpt":0.2265121860862902,"score_spread":0.17133049857001914,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3044752043","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9966751,0.0014741395,0.00042169314,0.0003674396,0.0003338445,0.00009116454,0.000024912482,0.000004838911,0.000606884],"genre_scores_gemma":[0.99576837,0.0037848162,0.000008592058,0.000010622885,0.00032174995,0.00000313151,0.0000046271234,0.000010725296,0.000087347216],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99865454,0.000025064179,0.00042875792,0.00011413186,0.000065029904,0.00071246875],"domain_scores_gemma":[0.999397,0.000083378996,0.00025987133,0.00022163134,0.000016988795,0.000021141379],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005898489,0.00010117556,0.00021242068,0.00013803063,0.000283499,0.000022558,0.00040914517,0.000042491018,0.000021569891],"category_scores_gemma":[0.000065476575,0.000065914755,0.00011617053,0.00028373615,0.00008272044,0.00022274654,0.00002239206,0.001061696,0.0000051948946],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000104803,0.00003215329,0.5902837,0.0000018405634,0.00002496122,0.0000016652194,0.0032281561,0.00013966335,0.000035412013,0.40435636,0.000052402094,0.0018332173],"study_design_scores_gemma":[0.00020261135,0.00007358029,0.85309005,0.0000050168246,0.0000041084973,0.0000913567,0.0010884049,0.000029796453,0.00005971065,0.14320455,0.0020712628,0.00007954054],"about_ca_topic_score_codex":0.00039986684,"about_ca_topic_score_gemma":0.0018958396,"teacher_disagreement_score":0.26280636,"about_ca_system_score_codex":0.00021702478,"about_ca_system_score_gemma":0.00016942031,"threshold_uncertainty_score":0.46125996},"labels":[],"label_agreement":null},{"id":"W3047272248","doi":"10.3390/jrfm13080174","title":"Stochastic Optimization System for Bank Reverse Stress Testing","year":2020,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Stress test; Stress testing (software); Solvency; Computer science; Risk analysis (engineering); Credit risk; Probability of default; Capital requirement; Order (exchange); Market liquidity; Key (lock); Econometrics; Actuarial science; Economics; Business; Finance; Computer security; Microeconomics","score_opus":0.025915096692956843,"score_gpt":0.20147268189521558,"score_spread":0.17555758520225873,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3047272248","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"methods","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.025507217,0.00089864864,0.9718078,0.00019581488,0.0005406178,0.00027731308,0.00019831632,0.00001606939,0.0005582465],"genre_scores_gemma":[0.9639543,0.0002995574,0.03488416,0.000040299677,0.000757522,0.000010679077,0.0000056910726,0.000016533857,0.000031228126],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9989355,0.00000845995,0.00066375546,0.00018151816,0.00005118126,0.00015958269],"domain_scores_gemma":[0.9989066,0.000075392185,0.0007363695,0.00008399861,0.00009676974,0.00010084518],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00035500008,0.000111628964,0.00033631947,0.0001627055,0.00018088931,0.00005597084,0.000120187564,0.000056666886,0.0000068998893],"category_scores_gemma":[0.0005528717,0.000119800396,0.00010551385,0.00027059118,0.00002540198,0.00017064036,0.000044007196,0.000113536895,0.000006049131],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00042243136,0.00015250187,0.03962129,0.0005889108,0.000085490545,0.000044422726,0.0019315217,0.4713737,0.0000034824943,0.33811292,0.003177421,0.14448589],"study_design_scores_gemma":[0.009958812,0.0019297083,0.29034558,0.00089074473,0.00058049575,0.00004225829,0.002670085,0.48479164,0.00002258674,0.017766472,0.18958378,0.0014178386],"about_ca_topic_score_codex":0.000020025833,"about_ca_topic_score_gemma":0.0000027045999,"teacher_disagreement_score":0.9384471,"about_ca_system_score_codex":0.000053984888,"about_ca_system_score_gemma":0.000015893473,"threshold_uncertainty_score":0.48853186},"labels":[],"label_agreement":null},{"id":"W3048718700","doi":"10.1093/jjfinec/nbab016","title":"Conditional Inferences Based on Vine Copulas with Applications to Credit Spread Data of Corporate Bonds","year":2021,"lang":"en","type":"preprint","venue":"Journal of Financial Econometrics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of British Columbia","funders":"","keywords":"Vine copula; Copula (linguistics); Econometrics; Bond; Corporate bond; Inference; Credit risk; Conditional probability distribution; Conditional dependence; Economics; Tail dependence; Actuarial science; Computer science; Statistics; Mathematics; Artificial intelligence; Finance","score_opus":0.13694780005439722,"score_gpt":0.2817727479036607,"score_spread":0.14482494784926347,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3048718700","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.40823877,0.0029850341,0.5558195,0.0017363344,0.0024841332,0.0011708362,0.022104403,0.000030251002,0.005430766],"genre_scores_gemma":[0.97672856,0.00047369098,0.019386481,0.0001688464,0.0013283077,0.000058264108,0.0016792305,0.000049326754,0.00012726514],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99623513,0.000027986023,0.0023923987,0.0007571025,0.00024808967,0.0003393145],"domain_scores_gemma":[0.99171454,0.00035660673,0.0055137402,0.0013084897,0.0008146078,0.00029202775],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0012543756,0.0004019001,0.0015813444,0.0029699958,0.00013871898,0.00019297359,0.0014033822,0.00041561614,0.0003297],"category_scores_gemma":[0.0017268938,0.00043591336,0.00027727906,0.0022393703,0.00017213599,0.00039130193,0.00046606828,0.00084601145,0.000042296324],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0007580311,0.0029874006,0.4127488,0.0007132481,0.00044885048,0.0001175342,0.00034854343,0.2495802,0.000013072711,0.28919423,0.023935279,0.019154804],"study_design_scores_gemma":[0.0019472939,0.001871975,0.8215037,0.00054168404,0.00016971643,0.000028712751,0.000063212596,0.010647654,0.00007740298,0.038398392,0.12360041,0.0011498611],"about_ca_topic_score_codex":0.00010680217,"about_ca_topic_score_gemma":0.00015106454,"teacher_disagreement_score":0.56848985,"about_ca_system_score_codex":0.0003112534,"about_ca_system_score_gemma":0.0016749483,"threshold_uncertainty_score":0.99980927},"labels":[],"label_agreement":null},{"id":"W3049711015","doi":"10.5430/afr.v9n3p31","title":"Fair Value Accounting and Implications for the Auditing Profession: Historical Overview","year":2020,"lang":"en","type":"article","venue":"Accounting and Finance Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Audit; Accounting; Fair value; Context (archaeology); Accounting research; Value (mathematics); External auditor; Narrative; Public relations; Business; Sociology; Economics; Internal audit; Political science; Computer science","score_opus":0.18034040738111062,"score_gpt":0.3625798988208648,"score_spread":0.18223949143975415,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3049711015","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7603009,0.083683185,0.021659574,0.12862891,0.00060256384,0.001688311,0.00020428076,0.000120375145,0.0031119152],"genre_scores_gemma":[0.98996943,0.0070547215,0.0011011735,0.00017737364,0.0009055722,0.00023407505,0.000008631839,0.000028057637,0.00052095513],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9984266,0.000021454442,0.00046489693,0.0005243396,0.00008175339,0.00048093428],"domain_scores_gemma":[0.9984513,0.0008472211,0.00022715708,0.00026080266,0.00015514191,0.000058382677],"candidate_categories":["sts"],"consensus_categories":[],"category_scores_codex":[0.0018039391,0.0001311468,0.0002920776,0.0001045668,0.0015940472,0.00021260156,0.0002703564,0.0001156177,0.000007632372],"category_scores_gemma":[0.001690128,0.00011860561,0.00007103417,0.0006117647,0.00013521362,0.0003081962,0.00024182972,0.00041468936,0.000020381132],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00002404893,0.000034878693,0.1601135,0.00015428482,0.00001662756,5.8416856e-7,0.0009278514,0.00003865116,0.000054293145,0.75071126,0.011747264,0.076176785],"study_design_scores_gemma":[0.0003329716,0.0000843876,0.38135386,0.000059133577,0.000007414367,0.0000033153417,0.00020457542,0.014386118,0.0000061506103,0.035602994,0.56775606,0.00020299185],"about_ca_topic_score_codex":0.0002936776,"about_ca_topic_score_gemma":0.000014207516,"teacher_disagreement_score":0.7151082,"about_ca_system_score_codex":0.000110539746,"about_ca_system_score_gemma":0.000061217965,"threshold_uncertainty_score":0.99970573},"labels":[],"label_agreement":null},{"id":"W3081726592","doi":"","title":"Relationship Between Bulgarian Sovereign Credit Risk and Accounting Information","year":2019,"lang":"en","type":"article","venue":"Bulgarian Portal for Open Science","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Credit default swap; Bulgarian; Credit risk; Quarter (Canadian coin); Business; Sovereign credit; iTraxx; Accounting information system; Panel data; Swap (finance); Economics; Accounting; Econometrics; Financial economics; Credit valuation adjustment; Actuarial science; Finance; Credit reference; Geography","score_opus":0.03654016720041598,"score_gpt":0.26147294265855653,"score_spread":0.22493277545814055,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3081726592","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8818524,0.00007881491,0.016717969,0.0003362409,0.0008683294,0.0013585425,0.000647517,0.000037404272,0.0981028],"genre_scores_gemma":[0.99547106,0.0000063301004,0.0032757993,0.000040010917,0.00017128582,0.000038902657,0.000091619026,0.000011667627,0.0008932946],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99841726,0.000005576163,0.0006673234,0.00044195497,0.00010630546,0.00036157577],"domain_scores_gemma":[0.9985315,0.00018627127,0.0006384062,0.00041010827,0.000099234596,0.00013446927],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023226705,0.00013690519,0.000288307,0.00032329166,0.00078218005,0.0009977755,0.00081360806,0.00010457967,0.00016085287],"category_scores_gemma":[0.0013879233,0.0001559026,0.0000614814,0.00059650623,0.00018322174,0.0041327444,0.00032327903,0.0001532645,0.00043142555],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000005132324,0.0000044459257,0.56917316,0.0000051212924,0.0000021820483,8.1836816e-8,0.00015354587,0.000019253488,7.810855e-7,0.42899707,0.00025463305,0.0013845864],"study_design_scores_gemma":[0.00050346256,0.000052208496,0.86839366,0.000009298653,0.0000075244848,0.0000023236446,0.000118676486,0.0017844856,0.000007987814,0.09400509,0.034909863,0.00020543988],"about_ca_topic_score_codex":0.0007046859,"about_ca_topic_score_gemma":0.000053188352,"teacher_disagreement_score":0.33499196,"about_ca_system_score_codex":0.00006339304,"about_ca_system_score_gemma":0.00015881589,"threshold_uncertainty_score":0.9621572},"labels":[],"label_agreement":null},{"id":"W3082967872","doi":"10.1287/mnsc.2020.3658","title":"Affine Modeling of Credit Risk, Pricing of Credit Events, and Contagion","year":2020,"lang":"en","type":"article","venue":"Management Science","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":23,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University","funders":"","keywords":"iTraxx; Credit risk; Credit default swap; Credit derivative; Credit valuation adjustment; Credit default swap index; Economics; Credit event; Financial economics; Econometrics; Actuarial science; Credit reference","score_opus":0.03330130031210039,"score_gpt":0.22098359675434923,"score_spread":0.18768229644224882,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3082967872","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8520275,0.0003929211,0.13579276,0.00045674475,0.00022663697,0.00022851216,0.000046186207,0.000017327107,0.010811436],"genre_scores_gemma":[0.99667275,0.00040225548,0.0027336872,0.000018730989,0.00006966279,0.000004314887,0.0000022803988,0.000005513619,0.00009083328],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99897873,0.000004294181,0.00043714393,0.0003208828,0.00009427853,0.00016464492],"domain_scores_gemma":[0.999394,0.0000168166,0.00030884662,0.00017981314,0.0000358287,0.0000646868],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005828619,0.000076446995,0.00022113988,0.00020704819,0.00012223332,0.000018738203,0.0002519387,0.00002250699,0.000031335203],"category_scores_gemma":[0.00015749889,0.00008627417,0.000041186886,0.00063225743,0.00013353633,0.00025637407,0.00019481873,0.000057745252,0.000009546168],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00004591052,0.000115194336,0.38121456,0.00022429608,0.00004042832,0.000002339979,0.0018939154,0.042917483,0.0003310018,0.5576253,0.00044074428,0.0151488315],"study_design_scores_gemma":[0.00055083545,0.00011579252,0.3394931,0.000038877966,0.000019369467,3.0412806e-7,0.00027970897,0.64424264,0.00016586509,0.01137173,0.003550053,0.00017173222],"about_ca_topic_score_codex":0.00019160422,"about_ca_topic_score_gemma":0.00000632894,"teacher_disagreement_score":0.60132515,"about_ca_system_score_codex":0.000026419852,"about_ca_system_score_gemma":0.000009419846,"threshold_uncertainty_score":0.35181588},"labels":[],"label_agreement":null},{"id":"W3084660995","doi":"10.1093/rfs/hhz107","title":"Measuring Sovereign Bond Market Integration","year":2019,"lang":"en","type":"article","venue":"Review of Financial Studies","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":24,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University","funders":"","keywords":"Bond; Bond market; Inflation (cosmology); Credit risk; Sovereignty; Market integration; Economics; Percentile; Risk premium; Monetary economics; Financial economics; Business; Financial system; Politics; Actuarial science; Finance; Statistics; Macroeconomics; Political science; Mathematics","score_opus":0.06895248046712843,"score_gpt":0.2626242728635363,"score_spread":0.19367179239640786,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3084660995","genre_codex":"review","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"review","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.059854764,0.781897,0.00073359814,0.0005488048,0.001177543,0.0007682233,0.00013075121,0.000032926248,0.1548564],"genre_scores_gemma":[0.5773051,0.4191715,0.00094370043,0.00020434464,0.000279962,0.00005836224,0.000012766113,0.000021297861,0.0020029866],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.998723,0.00001130544,0.0007622491,0.0002599497,0.000063241714,0.0001802576],"domain_scores_gemma":[0.99905455,0.0000638148,0.0004611441,0.0002657442,0.00012723668,0.000027491307],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007009279,0.00014314045,0.0007757129,0.00009602106,0.00007917802,0.000008704888,0.0001372518,0.000055853016,0.00027761923],"category_scores_gemma":[0.0011400883,0.00014215574,0.00021388108,0.00031693035,0.00005484404,0.00015771874,0.00006307779,0.0000962322,0.00032430352],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000015680389,0.000061178784,0.040296983,0.0040700133,0.000050619514,0.0000010657944,0.00025917374,0.0000024072585,0.000017949376,0.877516,0.03575777,0.041951213],"study_design_scores_gemma":[0.00048808948,0.00014359795,0.49200454,0.008161208,0.000038150636,0.000002727953,0.00007323728,0.000056100955,0.00016473056,0.06171091,0.4366854,0.000471281],"about_ca_topic_score_codex":0.000036756323,"about_ca_topic_score_gemma":0.000019992172,"teacher_disagreement_score":0.815805,"about_ca_system_score_codex":0.000084678075,"about_ca_system_score_gemma":0.000033255685,"threshold_uncertainty_score":0.5796943},"labels":[],"label_agreement":null},{"id":"W3085356865","doi":"10.1108/jdqs-02-2013-b0003","title":"Does CDS Slope Predict Future Stock Returns? Evidence from the Korean Market","year":2013,"lang":"en","type":"article","venue":"Journal of Derivatives and Quantitative Studies 선물연구","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Kootenay Association for Science & Technology","funders":"","keywords":"Econometrics; Weighting; Quartile; Profitability index; Stock (firearms); Predictive power; Economics; Stock market; Portfolio; Mathematics; Financial economics; Statistics; Geography; Medicine; Finance; Physics","score_opus":0.060897659789643975,"score_gpt":0.2897574864570582,"score_spread":0.2288598266674142,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3085356865","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.93142635,0.049843278,0.0015832701,0.014747635,0.0011995819,0.00026914856,0.00014640749,0.000008598858,0.0007757077],"genre_scores_gemma":[0.96245986,0.030352842,0.0055440883,0.000115688956,0.0010053532,0.000017076793,0.000002108228,0.00001683951,0.00048612544],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9985915,0.000074830015,0.00079518487,0.00023744645,0.00009603096,0.00020505484],"domain_scores_gemma":[0.997105,0.0012687921,0.0010006578,0.0001853008,0.00036601812,0.00007425654],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005442363,0.00019690201,0.0005916419,0.00010154382,0.00036827638,0.000114752336,0.00024286355,0.00006245371,0.00023202083],"category_scores_gemma":[0.001596782,0.00010265569,0.00015627137,0.00024985662,0.00038880514,0.0008272742,0.000117728254,0.00027997544,0.000014510493],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00024935766,0.00011925094,0.7601625,0.00006335133,0.0015802302,0.000012007933,0.052749112,0.000016741202,0.00019775439,0.07998646,0.095800966,0.009062319],"study_design_scores_gemma":[0.0003271163,0.00035048003,0.9171434,0.00020283194,0.000029588466,0.000003236848,0.02045868,0.00021255645,0.000027252992,0.041219197,0.019860648,0.00016498599],"about_ca_topic_score_codex":0.00012281052,"about_ca_topic_score_gemma":0.0001075952,"teacher_disagreement_score":0.15698098,"about_ca_system_score_codex":0.000047283796,"about_ca_system_score_gemma":0.000025943395,"threshold_uncertainty_score":0.41861778},"labels":[],"label_agreement":null},{"id":"W3085796557","doi":"10.1108/jdqs-04-2010-b0001","title":"The Lead-Lag Relationship between the Stock Market and CDS Market in Korea","year":2010,"lang":"en","type":"article","venue":"Journal of Derivatives and Quantitative Studies 선물연구","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Kootenay Association for Science & Technology","funders":"","keywords":"Stock market; Equity (law); Stock exchange; Lead–lag compensator; Lag; Monetary economics; Economics; Sample (material); Business; Financial economics; Econometrics; Finance; Geography","score_opus":0.09118348488838972,"score_gpt":0.32169216910320375,"score_spread":0.23050868421481402,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3085796557","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9722095,0.016320825,0.0008799094,0.0065437094,0.000333235,0.00015877267,0.000041903062,0.0000031164993,0.0035090188],"genre_scores_gemma":[0.9936747,0.004123476,0.0014898086,0.000020990312,0.0001617461,0.000007445951,5.86114e-7,0.000009806755,0.00051141693],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99886495,0.00007332371,0.0006771421,0.00014914756,0.00005954288,0.00017592101],"domain_scores_gemma":[0.9955365,0.0035272602,0.000644123,0.0001240338,0.00012650518,0.000041576313],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017521782,0.00013128937,0.00038885768,0.00014783161,0.00059714523,0.00007915507,0.00014017109,0.000056079924,0.00001260683],"category_scores_gemma":[0.0032740335,0.000081384285,0.00007287205,0.00027049257,0.00066120946,0.00026212755,0.000081402315,0.00045302216,0.0000017704454],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000047331854,0.000014003696,0.8031211,0.000010159244,0.00009423239,0.0000014340737,0.0033606621,0.0000012975681,0.000004389735,0.18903258,0.002411879,0.0019009562],"study_design_scores_gemma":[0.0003500194,0.00014269887,0.89868385,0.000023319544,0.0000130918725,0.0000055709297,0.004117445,0.00013545573,0.000002190034,0.07765169,0.01878149,0.000093198905],"about_ca_topic_score_codex":0.00001808569,"about_ca_topic_score_gemma":0.00021791941,"teacher_disagreement_score":0.1113809,"about_ca_system_score_codex":0.000022301161,"about_ca_system_score_gemma":0.00002075319,"threshold_uncertainty_score":0.4592819},"labels":[],"label_agreement":null},{"id":"W3086568258","doi":"10.1108/jdqs-02-2010-b0001","title":"Default Correlations in the Presence of Coskewness and Cokurtosis Between Two Firm Values","year":2010,"lang":"en","type":"article","venue":"Journal of Derivatives and Quantitative Studies 선물연구","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Kootenay Association for Science & Technology","funders":"","keywords":"Skewness; Econometrics; Kurtosis; Economics; Maturity (psychological); Mathematics; Statistics; Psychology","score_opus":0.08330211066380178,"score_gpt":0.3423986287083556,"score_spread":0.2590965180445538,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3086568258","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9875437,0.007472159,0.002910398,0.0012765109,0.00020530343,0.00011572405,0.00006477268,0.0000016987631,0.00040972244],"genre_scores_gemma":[0.99539393,0.0016435983,0.0028367303,0.000012178429,0.00008164097,0.000004314676,0.0000011053871,0.0000053038657,0.000021203763],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9990543,0.000040647625,0.00061846164,0.00011943286,0.00005788761,0.0001092785],"domain_scores_gemma":[0.9975767,0.0014649893,0.00066337205,0.00008689057,0.00017920096,0.000028811928],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00074389094,0.00009811835,0.0004384413,0.00018154886,0.00017545088,0.000025229127,0.00011490489,0.000036317066,0.000004827268],"category_scores_gemma":[0.0014484228,0.000072608265,0.000058864433,0.00027698406,0.0005124481,0.00026715244,0.000050767565,0.00023554671,8.4911926e-7],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000023141636,0.000050616105,0.6572842,0.000021538614,0.00012186726,0.0000015480514,0.025295535,0.000029711418,0.00007732964,0.31588113,0.00020855508,0.0010048215],"study_design_scores_gemma":[0.0004596025,0.00021124561,0.9291502,0.00004547848,0.000020009307,0.000004690796,0.009733731,0.00020110061,0.000028620854,0.058578942,0.0014838947,0.00008244214],"about_ca_topic_score_codex":0.000061735314,"about_ca_topic_score_gemma":0.00014055402,"teacher_disagreement_score":0.27186602,"about_ca_system_score_codex":0.000009087628,"about_ca_system_score_gemma":0.000016030788,"threshold_uncertainty_score":0.29608792},"labels":[],"label_agreement":null},{"id":"W3086680535","doi":"10.1108/jdqs-02-2005-b0005","title":"Estimating the Term Structure of Interest Rates and Default Risk Embedded in Korean Corporate Bonds","year":2005,"lang":"en","type":"article","venue":"Journal of Derivatives and Quantitative Studies 선물연구","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Kootenay Association for Science & Technology","funders":"","keywords":"Bond; Interest rate; Econometrics; Credit risk; Vasicek model; Economics; Corporate bond; Term (time); Kalman filter; Actuarial science; Financial economics; Mathematics; Statistics; Monetary economics; Finance","score_opus":0.10713963900569713,"score_gpt":0.325391422524663,"score_spread":0.2182517835189659,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3086680535","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9835047,0.01353575,0.0019859932,0.0005995975,0.00011279568,0.00008812922,0.000077296216,0.0000019301795,0.00009379358],"genre_scores_gemma":[0.9869669,0.0018514403,0.011054861,0.000011985197,0.00008982745,0.0000011777422,0.0000011373695,0.000007912207,0.000014752319],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.998936,0.000040288094,0.0007399278,0.00013227927,0.000031259504,0.00012025015],"domain_scores_gemma":[0.9977429,0.00038629162,0.0016234441,0.0000740503,0.00014261024,0.00003068434],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00040311646,0.00012673842,0.00049524795,0.00017915289,0.00015323776,0.00003089099,0.0000848603,0.00003586741,0.00000620994],"category_scores_gemma":[0.0009153415,0.00008888347,0.000049577455,0.00021296235,0.00039341688,0.00027006597,0.00006334663,0.00020580643,4.931555e-7],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00012741392,0.0000695255,0.7325444,0.00006704271,0.0003509272,0.0000045554093,0.03813727,0.0013761692,0.00073310075,0.21940002,0.00019080247,0.0069987616],"study_design_scores_gemma":[0.0006997873,0.00037290988,0.902488,0.00011931438,0.000020551137,0.000010681605,0.009550304,0.0048381044,0.00026341245,0.08135266,0.000158164,0.00012613027],"about_ca_topic_score_codex":0.000022485257,"about_ca_topic_score_gemma":0.00028242834,"teacher_disagreement_score":0.16994356,"about_ca_system_score_codex":0.000024517967,"about_ca_system_score_gemma":0.000013740042,"threshold_uncertainty_score":0.36245626},"labels":[],"label_agreement":null},{"id":"W3088535014","doi":"10.1108/jdqs-01-2002-b0005","title":"The Impact of Default Correlations on the Prices of Collateralized Bond Obligat","year":2002,"lang":"en","type":"article","venue":"Journal of Derivatives and Quantitative Studies 선물연구","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Kootenay Association for Science & Technology","funders":"","keywords":"Collateralized debt obligation; Bond; Unobservable; Econometrics; Economics; Volatility (finance); Value (mathematics); Bond valuation; Financial economics; Mathematics; Statistics; Finance","score_opus":0.12053889773662078,"score_gpt":0.3324887520699261,"score_spread":0.21194985433330532,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3088535014","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97275776,0.022753896,0.00054228253,0.001599469,0.00016156887,0.00013829814,0.00007533975,0.0000016718893,0.0019696893],"genre_scores_gemma":[0.99057317,0.008739158,0.00049984426,0.00000825798,0.00003677702,0.0000033021286,3.75364e-7,0.0000064151254,0.00013273011],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9989384,0.00003260184,0.0007589736,0.00008838132,0.000064425774,0.000117226606],"domain_scores_gemma":[0.9965352,0.0015676693,0.0014519955,0.000109910565,0.00030789216,0.000027349832],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0004626626,0.00011033784,0.00045132512,0.0001299327,0.0003282223,0.00002480373,0.00012281688,0.000029607252,0.00002479771],"category_scores_gemma":[0.0012391289,0.000058859256,0.00020331473,0.00034426284,0.00048155585,0.00015343094,0.000035387704,0.00012079461,0.0000030506624],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00015352211,0.00019318581,0.09381738,0.00002095148,0.0011390605,0.0000013353691,0.027552748,0.00064788724,0.00013381631,0.8686002,0.0071544526,0.00058547466],"study_design_scores_gemma":[0.00072365167,0.0014337414,0.9307504,0.00011265013,0.00002865968,0.000004619056,0.008796878,0.0016341818,0.00011121843,0.05328565,0.002997873,0.00012045316],"about_ca_topic_score_codex":0.00004221294,"about_ca_topic_score_gemma":0.000019135154,"teacher_disagreement_score":0.836933,"about_ca_system_score_codex":0.000031628184,"about_ca_system_score_gemma":0.00001357591,"threshold_uncertainty_score":0.25244537},"labels":[],"label_agreement":null},{"id":"W3092720742","doi":"10.3390/jrfm13100245","title":"What Explains the Sovereign Credit Default Swap Spreads Changes in the GCC Region?","year":2020,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":16,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"Imam Mohammed Ibn Saud Islamic University","keywords":"Credit default swap; iTraxx; Financial crisis; Index (typography); Volatility (finance); Economics; Sovereign credit; Emerging markets; Financial economics; Credit default swap index; Stock market index; Implied volatility; Bond; Financial market; Credit risk; Monetary economics; Stock market; Finance; Credit valuation adjustment; Geography","score_opus":0.03061351830841035,"score_gpt":0.21761512397105107,"score_spread":0.1870016056626407,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3092720742","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.83171076,0.029077817,0.063588835,0.05536242,0.0045436323,0.0014028572,0.00012274527,0.000033384214,0.014157548],"genre_scores_gemma":[0.96800214,0.029630149,0.00018050095,0.0008357341,0.0012265621,0.000015949023,0.0000021651272,0.000012257087,0.00009452329],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9987884,0.000043440676,0.0006033884,0.0002111923,0.0001151505,0.00023842735],"domain_scores_gemma":[0.9989649,0.00012394231,0.00058663,0.00021676399,0.000037456444,0.00007030053],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008635841,0.00015363551,0.00034059596,0.00017757542,0.00024947466,0.00021525416,0.00042659996,0.0000761775,0.000021987495],"category_scores_gemma":[0.00023048895,0.0001065774,0.00014012471,0.0004509425,0.00008678087,0.00037612053,0.00009721103,0.00035708325,0.000021298796],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00022005076,0.00016779767,0.04841556,0.000046298042,0.000043219352,0.00020396829,0.019522388,0.00044714118,0.0000010821142,0.73596144,0.01823095,0.17674011],"study_design_scores_gemma":[0.0008678311,0.00022771604,0.40849385,0.000056754823,0.00003978735,0.000019428875,0.0051799635,0.00029745777,0.000002794779,0.050455086,0.53418225,0.00017705304],"about_ca_topic_score_codex":0.0000755567,"about_ca_topic_score_gemma":0.00019933622,"teacher_disagreement_score":0.68550634,"about_ca_system_score_codex":0.000039298964,"about_ca_system_score_gemma":0.000015617463,"threshold_uncertainty_score":0.43461},"labels":[],"label_agreement":null},{"id":"W3094098217","doi":"10.1515/bejm-2021-0078","title":"Charge-offs, Defaults and the Financial Accelerator","year":2022,"lang":"en","type":"article","venue":"The B E Journal of Macroeconomics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McMaster University; Carleton University","funders":"Social Sciences and Humanities Research Council of Canada","keywords":"Default; Economics; Variance (accounting); Investment (military); Financial accelerator; Econometrics; Surprise; Standard deviation; Monetary economics; Finance; Dynamic stochastic general equilibrium; Statistics; Mathematics; Monetary policy","score_opus":0.016659480606858394,"score_gpt":0.19936351094791313,"score_spread":0.18270403034105473,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3094098217","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9829285,0.006286387,0.0005778199,0.0061546997,0.0013190142,0.00019500259,0.00012594396,0.000006214039,0.0024064083],"genre_scores_gemma":[0.99671465,0.0016124648,0.000095573094,0.00044041322,0.00056642207,0.000011367092,0.0000023661967,0.000016672782,0.0005400412],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9988351,0.000053772073,0.00076320686,0.00011505612,0.00004133468,0.00019151895],"domain_scores_gemma":[0.9985512,0.00020259108,0.000918936,0.00023963189,0.00003274823,0.000054886452],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002291753,0.0001107142,0.0003610717,0.00011033836,0.00067953754,0.000065065964,0.0005137875,0.000034548862,0.00038887383],"category_scores_gemma":[0.00015227935,0.00008088773,0.00015679566,0.00012486053,0.00019719993,0.00015807177,0.00019463514,0.00040818463,0.000045965993],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.001132347,0.00010527338,0.022498745,0.000009740336,0.00011402169,0.000007066167,0.005182159,0.0021002542,0.000013248535,0.9406188,0.017091475,0.011126881],"study_design_scores_gemma":[0.0041239904,0.00019971131,0.08195693,0.0000045751162,0.0000483223,0.0003686053,0.000619035,0.004717985,0.00003224252,0.118845105,0.7887981,0.00028540764],"about_ca_topic_score_codex":0.000059313392,"about_ca_topic_score_gemma":0.000026201616,"teacher_disagreement_score":0.8217737,"about_ca_system_score_codex":0.00011041136,"about_ca_system_score_gemma":0.000074156706,"threshold_uncertainty_score":0.5226522},"labels":[],"label_agreement":null},{"id":"W3104740235","doi":"","title":"2020-5 European Puts, Credit Protection, and Endogenous Default","year":2020,"lang":"en","type":"article","venue":"Econstor (Econstor)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Western University","funders":"","keywords":"Economics; Dividend; Cash; Credit default swap; Default; Business; Monetary economics; Financial economics; Credit risk; Finance","score_opus":0.037304709214813894,"score_gpt":0.19758085542703588,"score_spread":0.16027614621222197,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3104740235","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9059986,0.008076677,0.0035512152,0.0031763595,0.002287276,0.0009530773,0.0006162016,0.00031717535,0.07502341],"genre_scores_gemma":[0.9959429,0.0003006581,0.0006083049,0.0002943384,0.0017830275,0.00007926508,0.000035387926,0.000067983005,0.0008881232],"study_design_codex":"observational","study_design_gemma":"not_applicable","domain_scores_codex":[0.99780107,0.000037675505,0.00085555925,0.00079520885,0.000060413353,0.0004500504],"domain_scores_gemma":[0.998701,0.000052201416,0.00042741717,0.00038212875,0.00006133764,0.00037591252],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.00036930383,0.00030936787,0.0005433664,0.00016977069,0.00042344487,0.0001479993,0.00028129114,0.00012288621,0.0010388077],"category_scores_gemma":[0.00030168667,0.00038776168,0.00018281321,0.00029474724,0.00026530842,0.00035475037,0.00013532117,0.0003522683,0.0033083963],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000035997775,0.00009441444,0.9385083,0.00006518423,0.0000944103,0.00006146965,0.0011579863,0.000056628334,0.0002189016,0.028538464,0.026525736,0.0046425047],"study_design_scores_gemma":[0.0009243676,0.0001666967,0.3744714,0.000018375598,0.000020470434,0.000114489885,0.00009935971,0.00093800254,0.00009751589,0.0018392073,0.6207086,0.0006015488],"about_ca_topic_score_codex":0.00017826917,"about_ca_topic_score_gemma":0.000066955596,"teacher_disagreement_score":0.59418285,"about_ca_system_score_codex":0.000117351665,"about_ca_system_score_gemma":0.000079408936,"threshold_uncertainty_score":0.99987435},"labels":[],"label_agreement":null},{"id":"W3106739737","doi":"10.3390/jrfm13120306","title":"Corporate Bond Market in Poland—Prospects for Development","year":2020,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Market liquidity; Issuer; Corporate bond; Bond market; Bond; Business; Profitability index; Market microstructure; Factor market; Monetary economics; Financial system; Economics; Market economy; Finance; Order (exchange)","score_opus":0.02921381210093633,"score_gpt":0.2047377695114646,"score_spread":0.1755239574105283,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3106739737","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.82371914,0.0036904532,0.16655165,0.0007429449,0.0007080169,0.0005742335,0.0001272794,0.000012743705,0.00387353],"genre_scores_gemma":[0.9849563,0.001716261,0.012715118,0.00010661181,0.0003204523,0.0000132390605,0.000003633222,0.000013678732,0.00015467199],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99878013,0.00000615719,0.0007705551,0.00019478233,0.000050569044,0.00019782493],"domain_scores_gemma":[0.9990034,0.000033331442,0.00074829225,0.00007316402,0.000038510512,0.00010326768],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00056601415,0.00012029697,0.0003806927,0.00024115163,0.00010093661,0.000043910968,0.0001243312,0.000058498787,0.000021192553],"category_scores_gemma":[0.00017416292,0.00012616698,0.00008829208,0.00027133434,0.000027100159,0.00013814332,0.000052611504,0.00013939096,0.000009995505],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00057676545,0.0001618783,0.5818316,0.00012193561,0.000035787423,0.000067182584,0.0022442797,0.00010513877,0.0000030882943,0.26418465,0.011461278,0.13920644],"study_design_scores_gemma":[0.0011705732,0.000106341744,0.6340897,0.000022147398,0.000009081174,0.0000017989502,0.00005144847,0.00021433651,0.0000066807356,0.020351043,0.34385744,0.00011941648],"about_ca_topic_score_codex":0.000012264113,"about_ca_topic_score_gemma":0.000048324073,"teacher_disagreement_score":0.33239615,"about_ca_system_score_codex":0.00005639665,"about_ca_system_score_gemma":0.00003019574,"threshold_uncertainty_score":0.51449406},"labels":[],"label_agreement":null},{"id":"W3109265002","doi":"10.1155/2021/2882930","title":"Reconstruction Rating Model of Sovereign Debt by Logical Analysis of Data","year":2021,"lang":"en","type":"preprint","venue":"Mathematical Problems in Engineering","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"St. Stephen's University","funders":"","keywords":"Credit rating; Actuarial science; Solvency; Debt; Bond credit rating; Sovereignty; Set (abstract data type); Economics; Econometrics; Agency (philosophy); Statistics; Computer science; Business; Mathematics; Finance; Credit risk; Political science","score_opus":0.07891784011095235,"score_gpt":0.24764855980610545,"score_spread":0.1687307196951531,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3109265002","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1342361,0.0008046563,0.862406,0.000015641761,0.00007761792,0.00017556857,0.0006346966,0.000018172686,0.0016315401],"genre_scores_gemma":[0.9400498,0.00012952504,0.05944543,9.807646e-7,0.00001983273,0.000023235214,0.00029377986,0.000019362758,0.000018049363],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99782616,0.000007899263,0.00144217,0.0004694984,0.00007018528,0.00018411012],"domain_scores_gemma":[0.9985223,0.00013347721,0.00052237127,0.0007420719,0.000038936476,0.000040855055],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006777151,0.00017974497,0.0010888566,0.00044208605,0.000014975548,0.000023028766,0.0003826461,0.00027828262,0.00009828923],"category_scores_gemma":[0.00053241407,0.00021135395,0.00018907801,0.0005365622,0.00004377907,0.0001477983,0.0004915691,0.00035590597,0.0000014492381],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[9.751219e-7,0.00008802369,0.0021496355,0.00064856675,0.00018847776,2.7223825e-7,0.00021028958,0.8839985,0.00020503227,0.112101704,0.000008169112,0.00040035462],"study_design_scores_gemma":[0.00008973083,0.0000055155633,0.00047312138,0.00025602264,0.00008206134,6.475592e-7,0.000021011554,0.9055778,0.000054884298,0.09326911,0.0000034738662,0.0001666384],"about_ca_topic_score_codex":0.000052185304,"about_ca_topic_score_gemma":0.000012775563,"teacher_disagreement_score":0.8058137,"about_ca_system_score_codex":0.00006983251,"about_ca_system_score_gemma":0.000029076497,"threshold_uncertainty_score":0.86187637},"labels":[],"label_agreement":null},{"id":"W3109318473","doi":"10.1080/21642583.2020.1851804","title":"Semi-analytic pricing formulas for basket credit-linked notes with and without counterparty risks","year":2020,"lang":"en","type":"article","venue":"Systems Science & Control Engineering","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Wilfrid Laurier University","funders":"National Natural Science Foundation of China","keywords":"Credit risk; Valuation (finance); Counterparty; Credit valuation adjustment; Mathematics; Econometrics; Actuarial science; Economics; Mathematical economics; Applied mathematics; Finance","score_opus":0.03932628501949839,"score_gpt":0.23666978854477613,"score_spread":0.19734350352527774,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3109318473","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.30022705,0.00072877813,0.69729835,0.00033310815,0.00037719845,0.00063783815,0.00011587459,0.00007928279,0.00020255701],"genre_scores_gemma":[0.9984232,0.000011674626,0.0010231024,0.000031648302,0.00036945601,0.00008532157,0.0000031963298,0.000024131397,0.00002823199],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.998551,0.0000031171796,0.0004621382,0.00047258913,0.000098023695,0.00041310536],"domain_scores_gemma":[0.9991727,0.00012020219,0.00021641311,0.0001993952,0.00009388838,0.00019742455],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00069130457,0.00017758126,0.0004896251,0.00018852,0.00022735211,0.00023925421,0.00020839063,0.00005814476,0.000002984876],"category_scores_gemma":[0.00059275987,0.00016810675,0.000059823567,0.00045547695,0.00009947426,0.0004753486,0.000028322454,0.000109912995,0.0000092758255],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00009281942,0.000024232098,0.32006136,0.00031500432,0.00010183205,0.0000027534552,0.0015891498,0.5490327,0.0025006735,0.12578212,0.000072695664,0.00042467852],"study_design_scores_gemma":[0.0010089463,0.00011659659,0.05188923,0.000050225794,0.000020476662,0.000005564215,0.000051676845,0.94299054,0.000024757292,0.000085223925,0.0035306031,0.00022617534],"about_ca_topic_score_codex":0.0001965758,"about_ca_topic_score_gemma":0.0000149723455,"teacher_disagreement_score":0.6981962,"about_ca_system_score_codex":0.00009818109,"about_ca_system_score_gemma":0.00007689448,"threshold_uncertainty_score":0.68551946},"labels":[],"label_agreement":null},{"id":"W3109497336","doi":"10.2139/ssrn.3314990","title":"The Great Wall and Beyond: The Value of Implicit Government Guarantees for Corporate Bonds in Mainland China and its Northeast Regions","year":2019,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Toronto Metropolitan University; Concordia University","funders":"","keywords":"Mainland China; China; Government (linguistics); Value (mathematics); Bond; Business; China mainland; Mainland; Economic geography; Economics; Political science; Geography; Finance; Law; Mathematics; Philosophy; Archaeology","score_opus":0.009823493292660112,"score_gpt":0.1982404320536813,"score_spread":0.1884169387610212,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3109497336","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9843045,0.01055786,0.0009203816,0.0030246852,0.00008673975,0.0003102131,0.00006430559,0.0000024365913,0.0007288821],"genre_scores_gemma":[0.98663497,0.011928764,0.000013443862,0.000020330235,0.00006441332,0.000012484357,0.0000021354574,0.000012038436,0.0013114228],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9988004,0.000014325046,0.0003665015,0.00015575453,0.000050009097,0.0006129833],"domain_scores_gemma":[0.9993165,0.00009704699,0.00039352378,0.0001405175,0.000022649794,0.000029744262],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012305352,0.00009983489,0.00021369148,0.000046021672,0.0002723155,0.00004769838,0.00014553395,0.00004738549,0.000002961445],"category_scores_gemma":[0.00005014615,0.00006810807,0.000054626817,0.00012425828,0.00005146042,0.000095861375,0.00003194679,0.00035645088,0.0000024851724],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00005639716,0.000013722051,0.13309868,0.000004600964,0.000031164956,1.5624082e-7,0.00020673905,0.000063305146,0.000016122236,0.8644037,0.000034151457,0.002071265],"study_design_scores_gemma":[0.0007984043,0.00025009786,0.38473085,0.000009356962,0.000010266561,0.00006199006,0.00030042132,0.004936079,0.000004689716,0.6042198,0.004583494,0.00009454979],"about_ca_topic_score_codex":0.00012129827,"about_ca_topic_score_gemma":0.0015414538,"teacher_disagreement_score":0.26018387,"about_ca_system_score_codex":0.00018334159,"about_ca_system_score_gemma":0.00013090587,"threshold_uncertainty_score":0.27773663},"labels":[],"label_agreement":null},{"id":"W3110381247","doi":"10.2139/ssrn.3454816","title":"Asymmetric Information, Dynamic Debt Issuance, and the Term Structure of Credit Spreads","year":2019,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of British Columbia","funders":"","keywords":"Term (time); Debt; Business; Financial system; Monetary economics; Information asymmetry; Economics; Finance","score_opus":0.0028405093161187793,"score_gpt":0.18506491359506286,"score_spread":0.18222440427894407,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3110381247","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9754196,0.009743989,0.009139405,0.0005123775,0.00055185653,0.00023227317,0.00007047633,0.00001002747,0.004320038],"genre_scores_gemma":[0.993216,0.0059244176,0.000075873955,0.000024699086,0.000111256326,0.0000017077856,0.000011278914,0.000009246044,0.00062553934],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99863243,0.00001264431,0.00054273556,0.000111818386,0.00006263876,0.0006377574],"domain_scores_gemma":[0.99912363,0.00006012129,0.0005215676,0.00019573483,0.00006287117,0.000036044894],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00071148365,0.00010927283,0.00029451688,0.00031481546,0.0001324779,0.000064008964,0.00022577024,0.000084637235,0.000060348404],"category_scores_gemma":[0.00012835987,0.00008652848,0.00009830149,0.00039556704,0.00008794385,0.0004709573,0.00003490314,0.0006553657,0.000049834518],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00004618187,0.000008730553,0.061026726,0.0000090986805,0.000055089513,6.253564e-8,0.00022798196,0.00006947418,0.000008817661,0.9235124,0.000067244844,0.014968197],"study_design_scores_gemma":[0.0019751433,0.0001266112,0.29681015,0.000010770235,0.000016379565,0.00008666368,0.00025654724,0.0019103432,0.000011580386,0.68713766,0.011501149,0.0001570244],"about_ca_topic_score_codex":0.00009006804,"about_ca_topic_score_gemma":0.00016617484,"teacher_disagreement_score":0.23637475,"about_ca_system_score_codex":0.00020496195,"about_ca_system_score_gemma":0.00022663518,"threshold_uncertainty_score":0.3528529},"labels":[],"label_agreement":null},{"id":"W3112413777","doi":"10.2139/ssrn.3702630","title":"Mind the (trade) gap! How costly is erecting barriers to trade?","year":2020,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Western University","funders":"","keywords":"Brexit; Business; International trade; European union","score_opus":0.029942795493567365,"score_gpt":0.22257464932642332,"score_spread":0.19263185383285594,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3112413777","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.67571557,0.006779225,0.03626162,0.27608272,0.000767346,0.00039572918,0.00010154567,0.00003511788,0.003861155],"genre_scores_gemma":[0.9959799,0.0010739078,0.000088131994,0.00117271,0.0010233013,0.000006470114,0.0000022963318,0.000029744837,0.0006235153],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9978074,0.000021820384,0.0003955565,0.0003016924,0.00007766701,0.0013958754],"domain_scores_gemma":[0.9991789,0.000051559928,0.00025777865,0.00017338543,0.000014085635,0.00032430232],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00085231924,0.00016343215,0.0002738085,0.000103663486,0.00056483014,0.00019009125,0.00038346168,0.000088574925,0.00020472764],"category_scores_gemma":[0.00048766538,0.00014997835,0.00021379862,0.00046786628,0.000041283678,0.00019424334,0.000032722943,0.0013290324,0.00014630187],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00011661471,0.00005150808,0.066469446,0.000010264886,0.0003721852,0.000007884411,0.015547404,0.00043020124,0.00021952028,0.79029053,0.022784589,0.10369985],"study_design_scores_gemma":[0.0009916044,0.0005840123,0.032836664,0.00001516487,0.00003878583,0.00015397354,0.0071558785,0.0018408699,0.00020998772,0.10919898,0.8463784,0.0005956833],"about_ca_topic_score_codex":0.000033013173,"about_ca_topic_score_gemma":0.00019342621,"teacher_disagreement_score":0.8235938,"about_ca_system_score_codex":0.00044406272,"about_ca_system_score_gemma":0.00045766786,"threshold_uncertainty_score":0.61159396},"labels":[],"label_agreement":null},{"id":"W3117005747","doi":"10.5430/ijfr.v12n1p12","title":"Examining the Factors Affecting Sovereign Credit Rating of Gulf Cooperation Council Countries","year":2020,"lang":"en","type":"article","venue":"International Journal of Financial Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Credit rating; Sovereign credit; Bond credit rating; Monetary economics; Debt; Gross domestic product; Real gross domestic product; Transparency (behavior); Economics; Financial system; Per capita; Bond; Business; Order (exchange); Affect (linguistics); Credit reference; Credit risk; Finance; Credit default swap; Economic growth; Population","score_opus":0.2576844904024351,"score_gpt":0.33404177849743383,"score_spread":0.07635728809499875,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3117005747","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.98155904,0.00086124765,0.010055025,0.0016743528,0.001094194,0.00014381127,0.00010019501,0.0000067878477,0.0045053368],"genre_scores_gemma":[0.9976735,0.00023411287,0.00026129824,0.000055990786,0.0016566863,0.0000026016114,0.0000056570743,0.000014131428,0.000095985786],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9978442,0.000064080814,0.0009787565,0.0001825051,0.00069467473,0.000235767],"domain_scores_gemma":[0.9958397,0.0008307735,0.0007677734,0.00011890002,0.0023575716,0.00008528075],"candidate_categories":["metaresearch"],"consensus_categories":[],"category_scores_codex":[0.0034457154,0.000109251116,0.00032120867,0.00020757539,0.0002600103,0.00016709787,0.0006454136,0.000092724935,0.0002060834],"category_scores_gemma":[0.014090729,0.00009355085,0.00013025403,0.0003989651,0.00018703216,0.0004344473,0.00011834103,0.0005411787,0.000031253152],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00071549515,0.0001887957,0.40491828,0.00006036754,0.00021271169,0.00006722923,0.03045741,0.0039320546,0.0025147488,0.5237611,0.01647513,0.016696693],"study_design_scores_gemma":[0.0018504771,0.0010684289,0.8727004,0.00022801472,0.000015756126,0.00002841768,0.0020275272,0.0031313153,0.004722728,0.011892412,0.10197947,0.00035503376],"about_ca_topic_score_codex":0.00020893007,"about_ca_topic_score_gemma":0.0000542629,"teacher_disagreement_score":0.51186866,"about_ca_system_score_codex":0.00035998717,"about_ca_system_score_gemma":0.00076857064,"threshold_uncertainty_score":0.994214},"labels":[],"label_agreement":null},{"id":"W3118149618","doi":"10.1515/demo-2020-0017","title":"State dependent correlations in the Vasicek default model","year":2020,"lang":"en","type":"article","venue":"Dependence Modeling","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Wilfrid Laurier University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Vasicek model; Mathematics; State (computer science); Gaussian; Statistical physics; Econometrics; Function (biology); Applied mathematics; Physics; Economics; Algorithm; Interest rate; Quantum mechanics; Finance","score_opus":0.09123008576083728,"score_gpt":0.24582795431064755,"score_spread":0.15459786854981028,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3118149618","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.32108617,0.00041469844,0.67344326,0.0014379907,0.00009115777,0.00017633679,0.00007577703,0.000030390805,0.0032442175],"genre_scores_gemma":[0.9965197,0.00012593326,0.002765868,0.00036211283,0.000091492584,0.000039889077,0.000017440647,0.000017910541,0.000059641647],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99865735,0.000009086397,0.000568674,0.0003821131,0.00009708054,0.00028572057],"domain_scores_gemma":[0.999446,0.000053596446,0.00013075524,0.00025861638,0.000035046287,0.0000760398],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00043310132,0.00013302692,0.00021461827,0.000107670094,0.00018403215,0.00009243066,0.0003806896,0.000073713076,0.00002906518],"category_scores_gemma":[0.0001866633,0.00013248563,0.00008713133,0.00035373695,0.000023206869,0.0003316124,0.000056750847,0.0003242049,0.00029729097],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000075751423,0.00002380361,0.00781572,0.0000039862443,0.000003843128,0.0000053463027,0.003586224,0.88875365,0.000008385249,0.09921696,0.000058333288,0.00051617407],"study_design_scores_gemma":[0.00022363242,0.000013044542,0.0027216799,0.0000061341443,0.0000036511524,0.0000024211854,0.0002667389,0.9238646,0.0000031600987,0.072563104,0.00017984679,0.00015198387],"about_ca_topic_score_codex":0.00046034562,"about_ca_topic_score_gemma":0.00043678455,"teacher_disagreement_score":0.6754335,"about_ca_system_score_codex":0.000055084794,"about_ca_system_score_gemma":0.000047133588,"threshold_uncertainty_score":0.5402607},"labels":[],"label_agreement":null},{"id":"W3118475412","doi":"10.2139/ssrn.3553063","title":"How large are Pre-Default Costs of Financial Distress? Estimates from a Dynamic Model","year":2020,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"CARE Canada; University of Toronto","funders":"","keywords":"Financial distress; Economics; Business; Default; Actuarial science; Financial system; Econometrics; Finance","score_opus":0.011604163390817657,"score_gpt":0.21507232379464472,"score_spread":0.20346816040382706,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3118475412","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.62246025,0.006737066,0.36653286,0.0022602784,0.00014237055,0.000116636744,0.0015752012,0.000026193644,0.00014912599],"genre_scores_gemma":[0.9969045,0.0019583246,0.00048746908,0.000042369273,0.00024483833,0.000007495535,0.00006636941,0.00003020248,0.00025844705],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9979757,0.000009916308,0.0005004984,0.0003073651,0.00007705457,0.0011294393],"domain_scores_gemma":[0.99895215,0.000037828275,0.00064665003,0.0001824058,0.00006111054,0.00011982637],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00029676937,0.0001837166,0.00046059195,0.00009481342,0.00018006816,0.0000848503,0.0003206593,0.00013254887,0.000023030329],"category_scores_gemma":[0.00047360774,0.00020332872,0.00021409288,0.00022420126,0.000048522,0.0002886903,0.000059061,0.0008738136,0.000024255016],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00018269944,0.0002284119,0.12294227,0.00002136758,0.00014060007,0.0000062665063,0.0008222987,0.005228269,0.0001900097,0.86001366,0.00048359614,0.009740536],"study_design_scores_gemma":[0.0012733064,0.00019313677,0.09500089,0.000039115348,0.000032519984,0.000009914642,0.00032768265,0.34453002,0.00003284903,0.55638015,0.0018339432,0.00034645747],"about_ca_topic_score_codex":0.000116076146,"about_ca_topic_score_gemma":0.0018641517,"teacher_disagreement_score":0.37444422,"about_ca_system_score_codex":0.0004791784,"about_ca_system_score_gemma":0.00039919323,"threshold_uncertainty_score":0.82915044},"labels":[],"label_agreement":null},{"id":"W3119660674","doi":"10.2139/ssrn.3588163","title":"Optimal Time-Consistent Debt Policies","year":2020,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":29,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Debt; Economics; Monetary economics; Business; Macroeconomics","score_opus":0.01785286368953044,"score_gpt":0.20770588964334014,"score_spread":0.1898530259538097,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3119660674","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.912686,0.011226068,0.03979177,0.016259018,0.00034937236,0.00017465425,0.000059232552,0.00008315669,0.019370724],"genre_scores_gemma":[0.99422765,0.0020277638,0.0003145636,0.00021103976,0.0008182266,0.0000036912286,0.0000068295744,0.000024575973,0.0023656879],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99800473,0.000010238175,0.00045289658,0.00020981509,0.00004732767,0.0012750037],"domain_scores_gemma":[0.99945277,0.00002068071,0.00023438012,0.000120181394,0.000032861124,0.00013915023],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0004881843,0.00012892512,0.0002730439,0.000109193024,0.00022776058,0.00008118689,0.00022968982,0.00007194835,0.00021941577],"category_scores_gemma":[0.00014036267,0.00014150045,0.00019439188,0.000232204,0.000047641177,0.00017277781,0.000039243634,0.0007714742,0.001220555],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000026349586,0.000033584496,0.012196901,0.0000023651355,0.00008037566,0.0000021379822,0.00043535393,0.0005099401,0.000045948527,0.98225254,0.0013180029,0.0030965002],"study_design_scores_gemma":[0.001990147,0.0010214205,0.052903775,0.000015431373,0.000047793932,0.00037031583,0.0012108553,0.009657549,0.000084561354,0.6278347,0.303945,0.0009184592],"about_ca_topic_score_codex":0.00007370157,"about_ca_topic_score_gemma":0.000049399376,"teacher_disagreement_score":0.35441786,"about_ca_system_score_codex":0.00035619477,"about_ca_system_score_gemma":0.00038854557,"threshold_uncertainty_score":0.99955714},"labels":[],"label_agreement":null},{"id":"W3121133038","doi":"","title":"Bilateral Exposures and Systemic Solvency Risk","year":2012,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"","funders":"Natural Sciences and Engineering Research Council of Canada; Fondation du Risque","keywords":"Solvency; Systemic risk; Uniqueness; Balance sheet; Economics; Econometrics; Measure (data warehouse); Balance (ability); Monetary economics; Mathematics; Computer science; Macroeconomics; Finance; Financial crisis; Market liquidity","score_opus":0.04254400167108688,"score_gpt":0.28108640459556306,"score_spread":0.23854240292447618,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3121133038","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.95025146,0.006550346,0.00004577019,0.00011603859,0.0013223768,0.0007443109,0.00066666305,0.000047154597,0.040255904],"genre_scores_gemma":[0.9562652,0.04084581,0.00040695874,0.000008237292,0.000723843,0.00023639468,0.00007408397,0.00007552066,0.0013639454],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9964976,0.00011081709,0.0012924126,0.0010655094,0.00007664039,0.00095706084],"domain_scores_gemma":[0.99775994,0.00028476436,0.0006020918,0.0010309261,0.0000585319,0.00026373682],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.002751297,0.00036911236,0.00091647095,0.00090527587,0.0002806189,0.00023276644,0.00052048283,0.0006798681,0.00013182267],"category_scores_gemma":[0.00048086353,0.00045019478,0.00022749143,0.0001528717,0.00030749897,0.00020842387,0.0009599919,0.001629366,0.00009351116],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000038031285,0.00012427567,0.9061791,0.00020006207,0.0000842254,0.000008959026,0.0013746596,0.001374097,0.000009649407,0.022105133,0.00008429136,0.06841755],"study_design_scores_gemma":[0.00081694033,0.00008516409,0.9075703,0.00025114726,0.00001535931,0.000029352486,0.00032917035,0.006927544,0.0000136180215,0.048097413,0.034925908,0.000938052],"about_ca_topic_score_codex":0.00065961346,"about_ca_topic_score_gemma":0.00048176892,"teacher_disagreement_score":0.0674795,"about_ca_system_score_codex":0.0006408763,"about_ca_system_score_gemma":0.00015723133,"threshold_uncertainty_score":0.99979496},"labels":[],"label_agreement":null},{"id":"W3121174563","doi":"10.1111/jofi.12765","title":"Time‐Varying Asset Volatility and the Credit Spread Puzzle","year":2019,"lang":"en","type":"article","venue":"The Journal of Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":91,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"National Natural Science Foundation of China","keywords":"Leverage (statistics); Econometrics; Asset (computer security); Volatility (finance); Economics; Risk premium; Credit risk; Extant taxon; Capital asset pricing model; Financial economics; Leverage effect; Actuarial science; Autoregressive conditional heteroskedasticity; Computer science","score_opus":0.014417763613653918,"score_gpt":0.2076882927617836,"score_spread":0.1932705291481297,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3121174563","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.98308676,0.005385561,0.0011260046,0.0027559365,0.00055764907,0.00017388826,0.000040039384,0.000005329136,0.006868843],"genre_scores_gemma":[0.99638325,0.0010503462,0.00020955638,0.00005584508,0.00027802613,0.0000016397204,9.79477e-7,0.000009633596,0.002010698],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99906164,0.00003597551,0.00056575536,0.0001095174,0.00006139203,0.00016571509],"domain_scores_gemma":[0.9985323,0.0003426369,0.00071506505,0.0003210744,0.000060794067,0.000028160997],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018974411,0.00009853409,0.0003552953,0.00006175393,0.00019256269,0.00004291139,0.00032782383,0.00005438285,0.00013666996],"category_scores_gemma":[0.0002538076,0.000062538085,0.00011164086,0.00017539255,0.00020455067,0.0002630396,0.000060132923,0.0002716757,0.00018248269],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0022036326,0.00029965476,0.29286554,0.00009419441,0.00029403585,0.0000143223915,0.009076318,0.0050873486,0.00035725156,0.62308323,0.04309221,0.023532275],"study_design_scores_gemma":[0.002703367,0.0001583638,0.66789275,0.000072130315,0.000037666796,0.00009708452,0.00007408473,0.038484953,0.00007066757,0.06604198,0.22412197,0.0002449982],"about_ca_topic_score_codex":0.00006387897,"about_ca_topic_score_gemma":0.0000081244425,"teacher_disagreement_score":0.5570412,"about_ca_system_score_codex":0.000033056076,"about_ca_system_score_gemma":0.000025508587,"threshold_uncertainty_score":0.2550229},"labels":[],"label_agreement":null},{"id":"W3121229241","doi":"10.3386/w20776","title":"Option-Based Credit Spreads","year":2014,"lang":"en","type":"preprint","venue":"National Bureau of Economic Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":12,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Bank of Canada","funders":"Booth School of Business, University of Chicago; University of Chicago","keywords":"Business; Financial system; Economics","score_opus":0.31899835280301136,"score_gpt":0.45609755765355775,"score_spread":0.13709920485054639,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3121229241","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.15330037,0.0028410056,0.018582849,0.0071441154,0.0053582895,0.0021448254,0.0035799867,0.00014064054,0.8069079],"genre_scores_gemma":[0.99319756,0.00014902442,0.0016490549,0.00002332749,0.0018625186,0.00019844565,0.00095886755,0.000051046325,0.001910133],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.997003,0.00007092954,0.0013122556,0.0008671285,0.00027754682,0.0004690993],"domain_scores_gemma":[0.9970812,0.00078485726,0.000706239,0.00069823686,0.0005785164,0.00015095081],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.003992014,0.0002614689,0.0007564015,0.001524431,0.0001960113,0.00014186441,0.000865192,0.00060899195,0.00085867284],"category_scores_gemma":[0.0011440043,0.0003409322,0.00037778472,0.00021246419,0.00036721973,0.00013100012,0.0003880723,0.0009459273,0.0015258814],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000031157757,0.00009197983,0.008011947,0.00008843391,0.000053714484,5.20527e-7,0.000038526145,0.040962793,0.0000068529216,0.9386526,0.011682953,0.0003785487],"study_design_scores_gemma":[0.00044187965,0.00006125527,0.016918171,0.0000561577,0.0000042607585,6.4234996e-7,0.000006580162,0.07215778,0.00006691871,0.88253677,0.027474483,0.0002751048],"about_ca_topic_score_codex":0.0013341116,"about_ca_topic_score_gemma":0.00010780939,"teacher_disagreement_score":0.8398972,"about_ca_system_score_codex":0.0010512769,"about_ca_system_score_gemma":0.0008683721,"threshold_uncertainty_score":0.9999043},"labels":[],"label_agreement":null},{"id":"W3121242168","doi":"10.31221/osf.io/qmcdz","title":"Incremental Risk Charge Methodology","year":2019,"lang":"en","type":"preprint","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Canadian Imperial Bank of Commerce (Canada)","funders":"","keywords":"Monte Carlo method; Market liquidity; Valuation (finance); Econometrics; Computer science; Economics; Mathematics; Statistics; Finance","score_opus":0.12373142277687356,"score_gpt":0.2880643379309261,"score_spread":0.16433291515405257,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3121242168","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.4950207,0.003963862,0.23077185,0.000607711,0.008056178,0.00091835635,0.003108582,0.00018204999,0.25737074],"genre_scores_gemma":[0.962073,0.0018379261,0.022029081,0.00008503119,0.00085092173,0.00007687043,0.00029011667,0.00005747874,0.0126995435],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99810785,0.000046082412,0.0007669038,0.0007221547,0.000036216064,0.00032076504],"domain_scores_gemma":[0.9983021,0.00012880588,0.0007225559,0.0007436999,0.000030613086,0.00007224516],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.0011219397,0.0002552577,0.0007690001,0.00032151662,0.00009795824,0.00006381378,0.0003803774,0.00050307915,0.0040005315],"category_scores_gemma":[0.00030269142,0.00029925906,0.00032450774,0.000112006834,0.000055175988,0.00007141647,0.0006336843,0.0006491298,0.006275274],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000013188427,0.00006795025,0.37461188,0.0000410274,0.00010710921,0.0000013052967,0.00023090797,0.00032018116,0.000007239122,0.6082404,0.013891385,0.0024674057],"study_design_scores_gemma":[0.0005654914,0.000060732254,0.51611763,0.00001932103,0.0000317069,0.0000025647457,0.00003921206,0.006337906,0.000118419855,0.2105392,0.2654041,0.00076367974],"about_ca_topic_score_codex":0.002917279,"about_ca_topic_score_gemma":0.000115609575,"teacher_disagreement_score":0.46705234,"about_ca_system_score_codex":0.00014569955,"about_ca_system_score_gemma":0.000051293613,"threshold_uncertainty_score":0.99994594},"labels":[],"label_agreement":null},{"id":"W3121246548","doi":"10.2139/ssrn.2642923","title":"Quantifying Liquidity and Default Risks of Corporate Bonds Over the Business Cycle","year":2015,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":15,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Kellogg's (Canada)","funders":"","keywords":"Business; Business cycle; Bond; Market liquidity; Financial system; Monetary economics; Financial economics; Economics; Finance; Macroeconomics","score_opus":0.1364440450051864,"score_gpt":0.293330240861917,"score_spread":0.1568861958567306,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3121246548","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97705454,0.008425176,0.0128541775,0.00050726236,0.00027718628,0.000072362775,0.00002122829,0.000009133262,0.0007789362],"genre_scores_gemma":[0.99596095,0.0035148093,0.000057095946,0.000011024968,0.00024437212,0.000002495934,0.0000033088138,0.0000142457375,0.00019169536],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99867773,0.0000196234,0.00042045626,0.00015068041,0.000057873505,0.00067364704],"domain_scores_gemma":[0.9989996,0.00003596981,0.0006185574,0.00016742792,0.000112047084,0.00006638919],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019594177,0.00010096927,0.0002360062,0.00011144432,0.00018727395,0.00005438942,0.00016789693,0.00007207897,0.000010957988],"category_scores_gemma":[0.00022740537,0.00008494992,0.000056530203,0.0003062457,0.000100709505,0.00020898027,0.000045161178,0.0005600359,0.000016664528],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000044070828,0.0000423686,0.19691357,0.0000048164156,0.000046646288,9.739391e-7,0.0002272347,0.00095571275,0.00002150983,0.7980697,0.0002035759,0.0034697813],"study_design_scores_gemma":[0.0005828173,0.000113045775,0.4482515,0.000008759182,0.000013316567,0.00006631665,0.0003361627,0.0025225927,0.000011310814,0.54292417,0.005039646,0.00013039849],"about_ca_topic_score_codex":0.0008782965,"about_ca_topic_score_gemma":0.0010248151,"teacher_disagreement_score":0.25514558,"about_ca_system_score_codex":0.00020415883,"about_ca_system_score_gemma":0.0004636286,"threshold_uncertainty_score":0.3464157},"labels":[],"label_agreement":null},{"id":"W3121313247","doi":"10.1111/j.1936-4490.2000.tb00217.x","title":"Credit Spreads Between German and Italian Sovereign Bonds: Do One‐Factor Affine Models Work?","year":2000,"lang":"en","type":"article","venue":"Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l Administration","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":24,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Vasicek model; Yield curve; Econometrics; Mathematics; German; Credit spread (options); Government bond; Financial economics; Economics; Interest rate; Humanities; Credit risk; Geography; Actuarial science; Monetary economics; Philosophy","score_opus":0.13848753917149495,"score_gpt":0.29630329621224216,"score_spread":0.1578157570407472,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3121313247","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.95732015,0.0010147457,0.0008545801,0.0010946133,0.0002453678,0.00018033784,0.00048752723,0.000009109272,0.038793545],"genre_scores_gemma":[0.99469334,0.000105276944,0.0038754754,0.00004917284,0.00049735804,0.0000057872553,0.000010393202,0.000013286546,0.00074992393],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99743044,0.000054003518,0.0009817602,0.00054890563,0.00011715113,0.0008677305],"domain_scores_gemma":[0.9975033,0.00014494905,0.00062303484,0.0001981094,0.00015601117,0.0013746426],"candidate_categories":["metaepi_narrow","sts","insufficient_payload"],"consensus_categories":["sts"],"category_scores_codex":[0.001585109,0.00025817854,0.0004937798,0.00064957334,0.0014201909,0.00078184385,0.0006882613,0.00016035624,0.00097301137],"category_scores_gemma":[0.00033140986,0.00028357608,0.00011856957,0.0013182823,0.0032199516,0.0016927014,0.000012908099,0.00026979408,0.000018185985],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00005433235,0.000078896126,0.2623333,0.00005480795,0.00007050225,0.00019674964,0.019598829,0.0016743361,0.000041731248,0.6949616,0.0005713293,0.020363575],"study_design_scores_gemma":[0.00059917936,0.0047473083,0.50310475,0.0003278349,0.000050262675,0.000553055,0.0024285137,0.0023632653,0.00018413042,0.47314534,0.011523076,0.0009732672],"about_ca_topic_score_codex":0.005516187,"about_ca_topic_score_gemma":0.10649774,"teacher_disagreement_score":0.24077149,"about_ca_system_score_codex":0.0005656141,"about_ca_system_score_gemma":0.0024563782,"threshold_uncertainty_score":0.9999616},"labels":[],"label_agreement":null},{"id":"W3121333229","doi":"","title":"A DISCRETE–TIME APPROACH TO ARBITRAGE-FREE PRICING OF CREDIT DERIVATIVES","year":2002,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Embedding; Representation (politics); Arbitrage; Credit derivative; Simple (philosophy); Econometrics; Debt; Economics; Computer science; Variety (cybernetics); Heath–Jarrow–Morton framework; Process (computing); Credit risk; Financial economics; Actuarial science; Finance; Artificial intelligence","score_opus":0.04853182356766126,"score_gpt":0.2790034946601697,"score_spread":0.23047167109250846,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3121333229","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.4471948,0.00071346684,0.0010115867,0.00057367637,0.00052289676,0.001684102,0.0014219001,0.000061100734,0.54681647],"genre_scores_gemma":[0.97515696,0.00366985,0.012112981,0.0000301722,0.00069279235,0.0004834925,0.0001512632,0.00014985437,0.0075526093],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99569345,0.00008433891,0.0017081792,0.0014198681,0.0001484428,0.0009457533],"domain_scores_gemma":[0.9965881,0.00037447066,0.0006561124,0.0019879285,0.000115174254,0.00027818664],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0018912414,0.0004374819,0.0013593944,0.0015854496,0.00018174933,0.00015361766,0.0015474824,0.0005736531,0.00024444802],"category_scores_gemma":[0.0017895111,0.0005527583,0.00037784904,0.00052361353,0.00037031434,0.00018163065,0.0018676918,0.0016090441,0.000087405184],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0006525364,0.0045313006,0.1664992,0.002823019,0.0013470304,0.000060747465,0.025543895,0.25366914,0.00046196155,0.3512059,0.0068283426,0.18637694],"study_design_scores_gemma":[0.0035890187,0.00069547637,0.43287852,0.0010344924,0.000036822308,0.000019864267,0.0015552321,0.23521174,0.0004298944,0.17138176,0.14928436,0.0038828168],"about_ca_topic_score_codex":0.0003556935,"about_ca_topic_score_gemma":0.0000639116,"teacher_disagreement_score":0.53926384,"about_ca_system_score_codex":0.00085059664,"about_ca_system_score_gemma":0.00020186594,"threshold_uncertainty_score":0.9996924},"labels":[],"label_agreement":null},{"id":"W3121421269","doi":"","title":"Equity and Debt Market Responses to Sovereign Credit Ratings Announcements","year":2009,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Brock University","funders":"","keywords":"Downgrade; Bond market; Bond; Monetary economics; Market liquidity; Credit rating; Economics; Local currency; Debt; Currency; Financial system; Business; Finance","score_opus":0.021136921136853858,"score_gpt":0.26054025696291366,"score_spread":0.2394033358260598,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3121421269","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8993374,0.005975911,0.02903462,0.005934343,0.00048213525,0.00029930755,0.00011578298,0.000044114124,0.058776394],"genre_scores_gemma":[0.9909707,0.0024043967,0.00041185686,0.0002779726,0.00045524348,0.000004224952,0.0000047090784,0.000012515244,0.0054583987],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9978242,0.000020086502,0.00046069804,0.00026896966,0.000082135164,0.0013439449],"domain_scores_gemma":[0.9993743,0.00004154363,0.00022988362,0.00016547147,0.000047265487,0.00014154977],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021998482,0.00014366097,0.0002543467,0.00022634008,0.0003441639,0.00016225691,0.0002252417,0.000076033815,0.00012026106],"category_scores_gemma":[0.00037976427,0.00015915895,0.000077892335,0.00023084831,0.000029044537,0.0002797688,0.00007854547,0.0005745045,0.00006309644],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00018356765,0.000055259414,0.024168085,0.0000017657222,0.000029649345,0.0000024898382,0.00014954487,0.000009530769,0.00007020574,0.93749815,0.0028954311,0.03493631],"study_design_scores_gemma":[0.00046872968,0.0005002832,0.17266433,0.000009729959,0.0000058956794,0.00006922372,0.00011813609,0.0001378444,0.000007292738,0.79864645,0.02718659,0.00018546601],"about_ca_topic_score_codex":0.000057930454,"about_ca_topic_score_gemma":0.00012661144,"teacher_disagreement_score":0.14849626,"about_ca_system_score_codex":0.0005586282,"about_ca_system_score_gemma":0.00040035203,"threshold_uncertainty_score":0.64903134},"labels":[],"label_agreement":null},{"id":"W3121479157","doi":"10.2139/ssrn.766344","title":"Global Business Cycles and Credit Risk","year":2005,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":12,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Trinity College","funders":"","keywords":"Business; Credit risk; Financial system; Actuarial science","score_opus":0.008695984735921205,"score_gpt":0.20986847066869868,"score_spread":0.20117248593277748,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3121479157","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.90628934,0.02370592,0.06146437,0.001546268,0.00037468495,0.00007586579,0.000069041766,0.000031055242,0.006443427],"genre_scores_gemma":[0.97670156,0.021070655,0.00040358258,0.000018628658,0.0012707987,0.0000026738105,0.0000041447925,0.000012551862,0.00051539676],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9982952,0.000010014139,0.00037560033,0.00020919449,0.000041127565,0.0010688831],"domain_scores_gemma":[0.999449,0.000017546725,0.00027703302,0.00013111364,0.000045158104,0.000080121514],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007907628,0.000120331475,0.00021290938,0.00010203633,0.00030285955,0.00008984263,0.00014854257,0.000083194114,0.00005553099],"category_scores_gemma":[0.0001359115,0.00013003801,0.000073757634,0.00027789784,0.000057202462,0.00030168862,0.00003222694,0.00049407023,0.000121115154],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000012153415,0.000032290143,0.25711885,0.0000012465063,0.00003572102,7.187475e-7,0.00004739905,0.00027629675,5.203038e-7,0.66348284,0.00015247871,0.07883951],"study_design_scores_gemma":[0.00040027767,0.00003780775,0.487113,0.0000030402887,0.0000093228955,0.00017920142,0.000089570574,0.00078774797,5.033041e-7,0.4737342,0.03751057,0.0001347549],"about_ca_topic_score_codex":0.00030879333,"about_ca_topic_score_gemma":0.002551808,"teacher_disagreement_score":0.22999418,"about_ca_system_score_codex":0.00057933794,"about_ca_system_score_gemma":0.0002468921,"threshold_uncertainty_score":0.53027964},"labels":[],"label_agreement":null},{"id":"W3121500674","doi":"","title":"Fast Valuation of Forward-Starting Basket Default Swaps","year":2010,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Credit default swap; Computer science; Valuation (finance); Monte Carlo method; Valuation of options; Derivative (finance); Swap (finance); Monte Carlo methods for option pricing; Payment; Mathematical optimization; Credit derivative; Econometrics; Actuarial science; Credit risk; Mathematics; Economics; Financial economics; Accounting; Finance; Statistics","score_opus":0.01698439847151998,"score_gpt":0.22745025306478883,"score_spread":0.21046585459326886,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3121500674","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9108845,0.00083903136,0.082533374,0.00049178564,0.00063588546,0.000097509765,0.000024933464,0.000015590027,0.004477397],"genre_scores_gemma":[0.9975527,0.00046599828,0.0006242723,0.00001241076,0.00046872522,0.000004370695,0.000009058556,0.000018863273,0.00084362883],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99816144,0.000011169993,0.0006335452,0.00017315826,0.00006922948,0.0009514456],"domain_scores_gemma":[0.9990676,0.000038188347,0.00055774633,0.00018468668,0.00009173984,0.000060007413],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002245628,0.000104594576,0.00024038232,0.00021773666,0.00019789954,0.000037677866,0.00019186207,0.00010307822,0.00012321144],"category_scores_gemma":[0.0003594601,0.00011580675,0.00016094754,0.00022703686,0.000045564313,0.00024226571,0.000023482407,0.0010869757,0.00008734996],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000012696787,0.00004507609,0.062282175,0.0000033246893,0.000035851517,2.6542205e-7,0.00021165946,0.00016877736,0.00062991044,0.913768,0.00008258024,0.022759698],"study_design_scores_gemma":[0.00049746357,0.00012249751,0.06547171,0.000006181331,0.0000122191295,0.00002984084,0.0002719931,0.0026814262,0.0002047755,0.9237813,0.0067644273,0.0001562035],"about_ca_topic_score_codex":0.00016753019,"about_ca_topic_score_gemma":0.0016023944,"teacher_disagreement_score":0.08666818,"about_ca_system_score_codex":0.00019741687,"about_ca_system_score_gemma":0.00042578307,"threshold_uncertainty_score":0.47224623},"labels":[],"label_agreement":null},{"id":"W3121507508","doi":"","title":"On Models of Default Risk","year":2001,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Calgary; University of Alberta","funders":"","keywords":"Filtration (mathematics); Jump; Asset (computer security); Intensity (physics); Default; Default risk; Meaning (existential); Econometrics; Process (computing); Computer science; Credit risk; Mathematical economics; Actuarial science; Mathematics; Economics; Statistics; Philosophy; Finance; Physics; Epistemology","score_opus":0.036572700735457535,"score_gpt":0.2151254810840578,"score_spread":0.17855278034860025,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3121507508","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6273681,0.00019263304,0.08649731,0.00008969007,0.00012847965,0.000057027144,0.00006899791,0.00001939658,0.28557834],"genre_scores_gemma":[0.9957495,0.00036920852,0.0007441569,0.00001829723,0.00004803874,0.0000043615664,0.000004486402,0.0000076223673,0.0030543464],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99943465,0.0000026246817,0.00028764014,0.00014530582,0.000019147968,0.000110630586],"domain_scores_gemma":[0.9995627,0.000039043865,0.00014552398,0.00020316876,0.00001757052,0.000032003278],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00013046704,0.00005700752,0.00016023597,0.00011991459,0.000046783964,0.00000789754,0.00008087453,0.000049782466,0.00046526856],"category_scores_gemma":[0.00006932315,0.000060284463,0.00007635022,0.00016709216,0.000024248151,0.00008763888,0.000013255715,0.000055367327,0.0003334946],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000009508696,0.000051087023,0.042624455,0.0000010705819,0.0000058046353,4.1976043e-7,0.000064211505,0.005974467,0.0000013396425,0.9472085,0.0011765227,0.0028826185],"study_design_scores_gemma":[0.00027540562,0.00006201707,0.15444398,0.0000034244576,0.000002372802,8.075639e-7,0.000014696836,0.042003997,0.000028918714,0.7807359,0.022320352,0.000108139124],"about_ca_topic_score_codex":0.000668487,"about_ca_topic_score_gemma":0.00007304618,"teacher_disagreement_score":0.36838138,"about_ca_system_score_codex":0.000018540559,"about_ca_system_score_gemma":0.0000056479366,"threshold_uncertainty_score":0.5094364},"labels":[],"label_agreement":null},{"id":"W3121592164","doi":"10.1017/s0022109016000776","title":"Sovereign Default Risk and the U.S. Equity Market","year":2017,"lang":"en","type":"article","venue":"Journal of Financial and Quantitative Analysis","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":17,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"HEC Montréal; Schweizerischer Nationalfonds zur Förderung der Wissenschaftlichen Forschung; National Science Foundation","keywords":"Equity (law); Volatility (finance); Credit default swap; Credit risk; Economics; Monetary economics; Sovereign default; Stock (firearms); Capital asset pricing model; Financial system; Sovereignty; Financial economics; Financial distress; Economic slowdown; Business; Finance; International economics; Sovereign debt","score_opus":0.04295928519840034,"score_gpt":0.29372397997599614,"score_spread":0.2507646947775958,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3121592164","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.93783134,0.008601535,0.03708504,0.0013023666,0.00026674254,0.00009997311,0.00021650243,0.0000033996655,0.014593112],"genre_scores_gemma":[0.9928204,0.005490935,0.0011581619,0.000033781336,0.00016785585,0.00000210043,0.0000011070391,0.0000055337387,0.00032015584],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9989014,0.00004535365,0.0006459854,0.00017662266,0.00007153321,0.00015910242],"domain_scores_gemma":[0.99743533,0.00026128424,0.0018348777,0.0002494816,0.00014175165,0.00007725882],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021480704,0.00011886666,0.00068452413,0.00027435253,0.00090242614,0.00024122758,0.00025558102,0.00007249509,0.00007742364],"category_scores_gemma":[0.0027951272,0.00008601875,0.0003667757,0.00022740266,0.00051827374,0.00039175528,0.00012835703,0.00022468987,0.0000068551717],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00024168188,0.000028098357,0.32279575,0.0000058482606,0.00034685867,0.0000057734533,0.0005372956,0.000032912263,0.0000014383473,0.66657454,0.0006696674,0.008760148],"study_design_scores_gemma":[0.00089502486,0.0000737372,0.78506994,0.000007946473,0.00034841674,0.0000036594881,0.00007055757,0.0031641314,0.0000019451616,0.2051157,0.0051548965,0.000094022595],"about_ca_topic_score_codex":0.00082044327,"about_ca_topic_score_gemma":0.0005260104,"teacher_disagreement_score":0.4622742,"about_ca_system_score_codex":0.000021106312,"about_ca_system_score_gemma":0.00003477228,"threshold_uncertainty_score":0.6940823},"labels":[],"label_agreement":null},{"id":"W3121592859","doi":"10.3390/jrfm11020027","title":"Credit Rating and Pricing: Poles Apart","year":2018,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Credit rating; Capital asset pricing model; Corporate bond; Information asymmetry; Bond credit rating; Credit risk; Economics; Bond; Structured finance; Financial economics; BETA (programming language); Systematic risk; Econometrics; Credit spread (options); Monte Carlo method; Business; Actuarial science; Finance; Credit reference; Statistics; Mathematics; Computer science","score_opus":0.014138199932844112,"score_gpt":0.2112745016961007,"score_spread":0.19713630176325658,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3121592859","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9125926,0.0037670466,0.07379423,0.00023515976,0.0010764484,0.0001443941,0.000033365974,0.000012151152,0.008344616],"genre_scores_gemma":[0.9903454,0.0035561924,0.004511486,0.00005383189,0.001305193,0.0000022867307,9.0287557e-7,0.000010987711,0.00021367802],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99894035,0.0000103481925,0.00061587925,0.00018345895,0.000058183254,0.00019181051],"domain_scores_gemma":[0.99911755,0.000038132566,0.00057360355,0.00011776688,0.00006489951,0.00008803296],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00064510497,0.00011768711,0.00031793717,0.00029995517,0.00027807683,0.00007867921,0.00010280623,0.00006224352,0.000025372385],"category_scores_gemma":[0.00020199885,0.00011769321,0.000071530725,0.00020463986,0.000129825,0.00021022913,0.00008522022,0.00014632649,0.000017421047],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000090364796,0.00009075102,0.2596176,0.000035878194,0.000036712765,0.000024484943,0.0019948536,0.000014482552,0.000008469744,0.46940342,0.004354826,0.26432818],"study_design_scores_gemma":[0.0005837337,0.00021413165,0.6369152,0.000040002185,0.000026463118,0.000014433487,0.00016535309,0.00018816025,0.000013309445,0.035423253,0.32627717,0.00013881408],"about_ca_topic_score_codex":0.000051117226,"about_ca_topic_score_gemma":0.00003188755,"teacher_disagreement_score":0.43398014,"about_ca_system_score_codex":0.000028666773,"about_ca_system_score_gemma":0.000011879971,"threshold_uncertainty_score":0.479939},"labels":[],"label_agreement":null},{"id":"W3121694707","doi":"10.2139/ssrn.3171253","title":"The Impact of Central Clearing on the Market for Single-Name Credit Default Swaps","year":2018,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université du Québec à Montréal; HEC Montréal","funders":"","keywords":"Clearing; Counterparty; Endogeneity; Clearance; Market liquidity; Credit risk; Business; Monetary economics; Credit default swap; Propensity score matching; Order (exchange); Price discovery; Financial system; Econometrics; Economics; Actuarial science; Finance; Futures contract; Internal medicine; Medicine","score_opus":0.029188880574116984,"score_gpt":0.2532831203082206,"score_spread":0.2240942397341036,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3121694707","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.93302965,0.009858907,0.030159635,0.0026141799,0.0034188686,0.0011366615,0.0006244165,0.00003562443,0.019122072],"genre_scores_gemma":[0.9915472,0.0046032094,0.000061379964,0.000008737802,0.0022138392,0.00002857942,0.00001605303,0.00005214453,0.0014688299],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99667764,0.000044629596,0.00085096294,0.00034091974,0.00009360361,0.0019922436],"domain_scores_gemma":[0.9976133,0.00039381627,0.0012203329,0.00055361155,0.00013873831,0.00008018537],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0032742901,0.00027928548,0.00045956438,0.00015032532,0.00067282905,0.00023105125,0.0008283277,0.00025264418,0.000102287995],"category_scores_gemma":[0.0008172954,0.00018773563,0.00086146797,0.00012909663,0.00017198129,0.00007676955,0.00016308171,0.0021376822,0.000025569843],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00057357986,0.00022076962,0.015265002,0.00002226482,0.0010245622,7.644071e-7,0.00044222074,0.0020926998,0.000018738454,0.95110357,0.013968674,0.015267166],"study_design_scores_gemma":[0.0004204257,0.00073401886,0.05493179,0.00006201025,0.00003112151,0.000030027622,0.00018596291,0.004415483,0.000018719706,0.9266993,0.012199247,0.0002719396],"about_ca_topic_score_codex":0.00044404896,"about_ca_topic_score_gemma":0.00039837553,"teacher_disagreement_score":0.05851759,"about_ca_system_score_codex":0.0018628063,"about_ca_system_score_gemma":0.0011860573,"threshold_uncertainty_score":0.92872846},"labels":[],"label_agreement":null},{"id":"W3121741083","doi":"10.2139/ssrn.3723426","title":"Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach","year":2018,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Balsillie School of International Affairs; Wilfrid Laurier University","funders":"","keywords":"Business; Credit risk; Financial system; Systemic risk; Financial sector; Transmission (telecommunications); Financial risk; Finance; Economics; Computer science; Financial crisis; Telecommunications","score_opus":0.012006496516435077,"score_gpt":0.20884652268478007,"score_spread":0.196840026168345,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3121741083","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.4104513,0.003921428,0.57825875,0.00091186055,0.0007865117,0.0002942956,0.000018771067,0.000020132475,0.0053369743],"genre_scores_gemma":[0.9900273,0.0031841008,0.0009910683,0.000052706313,0.0048288093,0.000014621831,0.000005000161,0.000033077693,0.0008632973],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99714607,0.000049731065,0.00062570296,0.00034811135,0.00007001252,0.0017603633],"domain_scores_gemma":[0.99920714,0.00003555787,0.00030408474,0.0002585587,0.00008132681,0.00011332736],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0031958972,0.00017664094,0.00031768277,0.0002549399,0.00061887974,0.00009776324,0.00043818497,0.000108281936,0.00005663807],"category_scores_gemma":[0.00024755846,0.0001506214,0.00013494691,0.0015262081,0.00005713172,0.00016634396,0.000043917258,0.0014810612,0.00021133598],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00033756657,0.00024736812,0.24679665,0.000008505023,0.000113588394,0.0000051240954,0.0027374125,0.010158757,0.00002448539,0.6070281,0.008514671,0.124027714],"study_design_scores_gemma":[0.0011464178,0.000645664,0.4741297,0.000038622456,0.000026645588,0.00006182854,0.0001737729,0.01445653,0.000007969611,0.18809308,0.32072422,0.0004955544],"about_ca_topic_score_codex":0.00035092066,"about_ca_topic_score_gemma":0.0016884118,"teacher_disagreement_score":0.579576,"about_ca_system_score_codex":0.0004321104,"about_ca_system_score_gemma":0.00060283573,"threshold_uncertainty_score":0.6434556},"labels":[],"label_agreement":null},{"id":"W3121754013","doi":"","title":"Global Monetary Conditions Versus Country-Specific Factors in the Determination of Emerging Market Debt Spreads","year":2005,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Interest rate; Emerging markets; Monetary economics; Bond market; Bond; Economics; Debt; Treasury; Monetary policy; Solvency; Basis point; Financial economics; Market liquidity; Macroeconomics; Finance","score_opus":0.014921523154942785,"score_gpt":0.23883850640000634,"score_spread":0.22391698324506357,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3121754013","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97431517,0.0047164345,0.009809743,0.00050911016,0.0004042331,0.0001305128,0.00014522165,0.000009488756,0.009960101],"genre_scores_gemma":[0.99582803,0.003633851,0.00010683175,0.00000952075,0.00025222058,0.000004767437,0.000029729807,0.000008496148,0.00012652906],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.998486,0.00002711701,0.00051803107,0.00015280009,0.00007686145,0.00073923566],"domain_scores_gemma":[0.99939597,0.00008160393,0.00030336127,0.00015852229,0.000030087127,0.000030488323],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00094559195,0.00011245308,0.00019619807,0.00017476513,0.000172856,0.000038727798,0.0002477077,0.00007404331,0.00015740107],"category_scores_gemma":[0.00006642343,0.000106229396,0.00010788725,0.0004027263,0.0000538915,0.00028864472,0.000013785267,0.0004466701,0.000017882694],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000064642314,0.00010954276,0.16455635,0.0000025389338,0.000031022555,0.0000013414206,0.00048271765,0.00036023668,0.000005311516,0.82181174,0.00055812846,0.012016449],"study_design_scores_gemma":[0.0012432669,0.00015636715,0.7500624,0.00001098136,0.000015175263,0.00004412736,0.0015409312,0.0026033581,0.000006503254,0.2145911,0.029519403,0.0002064051],"about_ca_topic_score_codex":0.00020929665,"about_ca_topic_score_gemma":0.0050566024,"teacher_disagreement_score":0.60722065,"about_ca_system_score_codex":0.00081085437,"about_ca_system_score_gemma":0.00017400169,"threshold_uncertainty_score":0.43319088},"labels":[],"label_agreement":null},{"id":"W3121863289","doi":"10.3390/jrfm13010003","title":"A Quantitative Analysis of Risk Premia in the Corporate Bond Market","year":2019,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Restructuring; Corporate bond; Business; Default; Bond; Credit risk; Monetary economics; Risk premium; Executive compensation; Quantitative easing; Financial system; Economics; Corporate governance; Monetary policy; Finance; Central bank","score_opus":0.01789622345333366,"score_gpt":0.21903327552453855,"score_spread":0.20113705207120489,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3121863289","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.98083246,0.001895191,0.011836645,0.00005034885,0.0002752803,0.00020489027,0.0002276254,0.0000021011656,0.0046754475],"genre_scores_gemma":[0.99238247,0.0057247668,0.0017005603,0.000016293834,0.000050196082,0.0000038106432,0.0000039846636,0.0000067470864,0.00011119641],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9985993,0.000048645557,0.00091163587,0.000182558,0.00009627319,0.00016159759],"domain_scores_gemma":[0.99757564,0.00021314397,0.0018934929,0.00022216867,0.00006125206,0.00003431855],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019192474,0.00011920722,0.00058978156,0.00093311234,0.00006904721,0.000037064176,0.00022369853,0.00006408414,0.00006380662],"category_scores_gemma":[0.00024240825,0.000098326775,0.00024783405,0.0012903608,0.000060675517,0.0001648437,0.000049003927,0.00023768972,0.000010867793],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00019292516,0.000106722284,0.7838904,0.00001669364,0.00014016195,0.000010867372,0.0018984228,0.0009120417,6.4889014e-7,0.20099084,0.0007066929,0.01113354],"study_design_scores_gemma":[0.0006494869,0.00015548033,0.9463418,0.000024099945,0.00025992322,0.0000011330159,0.00061668264,0.002001237,8.1516583e-7,0.03432784,0.015516481,0.00010503355],"about_ca_topic_score_codex":0.00023860106,"about_ca_topic_score_gemma":0.00030624337,"teacher_disagreement_score":0.166663,"about_ca_system_score_codex":0.00003906076,"about_ca_system_score_gemma":0.000016275922,"threshold_uncertainty_score":0.40096495},"labels":[],"label_agreement":null},{"id":"W3121908232","doi":"10.2139/ssrn.1713325","title":"Are All Credit Default Swap Databases Equal?","year":2010,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":18,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Simon Fraser University","funders":"","keywords":"Market liquidity; Database; Credit default swap; Database transaction; Comparability; Price discovery; Robustness (evolution); Swap (finance); Business; Economics; Econometrics; Financial economics; Monetary economics; Actuarial science; Credit risk; Computer science; Finance; Mathematics","score_opus":0.05413609019485116,"score_gpt":0.2748291812771481,"score_spread":0.22069309108229695,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3121908232","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6510066,0.057990726,0.25317323,0.004870967,0.014193719,0.0009202263,0.0031334474,0.00025800243,0.014453099],"genre_scores_gemma":[0.9731345,0.016551059,0.00077933195,0.000115362316,0.005279654,0.000042348893,0.00028737934,0.0001171917,0.0036931403],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99515015,0.000031036336,0.0011953282,0.00076377986,0.00017975309,0.00267998],"domain_scores_gemma":[0.99635845,0.000079981524,0.0022669507,0.00088934274,0.00019308341,0.00021216525],"candidate_categories":["metaepi_narrow","research_integrity"],"consensus_categories":[],"category_scores_codex":[0.002926933,0.00046153646,0.00085772347,0.00051844615,0.00035641532,0.0002526935,0.0009300455,0.0005589051,0.00031725856],"category_scores_gemma":[0.00093775545,0.00052531535,0.0005197072,0.00018655293,0.00010873607,0.00028705897,0.00047973075,0.008694624,0.00057603384],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000034920828,0.00016843472,0.021126794,0.000032889722,0.00033127193,0.00001632691,0.0001424151,0.0004408528,0.000012457814,0.9679278,0.005183588,0.0045822375],"study_design_scores_gemma":[0.00045364094,0.000059003654,0.019191148,0.00005362706,0.000050983628,0.00012835837,0.00018711464,0.00061709917,0.000007886172,0.7252679,0.2533747,0.0006085711],"about_ca_topic_score_codex":0.001133209,"about_ca_topic_score_gemma":0.009230945,"teacher_disagreement_score":0.32212794,"about_ca_system_score_codex":0.0014870268,"about_ca_system_score_gemma":0.0017225085,"threshold_uncertainty_score":0.99971986},"labels":[],"label_agreement":null},{"id":"W3121909924","doi":"10.1007/s10693-018-0298-5","title":"Credit Value Adjustment with Market-implied Recovery","year":2018,"lang":"en","type":"article","venue":"Journal of Financial Services Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University; HEC Montréal","funders":"Université Laval","keywords":"Credit risk; Credit valuation adjustment; Counterparty; Economics; Econometrics; Recovery rate; Position (finance); Time horizon; Actuarial science; Chemistry; Finance","score_opus":0.03708985156242129,"score_gpt":0.2954678258527716,"score_spread":0.2583779742903503,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3121909924","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9041595,0.0032750985,0.0034704383,0.0009335966,0.0021094736,0.00039054366,0.00012556193,0.000020122376,0.085515656],"genre_scores_gemma":[0.9874337,0.0010406803,0.0029630999,0.0001253401,0.0062478483,0.00001502163,0.000005942305,0.000041470066,0.0021269338],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9977703,0.000057747213,0.0009197896,0.00031307404,0.00034167754,0.0005973989],"domain_scores_gemma":[0.99782735,0.00015721931,0.0006405237,0.00037079433,0.00078345125,0.00022067597],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002415818,0.00017031,0.00049943017,0.00076337915,0.00039080245,0.00013400103,0.0006286706,0.00017748526,0.0008050969],"category_scores_gemma":[0.00019001246,0.00015485405,0.00015868286,0.0010119582,0.00023098779,0.00053427776,0.0001312786,0.00055055943,0.00033456902],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.008102445,0.001776167,0.17003329,0.00047840705,0.00043086166,0.00029814997,0.007646202,0.00035341244,0.00045656165,0.49318877,0.1224883,0.19474743],"study_design_scores_gemma":[0.0010153803,0.0019710436,0.6409302,0.00013587906,0.00001057944,0.0000358656,0.00017101814,0.00039043959,0.0001552732,0.038690284,0.3162668,0.00022727366],"about_ca_topic_score_codex":0.00038442638,"about_ca_topic_score_gemma":0.00038319637,"teacher_disagreement_score":0.47089687,"about_ca_system_score_codex":0.00027564596,"about_ca_system_score_gemma":0.00030511487,"threshold_uncertainty_score":0.8815246},"labels":[],"label_agreement":null},{"id":"W3121911385","doi":"10.2308/accr-51381","title":"Credit Derivatives and Analyst Behavior","year":2016,"lang":"en","type":"article","venue":"The Accounting Review","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":84,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McMaster University","funders":"","keywords":"Credit default swap; Earnings; Business; Equity (law); Price discovery; Private information retrieval; Monetary economics; Credit rating; Financial system; Accounting; Financial economics; Economics; Finance; Credit risk","score_opus":0.03608208746376808,"score_gpt":0.25220253585424274,"score_spread":0.21612044839047467,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3121911385","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6677052,0.30857375,0.0025555443,0.012157015,0.00041195308,0.00065097946,0.00010462913,0.000072815914,0.007768118],"genre_scores_gemma":[0.9147141,0.08372987,0.0001836039,0.00025144685,0.00027805966,0.00006360235,0.0000030219855,0.00001447567,0.0007618064],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99926394,0.000009412168,0.0003642672,0.0001889157,0.000027250342,0.00014619317],"domain_scores_gemma":[0.9992949,0.00009696045,0.0002589653,0.00029588226,0.000028340806,0.000024974612],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006310593,0.00008757363,0.0002695767,0.000045487046,0.00015477855,0.000037222355,0.00017050048,0.0000278873,0.00027492916],"category_scores_gemma":[0.00043826134,0.00005238749,0.00007242136,0.00020064294,0.00008947737,0.00019070874,0.000065661865,0.000049482293,0.00027583676],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000024103622,0.000035595043,0.61825645,0.00024230873,0.000033072844,0.0000016405035,0.000119816956,1.55938e-7,0.0000756417,0.18606615,0.008493609,0.18667316],"study_design_scores_gemma":[0.00008963167,0.0000075427292,0.6600668,0.0004024636,0.00002844049,0.000004384065,0.0000052865967,0.000006475181,0.0000068324002,0.0052916766,0.33398005,0.000110426416],"about_ca_topic_score_codex":0.000052156458,"about_ca_topic_score_gemma":0.0000114530885,"teacher_disagreement_score":0.32548645,"about_ca_system_score_codex":0.00001933751,"about_ca_system_score_gemma":0.0000074945274,"threshold_uncertainty_score":0.35454157},"labels":[],"label_agreement":null},{"id":"W3121918019","doi":"10.2139/ssrn.3341809","title":"Rating Standards around the World: A Puzzle?","year":2019,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Royal Military College Saint-Jean; University of Alberta; Saint Mary's University; Dalhousie University","funders":"","keywords":"Business","score_opus":0.010032683912354116,"score_gpt":0.23190800150993332,"score_spread":0.2218753175975792,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3121918019","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.89242536,0.010628961,0.020970887,0.0038692714,0.0013310811,0.00030080287,0.00005576547,0.000035692472,0.070382155],"genre_scores_gemma":[0.9803438,0.0010425795,0.000060660204,0.000042473894,0.0006886254,0.000005477313,0.0000029571559,0.000020984327,0.017792424],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99799407,0.000017526023,0.00044536064,0.00019403912,0.00009398113,0.001255007],"domain_scores_gemma":[0.9992681,0.0000631041,0.00032155425,0.00024312499,0.0000588479,0.00004526611],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002836043,0.0001174053,0.00022519488,0.00018311219,0.00042051933,0.00016194314,0.00028571812,0.00004743057,0.0002823071],"category_scores_gemma":[0.000120709396,0.00009774292,0.00015546547,0.0003781818,0.000038993752,0.00023252903,0.000034037672,0.0011556572,0.00035906673],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00001326223,0.000015511627,0.055025537,0.0000016732757,0.00004295978,4.395747e-7,0.00011857924,0.0001516211,0.000005399709,0.94015944,0.0004102693,0.004055318],"study_design_scores_gemma":[0.0005434875,0.000098651355,0.020965738,0.000010958019,0.000007307781,0.00006555962,0.0006959463,0.0008880592,0.000006213226,0.6347067,0.3418272,0.0001842183],"about_ca_topic_score_codex":0.000079956306,"about_ca_topic_score_gemma":0.0024029815,"teacher_disagreement_score":0.34141695,"about_ca_system_score_codex":0.0009907255,"about_ca_system_score_gemma":0.0006150669,"threshold_uncertainty_score":0.502082},"labels":[],"label_agreement":null},{"id":"W3122030311","doi":"10.1016/j.jfs.2011.10.005","title":"Information efficiency of the U.S. credit default swap market: Evidence from earnings surprises","year":2011,"lang":"en","type":"article","venue":"Journal of Financial Stability","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":55,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University","funders":"","keywords":"Credit default swap; Earnings; Monetary economics; Speculation; Business; Financial crisis; Stock market; Financial system; Credit default swap index; Post-earnings-announcement drift; Economics; Credit risk; Earnings response coefficient; Finance; Credit valuation adjustment","score_opus":0.044734449628204866,"score_gpt":0.21468303083308574,"score_spread":0.16994858120488088,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122030311","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9854838,0.00088268233,0.008877011,0.00012328314,0.001249415,0.00016110529,0.00016194122,0.000006709279,0.0030540067],"genre_scores_gemma":[0.9988957,0.00015918245,0.0006895319,0.000016574257,0.00020209418,0.0000028750042,0.0000011288002,0.000005826041,0.000027084672],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99806386,0.00004378303,0.0014283685,0.00012318646,0.00014899303,0.00019182089],"domain_scores_gemma":[0.9970638,0.0002101753,0.0019496097,0.00035273167,0.0003533787,0.000070282375],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001375507,0.00012418139,0.00042253308,0.00012564473,0.00015001057,0.00002613728,0.00048601555,0.00012820576,0.0006656697],"category_scores_gemma":[0.006051639,0.00010318995,0.00031693716,0.00041687465,0.00019488318,0.0009731013,0.000086978216,0.000290254,0.000022369306],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0001903667,0.00014471545,0.98583585,0.000025872423,0.000010582963,5.805328e-7,0.0059523466,0.000027670298,0.000090863956,0.002625984,0.000975738,0.0041194265],"study_design_scores_gemma":[0.00024463804,0.00011956095,0.9811048,0.00006556815,0.00001313155,0.0000019921956,0.000099535544,0.00009271169,0.00085735053,0.009973566,0.007321709,0.00010545175],"about_ca_topic_score_codex":0.0018140863,"about_ca_topic_score_gemma":0.00014382292,"teacher_disagreement_score":0.013411856,"about_ca_system_score_codex":0.00012636461,"about_ca_system_score_gemma":0.00021750468,"threshold_uncertainty_score":0.7288616},"labels":[],"label_agreement":null},{"id":"W3122042257","doi":"","title":"The Impacts of Financial Crisis on Sovereign Credit Risk Analysis in Asia and Europe","year":2013,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"","keywords":"Credit risk; Credit default swap; Financial crisis; Sovereign credit; Financial system; Business; Credit crunch; Credit valuation adjustment; Volatility (finance); Financial economics; Economics; Credit reference; Finance","score_opus":0.0277643816692117,"score_gpt":0.2781622614007608,"score_spread":0.2503978797315491,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122042257","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.947046,0.0011542533,0.000012345633,0.00040848795,0.00037199262,0.0006728797,0.0007421351,0.000012008808,0.049579937],"genre_scores_gemma":[0.9432407,0.055735365,0.00014131606,0.000013462511,0.0002359004,0.00012880837,0.00004705343,0.000043608314,0.0004137831],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99646753,0.00016959754,0.0015030551,0.0009988096,0.00011541812,0.0007455591],"domain_scores_gemma":[0.9964199,0.0012081986,0.00085507456,0.0012239583,0.00012247887,0.0001703669],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.003187681,0.00033034157,0.0010677679,0.0016488419,0.0002542776,0.00022781343,0.0006909669,0.00048096437,0.00010718411],"category_scores_gemma":[0.0038814682,0.00033141146,0.0003237602,0.0008348886,0.000362866,0.0001324677,0.00070571987,0.0016343263,0.0000406253],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0001964558,0.00029709944,0.77616334,0.00009047194,0.00036197496,0.000013513031,0.000766829,0.025282985,0.0000024131082,0.1290569,0.00097198616,0.066796005],"study_design_scores_gemma":[0.0004612355,0.00011234057,0.9301689,0.000050525694,0.000024400331,6.4527904e-7,0.00015711527,0.0122847725,0.000009501393,0.040102344,0.01629473,0.00033347105],"about_ca_topic_score_codex":0.0027727524,"about_ca_topic_score_gemma":0.003442491,"teacher_disagreement_score":0.15400554,"about_ca_system_score_codex":0.00048173778,"about_ca_system_score_gemma":0.00027772397,"threshold_uncertainty_score":0.9999138},"labels":[],"label_agreement":null},{"id":"W3122068907","doi":"10.2139/ssrn.431920","title":"Modeling the Dynamics of Credit Spreads with Stochastic Volatility","year":2003,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"York University","funders":"","keywords":"Stochastic volatility; Volatility (finance); SABR volatility model; Econometrics; Economics; Financial economics","score_opus":0.012998989156801428,"score_gpt":0.20377606742850218,"score_spread":0.19077707827170076,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122068907","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.43565705,0.0015821034,0.56106144,0.00017882077,0.00012810034,0.00007530456,0.00001599053,0.0000062061495,0.0012949914],"genre_scores_gemma":[0.9988594,0.00032562937,0.0002017485,0.000005008805,0.00011163262,0.0000040783084,0.0000038109113,0.000016773378,0.00047189038],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9984559,0.000018305165,0.00045136848,0.0001632065,0.00006292029,0.0008483067],"domain_scores_gemma":[0.999357,0.00003962491,0.0002537657,0.00023295611,0.00007363796,0.00004300796],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014433514,0.0001125529,0.0002345381,0.00010066652,0.00022830999,0.00003092288,0.00019689596,0.000060562914,0.000035575184],"category_scores_gemma":[0.00017007366,0.00008799663,0.00010102595,0.00023815941,0.00007014042,0.00013944498,0.0000123956725,0.0007941973,0.0000096219055],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00002103633,0.000034527962,0.010763477,0.000002030538,0.000047189216,1.9758585e-7,0.00010426129,0.033190943,7.568376e-7,0.9549972,0.000005083092,0.00083333877],"study_design_scores_gemma":[0.0003382168,0.00014032135,0.0023943807,0.0000077761,0.00001546763,0.00006440553,0.00044149757,0.39376017,0.0000013879908,0.6025589,0.00016540408,0.000112037174],"about_ca_topic_score_codex":0.00018953635,"about_ca_topic_score_gemma":0.002120403,"teacher_disagreement_score":0.5632024,"about_ca_system_score_codex":0.00048166743,"about_ca_system_score_gemma":0.0005381796,"threshold_uncertainty_score":0.35883984},"labels":[],"label_agreement":null},{"id":"W3122079329","doi":"10.1093/rfs/hhz082","title":"Ambiguity, Volatility, and Credit Risk","year":2019,"lang":"en","type":"article","venue":"Review of Financial Studies","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":94,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University","funders":"","keywords":"Ambiguity; Volatility (finance); Credit risk; Credit default swap; Business; Credit default swap index; Sign (mathematics); Economics; Actuarial science; Econometrics; Financial economics; Computer science; Credit valuation adjustment; Mathematics","score_opus":0.0368623677758419,"score_gpt":0.2756017165597368,"score_spread":0.2387393487838949,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122079329","genre_codex":"review","genre_gemma":"review","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"review","genre_consensus":"review","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.386864,0.60563666,0.00018017413,0.00036311222,0.0005827033,0.00040440826,0.00016953165,0.000017390952,0.0057820114],"genre_scores_gemma":[0.499517,0.4995648,0.0003069399,0.00008146933,0.00016418948,0.000020359765,0.0000054603115,0.000009938127,0.0003298633],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99867505,0.000017009605,0.000749182,0.00031420856,0.000055526252,0.00018904208],"domain_scores_gemma":[0.998926,0.00009366767,0.0005327168,0.00029961273,0.00010713356,0.000040901374],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007532233,0.00014889543,0.0009012375,0.00007887331,0.000110494504,0.000009193403,0.00013017669,0.00006270285,0.00012548933],"category_scores_gemma":[0.0015088905,0.00014930006,0.0001636867,0.0002760908,0.00013118553,0.00012431997,0.00015780602,0.000120200566,0.00016433217],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000009242833,0.00006268275,0.72215706,0.0049517597,0.00005995928,9.1470184e-7,0.0003346738,0.0000014120363,0.0000021815686,0.21151783,0.0070188534,0.05388341],"study_design_scores_gemma":[0.00021249538,0.00008313072,0.7480437,0.0010888157,0.000024875691,0.0000010818221,0.000014169437,0.000075924574,0.0000044260228,0.024149453,0.22613403,0.00016785087],"about_ca_topic_score_codex":0.00014707785,"about_ca_topic_score_gemma":0.000060019313,"teacher_disagreement_score":0.21911518,"about_ca_system_score_codex":0.000039467846,"about_ca_system_score_gemma":0.000021805998,"threshold_uncertainty_score":0.60882795},"labels":[],"label_agreement":null},{"id":"W3122211678","doi":"","title":"The Risk of Tranches Created from Mortgages","year":2010,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Collateralized debt obligation; Business; Actuarial science; Financial system; Finance; Collateral","score_opus":0.007701744935827004,"score_gpt":0.19456650643270504,"score_spread":0.18686476149687803,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122211678","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9836658,0.006275639,0.0069360845,0.00040941403,0.0005256258,0.00006255008,0.00009002998,0.000011717939,0.0020230864],"genre_scores_gemma":[0.9850861,0.013667152,0.000104507315,0.0000030877088,0.00040368628,0.0000033040992,0.000004807299,0.0000137835095,0.0007135608],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9985893,0.00001551885,0.00045515207,0.00013710436,0.0000406625,0.0007622911],"domain_scores_gemma":[0.9991064,0.00013583156,0.00044911358,0.00022500608,0.000040139417,0.000043507764],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013729088,0.0000918336,0.00020167012,0.000074181546,0.000379883,0.000048592323,0.00026990607,0.00008531127,0.00007353547],"category_scores_gemma":[0.0002927959,0.000073133044,0.00016635614,0.00014417409,0.00010099144,0.00010451455,0.000013895563,0.0014453699,0.000043610267],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000021072234,0.000030736002,0.20787159,4.8039334e-7,0.00011997874,2.6497358e-7,0.0001580703,0.000021781647,0.00017843698,0.77462995,0.00006507658,0.01690257],"study_design_scores_gemma":[0.00025395278,0.000046489255,0.3149098,0.0000017232726,0.000013776437,0.0000074030813,0.0001627646,0.00019679233,0.000110991,0.6716107,0.012612073,0.000073524585],"about_ca_topic_score_codex":0.0010128274,"about_ca_topic_score_gemma":0.0060951277,"teacher_disagreement_score":0.1070382,"about_ca_system_score_codex":0.00007861662,"about_ca_system_score_gemma":0.00023880348,"threshold_uncertainty_score":0.62794936},"labels":[],"label_agreement":null},{"id":"W3122285254","doi":"10.1093/rfs/hht015","title":"Pricing Credit Default Swaps with Observable Covariates","year":2013,"lang":"en","type":"article","venue":"Review of Financial Studies","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":80,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University","funders":"","keywords":"Covariate; Credit default swap; Econometrics; Observable; Economics; Credit risk; Value (mathematics); Probability of default; Credit default swap index; Arbitrage; Credit derivative; Credit valuation adjustment; Actuarial science; Financial economics; Statistics; Mathematics; Credit reference","score_opus":0.04796953140808424,"score_gpt":0.259330932027924,"score_spread":0.21136140061983977,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122285254","genre_codex":"review","genre_gemma":"review","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"review","genre_consensus":"review","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.11819265,0.857193,0.002794226,0.0020059075,0.00074177637,0.0013640913,0.000105637104,0.000073752446,0.017528957],"genre_scores_gemma":[0.28616855,0.7007105,0.009520263,0.0006438154,0.00073625764,0.0005129231,0.000033069333,0.00005703307,0.0016175926],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99846506,0.000011818305,0.00083883136,0.00031261443,0.00007334618,0.00029835053],"domain_scores_gemma":[0.9987252,0.00012708423,0.0005707853,0.0003071859,0.00021757965,0.00005218377],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00041157598,0.0001984318,0.00097314816,0.000086374945,0.0001912458,0.000020007248,0.00019035726,0.00006298834,0.00018685432],"category_scores_gemma":[0.0013827601,0.00017032804,0.0001525617,0.00053048675,0.00013441332,0.0002694818,0.000077773504,0.00011086045,0.00032475244],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000027312019,0.00032863184,0.17224547,0.013426193,0.00033159085,0.000008994233,0.0014340165,0.00006166019,0.000031856973,0.6482758,0.09545475,0.068373725],"study_design_scores_gemma":[0.00042888994,0.00022035005,0.51516336,0.004581435,0.00005623253,0.0000042973097,0.00007655099,0.000056701345,0.00004718706,0.022597527,0.4563205,0.0004469717],"about_ca_topic_score_codex":0.0007759255,"about_ca_topic_score_gemma":0.00006759669,"teacher_disagreement_score":0.62567824,"about_ca_system_score_codex":0.00007218099,"about_ca_system_score_gemma":0.000053737702,"threshold_uncertainty_score":0.69457763},"labels":[],"label_agreement":null},{"id":"W3122383958","doi":"","title":"Recent Regulation in Credit Risk Management: A Statistical Framework","year":2019,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Alberta","funders":"","keywords":"Credit risk; Volatility (finance); Loan; Business; Risk management; Actuarial science; European union; Credit valuation adjustment; Stress test; Economics; Credit reference; Finance; International trade","score_opus":0.008826428364939503,"score_gpt":0.22012361928382237,"score_spread":0.21129719091888288,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122383958","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.51664597,0.009632253,0.43897763,0.00088239636,0.0016284616,0.0005080827,0.00008883767,0.00004224821,0.031594142],"genre_scores_gemma":[0.96058476,0.034844406,0.0023124216,0.000018082117,0.00032342717,0.000008881014,0.00001902181,0.000023893406,0.0018651349],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9978419,0.000027205815,0.00057146815,0.0002832649,0.000074353105,0.001201815],"domain_scores_gemma":[0.9992998,0.00006615432,0.00031959443,0.00022865014,0.000026422636,0.00005933828],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0015271712,0.00012352408,0.0002532503,0.00031688652,0.00011298149,0.00006174975,0.00018138149,0.00011834525,0.00067253236],"category_scores_gemma":[0.00015124344,0.00014212864,0.00007183989,0.00039183832,0.000025396894,0.00019679537,0.000032601365,0.0012980035,0.0008211021],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000031804968,0.00004575977,0.12667423,0.0000031888312,0.000031462077,0.0000015377946,0.00007345989,0.00032099406,2.8670968e-7,0.8172462,0.00012109901,0.05544998],"study_design_scores_gemma":[0.0004272347,0.00007403128,0.26075011,0.0000135376595,0.0000056141266,0.000011172103,0.00012728719,0.0011463795,4.1331816e-7,0.6891264,0.04819903,0.000118805525],"about_ca_topic_score_codex":0.000074088304,"about_ca_topic_score_gemma":0.00026578823,"teacher_disagreement_score":0.44393876,"about_ca_system_score_codex":0.0009232595,"about_ca_system_score_gemma":0.00014329681,"threshold_uncertainty_score":0.99995685},"labels":[],"label_agreement":null},{"id":"W3122389866","doi":"10.31227/osf.io/f98aq","title":"Credit Default Swap Valuation Study","year":2019,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Canada Research Chairs; University of Toronto","funders":"","keywords":"Credit valuation adjustment; Credit risk; Counterparty; Credit default swap; Business; iTraxx; Credit default swap index; Credit derivative; Valuation (finance); Interest rate swap; Actuarial science; Collateral; Swap (finance); Finance; Credit reference","score_opus":0.0422942075094993,"score_gpt":0.24418010243911764,"score_spread":0.20188589492961834,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122389866","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.86839163,0.00014696951,0.0077524926,0.0002207192,0.0008878691,0.00043433264,0.00001923891,0.000054494918,0.12209226],"genre_scores_gemma":[0.98400927,0.000011420256,0.00027083672,0.000033490414,0.00019812677,0.00002340409,0.000014982163,0.000012893205,0.015425593],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99913585,0.0000072253733,0.00036948896,0.00028414157,0.000044414446,0.00015888039],"domain_scores_gemma":[0.9994491,0.00003117612,0.0001245045,0.00031854253,0.000035352907,0.000041341224],"candidate_categories":["insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.00040185865,0.00008621695,0.00020297823,0.00014414827,0.000069011636,0.00004819691,0.00012282564,0.000055620992,0.0021569363],"category_scores_gemma":[0.000064214604,0.00009501631,0.000067438246,0.00018578638,0.000011537057,0.00019622617,0.000035474168,0.00007000077,0.008196242],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000005885011,0.00017693419,0.6518308,0.0000025906506,0.000014890309,4.80056e-7,0.00045817025,0.00023308651,0.000009472331,0.3436795,0.0016084827,0.001979718],"study_design_scores_gemma":[0.00058772316,0.0001462103,0.9176928,0.0000016849292,0.000004060729,5.237943e-7,0.0002092243,0.005199111,0.000008211415,0.028597975,0.047398537,0.00015396166],"about_ca_topic_score_codex":0.0004035284,"about_ca_topic_score_gemma":0.00007961581,"teacher_disagreement_score":0.31508154,"about_ca_system_score_codex":0.000051633993,"about_ca_system_score_gemma":0.000014698863,"threshold_uncertainty_score":0.9987552},"labels":[],"label_agreement":null},{"id":"W3122435882","doi":"10.1142/s201013921550007x","title":"Can Structural Models Price Default Risk? Evidence from Bond and Credit Derivative Markets","year":2015,"lang":"en","type":"article","venue":"Quarterly Journal of Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":38,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University","funders":"","keywords":"Credit default swap; Bond; Treasury; Issuer; Bond valuation; Corporate bond; Econometrics; Economics; Credit risk; iTraxx; Credit default swap index; Derivative (finance); Financial economics; Interest rate swap; Monetary economics; Credit valuation adjustment; Interest rate; Actuarial science; Finance","score_opus":0.04257759363121275,"score_gpt":0.2384761190836299,"score_spread":0.19589852545241715,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122435882","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9544569,0.014500457,0.028778505,0.000694929,0.00075530005,0.00011611664,0.0002436049,0.000009857088,0.00044428068],"genre_scores_gemma":[0.990357,0.0008761008,0.008155367,0.000017340353,0.0004646635,0.000004458328,0.0000039719216,0.000018856954,0.000102266946],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99834234,0.000034457917,0.00091188995,0.00030421364,0.00012269398,0.00028438444],"domain_scores_gemma":[0.99766886,0.00020294308,0.0014184177,0.00026867056,0.0002542297,0.00018687324],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00063757895,0.00020001752,0.00052722683,0.00018202171,0.00014136564,0.00011270416,0.00030406626,0.00011835152,0.000020507416],"category_scores_gemma":[0.0003964851,0.0002044385,0.0001160626,0.00024785683,0.00012162438,0.0011338369,0.000026408936,0.0003414516,0.000014942047],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0012551665,0.00019090144,0.68981606,0.00005391284,0.00033039055,0.00019849301,0.06417194,0.0058250865,0.000102389386,0.06961162,0.018362593,0.15008144],"study_design_scores_gemma":[0.0008720392,0.00047323116,0.74102557,0.000107606495,0.000018816747,0.000045801517,0.00047396615,0.017669832,0.000022492677,0.2366841,0.0023358553,0.00027070896],"about_ca_topic_score_codex":0.00077850965,"about_ca_topic_score_gemma":0.00014965903,"teacher_disagreement_score":0.16707249,"about_ca_system_score_codex":0.00014111945,"about_ca_system_score_gemma":0.00011425988,"threshold_uncertainty_score":0.83367604},"labels":[],"label_agreement":null},{"id":"W3122458556","doi":"10.1111/j.1540-6261.2007.01203.x","title":"Corporate Yield Spreads and Bond Liquidity","year":2007,"lang":"en","type":"article","venue":"The Journal of Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1135,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Social Sciences and Humanities Research Council","funders":"","keywords":"Market liquidity; Bond; Endogeneity; Yield (engineering); Monetary economics; Corporate bond; Liquidity risk; Issuer; Economics; Liquidity crisis; Business; Financial system; Financial economics; Econometrics; Finance","score_opus":0.059593174204675754,"score_gpt":0.22763933385227023,"score_spread":0.16804615964759448,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122458556","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9733342,0.0053646727,0.016553907,0.00079008617,0.0004867983,0.000056856967,0.000018792172,0.0000045985457,0.003390105],"genre_scores_gemma":[0.99617213,0.0021042794,0.0007081515,0.0000551968,0.00033383854,3.5374373e-7,3.6830454e-7,0.000008261912,0.00061741297],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99912596,0.000005573856,0.0005697962,0.0000832427,0.000040976276,0.00017448235],"domain_scores_gemma":[0.9985844,0.00015808854,0.0009792676,0.00017100056,0.000060766954,0.000046468478],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017752652,0.00008276911,0.00023908836,0.00010151668,0.00012778427,0.000021407566,0.0001808213,0.00006064753,0.00002194542],"category_scores_gemma":[0.00021457729,0.00006736791,0.00006330734,0.00018811563,0.00011500979,0.00018014884,0.00003242559,0.00020766797,0.000027969836],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0006367169,0.00021865257,0.30219486,0.00003280937,0.000071883434,0.000073683215,0.002705039,0.00048950786,0.0009852638,0.637294,0.028127007,0.027170572],"study_design_scores_gemma":[0.00029297144,0.00018804806,0.8738307,0.000032606098,0.000010541201,0.000105991254,0.000046341844,0.00012518247,0.0007192322,0.0519504,0.072570175,0.00012781264],"about_ca_topic_score_codex":0.000057194982,"about_ca_topic_score_gemma":0.000048758015,"teacher_disagreement_score":0.5853436,"about_ca_system_score_codex":0.000029861349,"about_ca_system_score_gemma":0.000022817758,"threshold_uncertainty_score":0.27471837},"labels":[],"label_agreement":null},{"id":"W3122463545","doi":"10.2139/ssrn.2841618","title":"Price Discovery in Equity and CDS Markets","year":2016,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Concordia University","funders":"","keywords":"Price discovery; Equity (law); Financial economics; Business; Economics; Monetary economics; Financial system; Futures contract; Political science","score_opus":0.014419563858920665,"score_gpt":0.2294722418769655,"score_spread":0.21505267801804484,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122463545","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9480827,0.0060157874,0.033960417,0.0023435103,0.00024333193,0.00007817965,0.000022040322,0.000009916153,0.009244134],"genre_scores_gemma":[0.9835324,0.012522549,0.00004145268,0.000018979832,0.00019513503,0.0000037768998,7.2696344e-7,0.000011491259,0.0036734685],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9983137,0.000012718121,0.00035804004,0.00019364798,0.000038164726,0.0010836796],"domain_scores_gemma":[0.9995888,0.0000527834,0.00017428849,0.00011923037,0.000012789323,0.000052128576],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001685019,0.000091518894,0.0001913224,0.00018316542,0.00009535396,0.00007129442,0.00015046325,0.00006457353,0.000042243562],"category_scores_gemma":[0.00016967671,0.00007565851,0.000059375023,0.00015076414,0.00004648519,0.0005048749,0.000097223856,0.00039865114,0.00004379519],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000025487612,0.000025981291,0.17199317,0.0000016766031,0.000012696678,0.0000013496342,0.000035707195,9.416595e-7,0.000028031895,0.7914823,0.00005437912,0.036338285],"study_design_scores_gemma":[0.00046413924,0.000043597884,0.3954297,0.000010336306,0.0000014801992,0.00003828529,0.00003310673,0.000019578796,0.0000043178998,0.5956962,0.008167695,0.00009153619],"about_ca_topic_score_codex":0.00007649417,"about_ca_topic_score_gemma":0.0008059762,"teacher_disagreement_score":0.22343653,"about_ca_system_score_codex":0.00066285173,"about_ca_system_score_gemma":0.0002668395,"threshold_uncertainty_score":0.30852646},"labels":[],"label_agreement":null},{"id":"W3122583162","doi":"10.1016/j.jimonfin.2015.03.004","title":"Sovereign defaults by currency denomination","year":2015,"lang":"en","type":"article","venue":"Journal of International Money and Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":34,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Default; Currency; Sovereign default; Bond; Monetary economics; Sovereignty; Credit risk; Business; Economics; Foreign exchange risk; Financial system; Local currency; Financial economics; Finance; Sovereign debt; Political science","score_opus":0.027180353594749608,"score_gpt":0.23811551563606068,"score_spread":0.21093516204131108,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122583162","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.92795366,0.013559258,0.031260036,0.0021032058,0.002478369,0.00008503568,0.00020973249,0.000008673258,0.022342049],"genre_scores_gemma":[0.99432236,0.002582859,0.0016884397,0.00003884617,0.00033640827,0.0000025874342,0.000011348375,0.0000078833955,0.0010092952],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99908763,0.0000064806054,0.0005808122,0.00013257083,0.0000857793,0.00010669984],"domain_scores_gemma":[0.998972,0.00003116152,0.0006545683,0.00007570815,0.00020424447,0.000062297004],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0004008037,0.00008746532,0.00020752901,0.00016496405,0.000047240825,0.000052852185,0.0001809366,0.00006556737,0.000024063565],"category_scores_gemma":[0.00035091417,0.00009313734,0.00006959096,0.00010412317,0.000044657358,0.0004971437,0.000029750683,0.00013754505,0.000036901452],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00012509008,0.00021347284,0.10372281,0.0000055777064,0.000050685576,0.000013306358,0.00067291805,0.00042790474,0.000042514297,0.82373065,0.05187924,0.019115819],"study_design_scores_gemma":[0.0019659293,0.00026541154,0.15929186,0.000055079516,0.000009657956,0.000110962654,0.00010976672,0.005557364,0.0001627012,0.2530277,0.57916325,0.00028030245],"about_ca_topic_score_codex":0.000030536947,"about_ca_topic_score_gemma":0.0000032992887,"teacher_disagreement_score":0.57070297,"about_ca_system_score_codex":0.000093107665,"about_ca_system_score_gemma":0.000037073667,"threshold_uncertainty_score":0.37980306},"labels":[],"label_agreement":null},{"id":"W3122617702","doi":"10.1016/j.jfineco.2013.11.004","title":"Did CDS trading improve the market for corporate bonds?","year":2013,"lang":"en","type":"article","venue":"Journal of Financial Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":139,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Wilfrid Laurier University","funders":"","keywords":"Market liquidity; Bond; Credit default swap; Corporate bond; Equity (law); Fixed income; Bond market; Volatility (finance); Business; High-frequency trading; Financial market; Financial economics; iTraxx; Swap (finance); Monetary economics; Capital market; Economics; Finance; Credit risk; Credit valuation adjustment","score_opus":0.03114157449013321,"score_gpt":0.2026568990843328,"score_spread":0.17151532459419958,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122617702","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9683476,0.0008841445,0.015192988,0.0031355028,0.0031361412,0.00059044873,0.00028591364,0.00001171148,0.008415562],"genre_scores_gemma":[0.9925396,0.00046233623,0.0028968337,0.0002572027,0.002079774,0.000051377527,0.0000053701715,0.000038639315,0.0016688873],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99804276,0.000010310865,0.001359415,0.00021943504,0.000027308684,0.00034079712],"domain_scores_gemma":[0.99702275,0.00018512509,0.0022640063,0.00026514355,0.0001443754,0.00011858893],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010126975,0.00018386314,0.00057531224,0.00020130507,0.0002537311,0.00018542656,0.0004152888,0.00015160844,0.00026403303],"category_scores_gemma":[0.0004729488,0.00016543968,0.00037323893,0.00014072748,0.000100505626,0.0006308606,0.000037579644,0.00025598874,0.00007218767],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00018758659,0.0001687027,0.026774766,0.000038046233,0.00010216116,0.0000034798725,0.0005900606,0.00050563493,0.00015518132,0.8011738,0.12244396,0.047856636],"study_design_scores_gemma":[0.0012393877,0.00037884887,0.211188,0.000017035096,0.000025727622,0.000028374854,0.000057696125,0.01325743,0.00012631659,0.39551267,0.37781817,0.00035034248],"about_ca_topic_score_codex":0.000057496258,"about_ca_topic_score_gemma":0.000036810085,"teacher_disagreement_score":0.40566114,"about_ca_system_score_codex":0.0001820121,"about_ca_system_score_gemma":0.00016324513,"threshold_uncertainty_score":0.6746434},"labels":[],"label_agreement":null},{"id":"W3122692519","doi":"10.2139/ssrn.1414111","title":"Efficient Algorithms for Basket Default Swap Pricing with Multivariate Archimedean Copulas","year":2009,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Kootenay Association for Science & Technology","funders":"","keywords":"Multivariate statistics; Swap (finance); Copula (linguistics); Econometrics; Credit default swap; Interest rate swap; Computer science; Algorithm; Financial economics; Economics; Mathematics; Business; Actuarial science; Statistics; Finance; Credit risk","score_opus":0.017584512602045518,"score_gpt":0.2418568461313719,"score_spread":0.22427233352932638,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122692519","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.33567634,0.0016607497,0.65947884,0.0010150324,0.00027187003,0.00036058412,0.00004046569,0.00003848777,0.0014576608],"genre_scores_gemma":[0.9935338,0.00026578613,0.0046132947,0.00004487367,0.0005232709,0.000012437268,0.0000142347235,0.000029302224,0.00096303574],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9973391,0.000012669619,0.0005307395,0.00032533257,0.00007356857,0.0017185591],"domain_scores_gemma":[0.99917823,0.00005557658,0.00038803925,0.00019709262,0.00007033727,0.00011070175],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012608665,0.00019093876,0.00034305098,0.0002548386,0.00043008634,0.000083667255,0.00022202347,0.0000808297,0.00001433987],"category_scores_gemma":[0.00011380278,0.00017935834,0.00016468838,0.0002647922,0.000036805664,0.00008563424,0.000013864361,0.00073894986,0.000035531433],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00015838204,0.0002130101,0.0043028104,0.000005083343,0.0000975356,0.0000029074238,0.0004430307,0.010506454,0.000053711366,0.9354224,0.00008569141,0.048708957],"study_design_scores_gemma":[0.0044206264,0.0021112137,0.11688237,0.00005895818,0.00005219933,0.0002792192,0.000497973,0.106862016,0.000077741744,0.75191545,0.016052522,0.0007896946],"about_ca_topic_score_codex":0.00013071689,"about_ca_topic_score_gemma":0.00022857229,"teacher_disagreement_score":0.6578574,"about_ca_system_score_codex":0.0006543211,"about_ca_system_score_gemma":0.0004172163,"threshold_uncertainty_score":0.7314021},"labels":[],"label_agreement":null},{"id":"W3122747833","doi":"10.3386/w24506","title":"Sovereign Credit Risk and Exchange Rates: Evidence from CDS Quanto Spreads","year":2018,"lang":"en","type":"article","venue":"National Bureau of Economic Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University","funders":"","keywords":"Devaluation; Sovereign default; Foreign exchange risk; Monetary economics; Risk premium; Economics; Currency; Credit risk; Exchange rate; Arbitrage; Bond; Business; Sovereignty; Financial economics; Finance; Sovereign debt","score_opus":0.3664881861753321,"score_gpt":0.4585169827613065,"score_spread":0.0920287965859744,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122747833","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8645845,0.005855562,0.00096773676,0.0009693496,0.00066050485,0.00044293425,0.0011787645,0.000026040934,0.12531462],"genre_scores_gemma":[0.9945019,0.0020106204,0.0008018376,0.000012983444,0.0015620746,0.000042389845,0.000061034956,0.0000205912,0.0009865728],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.998244,0.000060176673,0.0006467881,0.0005558495,0.00015818066,0.00033503262],"domain_scores_gemma":[0.9978371,0.0010608484,0.000309683,0.00032368116,0.000344648,0.0001240258],"candidate_categories":["insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.0026561094,0.00013678035,0.00035267213,0.0005274951,0.00028439195,0.00010025269,0.00034845062,0.00017020879,0.0020097548],"category_scores_gemma":[0.0018102936,0.00016005286,0.00008797329,0.00024624058,0.00052917784,0.000509644,0.00016679414,0.00025533393,0.0010590861],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000087202934,0.00004489907,0.15949605,0.000013715986,0.000046443067,5.7979804e-7,0.0005280568,0.000036435682,0.000064405904,0.82641673,0.011259397,0.002006084],"study_design_scores_gemma":[0.00040597233,0.00017476942,0.21760403,0.00003800257,0.0000040388522,0.0000010316363,0.00006758983,0.0065037925,0.00024220771,0.7644824,0.010315043,0.00016113718],"about_ca_topic_score_codex":0.0065332,"about_ca_topic_score_gemma":0.00087766454,"teacher_disagreement_score":0.12991741,"about_ca_system_score_codex":0.0003145266,"about_ca_system_score_gemma":0.00017020025,"threshold_uncertainty_score":0.9997187},"labels":[],"label_agreement":null},{"id":"W3122812694","doi":"10.1287/mnsc.1060.0531","title":"Risk Assessment for Banking Systems","year":2006,"lang":"en","type":"article","venue":"Management Science","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":652,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Calgary","funders":"","keywords":"Systemic risk; Bankruptcy; Business; Asset (computer security); Financial contagion; Financial stability; Risk management; Interbank lending market; Actuarial science; Value (mathematics); Default; Financial crisis; Economics; Financial system; Finance; Computer science; Interest rate; Computer security; Financial market","score_opus":0.018740636277767737,"score_gpt":0.24164108045582022,"score_spread":0.2229004441780525,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122812694","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08323588,0.0002826785,0.63520557,0.00019316803,0.0013610153,0.00063157047,0.00008548975,0.000058330028,0.27894628],"genre_scores_gemma":[0.98723483,0.000034143777,0.009345872,0.000009792917,0.00016314643,0.0001025607,0.000007614773,0.000007278687,0.003094735],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9989547,0.0000028372558,0.0003147714,0.00037209984,0.00007183748,0.00028372792],"domain_scores_gemma":[0.9994463,0.000021212745,0.00020949563,0.0002651385,0.000028072263,0.000029808098],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011155704,0.00007490338,0.00013035626,0.00028319037,0.0005016327,0.00025580497,0.00029115993,0.000019497586,0.000028673043],"category_scores_gemma":[0.000022542717,0.000084531835,0.00005168903,0.0005103477,0.00010710475,0.0002780923,0.00007564741,0.00003785139,0.000068453126],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[8.0126756e-7,0.000024576004,0.08659597,0.00001131998,0.000003102344,4.2976268e-7,0.000010614903,0.003184397,0.0000036854385,0.9074934,0.0013048889,0.0013667848],"study_design_scores_gemma":[0.00021673513,0.000017968645,0.6739957,0.000006835617,0.000005443077,2.4298697e-7,0.000032709548,0.049933787,0.000004894328,0.118687816,0.15696941,0.00012845814],"about_ca_topic_score_codex":0.00033003197,"about_ca_topic_score_gemma":0.00001386237,"teacher_disagreement_score":0.903999,"about_ca_system_score_codex":0.00014746135,"about_ca_system_score_gemma":0.000009585452,"threshold_uncertainty_score":0.38582036},"labels":[],"label_agreement":null},{"id":"W3122819863","doi":"10.1016/j.frl.2017.08.005","title":"Firm-specific credit risk estimation in the presence of regimes and noisy prices","year":2017,"lang":"en","type":"article","venue":"Finance research letters","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal; Université du Québec à Montréal; Simon Fraser University","funders":"","keywords":"Trinomial; Leverage (statistics); Econometrics; Economics; Estimation; Credit risk; Credit derivative; Markov chain; Credit valuation adjustment; Actuarial science; Mathematics; Statistics; Credit reference","score_opus":0.07619860523562345,"score_gpt":0.31415364550624947,"score_spread":0.23795504027062603,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122819863","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9832109,0.0024967776,0.0024172408,0.00872751,0.0001640085,0.0003556303,0.00009429614,0.0000066372404,0.0025269964],"genre_scores_gemma":[0.9939844,0.0042242394,0.0014104377,0.000014678264,0.00013025265,0.00006486945,0.00000558234,0.000009557037,0.00015599768],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9987408,0.00005109458,0.00037527128,0.0003437465,0.00014598483,0.00034310573],"domain_scores_gemma":[0.9983051,0.00040840174,0.00039863106,0.0008108315,0.000049405564,0.000027664517],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002312271,0.000095543975,0.00022762148,0.00025572616,0.0006112801,0.00024141955,0.0006903477,0.0000668322,0.00001526358],"category_scores_gemma":[0.0013741886,0.00008708135,0.000048695583,0.00025780295,0.0005993638,0.0004995054,0.00012888983,0.00036130473,0.000043994023],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00006980604,0.0001325302,0.61125845,0.00007631288,0.000014881253,0.000021828097,0.0040070876,0.0009543083,0.00014627785,0.31103876,0.03579129,0.036488466],"study_design_scores_gemma":[0.00024479578,0.00004077588,0.91095877,0.00004530955,9.537873e-7,0.0000013934449,0.00005584402,0.0038014972,0.000037166403,0.015078876,0.06964363,0.00009101118],"about_ca_topic_score_codex":0.0012822506,"about_ca_topic_score_gemma":0.00008073596,"teacher_disagreement_score":0.2997003,"about_ca_system_score_codex":0.000042889238,"about_ca_system_score_gemma":0.00002108284,"threshold_uncertainty_score":0.47015342},"labels":[],"label_agreement":null},{"id":"W3122970123","doi":"10.1177/0148558x14521205","title":"Credit Risk and IFRS","year":2014,"lang":"en","type":"article","venue":"Journal of Accounting Auditing & Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":42,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"University of Washington; Washington University in St. Louis; University of Minnesota","keywords":"Leverage (statistics); Credit default swap; Business; Credit risk; International Financial Reporting Standards; Equity (law); Accounting; Book value; Fair value; Earnings; Accounting information system; Actuarial science","score_opus":0.010708077029509796,"score_gpt":0.2005394158145224,"score_spread":0.1898313387850126,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122970123","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9682128,0.001677415,0.02356971,0.00043060724,0.0010233244,0.00004782825,0.00002995158,0.000018391394,0.0049899635],"genre_scores_gemma":[0.99109226,0.000812217,0.006014946,0.000047905985,0.0018116444,0.0000016972853,0.000001251011,0.00002246533,0.00019558283],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99846804,0.000017340053,0.00094238285,0.00021985125,0.000077659366,0.00027474965],"domain_scores_gemma":[0.99690086,0.00023543775,0.002501606,0.00018819887,0.00012110917,0.00005276438],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018791846,0.00014241265,0.000450744,0.00023863566,0.00028936088,0.0001248038,0.00021090591,0.00009540729,0.000028910032],"category_scores_gemma":[0.002272057,0.00015542029,0.00013704362,0.00025121955,0.000085018146,0.00047583852,0.00005238517,0.00037493405,0.000050284023],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000024715211,0.000059440023,0.82358426,0.000036795416,0.000034270288,0.0000077981895,0.000500333,0.0011039554,0.000048350117,0.09574859,0.0062397146,0.07261178],"study_design_scores_gemma":[0.00046472158,0.00009295742,0.6999734,0.00009342596,0.000013494583,0.000043177275,0.00003336177,0.0035114319,0.00003331172,0.023808146,0.27173996,0.00019260641],"about_ca_topic_score_codex":0.000069460286,"about_ca_topic_score_gemma":0.00000916014,"teacher_disagreement_score":0.26550022,"about_ca_system_score_codex":0.000049787057,"about_ca_system_score_gemma":0.00002717933,"threshold_uncertainty_score":0.63378555},"labels":[],"label_agreement":null},{"id":"W3122997961","doi":"10.1017/s0022109015000034","title":"Detecting Regime Shifts in Credit Spreads","year":2014,"lang":"en","type":"article","venue":"Journal of Financial and Quantitative Analysis","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":18,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Volatility (finance); Economics; Business cycle; Monetary economics; Predictive power; Regime shift; Bond market; Monetary policy; Econometrics; Macroeconomics","score_opus":0.03133351697193739,"score_gpt":0.2603312755498348,"score_spread":0.22899775857789742,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122997961","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.93127227,0.0015042031,0.06490681,0.00034589073,0.00021117566,0.00003964009,0.000018162491,0.0000042444813,0.0016975813],"genre_scores_gemma":[0.996059,0.00026097594,0.0033002563,0.000032082615,0.00024459575,0.0000017355314,0.0000021338915,0.000007810035,0.00009142016],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9985877,0.000036502508,0.0009138314,0.00020114444,0.00006484536,0.00019594043],"domain_scores_gemma":[0.9986381,0.00021265144,0.00083726324,0.000121828736,0.00011070063,0.000079488884],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013148709,0.000121415134,0.0007074948,0.0011383265,0.00010661336,0.00004741194,0.00012717399,0.000092449554,0.000040158695],"category_scores_gemma":[0.0015921043,0.00012221294,0.0002921181,0.0013314097,0.000073274656,0.00030566353,0.000026847956,0.00022172819,0.000016023665],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000820944,0.000086148095,0.57324576,0.0000131754905,0.00016280187,0.000013371537,0.0013917782,0.0008533063,0.00005964302,0.41568378,0.00018823995,0.008219906],"study_design_scores_gemma":[0.00043047714,0.00023345528,0.9408349,0.000023434965,0.00009816633,0.0000024117353,0.00008733199,0.0060292934,0.000017961785,0.04462457,0.007466337,0.00015169942],"about_ca_topic_score_codex":0.00029604405,"about_ca_topic_score_gemma":0.0007790624,"teacher_disagreement_score":0.3710592,"about_ca_system_score_codex":0.00004514135,"about_ca_system_score_gemma":0.000029392764,"threshold_uncertainty_score":0.49836987},"labels":[],"label_agreement":null},{"id":"W3123008791","doi":"10.34989/swp-2006-28","title":"Estimation of the Default Risk of Publicly Traded Canadian Companies","year":2021,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Unobservable; Econometrics; Actuarial science; Valuation (finance); Probability of default; Economics; Business; Credit risk; Accounting","score_opus":0.04403215186939203,"score_gpt":0.27448812987227794,"score_spread":0.23045597800288592,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123008791","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9614403,0.00056933105,0.00004245037,0.00041866666,0.00059851125,0.00052023964,0.0011954128,0.000007950387,0.03520711],"genre_scores_gemma":[0.9955534,0.003271482,0.00058426545,0.000007432711,0.000075677104,0.00006175348,0.00010935584,0.000032764478,0.00030390717],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99751,0.00010956722,0.0012405629,0.0005777638,0.00008927729,0.0004728126],"domain_scores_gemma":[0.9974723,0.00028221958,0.0008108423,0.0011575756,0.00013342871,0.00014366725],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016878258,0.00019872651,0.0007439122,0.0007990393,0.00017676972,0.00010258559,0.00076617213,0.00040791678,0.0001122246],"category_scores_gemma":[0.0016492329,0.00021865503,0.0003340971,0.00039102326,0.00038603612,0.0001230526,0.000409333,0.001025945,0.0000046227624],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000028714408,0.0002261996,0.5655456,0.0002851197,0.00022482165,0.0000034374264,0.0025551375,0.2715619,0.000010195853,0.05302066,0.00012844891,0.10640976],"study_design_scores_gemma":[0.0003557451,0.000029633502,0.8705828,0.00014219224,0.000010716332,0.000001994531,0.0005915384,0.10747995,0.0001231823,0.014674897,0.005734773,0.0002725362],"about_ca_topic_score_codex":0.10670618,"about_ca_topic_score_gemma":0.2416957,"teacher_disagreement_score":0.30503723,"about_ca_system_score_codex":0.00077883806,"about_ca_system_score_gemma":0.0010725386,"threshold_uncertainty_score":0.89924234},"labels":[],"label_agreement":null},{"id":"W3123031826","doi":"","title":"Estimation Adjusted VaR","year":2012,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Estimator; Econometrics; Value at risk; Mathematics; Volatility (finance); Expected shortfall; Statistics; Economics; Risk management","score_opus":0.068501535987427,"score_gpt":0.3070679503537558,"score_spread":0.23856641436632878,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123031826","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6955171,0.0020086407,0.00048543597,0.0006035343,0.0025997076,0.0012898042,0.00069903675,0.00011454002,0.29668218],"genre_scores_gemma":[0.9882855,0.005680676,0.0019923267,0.000019998337,0.0007194151,0.00030478986,0.00032751373,0.00009098256,0.0025787936],"study_design_codex":"design_other","study_design_gemma":"observational","domain_scores_codex":[0.99660367,0.0000703386,0.0012884623,0.00097183924,0.00009200596,0.0009736657],"domain_scores_gemma":[0.9976954,0.00026556174,0.0005152025,0.0012069683,0.000072889496,0.00024399188],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0022855487,0.00034582004,0.00081322656,0.0010705732,0.0002158673,0.00017907808,0.00065823767,0.00075198547,0.0005494794],"category_scores_gemma":[0.00074321433,0.00046566228,0.00026465717,0.0002727794,0.00023185907,0.0002545147,0.00077003083,0.0015707018,0.00042087695],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00007341353,0.00050577574,0.12840706,0.00026660506,0.00013087057,0.0000129219925,0.0012795797,0.0349528,0.00000813415,0.1830855,0.0005222066,0.6507551],"study_design_scores_gemma":[0.001024759,0.00007234343,0.5325058,0.00019703791,0.000014569152,0.000009129146,0.00019242412,0.20482337,0.000034270095,0.092730336,0.16715406,0.0012418948],"about_ca_topic_score_codex":0.000374677,"about_ca_topic_score_gemma":0.00024756874,"teacher_disagreement_score":0.64951324,"about_ca_system_score_codex":0.0012138342,"about_ca_system_score_gemma":0.00023080254,"threshold_uncertainty_score":0.9997795},"labels":[],"label_agreement":null},{"id":"W3123048138","doi":"","title":"Pricing Default Events : Surprise, Exogeneity and Contagion","year":2013,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Surprise; Default; Economics; Econometrics; Credit derivative; Credit default swap index; Credit risk; Event (particle physics); Endogeneity; Actuarial science; Financial economics; Credit valuation adjustment; Finance","score_opus":0.049446937723888,"score_gpt":0.29391229057047685,"score_spread":0.24446535284658885,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123048138","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9363334,0.00123935,0.00007937698,0.00025863363,0.0007653896,0.0009867814,0.00020792786,0.00003988397,0.060089227],"genre_scores_gemma":[0.96773005,0.028503878,0.00061635,0.000024244922,0.00034453193,0.0002925015,0.000101523576,0.00007603683,0.002310863],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9965573,0.00008100783,0.0011977286,0.0012447301,0.00009054239,0.00082866906],"domain_scores_gemma":[0.99783576,0.0003809308,0.0004885829,0.0009601986,0.00008084497,0.0002536896],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0019545583,0.00036307375,0.0008896483,0.00083362055,0.00026209131,0.00019602846,0.00052634446,0.0006488543,0.00015770391],"category_scores_gemma":[0.0007963828,0.00046564464,0.00020076345,0.00018074336,0.00023140169,0.00021330435,0.0010888597,0.0013425171,0.000104018094],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00006163193,0.00026176975,0.73160446,0.00023809874,0.00013123099,0.00001562086,0.0009960568,0.0025736399,0.000022693208,0.027046382,0.00021898253,0.23682946],"study_design_scores_gemma":[0.00082522474,0.00007303749,0.8413412,0.00014829871,0.0000069146545,0.0000074990708,0.00018475606,0.015680369,0.000024727835,0.06684905,0.074106835,0.000752064],"about_ca_topic_score_codex":0.0017020713,"about_ca_topic_score_gemma":0.0008087127,"teacher_disagreement_score":0.23607738,"about_ca_system_score_codex":0.00086402084,"about_ca_system_score_gemma":0.00019101631,"threshold_uncertainty_score":0.9997795},"labels":[],"label_agreement":null},{"id":"W3123050911","doi":"10.1016/j.jfineco.2012.11.004","title":"Ratings quality over the business cycle","year":2012,"lang":"en","type":"article","venue":"Journal of Financial Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":318,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Business cycle; Reputation; Competition (biology); Quality (philosophy); Credit rating; Mean reversion; Economics; Monetary economics; Persistence (discontinuity); Business; Actuarial science; Financial economics; Macroeconomics","score_opus":0.032393691251264706,"score_gpt":0.24999763094649302,"score_spread":0.21760393969522832,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123050911","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.98586583,0.0016116807,0.003149852,0.0010528889,0.0028219528,0.00009716857,0.000069556394,0.00000785351,0.005323204],"genre_scores_gemma":[0.99557704,0.00047607525,0.0006739154,0.00024264766,0.0028119683,0.0000038412927,0.0000028107556,0.000020250905,0.00019147286],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9981419,0.000019341398,0.0013277875,0.00013199075,0.000037499878,0.00034147452],"domain_scores_gemma":[0.99777526,0.00012688043,0.001598427,0.00026762622,0.000110541696,0.00012124189],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001776184,0.00014794122,0.00049246,0.00015112842,0.00022209217,0.0000790733,0.0003326971,0.00012890006,0.00015507273],"category_scores_gemma":[0.0008338535,0.00013211169,0.00026203124,0.00024712514,0.00010005555,0.0007978809,0.000058302594,0.0002699455,0.00012005499],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000042222495,0.0001292755,0.29673466,0.000009781364,0.000022017086,8.3618244e-7,0.000747499,0.0005719406,0.000009998146,0.69158477,0.0031609838,0.00698599],"study_design_scores_gemma":[0.00035031792,0.000021811114,0.76112396,0.000006371014,0.000007126875,0.000014949942,0.000027297105,0.000106562446,0.000015301757,0.021998571,0.21618874,0.00013897584],"about_ca_topic_score_codex":0.00015590891,"about_ca_topic_score_gemma":0.000053815857,"teacher_disagreement_score":0.66958624,"about_ca_system_score_codex":0.00017060753,"about_ca_system_score_gemma":0.00012531986,"threshold_uncertainty_score":0.5387358},"labels":[],"label_agreement":null},{"id":"W3123101569","doi":"10.2139/ssrn.766324","title":"Firm Heterogeneity and Credit Risk Diversification","year":2005,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":20,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Trinity College","funders":"","keywords":"Diversification (marketing strategy); Credit risk; Business; Economics; Financial economics; Actuarial science; Marketing","score_opus":0.014954648567969566,"score_gpt":0.21482768021701476,"score_spread":0.19987303164904519,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123101569","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.94911927,0.012252489,0.03615106,0.00086231995,0.00020171345,0.000071205875,0.00003331544,0.000019694719,0.0012889553],"genre_scores_gemma":[0.9811335,0.01740706,0.00027858556,0.000014787767,0.00068302144,0.0000028084235,0.000006018824,0.000010836803,0.00046335693],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9986717,0.000011764405,0.0003096393,0.00019656407,0.000035954603,0.0007743899],"domain_scores_gemma":[0.9994634,0.00002044249,0.00028352844,0.00013626428,0.00002672769,0.000069639835],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008993366,0.00009229734,0.00015347572,0.00012715063,0.00035473198,0.000057738256,0.00012535127,0.00007052779,0.000042970387],"category_scores_gemma":[0.00008504045,0.00010390883,0.00008175653,0.00011081494,0.000041546766,0.0002765192,0.000026632015,0.0006105558,0.00016532255],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000018241128,0.00005471939,0.39175102,0.0000015641575,0.000062661464,3.489759e-7,0.00019158209,0.00016534665,0.000008501205,0.5333704,0.00021942318,0.074156225],"study_design_scores_gemma":[0.00063693855,0.00012205826,0.6110543,0.0000028810261,0.000017688535,0.00007156856,0.00016216472,0.0028901258,0.000017567394,0.2893845,0.09543027,0.00020993703],"about_ca_topic_score_codex":0.000116419666,"about_ca_topic_score_gemma":0.0012635657,"teacher_disagreement_score":0.24398588,"about_ca_system_score_codex":0.00043182442,"about_ca_system_score_gemma":0.00009602943,"threshold_uncertainty_score":0.42372793},"labels":[],"label_agreement":null},{"id":"W3123137128","doi":"10.2139/ssrn.1382002","title":"The kth Default Time Distribution and Basket Default Swap Pricing","year":2009,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Kootenay Association for Science & Technology","funders":"","keywords":"Swap (finance); iTraxx; Business; Credit default swap; Financial economics; Econometrics; Economics; Actuarial science; Finance; Credit risk; Credit valuation adjustment","score_opus":0.006016641306692373,"score_gpt":0.1972610497018489,"score_spread":0.19124440839515652,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123137128","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8965163,0.020549675,0.07032951,0.006947028,0.0003771974,0.00023772118,0.00006494805,0.000053209507,0.004924368],"genre_scores_gemma":[0.99104905,0.00643729,0.000044907505,0.000032878303,0.0003530156,0.000002468322,0.000018580176,0.000010704049,0.0020511164],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9981368,0.000016639287,0.00041811093,0.00019401817,0.000054097523,0.0011803253],"domain_scores_gemma":[0.99939805,0.000058669862,0.00026872172,0.00015959321,0.000043128686,0.0000718341],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014648198,0.0001238658,0.00019267813,0.000066293884,0.0007834296,0.00015777859,0.00017389542,0.00008102869,0.0000137436755],"category_scores_gemma":[0.00020105267,0.000106120664,0.00009554879,0.00020809493,0.00005000811,0.00020495079,0.000019628991,0.00075802143,0.00010290312],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000025463112,0.00003211828,0.006904659,9.65278e-7,0.000031433206,9.864264e-7,0.00008053496,0.000068821086,0.000029125855,0.92928386,0.0007598103,0.06278221],"study_design_scores_gemma":[0.00046263615,0.00023041121,0.15621898,0.000008940462,0.00001253075,0.00014317335,0.00011762263,0.0033154273,0.000011702339,0.76823616,0.07104224,0.00020016755],"about_ca_topic_score_codex":0.000058857826,"about_ca_topic_score_gemma":0.00016204713,"teacher_disagreement_score":0.1610477,"about_ca_system_score_codex":0.00052954466,"about_ca_system_score_gemma":0.00022105336,"threshold_uncertainty_score":0.6025586},"labels":[],"label_agreement":null},{"id":"W3123174892","doi":"10.2139/ssrn.2150685","title":"Cash Flow Volatility and Corporate Bond Yield Spreads","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"","keywords":"Volatility (finance); Cash flow; Corporate bond; Bond; Business; Monetary economics; Financial system; Credit spread (options); Financial economics; Economics; Finance","score_opus":0.03380444044093282,"score_gpt":0.21272720989307986,"score_spread":0.17892276945214702,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123174892","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9589924,0.015070363,0.020551395,0.00038225544,0.00057248736,0.00009319091,0.00003889,0.000019779922,0.0042792265],"genre_scores_gemma":[0.99491566,0.0026481925,0.00028862577,0.000022855429,0.00066420774,0.000003479313,0.000005406953,0.00001703874,0.0014345509],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9979683,0.000009405767,0.0004000255,0.00017087549,0.000039989485,0.0014114052],"domain_scores_gemma":[0.999281,0.000039584713,0.00034360916,0.00016387034,0.000029518209,0.00014245609],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016097537,0.00012790883,0.00024430157,0.00012391375,0.00024479043,0.00005998452,0.00010959207,0.00010151783,0.000093149676],"category_scores_gemma":[0.00014956426,0.00013752717,0.00008712275,0.00015863443,0.000056338307,0.00041850627,0.00003339942,0.00080629275,0.00009794729],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000013310636,0.00004101509,0.44697106,0.0000024986302,0.000029505694,4.863037e-7,0.00017413236,0.0000051466504,0.0000096145395,0.54430515,0.00033514097,0.0081129335],"study_design_scores_gemma":[0.0003662452,0.000106763095,0.42788988,0.0000068335376,0.0000137539955,0.00018503673,0.00017345173,0.0014898347,0.000016637934,0.5498875,0.01962478,0.00023926793],"about_ca_topic_score_codex":0.00015689328,"about_ca_topic_score_gemma":0.00053956325,"teacher_disagreement_score":0.03592323,"about_ca_system_score_codex":0.0003228242,"about_ca_system_score_gemma":0.00018975014,"threshold_uncertainty_score":0.5608195},"labels":[],"label_agreement":null},{"id":"W3123210474","doi":"10.1257/pol.4.2.182","title":"Fiscal Imbalances and Borrowing Costs: Evidence from State Investment Losses","year":2012,"lang":"en","type":"article","venue":"American Economic Journal Economic Policy","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":44,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Municipal bond; Pension; Basis point; Bond; State (computer science); Revenue; Quarter (Canadian coin); Monetary economics; Sovereign default; Investment (military); Economics; Pension fund; Bond market; Financial system; Government (linguistics); Government bond; State government; Business; Finance; Sovereignty; Market economy","score_opus":0.02484407463829177,"score_gpt":0.2693271778775553,"score_spread":0.2444831032392635,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123210474","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.98115635,0.0065558506,0.00062601257,0.003339387,0.0011833587,0.00014851335,0.00056833605,0.000035996294,0.0063862093],"genre_scores_gemma":[0.98619807,0.0084553845,0.0010336092,0.0008156157,0.0031479036,0.000019420775,0.00001195201,0.000047749167,0.00027027333],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9975119,0.000041285435,0.0011553311,0.00045602038,0.000028709745,0.00080675154],"domain_scores_gemma":[0.99754244,0.0002936221,0.0012016853,0.00036555476,0.00001016859,0.0005865176],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0007114988,0.000316127,0.0007835211,0.00043144924,0.00030647492,0.00030943548,0.0003582256,0.00006564214,0.00030267646],"category_scores_gemma":[0.00017946621,0.0003701478,0.00019126276,0.00009848032,0.00047076543,0.0017435512,0.00014372687,0.00030217328,0.0011631325],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00004041595,0.000043154483,0.91523755,0.000004366486,0.00015662247,0.0000025421132,0.0014260914,0.00045475006,0.000016821812,0.056436867,0.004234768,0.021946082],"study_design_scores_gemma":[0.000603077,0.00013019094,0.877064,0.000048409547,0.000020437266,0.00009309504,0.0005254777,0.0016414949,0.00005895737,0.024987258,0.09419789,0.00062970334],"about_ca_topic_score_codex":0.020657523,"about_ca_topic_score_gemma":0.0005213713,"teacher_disagreement_score":0.08996312,"about_ca_system_score_codex":0.0021178473,"about_ca_system_score_gemma":0.00024076225,"threshold_uncertainty_score":0.99987507},"labels":[],"label_agreement":null},{"id":"W3123238220","doi":"10.1007/s11187-016-9833-7","title":"Hidden champions or black sheep? The role of underpricing in the German mini-bond market","year":2017,"lang":"en","type":"article","venue":"Small Business Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":16,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Concordia University","funders":"","keywords":"Issuer; Credit rating; Corporate bond; Bond; German; Bond credit rating; Business; Incentive; Bond market; Quality (philosophy); Default risk; Probability of default; Monetary economics; Economics; Financial system; Financial economics; Finance; Credit risk; Microeconomics; Credit reference","score_opus":0.03985532233416638,"score_gpt":0.23778918952284508,"score_spread":0.1979338671886787,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123238220","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.93703043,0.00031816185,0.00024823,0.004222648,0.0004331445,0.00033875296,0.00014493991,0.00001052875,0.057253174],"genre_scores_gemma":[0.99750084,0.0009612989,0.00024276169,0.00008068345,0.000264784,0.000031393134,0.000013629468,0.000026517191,0.00087808096],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99866873,0.000014236336,0.0006780142,0.00031791502,0.000022685766,0.00029841138],"domain_scores_gemma":[0.9978775,0.0001969529,0.00072581077,0.0011215151,0.000043323893,0.00003493509],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007421429,0.0001750989,0.00039199,0.00016070834,0.00044077937,0.00023323874,0.0009535014,0.00012071312,0.00014805241],"category_scores_gemma":[0.00028050967,0.00013342641,0.000112018584,0.0001674924,0.000303372,0.0002744696,0.00017499998,0.00015911345,0.00007429537],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00007401167,0.00016522252,0.24052642,0.000039226015,0.000052313146,0.0000045339425,0.0041568615,0.00047052337,0.000007504318,0.7412139,0.0010266054,0.012262847],"study_design_scores_gemma":[0.00035548065,0.000013234451,0.8587496,0.000017813494,0.000009188064,0.000004604529,0.0005252986,0.005091126,0.000011785511,0.060706746,0.07432749,0.00018763031],"about_ca_topic_score_codex":0.0016702687,"about_ca_topic_score_gemma":0.0063813175,"teacher_disagreement_score":0.6805072,"about_ca_system_score_codex":0.000077992336,"about_ca_system_score_gemma":0.00008569152,"threshold_uncertainty_score":0.5440971},"labels":[],"label_agreement":null},{"id":"W3123255601","doi":"10.2308/accr-50635","title":"Debt Analysts' Views of Debt-Equity Conflicts of Interest","year":2013,"lang":"en","type":"article","venue":"The Accounting Review","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":59,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Debt; Equity (law); Equity value; Monetary economics; Debt levels and flows; Bond; Internal debt; Business; Financial economics; Bond market; Debt-to-GDP ratio; Expropriation; Senior debt; Financial system; Economics; Finance; Political science","score_opus":0.15709303597420102,"score_gpt":0.3138968830756133,"score_spread":0.1568038471014123,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123255601","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.74181885,0.22347936,0.0007985882,0.0016756888,0.00028970113,0.0008855946,0.000051356008,0.000022421635,0.030978449],"genre_scores_gemma":[0.9707977,0.02849393,0.00018280021,0.00019153855,0.00007939008,0.000030133873,0.000007858318,0.0000120229915,0.00020459556],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9985216,0.000019316352,0.0010500866,0.00017186817,0.000038869846,0.00019823693],"domain_scores_gemma":[0.9981364,0.00010562593,0.0010486372,0.00055356475,0.0001217413,0.000034010955],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014107444,0.0001121778,0.00066468364,0.0000811846,0.00006165582,0.000024231727,0.00044525834,0.000046708414,0.00069981953],"category_scores_gemma":[0.0007515747,0.00008629106,0.00022119145,0.00040971406,0.00009802787,0.00017876789,0.00015354817,0.00010445469,0.00039649842],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000068211793,0.00019275445,0.24519575,0.0047886404,0.00017946283,5.5741947e-7,0.00067431096,0.000012431034,0.0003312364,0.5548405,0.014914804,0.1788627],"study_design_scores_gemma":[0.00025143338,0.000044430093,0.58058023,0.002417733,0.00010403725,0.0000042432243,0.000032762106,0.00045989317,0.00019529765,0.037627373,0.37797144,0.00031112685],"about_ca_topic_score_codex":0.0010913842,"about_ca_topic_score_gemma":0.00011381111,"teacher_disagreement_score":0.51721317,"about_ca_system_score_codex":0.00002560277,"about_ca_system_score_gemma":0.000017665041,"threshold_uncertainty_score":0.7662533},"labels":[],"label_agreement":null},{"id":"W3123394104","doi":"10.3386/w26429","title":"Benchmark Interest Rates When the Government is Risky","year":2019,"lang":"en","type":"preprint","venue":"National Bureau of Economic Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University","funders":"","keywords":"Collateralized debt obligation; Interest rate; Interest rate swap; Swap (finance); Credit default swap; Economics; Monetary economics; Market liquidity; Sovereign default; Credit derivative; Treasury; Credit risk; Risk premium; Liquidity premium; Maturity (psychological); Credit default swap index; Financial crisis; Collateral; Sovereignty; Liquidity risk; Credit valuation adjustment; Finance; Sovereign debt; Macroeconomics","score_opus":0.34129227762230213,"score_gpt":0.4436904367926752,"score_spread":0.1023981591703731,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123394104","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.24105279,0.0056817443,0.00039059474,0.018170686,0.0031605593,0.0021534136,0.0054208045,0.00002783783,0.72394156],"genre_scores_gemma":[0.98913187,0.0009762399,0.00022712801,0.000055559245,0.0008382351,0.00015238741,0.00024304786,0.000036299327,0.008339224],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99736166,0.00006459174,0.0011183384,0.00074713666,0.00030290155,0.00040534887],"domain_scores_gemma":[0.99729574,0.00084805535,0.0007090649,0.0007885403,0.00027781766,0.000080767655],"candidate_categories":["insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.0035416866,0.00023963617,0.0005831087,0.00035814501,0.00020488015,0.00020100728,0.0011717649,0.0003717887,0.0025823093],"category_scores_gemma":[0.0006246534,0.00023291215,0.00033282224,0.00012539863,0.0003195395,0.00015530533,0.0010316625,0.001037561,0.0017183484],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000034006913,0.000068914575,0.024478843,0.00005397361,0.00013434274,3.366821e-7,0.0003639965,0.00144371,0.000005128279,0.87036294,0.102526784,0.00052705343],"study_design_scores_gemma":[0.00029029784,0.00004865527,0.043311644,0.000050746414,0.000005172855,8.945833e-7,0.000080122605,0.007338923,0.00008858146,0.86009735,0.088469096,0.00021849638],"about_ca_topic_score_codex":0.0016164348,"about_ca_topic_score_gemma":0.00024323442,"teacher_disagreement_score":0.74807906,"about_ca_system_score_codex":0.0014244923,"about_ca_system_score_gemma":0.00043155462,"threshold_uncertainty_score":0.9990589},"labels":[],"label_agreement":null},{"id":"W3123415522","doi":"10.1093/rfs/hhp082","title":"The Levered Equity Risk Premium and Credit Spreads: A Unified Framework","year":2009,"lang":"en","type":"article","venue":"Review of Financial Studies","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":307,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of British Columbia","funders":"","keywords":"Economics; Stochastic discount factor; Equity (law); Risk premium; Equity premium puzzle; Capital asset pricing model; Consumption (sociology); Earnings; Capital structure; Debt; Default risk; Credit risk; Econometrics; Financial economics; Monetary economics; Actuarial science; Finance","score_opus":0.06110872580971676,"score_gpt":0.32105568034486187,"score_spread":0.2599469545351451,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123415522","genre_codex":"review","genre_gemma":"review","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"review","genre_consensus":"review","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.022710701,0.9656942,0.0018804244,0.0027564722,0.00064471643,0.0005481298,0.00015704638,0.000029585493,0.0055787587],"genre_scores_gemma":[0.26961344,0.7289586,0.00073418557,0.00016421612,0.00034117882,0.000025985028,0.0000032380956,0.0000075961766,0.00015157308],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99847066,0.000029188332,0.000841819,0.00029989294,0.000074478325,0.0002839496],"domain_scores_gemma":[0.99844724,0.0003197928,0.0006730271,0.00038486056,0.00012302549,0.00005202963],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011450725,0.00018021624,0.00077063864,0.000049890892,0.0004934624,0.0000270062,0.00024023467,0.00009522419,0.000013228048],"category_scores_gemma":[0.0060352497,0.00014455672,0.00017810785,0.00036065953,0.00022917367,0.00010518018,0.00013758795,0.00021094068,0.000024555035],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000022787308,0.000055543762,0.010658543,0.0006949545,0.000050135637,0.0000013206707,0.00045593156,0.0000023370276,0.0000011013861,0.74602425,0.00971003,0.2323231],"study_design_scores_gemma":[0.0001546547,0.00012483844,0.48438323,0.0014437012,0.000040120987,0.0000012829829,0.000029279276,0.000018231094,0.000005985026,0.27420115,0.23941478,0.00018273234],"about_ca_topic_score_codex":0.00005447448,"about_ca_topic_score_gemma":0.000048906968,"teacher_disagreement_score":0.4737247,"about_ca_system_score_codex":0.00006009809,"about_ca_system_score_gemma":0.00003567095,"threshold_uncertainty_score":0.72251934},"labels":[],"label_agreement":null},{"id":"W3123417935","doi":"10.1111/eufm.12127","title":"Liquidity Risk and Volatility Risk in Credit Spread Models: A Unified Approach","year":2017,"lang":"en","type":"article","venue":"European Financial Management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Concordia University","funders":"","keywords":"Volatility (finance); Market liquidity; Liquidity risk; Bond; Economics; Econometrics; Credit risk; Financial economics; Equity (law); Rollover (web design); Bond market; Monetary economics; Corporate bond; Debt; Actuarial science; Finance; Computer science","score_opus":0.042935329437321215,"score_gpt":0.21589139957289122,"score_spread":0.17295607013557002,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123417935","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7002305,0.0005495345,0.054777708,0.00007468222,0.0004944738,0.0005189409,0.0003056319,0.000058281905,0.2429903],"genre_scores_gemma":[0.99388903,0.0017809878,0.0027828144,0.000016864184,0.00034051275,0.000027884984,0.000021010816,0.000036016583,0.0011048809],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99800277,0.00008641275,0.000677959,0.00076507026,0.00007310352,0.0003946854],"domain_scores_gemma":[0.99803656,0.000025989331,0.0006912255,0.0011138166,0.00002607609,0.00010630212],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0018405081,0.0002475257,0.0004126591,0.00024896843,0.00076193246,0.0002459989,0.00056067674,0.000077811776,0.000022067736],"category_scores_gemma":[0.00044141104,0.00029556354,0.00011402567,0.00014855112,0.00018191578,0.0004822857,0.0005684326,0.00033913818,0.00011361063],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00014199101,0.00040620822,0.4742016,0.00007184593,0.000038437047,0.000058003254,0.0011380594,0.0014064758,5.177743e-7,0.42964566,0.0023297225,0.090561494],"study_design_scores_gemma":[0.00085649826,0.000045745266,0.8715192,0.000019380586,0.000016627939,4.3819037e-7,0.000029521012,0.032452703,5.8677006e-7,0.045803517,0.04897251,0.0002832821],"about_ca_topic_score_codex":0.0015078866,"about_ca_topic_score_gemma":0.00028098337,"teacher_disagreement_score":0.39731762,"about_ca_system_score_codex":0.000086572465,"about_ca_system_score_gemma":0.000011707149,"threshold_uncertainty_score":0.99994963},"labels":[],"label_agreement":null},{"id":"W3123444930","doi":"","title":"Counterparty Risk: Credit Valuation Adjustment Variability and Value-At-Risk","year":2019,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Credit risk; Valuation (finance); Actuarial science; Econometrics; Economics; Counterparty; Operational risk; Credit valuation adjustment; Mathematics; Risk management; Finance","score_opus":0.00984351132446474,"score_gpt":0.2125825017901367,"score_spread":0.20273899046567198,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123444930","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9700761,0.004424831,0.020929128,0.00021141302,0.0009805528,0.00030058378,0.00012619946,0.000023034749,0.0029281978],"genre_scores_gemma":[0.9836863,0.013732972,0.00018023676,0.000016431266,0.0005002854,0.000010676158,0.000016895274,0.0000211563,0.0018350006],"study_design_codex":"observational","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.997743,0.00008139081,0.0005986759,0.00038796806,0.00010005847,0.0010889198],"domain_scores_gemma":[0.9987517,0.000117772724,0.00067266426,0.00030192864,0.000061123596,0.000094797215],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004966018,0.00016743837,0.00032372077,0.00014239573,0.00035292082,0.00006249824,0.00016018083,0.00012468666,0.0002774553],"category_scores_gemma":[0.00032867084,0.00017486533,0.00013805754,0.00015881751,0.000050536055,0.00028490456,0.000062337844,0.0009987177,0.00041035775],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000041714542,0.000055131444,0.54313743,0.000003968229,0.00007371429,1.5111713e-7,0.00017841872,0.0003984367,0.0000086140835,0.4492275,0.0001358311,0.006739097],"study_design_scores_gemma":[0.00071752095,0.00020235585,0.47890553,0.000004740291,0.000029530102,0.00002717071,0.0000763423,0.00596592,0.0000042802235,0.5031734,0.010737417,0.0001557789],"about_ca_topic_score_codex":0.00037194524,"about_ca_topic_score_gemma":0.00033909577,"teacher_disagreement_score":0.064231865,"about_ca_system_score_codex":0.0015750531,"about_ca_system_score_gemma":0.0003504668,"threshold_uncertainty_score":0.7130801},"labels":[],"label_agreement":null},{"id":"W3123460634","doi":"10.1111/jofi.12434","title":"The Real Effects of Credit Ratings: The Sovereign Ceiling Channel","year":2016,"lang":"en","type":"article","venue":"The Journal of Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":329,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Western University","funders":"","keywords":"Downgrade; Credit rating; Sovereign credit; Bond credit rating; Business; Sovereignty; Monetary economics; Financial system; Credit risk; Economics; Finance; Credit default swap; Credit reference","score_opus":0.013796297244311128,"score_gpt":0.2065166939913507,"score_spread":0.19272039674703956,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123460634","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9673775,0.009448249,0.0114070745,0.0049652136,0.0018274335,0.00024298394,0.000034400684,0.0000074145446,0.0046897614],"genre_scores_gemma":[0.98698765,0.011287397,0.000078600584,0.000025516058,0.0007233748,0.0000044171056,1.4080652e-7,0.000012457077,0.0008804729],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99883443,0.000043390646,0.00072306744,0.00009167497,0.00008529077,0.00022214116],"domain_scores_gemma":[0.9968335,0.0013048205,0.0013628423,0.00036372477,0.000109261484,0.00002587672],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016759809,0.00010664361,0.0002777341,0.000051463045,0.0003932786,0.000026442935,0.00059877546,0.000053543736,0.000008805453],"category_scores_gemma":[0.00083490234,0.000046316363,0.00016543648,0.00019977672,0.00024210138,0.00017052339,0.000054543765,0.00018238557,0.000022931148],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00033120718,0.00011315968,0.008874583,0.000043959186,0.00013234862,0.000008211277,0.0033134045,0.00082051795,0.0015395313,0.9302844,0.0118281385,0.042710554],"study_design_scores_gemma":[0.0020913116,0.00069787056,0.53537947,0.0005078743,0.00006462334,0.000062450694,0.00032601738,0.0010637031,0.0061196554,0.3754205,0.07791031,0.00035620527],"about_ca_topic_score_codex":0.000054474836,"about_ca_topic_score_gemma":0.000018451807,"teacher_disagreement_score":0.55486387,"about_ca_system_score_codex":0.000047370893,"about_ca_system_score_gemma":0.000053234966,"threshold_uncertainty_score":0.30248207},"labels":[],"label_agreement":null},{"id":"W3123580392","doi":"10.2139/ssrn.1836877","title":"Re-Mapping Credit Ratings","year":2011,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"BC Research (Canada)","funders":"","keywords":"Rating scale; Class (philosophy); Metric (unit); Credit rating; Relation (database); Econometrics; Ordinal Scale; Mathematics; Nonparametric statistics; Parametric statistics; Statistics; Computer science; Psychology; Actuarial science; Data mining; Artificial intelligence; Economics; Operations management","score_opus":0.03646882421700685,"score_gpt":0.21022838111888914,"score_spread":0.1737595569018823,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123580392","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.65063787,0.008858936,0.18972138,0.0010038117,0.0016358983,0.00021260089,0.000022898555,0.000098081866,0.14780854],"genre_scores_gemma":[0.99366736,0.0018360496,0.000796877,0.000035044955,0.00074147695,0.0000061069136,0.000003394287,0.000023252254,0.002890461],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99779624,0.0000103135335,0.00053328864,0.00021793063,0.00004326012,0.0013989585],"domain_scores_gemma":[0.9993039,0.000018726185,0.00037031394,0.00018622127,0.000042350333,0.000078502126],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001360625,0.00012461118,0.00023595704,0.00022637806,0.00029984218,0.00004912308,0.00025432656,0.000088778695,0.00036782445],"category_scores_gemma":[0.00015351421,0.0001396653,0.00015252456,0.0002491254,0.000042941687,0.00029774068,0.00003171012,0.0009492191,0.0003729277],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000100262005,0.00003898697,0.04948501,0.0000018330495,0.000044344957,0.0000020890004,0.00096645486,0.0000051374377,0.000007916132,0.9436001,0.00039943677,0.005438645],"study_design_scores_gemma":[0.0003883827,0.00013624136,0.057002526,0.000009427738,0.0000058689643,0.000054394604,0.0011040156,0.00019991299,0.000018751267,0.902074,0.038786843,0.00021964505],"about_ca_topic_score_codex":0.00025036815,"about_ca_topic_score_gemma":0.00044832297,"teacher_disagreement_score":0.34302947,"about_ca_system_score_codex":0.00042827302,"about_ca_system_score_gemma":0.00031869512,"threshold_uncertainty_score":0.56953853},"labels":[],"label_agreement":null},{"id":"W3123608615","doi":"10.1016/j.jfineco.2011.10.010","title":"Endogenous liquidity in credit derivatives","year":2011,"lang":"en","type":"article","venue":"Journal of Financial Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":191,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McMaster University","funders":"","keywords":"Market liquidity; Liquidity premium; Liquidity crisis; Accounting liquidity; Monetary economics; Credit default swap; Business; Liquidity risk; Financial system; Funding liquidity; Economics; Credit risk; Finance","score_opus":0.09195402809053492,"score_gpt":0.2180137869651459,"score_spread":0.12605975887461096,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123608615","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9756668,0.0009675366,0.0020723236,0.000115601404,0.0015278677,0.000108631866,0.00007023545,0.000008090639,0.01946287],"genre_scores_gemma":[0.99528253,0.0010411286,0.0027881875,0.000053910047,0.00072697963,0.0000047714334,0.000002262828,0.000021135113,0.00007907648],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9980273,0.000013612277,0.0014225178,0.00020960977,0.00002512436,0.0003017956],"domain_scores_gemma":[0.99841005,0.000050281502,0.00114721,0.0002096805,0.000071611685,0.00011119019],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007207295,0.0001619912,0.00061658444,0.00047640473,0.00007728712,0.000028144017,0.00034204999,0.00016308409,0.00022749069],"category_scores_gemma":[0.00045065163,0.00019394397,0.00023821108,0.00020851052,0.00009406171,0.00054479536,0.000050150396,0.00029113723,0.000086567656],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00031834474,0.0005700958,0.31316325,0.000019790114,0.00004065893,0.00009259143,0.0054222085,0.00047501558,0.000066099106,0.67014414,0.00093188323,0.008755927],"study_design_scores_gemma":[0.0010344739,0.00036677413,0.8130734,0.000024057092,0.0000073668775,0.00007620457,0.00007959712,0.00019599564,0.0005208566,0.13273817,0.05157047,0.00031261778],"about_ca_topic_score_codex":0.00019725213,"about_ca_topic_score_gemma":0.00018105157,"teacher_disagreement_score":0.53740597,"about_ca_system_score_codex":0.00022047208,"about_ca_system_score_gemma":0.00019262102,"threshold_uncertainty_score":0.79088056},"labels":[],"label_agreement":null},{"id":"W3123679122","doi":"10.1016/j.insmatheco.2015.06.001","title":"A general importance sampling algorithm for estimating portfolio loss probabilities in linear factor models","year":2015,"lang":"en","type":"article","venue":"Insurance Mathematics and Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":12,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Wilfrid Laurier University; Western University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Copula (linguistics); Kullback–Leibler divergence; Conditional probability distribution; Exponential family; Conditional independence; Importance sampling; Algorithm; Mathematical optimization; Statistics; Computer science; Econometrics; Monte Carlo method","score_opus":0.09822045834843861,"score_gpt":0.26973691482864254,"score_spread":0.17151645648020392,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123679122","genre_codex":"empirical","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7195806,0.000455992,0.27787447,0.000055513807,0.00036486122,0.00035593493,0.00058756245,0.000024070872,0.00070097996],"genre_scores_gemma":[0.37399837,0.00018667332,0.62515604,0.000022308574,0.00029408085,0.00012354914,0.000028820548,0.000040109924,0.00015004344],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99831194,0.0000026882274,0.0009614156,0.00037120737,0.000023945362,0.000328813],"domain_scores_gemma":[0.99907184,0.00008578937,0.00041670218,0.0002573592,0.000054704582,0.000113602306],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0004900626,0.00019742172,0.0005475651,0.00014601054,0.00008897064,0.00009123588,0.00014048899,0.00011668509,0.000007397681],"category_scores_gemma":[0.00012484392,0.00023332892,0.00008835993,0.00009625549,0.000072855015,0.0003938577,0.000048710965,0.00010266105,0.0000090520825],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000021390526,0.00024958845,0.10700485,0.00024790273,0.00004749585,0.000002817877,0.0063534123,0.09487751,0.0000018994118,0.7661859,0.00009813036,0.024909148],"study_design_scores_gemma":[0.00046516312,0.000025160054,0.003042533,0.000020148444,0.0000016733112,0.000005601773,0.00014466337,0.6331369,0.000002961227,0.36231232,0.0006467541,0.00019612107],"about_ca_topic_score_codex":0.00008580583,"about_ca_topic_score_gemma":0.00006973202,"teacher_disagreement_score":0.5382594,"about_ca_system_score_codex":0.00013929003,"about_ca_system_score_gemma":0.000056417426,"threshold_uncertainty_score":0.9514877},"labels":[],"label_agreement":null},{"id":"W3123779890","doi":"10.2139/ssrn.2262014","title":"Dynamic Effects of Credit Shocks in a Data-Rich Environment","year":2013,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":25,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université du Québec à Montréal; Government of Canada","funders":"","keywords":"Econometrics; Economics; Business; Monetary economics","score_opus":0.008957115572787484,"score_gpt":0.20263647689801703,"score_spread":0.19367936132522956,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123779890","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9659427,0.010943659,0.021330923,0.00039250436,0.00030080546,0.00025992017,0.000026200083,0.000008043678,0.00079527334],"genre_scores_gemma":[0.99287635,0.0059261443,0.00022793197,0.0000096145295,0.00010541398,0.000015583584,0.000018799565,0.000017779708,0.00080239936],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9980711,0.000015444415,0.00057507906,0.0002556974,0.00005725449,0.0010254594],"domain_scores_gemma":[0.999174,0.000057532015,0.00031438645,0.00038821978,0.000012736084,0.000053149175],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007821885,0.000119372846,0.00030242788,0.0002568429,0.00006632121,0.000028574144,0.0004223694,0.000085223364,0.00014425501],"category_scores_gemma":[0.00011257089,0.00012868589,0.00006509468,0.0001746674,0.000043331787,0.00033964025,0.00009242912,0.0007196972,0.0002478541],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000030129893,0.00064861646,0.34840742,0.000053797652,0.00023220918,0.000008012541,0.00057831046,0.00092057564,0.0003698726,0.5917398,0.0009566953,0.05605458],"study_design_scores_gemma":[0.0010253148,0.00021276381,0.46651193,0.000021312228,0.000012385298,0.000028072205,0.00016079296,0.005868877,0.00002132074,0.5201875,0.005711167,0.00023853924],"about_ca_topic_score_codex":0.0003407123,"about_ca_topic_score_gemma":0.0005696496,"teacher_disagreement_score":0.11810453,"about_ca_system_score_codex":0.00063125486,"about_ca_system_score_gemma":0.00020041302,"threshold_uncertainty_score":0.5247658},"labels":[],"label_agreement":null},{"id":"W3123839254","doi":"10.48550/arxiv.1610.02126","title":"Multiple risk factor dependence structures: Copulas and related\\n properties","year":2016,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"York University","funders":"","keywords":"Copula (linguistics); Tail dependence; Toolbox; Gaussian; Computer science; Econometrics; Temptation; Mathematics; Machine learning; Multivariate statistics; Psychology","score_opus":0.0788743203318459,"score_gpt":0.16485670352069112,"score_spread":0.08598238318884523,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123839254","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97901666,0.0014299777,0.014187834,0.000046550995,0.0008562754,0.00033229543,0.001277856,0.000091853624,0.0027606848],"genre_scores_gemma":[0.99409443,0.0025862975,0.00008279247,0.0000046154264,0.000103845145,0.0000015821271,0.000015046295,0.000030184749,0.0030812135],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9983525,0.000029172688,0.00036999362,0.0009286605,0.000023521367,0.00029614824],"domain_scores_gemma":[0.99857897,0.000070563976,0.00055502885,0.0006027153,0.00005667787,0.00013605248],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.00013429429,0.00028701362,0.00045211354,0.00026624932,0.00026183476,0.00007377398,0.00037896473,0.00044272657,0.00023804387],"category_scores_gemma":[0.00024638404,0.00029589338,0.00017540136,0.00016387703,0.00020251317,0.00023974417,0.00049186737,0.0004732536,0.00018898387],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000056438334,0.000034780027,0.6672051,0.000062839004,0.00012913457,0.000035966856,0.0004900679,0.00570164,0.0000142581375,0.32499155,0.00011260467,0.0011656472],"study_design_scores_gemma":[0.00079164124,0.000039535757,0.49092236,0.00008768155,0.000043027227,0.000004228138,0.00007376162,0.022746697,0.000045949822,0.481206,0.0033850793,0.00065403816],"about_ca_topic_score_codex":0.00070979766,"about_ca_topic_score_gemma":0.00023588972,"teacher_disagreement_score":0.1762827,"about_ca_system_score_codex":0.00017550177,"about_ca_system_score_gemma":0.00005788787,"threshold_uncertainty_score":0.99994934},"labels":[],"label_agreement":null},{"id":"W3123848600","doi":"10.3905/jod.2000.319115","title":"Valuing Credit Default Swaps I","year":2000,"lang":"en","type":"article","venue":"The Journal of Derivatives","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":441,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Credit default swap; Issuer; Credit derivative; iTraxx; Credit default swap index; Embedded option; Credit risk; Credit valuation adjustment; Bond; Valuation (finance); Credit spread (options); Bond valuation; Business; Economics; Financial economics; Actuarial science; Finance","score_opus":0.02759224615621585,"score_gpt":0.2282414749853651,"score_spread":0.20064922882914923,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123848600","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9684572,0.0027411953,0.005996548,0.001399194,0.0002905415,0.000055099114,0.000015272397,0.000008140197,0.021036766],"genre_scores_gemma":[0.9963623,0.0008232557,0.0007254613,0.000046326335,0.0005425102,8.4053886e-7,7.8201043e-7,0.000010865314,0.0014876229],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99917406,0.000023575947,0.000535101,0.00006853863,0.000050682997,0.00014802977],"domain_scores_gemma":[0.9992255,0.00013137006,0.00039531378,0.00015136419,0.000049919807,0.000046557834],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0006448929,0.000080891405,0.00022945175,0.000098915916,0.00016104414,0.000032240703,0.000258038,0.000038820355,0.0010125209],"category_scores_gemma":[0.00018061492,0.00006176678,0.00010830631,0.00021276904,0.000090789945,0.00026142245,0.000015863912,0.00016977754,0.00016312118],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00085325184,0.00080475945,0.19457786,0.000055669916,0.0008016768,0.000047538106,0.06057512,0.016249735,0.0028154196,0.45577997,0.05109351,0.21634549],"study_design_scores_gemma":[0.0006000275,0.00018877615,0.699193,0.00003891357,0.000019615887,0.00007202866,0.000546974,0.0005964182,0.0003303013,0.095783204,0.20243967,0.0001910577],"about_ca_topic_score_codex":0.000034344168,"about_ca_topic_score_gemma":0.0000039816223,"teacher_disagreement_score":0.5046152,"about_ca_system_score_codex":0.000031611282,"about_ca_system_score_gemma":0.000020441617,"threshold_uncertainty_score":0.9999007},"labels":[],"label_agreement":null},{"id":"W3123860744","doi":"10.1257/aer.20170156","title":"The Elephant in the Room: The Impact of Labor Obligations on Credit Markets","year":2020,"lang":"en","type":"article","venue":"American Economic Review","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":140,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of British Columbia","funders":"","keywords":"Leverage (statistics); Economics; Debt; Payment; Monetary economics; Bond market; Wage; Financial system; Labour economics; Finance","score_opus":0.03169026290112197,"score_gpt":0.2848316031083916,"score_spread":0.25314134020726964,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123860744","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.75987965,0.09495353,0.0001463297,0.1106434,0.00040462747,0.0020307268,0.0008176114,0.000030569587,0.03109357],"genre_scores_gemma":[0.9025021,0.09573937,0.000021464886,0.0013229417,0.0002217317,0.000104515486,0.000012155803,0.000014729189,0.000060983304],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99861896,0.00007844272,0.00080073625,0.00024535717,0.000031427375,0.00022509653],"domain_scores_gemma":[0.9981365,0.0005216756,0.000723344,0.0005511471,0.000016334008,0.00005098186],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00095344,0.00014380355,0.00048760237,0.00004251364,0.00016223262,0.000050271985,0.00062578043,0.000021196505,0.00014841283],"category_scores_gemma":[0.0004179788,0.00007958595,0.0002972112,0.00046510427,0.00021957567,0.00008601202,0.00004073119,0.00017790854,0.00040265825],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000082591156,0.00016167974,0.16490646,0.00014188503,0.0002266679,0.0000030246435,0.0016977749,0.0013368422,0.0000038234334,0.41026297,0.21663074,0.20454556],"study_design_scores_gemma":[0.00012682907,0.00014207508,0.6604132,0.00006939143,0.000011175417,0.0000018053852,0.00011274552,0.0012259779,0.000001183082,0.0025134028,0.33526322,0.00011898863],"about_ca_topic_score_codex":0.00075548067,"about_ca_topic_score_gemma":0.00012138577,"teacher_disagreement_score":0.49550676,"about_ca_system_score_codex":0.000107903754,"about_ca_system_score_gemma":0.00008361722,"threshold_uncertainty_score":0.51754916},"labels":[],"label_agreement":null},{"id":"W3123930591","doi":"10.1016/j.jfineco.2017.10.005","title":"The real effects of credit default swaps","year":2017,"lang":"en","type":"article","venue":"Journal of Financial Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":75,"is_retracted":false,"has_abstract":false,"route_ca_aff":false,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"","funders":"Leverhulme Trust; Canadian Intensive Care Foundation","keywords":"Credit default swap; Leverage (statistics); Enterprise value; Business; Equity (law); Monetary economics; Debt; Equity financing; Credit default swap index; iTraxx; Credit derivative; Finance; Economics; Credit risk; Credit valuation adjustment","score_opus":0.015362221790475711,"score_gpt":0.2266351774954725,"score_spread":0.21127295570499677,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123930591","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97882813,0.0013423226,0.0009935239,0.0007814619,0.0047382736,0.00013932107,0.00006144487,0.000004926842,0.013110608],"genre_scores_gemma":[0.99210197,0.005221683,0.00051890407,0.000018785171,0.0015930203,0.0000042754377,0.0000012920613,0.000020866983,0.0005192263],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.998233,0.000010548513,0.0012830977,0.0001650589,0.000039924777,0.00026836057],"domain_scores_gemma":[0.9955754,0.00023546917,0.0033595678,0.00059282425,0.00013524898,0.00010147781],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008789124,0.00014773801,0.0005963658,0.00013982008,0.0006606798,0.00016511531,0.00084341783,0.00015693167,0.000011932141],"category_scores_gemma":[0.0018896525,0.00013547829,0.00037759088,0.000051420524,0.00026171005,0.0004698455,0.000100058365,0.00025425438,0.000037530077],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000151849,0.000111535686,0.09393603,0.00003863731,0.00006921934,0.0000148900035,0.00034743868,0.00025331436,0.000044831217,0.86361265,0.0043365713,0.037083022],"study_design_scores_gemma":[0.000854854,0.00021270827,0.77950644,0.000034287714,0.000017931041,0.000011143377,0.00001491251,0.0002703822,0.00028470196,0.081134,0.1374982,0.00016044537],"about_ca_topic_score_codex":0.00027998895,"about_ca_topic_score_gemma":0.00025943542,"teacher_disagreement_score":0.7824787,"about_ca_system_score_codex":0.00012439462,"about_ca_system_score_gemma":0.0002000761,"threshold_uncertainty_score":0.5524644},"labels":[],"label_agreement":null},{"id":"W3123979795","doi":"10.1093/jjfinec/nbh004","title":"Backtesting Value-at-Risk: A Duration-Based Approach","year":2004,"lang":"en","type":"article","venue":"Journal of Financial Econometrics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":404,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University; Center for Interuniversity Research and Analysis on Organizations","funders":"","keywords":"Duration (music); Monte Carlo method; Econometrics; Value (mathematics); Sample (material); Market risk; Key (lock); Risk management; Computer science; Economics; Statistics; Mathematics; Finance","score_opus":0.03617379821538192,"score_gpt":0.21335118629440572,"score_spread":0.1771773880790238,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123979795","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7336509,0.0027777809,0.25121218,0.00043741465,0.001343016,0.00021683717,0.00020959484,0.000028425544,0.010123823],"genre_scores_gemma":[0.96520525,0.000251515,0.03332708,0.000101874146,0.0009070639,0.000008485989,0.000017074073,0.000037060814,0.00014456295],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99709237,0.000019570934,0.0020036923,0.00035207727,0.000118542324,0.00041372748],"domain_scores_gemma":[0.99615675,0.0002254966,0.0028602413,0.00031984012,0.00021252234,0.00022515659],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0016666824,0.00024466577,0.0007401262,0.0017664607,0.00038761282,0.00011263124,0.00040898268,0.00022653143,0.000103273254],"category_scores_gemma":[0.0048515615,0.00027947052,0.00046463645,0.002024062,0.00009916381,0.00050320855,0.000057195368,0.0004475045,0.00018796332],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00011809859,0.0007377067,0.45088518,0.00005959085,0.00005739856,0.000032001215,0.0005336344,0.15878764,0.000016360642,0.37950677,0.0013327287,0.007932897],"study_design_scores_gemma":[0.003998237,0.000569852,0.86117053,0.000048775833,0.0000495074,0.00008371284,0.00003771035,0.006665416,0.00015811401,0.06850573,0.058017362,0.00069503416],"about_ca_topic_score_codex":0.00012681208,"about_ca_topic_score_gemma":0.000025390224,"teacher_disagreement_score":0.41028538,"about_ca_system_score_codex":0.00089881115,"about_ca_system_score_gemma":0.00041764177,"threshold_uncertainty_score":0.9999657},"labels":[],"label_agreement":null},{"id":"W3124067168","doi":"10.2139/ssrn.1438210","title":"Performance Analysis of a Collateralized Fund Obligation (CFO) Equity Tranche","year":2009,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Collateralized debt obligation; Tranche; Business; Equity (law); Actuarial science; Financial system; Finance; Collateral; Political science; Law","score_opus":0.034666294390984245,"score_gpt":0.26777692892702915,"score_spread":0.23311063453604491,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124067168","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.98035806,0.0019146717,0.012341397,0.00039066438,0.00011839081,0.00008684422,0.000027209413,0.000013208959,0.0047495505],"genre_scores_gemma":[0.99512416,0.0040023965,0.00011358878,0.00002001587,0.00011460868,0.000002086649,0.000017817792,0.0000071669574,0.0005981463],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99818134,0.000012868544,0.00066581497,0.00017963351,0.00007044081,0.00088987726],"domain_scores_gemma":[0.99920225,0.000017062253,0.00048654334,0.0001742116,0.00006546207,0.000054464308],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013478524,0.00011139654,0.00043048177,0.00057397387,0.00016704047,0.000041966206,0.0001944095,0.000084819876,0.00009736786],"category_scores_gemma":[0.000038478145,0.0001204194,0.00028214892,0.0011999407,0.000031867417,0.00026420018,0.000012191642,0.00043522692,0.000019105602],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000972543,0.00012289776,0.17726466,0.0000051928673,0.00058778725,4.651958e-7,0.00045522538,0.0031287747,0.00016899126,0.78166807,0.000035629757,0.03646506],"study_design_scores_gemma":[0.0007419885,0.00033227607,0.7424966,0.000007817407,0.00017056148,0.000012139698,0.000060692768,0.014510649,0.00005625556,0.23978028,0.0016472238,0.00018350154],"about_ca_topic_score_codex":0.000083281855,"about_ca_topic_score_gemma":0.000391343,"teacher_disagreement_score":0.565232,"about_ca_system_score_codex":0.00048044548,"about_ca_system_score_gemma":0.00026414916,"threshold_uncertainty_score":0.49105605},"labels":[],"label_agreement":null},{"id":"W3124277176","doi":"10.1287/mnsc.2015.2318","title":"Testing the Transparency Implications of Mandatory IFRS Adoption: The Spread/Maturity Relation of Credit Default Swaps","year":2016,"lang":"en","type":"article","venue":"Management Science","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":34,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"Hong Kong Polytechnic University; Canadian Academic Accounting Association","keywords":"Transparency (behavior); Accounting; Credit default swap; Maturity (psychological); Business; Fair value; Relation (database); Accounting information system; International Financial Reporting Standards; Actuarial science; Credit risk; Computer science; Database","score_opus":0.0483796227588998,"score_gpt":0.24001114033187812,"score_spread":0.1916315175729783,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124277176","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.76343805,0.00047788362,0.1271844,0.0063771876,0.00062886806,0.0007638967,0.00019083872,0.000045580993,0.100893326],"genre_scores_gemma":[0.99846005,0.00008733203,0.0010707822,0.000015030027,0.000045483328,0.00002987803,0.000001783787,0.000004200455,0.0002854851],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99906594,0.000008687709,0.00043510093,0.00023651194,0.00009578853,0.00015795846],"domain_scores_gemma":[0.99890983,0.00012102265,0.00035050587,0.00052421103,0.00006937212,0.000025049936],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010455268,0.00006670441,0.00011049218,0.00013306114,0.00035837962,0.000024266246,0.00054832234,0.000024797237,0.000040617928],"category_scores_gemma":[0.00017111037,0.000040962124,0.000051611467,0.00087387,0.00055842096,0.00028430842,0.00007896084,0.00004701707,0.000027718226],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000030529889,0.00003627471,0.14643319,0.000015679128,0.0000069115763,8.833543e-8,0.00025342486,0.0001953643,0.00045299323,0.83549094,0.00032298136,0.016789105],"study_design_scores_gemma":[0.00010759096,0.000017709526,0.9535615,0.000024314475,0.00000886091,4.2178888e-7,0.00006443862,0.00036410303,0.00007689475,0.039417095,0.0063009807,0.000056088847],"about_ca_topic_score_codex":0.00007389271,"about_ca_topic_score_gemma":0.000018666116,"teacher_disagreement_score":0.8071283,"about_ca_system_score_codex":0.00004956389,"about_ca_system_score_gemma":0.000018823555,"threshold_uncertainty_score":0.27564025},"labels":[],"label_agreement":null},{"id":"W3124286363","doi":"10.1287/mnsc.2015.2361","title":"Rare Disasters, Credit, and Option Market Puzzles","year":2016,"lang":"en","type":"article","venue":"Management Science","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":18,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Business; Economics; Financial economics; Actuarial science","score_opus":0.01700837092642767,"score_gpt":0.20713746663304772,"score_spread":0.19012909570662004,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124286363","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7442201,0.00040967367,0.07292743,0.0033838765,0.0010144406,0.00033082764,0.000082028346,0.0000704208,0.17756121],"genre_scores_gemma":[0.98810226,0.00035947238,0.0012988104,0.000026413214,0.000076537384,0.000015384281,0.0000010477687,0.0000050777794,0.010114973],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.999175,0.0000029867153,0.0001897147,0.0003597753,0.000058278492,0.00021420825],"domain_scores_gemma":[0.99958813,0.00001725185,0.000086274005,0.00023377483,0.000011572436,0.000062975596],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0004801723,0.00007095507,0.000096908014,0.00023085478,0.00021466857,0.00010381848,0.00021257048,0.000019051779,0.00015551389],"category_scores_gemma":[0.00005248004,0.00005943208,0.000023650617,0.000319187,0.0003030294,0.0005229814,0.00016243686,0.000019864414,0.00015013157],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000058122237,0.000019406933,0.09541301,0.000010796654,0.0000039913243,0.0000022619834,0.000081654995,0.0000036777158,0.000043929926,0.8608569,0.0040449426,0.039513655],"study_design_scores_gemma":[0.00022975926,0.00001620261,0.83886147,0.0000188974,0.0000024043495,9.473475e-7,0.000051622275,0.00047214396,0.000021347883,0.03508789,0.12511607,0.000121277735],"about_ca_topic_score_codex":0.000011835721,"about_ca_topic_score_gemma":0.00000692513,"teacher_disagreement_score":0.82576895,"about_ca_system_score_codex":0.000056921974,"about_ca_system_score_gemma":0.000004264105,"threshold_uncertainty_score":0.24235699},"labels":[],"label_agreement":null},{"id":"W3124332098","doi":"10.1111/jofi.13083","title":"Partisan Professionals: Evidence from Credit Rating Analysts","year":2021,"lang":"en","type":"article","venue":"The Journal of Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"University of Chicago","keywords":"Credit rating; Quarter (Canadian coin); Presidential system; Bond credit rating; Perception; Divergence (linguistics); Business; Democracy; Investment (military); Accounting; Economics; Credit reference; Monetary economics; Finance; Political science; Credit risk; Politics; Psychology; Law","score_opus":0.06326457382446361,"score_gpt":0.28270299768052526,"score_spread":0.21943842385606166,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124332098","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.95101666,0.031770807,0.011063216,0.0042927535,0.0010559087,0.00005897162,0.000053078835,0.000006415496,0.000682167],"genre_scores_gemma":[0.993037,0.002666773,0.0022995747,0.000088633664,0.0008487721,0.0000026558478,0.0000030436433,0.000011215681,0.0010423291],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9986026,0.000061834806,0.0008904342,0.00015316295,0.00010006016,0.0001918581],"domain_scores_gemma":[0.9978616,0.00046729247,0.0010934649,0.00033620186,0.0001935814,0.000047806607],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011118903,0.00010602275,0.00037383375,0.000070352275,0.00021950141,0.00004621067,0.00034078525,0.00006503628,0.00029416438],"category_scores_gemma":[0.001343361,0.00008608661,0.00015931255,0.0004148386,0.00006409075,0.00040468684,0.000068582835,0.00029709135,0.000091013644],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00041612002,0.0007954042,0.67906225,0.00007255772,0.0004563473,0.00035939954,0.014467013,0.01023552,0.005887554,0.117098555,0.13241968,0.038729586],"study_design_scores_gemma":[0.0004618773,0.00008449874,0.9068813,0.0005387388,0.000044570304,0.000060293612,0.00036342608,0.0024845835,0.0025339916,0.03617101,0.05013589,0.00023983234],"about_ca_topic_score_codex":0.00009104373,"about_ca_topic_score_gemma":0.000074928525,"teacher_disagreement_score":0.22781903,"about_ca_system_score_codex":0.000058247468,"about_ca_system_score_gemma":0.00014140783,"threshold_uncertainty_score":0.351051},"labels":[],"label_agreement":null},{"id":"W3124342937","doi":"10.1506/w733-67l7-0774-6336","title":"Recent Changes in the Regulation of Financial Markets and Reporting in Canada*","year":2007,"lang":"en","type":"article","venue":"Accounting Perspectives","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":11,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":true,"ca_institutions":"University of Waterloo; University of Lethbridge","funders":"","keywords":"Speculation; Harmonization; Business; Corporate governance; Jurisdiction; Financial regulation; Accounting; Financial market; Capital market; Finance; Political science","score_opus":0.0291339505448451,"score_gpt":0.24216931378307044,"score_spread":0.21303536323822533,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124342937","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9906838,0.0022095945,0.000060637245,0.0009151733,0.00011259538,0.00012990518,0.0000069722028,0.0000035049748,0.0058778147],"genre_scores_gemma":[0.9993175,0.00039432666,0.00012917159,0.000025590321,0.00010065826,0.000004886902,0.0000021671576,0.000005491993,0.00002019512],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9988975,0.0000092876635,0.000672479,0.00019585506,0.000047652524,0.00017724597],"domain_scores_gemma":[0.99895257,0.00012194492,0.0007528187,0.00012246733,0.0000388179,0.000011357852],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021316302,0.00006706708,0.00019873887,0.00019984318,0.00005663014,0.000015065622,0.000073110255,0.000040482948,0.00002151426],"category_scores_gemma":[0.0018617334,0.00006703948,0.000018062272,0.00041464428,0.000035713503,0.00009376487,0.00002101313,0.000105426654,4.696976e-7],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000013762116,0.000019407637,0.94580114,0.000006906873,0.0000015050738,0.0000033420627,0.004514606,0.00001808074,0.000033160017,0.03599682,0.000057760528,0.013533516],"study_design_scores_gemma":[0.00013430983,0.0000066705106,0.98841846,0.000018678564,9.576295e-7,0.0000026332089,0.0034271337,0.00020910935,0.000036362744,0.004663674,0.0030100513,0.00007193719],"about_ca_topic_score_codex":0.31125107,"about_ca_topic_score_gemma":0.89717525,"teacher_disagreement_score":0.5859242,"about_ca_system_score_codex":0.00025088942,"about_ca_system_score_gemma":0.000096601245,"threshold_uncertainty_score":0.69333535},"labels":[],"label_agreement":null},{"id":"W3124355301","doi":"","title":"Time to Buy or Just Buying Time? Lessons from October 2008 for the Cross-Border Bailout of Banks","year":2017,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Western University","funders":"","keywords":"Bailout; Credit default swap; Financial system; Stock (firearms); Business; Monetary economics; Stock price; Swap (finance); Financial crisis; Credit risk; Economics; Finance","score_opus":0.03611836644524813,"score_gpt":0.3429817488439707,"score_spread":0.3068633823987226,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124355301","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9099685,0.008772652,0.056678303,0.011856533,0.0011986707,0.0008592244,0.0011797462,0.000035569272,0.009450813],"genre_scores_gemma":[0.9249746,0.0014708823,0.00045479595,0.000060098926,0.0011858911,0.000027344182,0.00001598531,0.000049460537,0.07176091],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99794996,0.000008474393,0.0005680492,0.0002736739,0.000065123975,0.0011347105],"domain_scores_gemma":[0.99841547,0.00021264328,0.00063605455,0.0005407655,0.00011292615,0.000082143015],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0011683733,0.00016145596,0.00038526134,0.000115893425,0.0011769955,0.0002533161,0.000614251,0.00012107024,0.001626073],"category_scores_gemma":[0.00074087764,0.0001307264,0.00023056661,0.00009792395,0.00013005605,0.00028051456,0.000086805696,0.0005793824,0.0007135552],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0013844606,0.00050434447,0.04941383,0.000028657982,0.0015910524,0.0000063134967,0.002429974,0.0036489584,0.00075695856,0.5890212,0.021420302,0.32979396],"study_design_scores_gemma":[0.0025989825,0.00047011054,0.23992309,0.000054553744,0.000104627696,0.000051568724,0.00021153451,0.007428587,0.0001275036,0.14400864,0.604357,0.00066378183],"about_ca_topic_score_codex":0.0005145166,"about_ca_topic_score_gemma":0.0009856229,"teacher_disagreement_score":0.5829367,"about_ca_system_score_codex":0.00028367,"about_ca_system_score_gemma":0.0005446805,"threshold_uncertainty_score":0.9992866},"labels":[],"label_agreement":null},{"id":"W3124377983","doi":"10.2139/ssrn.2197492","title":"Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":false,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Econometrics; Autoregressive model; Bayesian probability; Bond; Nowcasting; Economics; Benchmark (surveying); Bayesian inference; Economic indicator; Credit risk; Quarter (Canadian coin); Bond market; Real economy; Bayesian vector autoregression; Actuarial science; Statistics; Finance; Mathematics; Monetary economics; Macroeconomics","score_opus":0.0123531520567583,"score_gpt":0.21667368230471623,"score_spread":0.20432053024795793,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124377983","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.85940355,0.0012470703,0.10233303,0.00013782603,0.0004775533,0.00016916032,0.00006487403,0.000039062492,0.03612786],"genre_scores_gemma":[0.9932435,0.0026591371,0.00051365746,0.0000054683364,0.0011531619,0.000011085124,0.000013279459,0.000047823603,0.0023528433],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9971491,0.00002410994,0.0006314105,0.00027784464,0.00007417008,0.0018433252],"domain_scores_gemma":[0.9988267,0.000038017857,0.0006176748,0.0003069844,0.000026810078,0.0001838525],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0017447475,0.0002152208,0.00050079264,0.00035707932,0.00020787485,0.00004723479,0.00029424895,0.00015944586,0.000114069466],"category_scores_gemma":[0.00005520443,0.00024771786,0.00026012136,0.00016218857,0.000071631366,0.00090189715,0.000056415032,0.0008272575,0.00015560929],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000067307126,0.00022485609,0.09012732,0.000010844447,0.00022580572,3.6022107e-7,0.0007067333,0.0057553775,0.00015025244,0.8994381,0.00029801874,0.0029950668],"study_design_scores_gemma":[0.0020292324,0.0005050006,0.066506565,0.000033323766,0.0001237602,0.0003666485,0.00046838465,0.22005673,0.0002608813,0.7029713,0.0055860546,0.0010921209],"about_ca_topic_score_codex":0.00045513728,"about_ca_topic_score_gemma":0.0000453393,"teacher_disagreement_score":0.21430135,"about_ca_system_score_codex":0.0012516745,"about_ca_system_score_gemma":0.00077411847,"threshold_uncertainty_score":0.9999975},"labels":[],"label_agreement":null},{"id":"W3124408910","doi":"10.6000/jrge.v2i0.1379","title":"Sovereign Risk and Asset and Liability Managementâ€”Conceptual Issues","year":2013,"lang":"en","type":"article","venue":"Journal of Reviews on Global Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Liability; Asset (computer security); Business; Sovereignty; Actuarial science; Economics; Financial system; Finance; Political science; Law; Computer science; Computer security","score_opus":0.029396092058347343,"score_gpt":0.2457075110809193,"score_spread":0.21631141902257195,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124408910","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.93763256,0.046886873,0.00065796287,0.00093211053,0.00046676645,0.00039871267,0.00019885661,0.0000065115014,0.012819675],"genre_scores_gemma":[0.7442387,0.24930865,0.0052862335,0.0003067253,0.00049234927,0.000012873139,0.00000499245,0.000015926264,0.00033356302],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99839723,0.000036069607,0.0011124586,0.00024642108,0.000022744523,0.0001851016],"domain_scores_gemma":[0.99827343,0.00005826208,0.0012446262,0.00022879333,0.000042370375,0.00015250883],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010440545,0.00016516792,0.0007037385,0.0000805797,0.00009007515,0.00013862748,0.00015705524,0.00008635419,0.0002134413],"category_scores_gemma":[0.00033922627,0.00015794484,0.00016257704,0.000082527826,0.0001324834,0.0004893624,0.000063707135,0.00016857193,0.0002043723],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000018293213,0.00007307071,0.28852525,0.00003835722,0.00005485701,0.0000010721564,0.00012125855,0.0000761447,2.438992e-7,0.599438,0.01123334,0.10042008],"study_design_scores_gemma":[0.00036680503,0.00015642059,0.30795315,0.000029001376,0.000017302453,0.000009394939,0.000060160564,0.0003272896,7.582749e-7,0.13533267,0.55560285,0.00014419954],"about_ca_topic_score_codex":0.00013425961,"about_ca_topic_score_gemma":0.0000253705,"teacher_disagreement_score":0.5443695,"about_ca_system_score_codex":0.00014540234,"about_ca_system_score_gemma":0.000015697811,"threshold_uncertainty_score":0.6440804},"labels":[],"label_agreement":null},{"id":"W3124416498","doi":"10.31226/osf.io/ej7nz","title":"Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization","year":2019,"lang":"en","type":"preprint","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Diabetes Canada","funders":"","keywords":"Collateralization; Collateralized debt obligation; Credit default swap; Credit risk; Credit derivative; Business; iTraxx; Credit valuation adjustment; Valuation (finance); Credit default swap index; Financial system; Financial economics; Collateral; Finance; Economics; Credit reference","score_opus":0.023359675298782235,"score_gpt":0.23501926376989718,"score_spread":0.21165958847111493,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124416498","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8512886,0.00045459135,0.13965361,0.00021037158,0.0019054739,0.0009089991,0.00061405415,0.000086691696,0.004877607],"genre_scores_gemma":[0.9898032,0.0008226944,0.0061915214,0.0000835563,0.00058587827,0.00006941578,0.00014198909,0.00004868712,0.0022530563],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9979141,0.000022769362,0.00079243287,0.00086038024,0.00005767196,0.0003526574],"domain_scores_gemma":[0.9987367,0.00009275096,0.00051900075,0.0004631082,0.00006289426,0.00012555964],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.00037264824,0.00034109148,0.0006951744,0.00049052545,0.00020157784,0.00024375395,0.00022009088,0.00040271846,0.00018491283],"category_scores_gemma":[0.0005972016,0.00039433112,0.00013949284,0.00028074492,0.000047833582,0.00017896235,0.00050019147,0.00035784402,0.00024393511],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000713883,0.00007218541,0.92019033,0.00014352352,0.000054634027,0.000002973547,0.0040328936,0.017658547,0.000018459927,0.04834086,0.0030828891,0.006331296],"study_design_scores_gemma":[0.00040858315,0.000075372045,0.91334414,0.00006777879,0.000014035369,0.0000013222178,0.000023121123,0.018240647,0.00007107646,0.019682975,0.0474983,0.00057265855],"about_ca_topic_score_codex":0.0016851459,"about_ca_topic_score_gemma":0.00021703231,"teacher_disagreement_score":0.1385146,"about_ca_system_score_codex":0.0001438448,"about_ca_system_score_gemma":0.00007963637,"threshold_uncertainty_score":0.99985087},"labels":[],"label_agreement":null},{"id":"W3124452093","doi":"","title":"Backtesting Value-at-Risk: A Duration-Based Approach","year":2003,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University; Center for Interuniversity Research and Analysis on Organizations","funders":"Social Sciences and Humanities Research Council of Canada","keywords":"Quantile; Monte Carlo method; Econometrics; Portfolio; Duration (music); Value at risk; Null hypothesis; Computer science; Risk management; Economics; Statistics; Mathematics; Financial economics; Physics; Finance","score_opus":0.05450332108988564,"score_gpt":0.2834089597164509,"score_spread":0.22890563862656527,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124452093","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5457956,0.0011671048,0.0013497601,0.00032225152,0.0011378735,0.0015796917,0.0009776443,0.000100462734,0.4475696],"genre_scores_gemma":[0.9768788,0.003864775,0.012469154,0.000053074426,0.00053442444,0.0006870848,0.0005300047,0.00017045187,0.0048122094],"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9950685,0.00020024399,0.0018174674,0.0016973632,0.00013529314,0.0010811547],"domain_scores_gemma":[0.99637336,0.0006953638,0.0010134361,0.0015350392,0.00011757275,0.00026520685],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0040326635,0.00047769968,0.0010044184,0.0011170595,0.00058713934,0.00027626866,0.0007689662,0.0007917612,0.00025706788],"category_scores_gemma":[0.0026489692,0.0006364445,0.00040431766,0.0004140189,0.0003446694,0.0001387853,0.00062401,0.0020325405,0.00016099293],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00010842442,0.00067848084,0.5634086,0.00033593975,0.00014989666,0.000019887351,0.0006835748,0.3318388,0.000012532036,0.0715224,0.00058505364,0.030656451],"study_design_scores_gemma":[0.0021354416,0.00013911666,0.27608073,0.00019863824,0.000022189653,0.00001223415,0.00022907063,0.5489741,0.000049907983,0.049741324,0.12054411,0.0018731556],"about_ca_topic_score_codex":0.00049389456,"about_ca_topic_score_gemma":0.00028374378,"teacher_disagreement_score":0.4427574,"about_ca_system_score_codex":0.0022884985,"about_ca_system_score_gemma":0.0005835208,"threshold_uncertainty_score":0.9996087},"labels":[],"label_agreement":null},{"id":"W3124497724","doi":"10.1111/1911-3846.12005","title":"Credit Ratings and CEO Risk‐Taking Incentives","year":2012,"lang":"en","type":"article","venue":"Contemporary Accounting Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":106,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Credit rating; Downgrade; Incentive; Executive compensation; Bond credit rating; Business; Actuarial science; Credit risk; Stock (firearms); Accounting; Economics; Credit reference; Microeconomics","score_opus":0.11804174403626781,"score_gpt":0.32734734061448606,"score_spread":0.20930559657821823,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124497724","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.92621064,0.014738793,0.00065374427,0.0004941631,0.00050951104,0.00029229693,0.00008167693,0.000058701567,0.05696047],"genre_scores_gemma":[0.99685836,0.00031017335,0.00047035603,0.00001893144,0.0012098057,0.000032757565,0.000021143824,0.00003116752,0.0010472853],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9982329,0.00007067555,0.0005294913,0.0003883816,0.00013397099,0.00064458715],"domain_scores_gemma":[0.9984025,0.00041722393,0.0005734656,0.00031490574,0.00014219011,0.00014975591],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0049061137,0.00014430033,0.00030166603,0.00044981984,0.00087600906,0.0002675756,0.00024357116,0.00012951254,0.0001535815],"category_scores_gemma":[0.0035489188,0.00016404521,0.00006949537,0.0005768537,0.00026442474,0.001322858,0.0002786363,0.0005653649,0.00029970857],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000014708946,0.00004746378,0.9238333,0.000021139997,0.0000140523825,0.0000011439695,0.0011988285,7.9555576e-7,0.000047072266,0.06692243,0.0049486593,0.0029503868],"study_design_scores_gemma":[0.00030259462,0.000026245963,0.84336275,0.000035971367,0.0000014147136,0.0000021043888,0.00041580034,0.00046183672,0.00004986506,0.0076760715,0.1474821,0.0001832405],"about_ca_topic_score_codex":0.0008813041,"about_ca_topic_score_gemma":0.000012504439,"teacher_disagreement_score":0.14253344,"about_ca_system_score_codex":0.00007050179,"about_ca_system_score_gemma":0.000054455024,"threshold_uncertainty_score":0.6737642},"labels":[],"label_agreement":null},{"id":"W3124534468","doi":"10.1016/j.jfi.2012.09.002","title":"Sur le service de la dette et la renégociation lorsque les détenteurs de la dette sont plus stratégiques","year":2013,"lang":"fr","type":"article","venue":"HAL (Le Centre pour la Communication Scientifique Directe)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":16,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Debt; Reputation; Debt service coverage ratio; Value (mathematics); Business; Recourse debt; Internal debt; Senior debt; Monetary economics; Debt levels and flows; Service (business); Enterprise value; Economics; External debt; Finance; Financial system","score_opus":0.017453523565213843,"score_gpt":0.22893491886541195,"score_spread":0.2114813953001981,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124534468","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.72872335,0.00441072,0.16096948,0.043560106,0.00023456578,0.0004148955,0.00021783651,0.00014331503,0.061325707],"genre_scores_gemma":[0.95216835,0.0068172896,0.026362773,0.0002856235,0.000092412454,0.000107448584,0.00023134642,0.00007435007,0.013860383],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99338394,0.00455344,0.00072388985,0.0005921216,0.00013061662,0.00061597564],"domain_scores_gemma":[0.99412525,0.003053053,0.0007169237,0.0009297411,0.00093987153,0.0002351778],"candidate_categories":["metaepi_narrow","scholarly_communication"],"consensus_categories":[],"category_scores_codex":[0.009213919,0.00031533558,0.0004359864,0.00027227926,0.0005460045,0.001043519,0.00070043444,0.0005643283,0.00020894465],"category_scores_gemma":[0.0023811725,0.0004309269,0.00022956825,0.00063078146,0.00040940943,0.000760139,0.00025145494,0.00066736125,0.0001675568],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000012986245,0.0007181497,0.14466532,0.00012565537,0.000081236714,0.0000074561094,0.010943763,0.00086365046,0.0006120895,0.7807765,0.006702727,0.05449045],"study_design_scores_gemma":[0.0010574274,0.0000017360146,0.6141692,0.0006095296,0.000038804432,0.000028993734,0.00039440335,0.06869195,0.0027789215,0.02789351,0.28376463,0.0005709348],"about_ca_topic_score_codex":0.05544597,"about_ca_topic_score_gemma":0.027494134,"teacher_disagreement_score":0.752883,"about_ca_system_score_codex":0.00046051512,"about_ca_system_score_gemma":0.0005959609,"threshold_uncertainty_score":0.9999935},"labels":[],"label_agreement":null},{"id":"W3124647301","doi":"10.1108/17439131111122120/full/html?utm_source=repec&utm_medium=feed&utm_campaign=repec","title":"Market Regimes, Sectorial Investments, and Time-Varying Risk Premiums","year":2010,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Dalhousie University","funders":"","keywords":"Volatility (finance); Economics; Markov chain; Econometrics; Macro; Risk premium; Monetary economics; Financial economics; Computer science","score_opus":0.02588042462337444,"score_gpt":0.2664401718999135,"score_spread":0.24055974727653903,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124647301","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.65172136,0.0012777617,0.000022793643,0.00022948753,0.0026042163,0.0011571973,0.0011165709,0.000068832545,0.34180176],"genre_scores_gemma":[0.90542895,0.059640426,0.004881271,0.000059625356,0.0046142424,0.00063938234,0.00046063654,0.0003017312,0.02397374],"study_design_codex":"observational","study_design_gemma":"not_applicable","domain_scores_codex":[0.9961681,0.00013257432,0.0012118381,0.0014953348,0.00010669753,0.0008854622],"domain_scores_gemma":[0.99706554,0.0005260408,0.0007058916,0.0013208436,0.00007243704,0.00030922738],"candidate_categories":["metaepi_narrow","research_integrity"],"consensus_categories":[],"category_scores_codex":[0.0032530138,0.0004347237,0.00096380356,0.0009196955,0.00035779318,0.0003439937,0.0006723369,0.0010884264,0.00055802945],"category_scores_gemma":[0.0014531387,0.0005630571,0.00022553655,0.00020026222,0.00044325113,0.0002121836,0.0012632373,0.0030986767,0.00008946723],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00073616975,0.0008230486,0.6047028,0.0005815028,0.00070169376,0.00006986668,0.0026985663,0.004057256,0.00011767441,0.098589584,0.009318559,0.27760333],"study_design_scores_gemma":[0.0020402526,0.0001344754,0.28712004,0.00020708411,0.000023872117,0.000013741539,0.00006496586,0.05322571,0.000044851608,0.16035579,0.49533176,0.0014374338],"about_ca_topic_score_codex":0.00076850015,"about_ca_topic_score_gemma":0.00023865284,"teacher_disagreement_score":0.4860132,"about_ca_system_score_codex":0.0006838779,"about_ca_system_score_gemma":0.00032961162,"threshold_uncertainty_score":0.99968207},"labels":[],"label_agreement":null},{"id":"W3124716191","doi":"10.1111/1911-3846.12293","title":"Credit Rating Agency and Equity Analysts’ Adjustments to <scp>GAAP</scp> Earnings","year":2017,"lang":"en","type":"article","venue":"Contemporary Accounting Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":16,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Earnings; Equity (law); Earnings response coefficient; Business; Incentive; Volatility (finance); Credit rating; Accrual; Accounting; Economics; Actuarial science; Finance","score_opus":0.17030986470844567,"score_gpt":0.3757014878037859,"score_spread":0.20539162309534026,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124716191","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8795063,0.0019538016,0.00056605897,0.00087585725,0.00041924507,0.0004702452,0.00008418101,0.00005039244,0.116073936],"genre_scores_gemma":[0.99111134,0.00011974818,0.00046299276,0.000041267467,0.00075831026,0.00006210395,0.000028474231,0.000039114002,0.0073766583],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99748117,0.00004999426,0.00070508313,0.000775439,0.00025397196,0.0007343722],"domain_scores_gemma":[0.9976321,0.00036567336,0.000539505,0.00093188806,0.00026865752,0.00026219923],"candidate_categories":["metaresearch","sts","scholarly_communication"],"consensus_categories":[],"category_scores_codex":[0.0050132805,0.00020500306,0.000472759,0.0006297269,0.0025389541,0.0012350259,0.0009083377,0.00016893359,0.000060612674],"category_scores_gemma":[0.009888672,0.00024126569,0.000108232685,0.00040999,0.00025809015,0.0012162687,0.0013476645,0.00057400664,0.0005051456],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000009384579,0.00004914306,0.9545837,0.00004754115,0.00003511182,0.000017316604,0.0012619587,0.00000702094,0.00025097825,0.014733691,0.022357801,0.006646332],"study_design_scores_gemma":[0.00040629352,0.0000757801,0.87323844,0.00006921645,0.0000025790116,0.0000016587271,0.00023862133,0.0009601728,0.00006637493,0.006781089,0.1180446,0.00011518612],"about_ca_topic_score_codex":0.0017906107,"about_ca_topic_score_gemma":0.00007054461,"teacher_disagreement_score":0.11160505,"about_ca_system_score_codex":0.0001149959,"about_ca_system_score_gemma":0.00013872175,"threshold_uncertainty_score":0.9998018},"labels":[],"label_agreement":null},{"id":"W3124718459","doi":"10.1111/1911-3846.12158","title":"Forecasting Risk in Earnings","year":2015,"lang":"en","type":"article","venue":"Contemporary Accounting Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":51,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Econometrics; Earnings; Economics; Quantile; Quantile regression; Equity (law); Volatility (finance); Cash flow; Accrual; Normality; Actuarial science; Financial economics; Statistics; Accounting; Mathematics","score_opus":0.23102857753687295,"score_gpt":0.3281580974430139,"score_spread":0.09712951990614094,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124718459","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8707108,0.0023755261,0.00038203757,0.00049672375,0.0002708642,0.00024838716,0.00003414504,0.00004134727,0.12544017],"genre_scores_gemma":[0.99722993,0.000038701393,0.00038171365,0.000010669978,0.0003557273,0.00003523538,0.000020283738,0.00002835177,0.0018993757],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99822235,0.00007204234,0.0006239294,0.00043175262,0.00014704699,0.0005028783],"domain_scores_gemma":[0.99882257,0.00027912468,0.0002567589,0.00032106548,0.00019336396,0.00012710801],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0079489965,0.000113582944,0.00029364732,0.00080028287,0.00025931513,0.00017094478,0.00032915542,0.00012350685,0.000052030126],"category_scores_gemma":[0.0056040124,0.00013609962,0.000063716296,0.0011482087,0.00012630045,0.00063398463,0.00019234415,0.0007289918,0.0005588708],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00002692989,0.000037575734,0.97611886,0.000008531168,0.000004552505,0.000013223277,0.0010662702,0.00008629653,0.0000024057713,0.012801506,0.008065692,0.0017681465],"study_design_scores_gemma":[0.0011983786,0.00008778229,0.6077415,0.00006734781,6.3955184e-7,0.0000039659935,0.0009085587,0.02485108,0.000013282414,0.0500889,0.3147538,0.00028479093],"about_ca_topic_score_codex":0.0038287768,"about_ca_topic_score_gemma":0.00014415647,"teacher_disagreement_score":0.3683774,"about_ca_system_score_codex":0.0001684082,"about_ca_system_score_gemma":0.00018374914,"threshold_uncertainty_score":0.71833396},"labels":[],"label_agreement":null},{"id":"W3124826103","doi":"10.2139/ssrn.3366889","title":"Recovery Rates: Uncertainty Certainly Matters","year":2019,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Economics; Econometrics","score_opus":0.010083655411325918,"score_gpt":0.20979556604351218,"score_spread":0.19971191063218627,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124826103","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.96343905,0.004504501,0.012458062,0.00464948,0.0016378964,0.00024061148,0.00004151139,0.000042831958,0.012986048],"genre_scores_gemma":[0.9832265,0.0034760223,0.00007350586,0.00025073087,0.00038647858,0.000005653193,0.000014531155,0.000031334068,0.012535261],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99755585,0.000016004278,0.00051528023,0.00028008915,0.000054320535,0.0015784457],"domain_scores_gemma":[0.9992533,0.000046602036,0.00033572686,0.00024879028,0.000038900944,0.00007668258],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0011640759,0.00015497745,0.00031016723,0.00023504438,0.00017018514,0.00009729695,0.00026889675,0.00010087695,0.0004874289],"category_scores_gemma":[0.00005842892,0.0001668895,0.00021546634,0.00024804592,0.00003059425,0.0003130675,0.000028786222,0.00094452297,0.0021980742],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000052180803,0.00004574639,0.075637676,0.0000058646324,0.00010053927,0.0000015252948,0.00012150721,0.0015441757,0.000024808076,0.9140494,0.0017597635,0.006656795],"study_design_scores_gemma":[0.00082645257,0.00028171303,0.033422995,0.00001548724,0.000008354263,0.00009415442,0.0005448895,0.00084566715,0.000006371235,0.8285418,0.13507561,0.00033647195],"about_ca_topic_score_codex":0.00030853986,"about_ca_topic_score_gemma":0.00037051862,"teacher_disagreement_score":0.13331585,"about_ca_system_score_codex":0.0010199965,"about_ca_system_score_gemma":0.0004916613,"threshold_uncertainty_score":0.99857885},"labels":[],"label_agreement":null},{"id":"W3124962664","doi":"10.31226/osf.io/6b3hu","title":"Incremental Risk Charge Methodology","year":2019,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Canada Research Chairs; University of Toronto","funders":"","keywords":"Monte Carlo method; Market liquidity; Valuation (finance); Econometrics; Computer science; Economics; Mathematics; Finance; Statistics","score_opus":0.06680866722964443,"score_gpt":0.2546784660917399,"score_spread":0.18786979886209546,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124962664","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.80604076,0.0003009855,0.015366487,0.00017167392,0.0007465452,0.00014172417,0.000098171804,0.000041039097,0.17709264],"genre_scores_gemma":[0.9828983,0.00012813747,0.0068601677,0.00005953472,0.00013556739,0.000008600146,0.000013623251,0.00001158921,0.009884514],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99925375,0.000014932333,0.00029485175,0.00023945219,0.000016755077,0.00018026456],"domain_scores_gemma":[0.9995041,0.00006768456,0.00014972218,0.00022758298,0.0000104414,0.000040467123],"candidate_categories":["insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.0005378666,0.00007484644,0.00022643397,0.00011872141,0.00006006536,0.000016899443,0.00010985195,0.00007236569,0.008975518],"category_scores_gemma":[0.000099035766,0.00008182881,0.00008519129,0.00013081744,0.000021458403,0.000107932836,0.000043552813,0.00009355919,0.012699704],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000038084006,0.00001564174,0.47956476,0.0000015069907,0.0000087373965,1.6713996e-7,0.0000570458,0.0000044404487,0.000049791335,0.51767755,0.0014550633,0.0011614962],"study_design_scores_gemma":[0.00041969676,0.000054769633,0.7223182,0.0000012854795,0.0000029065325,0.0000016391352,0.000038403097,0.0010884219,0.00026302814,0.03434042,0.24130514,0.00016610765],"about_ca_topic_score_codex":0.0007055563,"about_ca_topic_score_gemma":0.00004371168,"teacher_disagreement_score":0.48333713,"about_ca_system_score_codex":0.000036912355,"about_ca_system_score_gemma":0.0000072699313,"threshold_uncertainty_score":0.9919304},"labels":[],"label_agreement":null},{"id":"W3125034029","doi":"","title":"Risk framework analysis in the management of sovereign debt: The Argentine case","year":2018,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"","funders":"Egg Farmers of Canada","keywords":"Yield curve; Interest rate; Economics; Interest rate risk; Portfolio; Bond; Coupon; Volatility (finance); Financial economics; Econometrics; Monetary economics; Finance","score_opus":0.041567291119021466,"score_gpt":0.3056451904634452,"score_spread":0.2640778993444237,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125034029","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.91191727,0.0008585481,0.00041586327,0.00024919392,0.00037882407,0.0009577109,0.00064088067,0.000010101347,0.084571585],"genre_scores_gemma":[0.9794418,0.01813779,0.0013624897,0.000021291178,0.00025865357,0.000254879,0.00005818438,0.000033895663,0.00043099074],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9967711,0.00019684788,0.0013966167,0.0008795108,0.000120960925,0.0006349914],"domain_scores_gemma":[0.99634635,0.00069233443,0.00076490216,0.0020576369,0.00006927026,0.00006949237],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0057179723,0.00027657583,0.0007803987,0.0010836152,0.0002901776,0.00015287416,0.0012213002,0.0004010967,0.0002987394],"category_scores_gemma":[0.00037781443,0.00023521998,0.0005008048,0.0011334057,0.00044378787,0.000068704954,0.000891976,0.0015843767,0.000036709105],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00008546169,0.00041776645,0.45375943,0.00018318868,0.0014776159,0.00022575396,0.002640656,0.02884763,1.07303826e-7,0.48402876,0.00007866626,0.028254952],"study_design_scores_gemma":[0.0004941672,0.000064580694,0.64229053,0.00012647673,0.00018985427,0.000016817616,0.0022635174,0.033304133,0.000002984478,0.3076579,0.013104818,0.00048424222],"about_ca_topic_score_codex":0.0012058248,"about_ca_topic_score_gemma":0.0016104066,"teacher_disagreement_score":0.18853107,"about_ca_system_score_codex":0.00039259263,"about_ca_system_score_gemma":0.000075688105,"threshold_uncertainty_score":0.95919925},"labels":[],"label_agreement":null},{"id":"W3125035190","doi":"10.1016/j.jimonfin.2023.102844","title":"Reserves and risk: Evidence from China","year":2023,"lang":"en","type":"article","venue":"Journal of International Money and Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Alberta","funders":"","keywords":"Economics; Credit default swap; China; Monetary economics; Credit risk; Swap (finance); Stock (firearms); Sovereign default; Default risk; Financial economics; Sovereignty; Sovereign debt; Actuarial science; Finance","score_opus":0.03355526172139107,"score_gpt":0.2518479085872929,"score_spread":0.21829264686590183,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125035190","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9867554,0.008176582,0.0017568405,0.0018948086,0.00074602873,0.000036321177,0.00017426492,0.000008471052,0.00045131997],"genre_scores_gemma":[0.92614913,0.071557574,0.0012727659,0.0000038330218,0.0003719483,0.000002215498,0.000004249276,0.0000071545146,0.00063112867],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9991581,0.0000101574615,0.000494362,0.00016361245,0.000066998575,0.00010675967],"domain_scores_gemma":[0.99907327,0.0001558117,0.000571782,0.000095889816,0.00006387839,0.000039345916],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00050500897,0.0000809296,0.0002178997,0.00022016668,0.00010070312,0.000069047135,0.00017557023,0.00005724506,0.000030054198],"category_scores_gemma":[0.0008074755,0.00008135745,0.00006564837,0.00017302069,0.00006659224,0.00050508283,0.000071684524,0.00017948472,0.00003065648],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000535475,0.000017585948,0.97017854,0.0000031656616,0.000039300106,0.000015058075,0.0005543366,0.0003110575,0.000029363955,0.020607296,0.0021947518,0.005996011],"study_design_scores_gemma":[0.00026980284,0.000054492742,0.94521767,0.000084140906,0.000005452499,0.000011359085,0.000028422546,0.004884841,0.000029631687,0.026869198,0.022462547,0.000082413615],"about_ca_topic_score_codex":0.00040746885,"about_ca_topic_score_gemma":0.000035761142,"teacher_disagreement_score":0.06338099,"about_ca_system_score_codex":0.00002481551,"about_ca_system_score_gemma":0.000014476631,"threshold_uncertainty_score":0.33176604},"labels":[],"label_agreement":null},{"id":"W3125055512","doi":"","title":"A Question of Credibility: Enhancing the Accountability and Effectiveness of Credit Rating Agencies","year":2012,"lang":"en","type":"article","venue":"C.D. Howe Institute Commentary","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Credit rating; Credibility; Issuer; Accountability; Due diligence; Obligation; Business; Bond credit rating; Accounting; Structured finance; Credit enhancement; Regulatory reform; Quality (philosophy); Financial system; Finance; Financial crisis; Credit reference; Economics; Credit risk; Political science; Market economy","score_opus":0.03830996140106224,"score_gpt":0.2690243052927502,"score_spread":0.23071434389168793,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125055512","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9873269,0.0026528218,0.007785333,0.00026509876,0.00092427246,0.0003172469,0.00012856202,0.000013511902,0.0005862423],"genre_scores_gemma":[0.99896663,0.00013040521,0.0005779243,0.000043102424,0.00021336284,0.000026602538,0.000030633597,0.0000073633864,0.0000039747188],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99898314,0.000058901216,0.0005455154,0.00017698824,0.000050264363,0.00018520068],"domain_scores_gemma":[0.9989457,0.00033016573,0.00030498728,0.00032326113,0.00004957652,0.000046286095],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023317079,0.000111700465,0.0003347855,0.000082084916,0.00018619244,0.00001565258,0.00013634189,0.00006123252,0.000022185044],"category_scores_gemma":[0.00033481172,0.00010207327,0.00007637448,0.00018835362,0.00034023513,0.00058041635,0.000116401396,0.000117544776,0.0000026718226],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000051341824,0.00015148272,0.9389339,0.0002558164,0.00004088482,1.8257157e-7,0.002359399,0.00007634897,0.0015335253,0.054098498,0.00021041927,0.0022881988],"study_design_scores_gemma":[0.0003246402,0.000058158486,0.9815261,0.00009988566,0.000020016396,0.0000024903632,0.00059782364,0.00026894957,0.0053238426,0.0054776943,0.0061709806,0.00012946922],"about_ca_topic_score_codex":0.0016588123,"about_ca_topic_score_gemma":0.00021101873,"teacher_disagreement_score":0.0486208,"about_ca_system_score_codex":0.00012101611,"about_ca_system_score_gemma":0.000024261735,"threshold_uncertainty_score":0.4162427},"labels":[],"label_agreement":null},{"id":"W3125105455","doi":"10.1111/j.1475-6803.2012.01329.x","title":"THE EFFECT OF MONETARY POLICY ON CREDIT SPREADS","year":2012,"lang":"en","type":"article","venue":"The Journal of Financial Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":35,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Business cycle; Economics; Monetary economics; Futures contract; Endogeneity; Corporate bond; Bond; Imperfect; Monetary policy; Recession; Credit risk; Credit valuation adjustment; Bond market; Credit rating; Credit cycle; Econometrics; Financial economics; Financial system; Finance; Macroeconomics; Credit reference","score_opus":0.05868889702850141,"score_gpt":0.34070155901309906,"score_spread":0.2820126619845976,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125105455","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97864664,0.0071615684,0.0002136169,0.0021674205,0.00082081463,0.00022485621,0.00003676598,0.000003489528,0.010724812],"genre_scores_gemma":[0.9946162,0.0017626102,0.00002268083,0.000012897575,0.002899873,0.0000052945147,7.9138516e-7,0.000015079928,0.0006645382],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99813974,0.00022324416,0.00071512786,0.000085762236,0.0002857548,0.000550362],"domain_scores_gemma":[0.99670625,0.0021155837,0.0004744659,0.00040727793,0.00016739561,0.00012902767],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.011337082,0.000112195914,0.0003557949,0.0004205029,0.0005117654,0.000032589334,0.0006771158,0.0001002807,0.00003496477],"category_scores_gemma":[0.0058010453,0.000065852255,0.00020304057,0.00074957486,0.0003621095,0.00018717491,0.00010043431,0.0007312416,0.00014681007],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0023128325,0.000229246,0.24015918,0.000044942157,0.00008161224,0.000005990964,0.0017641182,0.000354856,0.00032802674,0.59396213,0.05039085,0.11036623],"study_design_scores_gemma":[0.0005145756,0.0014955121,0.8395554,0.000037450947,0.000008178653,0.000015767933,0.000025524036,0.000056256944,0.0014197512,0.013938673,0.14284499,0.00008792844],"about_ca_topic_score_codex":0.00048232384,"about_ca_topic_score_gemma":0.000025353385,"teacher_disagreement_score":0.5993962,"about_ca_system_score_codex":0.0001415642,"about_ca_system_score_gemma":0.00018291245,"threshold_uncertainty_score":0.6944812},"labels":[],"label_agreement":null},{"id":"W3125196838","doi":"10.3905/jod.2001.319153","title":"Valuing Credit Default Swaps II","year":2001,"lang":"en","type":"article","venue":"The Journal of Derivatives","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":349,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Credit default swap; iTraxx; Credit risk; Credit valuation adjustment; Credit derivative; Counterparty; Credit default swap index; Bond; Issuer; Business; Interest rate swap; Swap (finance); Actuarial science; Economics; Finance","score_opus":0.03862077970314259,"score_gpt":0.24143213864945293,"score_spread":0.20281135894631033,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125196838","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.95879394,0.0029228653,0.024219945,0.0023812952,0.0005221551,0.000058274,0.000009967121,0.000008807717,0.011082761],"genre_scores_gemma":[0.99653614,0.000956263,0.0007394398,0.00004643226,0.00067748874,9.511523e-7,8.1499024e-7,0.000011595943,0.0010308832],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99911124,0.00002161499,0.0005679223,0.00007446462,0.000056583944,0.00016816435],"domain_scores_gemma":[0.99894184,0.00013152728,0.00063179125,0.00016145942,0.000081408856,0.000051988765],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007601473,0.00008889612,0.00024953985,0.00014862942,0.0002930349,0.000028075268,0.00027811367,0.00004328901,0.00020207906],"category_scores_gemma":[0.00039102059,0.000068358,0.00011517838,0.00028252602,0.00009097546,0.0002908503,0.000053321703,0.00018534406,0.000046383124],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0004849648,0.0006413058,0.37902242,0.000026457696,0.00051498634,0.000054054104,0.041559864,0.004966037,0.003730894,0.5098064,0.030152667,0.029039953],"study_design_scores_gemma":[0.0006182468,0.00027627504,0.6777507,0.000038295242,0.000019954481,0.00014133423,0.00092490873,0.0005467202,0.00027519136,0.101691954,0.21752816,0.00018827093],"about_ca_topic_score_codex":0.000035830904,"about_ca_topic_score_gemma":0.000007935714,"teacher_disagreement_score":0.40811446,"about_ca_system_score_codex":0.00004157265,"about_ca_system_score_gemma":0.000023528979,"threshold_uncertainty_score":0.2787558},"labels":[],"label_agreement":null},{"id":"W3125259707","doi":"10.1111/j.1755-053x.2010.01089.x","title":"Default Risk in Corporate Yield Spreads","year":2010,"lang":"en","type":"article","venue":"Financial Management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":31,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Héma-Québec; Business Development Bank of Canada; HEC Montréal","funders":"","keywords":"Default risk; Yield (engineering); Credit risk; Economics; Econometrics; Default; Loss given default; Ex-ante; Probability of default; Credit spread (options); Financial economics; Actuarial science; Business; Finance; Microeconomics; Capital requirement","score_opus":0.02678039588065302,"score_gpt":0.20181969367511254,"score_spread":0.17503929779445954,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125259707","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9046925,0.000152932,0.008877923,0.00032747755,0.0021428058,0.0004330341,0.00015882813,0.00006361438,0.08315091],"genre_scores_gemma":[0.99469596,0.00019815403,0.0020006553,0.00007810883,0.00031867682,0.00008656552,0.000020041838,0.000021661766,0.002580196],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9985921,0.0000064124883,0.0005619184,0.0004300262,0.000050900042,0.00035867817],"domain_scores_gemma":[0.9990391,0.000030619194,0.00037222353,0.00044643733,0.000019928762,0.00009170705],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.00049752917,0.00016477272,0.00029135786,0.00037292793,0.00013335407,0.000054339867,0.0002685779,0.00014514907,0.00035417438],"category_scores_gemma":[0.00040657585,0.00020406515,0.000103457685,0.0005429823,0.000060092218,0.00015794538,0.000114571136,0.0003642936,0.0011282774],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000015527636,0.000099996025,0.30855033,0.000009752998,0.0000058767864,0.000021472088,0.000101324236,0.000106357256,0.000010773437,0.6671963,0.0042718076,0.019610507],"study_design_scores_gemma":[0.00031520423,0.000023129534,0.7016984,0.000009480449,0.0000042919764,6.0668566e-7,0.000009163615,0.00036044713,0.000014983427,0.08770787,0.20966753,0.00018888626],"about_ca_topic_score_codex":0.00092440477,"about_ca_topic_score_gemma":0.0027088542,"teacher_disagreement_score":0.5794884,"about_ca_system_score_codex":0.000050374427,"about_ca_system_score_gemma":0.000021713979,"threshold_uncertainty_score":0.99964947},"labels":[],"label_agreement":null},{"id":"W3125282049","doi":"10.5089/9781451841923.001.a001","title":"How Much Leverage is too Much, or Does Corporate Risk Determine the Severity of a Recession?","year":2003,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Recession; Leverage (statistics); Systematic risk; Proxy (statistics); Economics; Business cycle; Vulnerability (computing); Financial economics; Econometrics; Business; Macroeconomics; Statistics","score_opus":0.05796179623311205,"score_gpt":0.22634765848386396,"score_spread":0.16838586225075192,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125282049","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97523236,0.00026404217,0.009841639,0.0013858452,0.00056112267,0.00026050268,0.00048704032,0.000028717679,0.011938728],"genre_scores_gemma":[0.9643975,0.00061528874,0.0016917461,0.000092624374,0.00007522365,0.000018432136,0.000006630443,0.000015323902,0.033087213],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99890995,0.00003059304,0.0004711586,0.00031449815,0.000050130147,0.00022369389],"domain_scores_gemma":[0.9983723,0.00012466736,0.0008885256,0.00048752312,0.00006476807,0.00006219118],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00048202358,0.00015121263,0.00034944701,0.000101633515,0.0002347599,0.00008226164,0.00020969362,0.00010882237,0.00091072073],"category_scores_gemma":[0.0006233364,0.00009096444,0.00013284877,0.00039859983,0.00010772221,0.00022891047,0.00004361367,0.00014681471,0.00004389565],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00007355706,0.00021972288,0.69355875,0.00003433069,0.0000652634,0.000006682105,0.0011336491,0.000011952198,0.000047060294,0.26572707,0.019737009,0.019384952],"study_design_scores_gemma":[0.0009276795,0.00012441607,0.43189397,0.000015500978,0.000022624836,0.000011203312,0.00054831436,0.0020363787,0.0046776314,0.20632552,0.352964,0.00045275662],"about_ca_topic_score_codex":0.00039891794,"about_ca_topic_score_gemma":0.00038970052,"teacher_disagreement_score":0.333227,"about_ca_system_score_codex":0.00003518583,"about_ca_system_score_gemma":0.000045426586,"threshold_uncertainty_score":0.99717534},"labels":[],"label_agreement":null},{"id":"W3125363597","doi":"10.1111/j.1539-6975.2012.01489.x","title":"Derivatives Clearing, Default Risk, and Insurance","year":2012,"lang":"en","type":"article","venue":"Journal of Risk & Insurance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":24,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Read Jones Christoffersen (Canada); Simon Fraser University","funders":"","keywords":"Clearing; Default; Business; Margin (machine learning); Actuarial science; Finance; Computer science","score_opus":0.02002464681671842,"score_gpt":0.22646144328769832,"score_spread":0.2064367964709799,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125363597","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9679855,0.023358654,0.0064890296,0.000087945366,0.00077090453,0.000072704184,0.00019266443,0.000013188182,0.0010293716],"genre_scores_gemma":[0.9846329,0.011746576,0.0028509723,0.00002285675,0.00066033023,0.000002729125,0.0000010403392,0.000022443262,0.00006013649],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99857014,0.000041930452,0.0008276614,0.00016430588,0.00007714986,0.0003188326],"domain_scores_gemma":[0.99773735,0.00018460402,0.0016021407,0.00020315847,0.00010237219,0.00017037317],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010233307,0.00016026993,0.00046272486,0.00021772888,0.00024754542,0.000056225057,0.00019030715,0.000104236155,0.00003632403],"category_scores_gemma":[0.000989082,0.00015992495,0.00015751539,0.0002901475,0.00012810442,0.0008464762,0.00003852349,0.0004788097,0.00006379887],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000043254397,0.00008124481,0.9682965,0.000008993897,0.000033599903,0.0000016015761,0.0014176852,0.00012621577,0.000016734786,0.013107775,0.00029674917,0.016569603],"study_design_scores_gemma":[0.00058196083,0.000059534806,0.92654955,0.000031421696,0.0000085353195,0.000031307274,0.000081590064,0.000069961316,0.000052679454,0.007126827,0.065232255,0.000174352],"about_ca_topic_score_codex":0.0002451287,"about_ca_topic_score_gemma":0.000031554424,"teacher_disagreement_score":0.064935505,"about_ca_system_score_codex":0.0000680534,"about_ca_system_score_gemma":0.000018699386,"threshold_uncertainty_score":0.65215504},"labels":[],"label_agreement":null},{"id":"W3125418625","doi":"10.2139/ssrn.3766511","title":"The New International Regulation of Market Risk: Roles of VaR and CVaR in Model Validation","year":2021,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"CVAR; Expected shortfall; Econometrics; Parametric statistics; Value at risk; Market risk; Tail risk; Economics; Risk management; Statistics; Mathematics; Finance","score_opus":0.011569485146829999,"score_gpt":0.2201562203671898,"score_spread":0.20858673522035978,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125418625","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.85892975,0.013242967,0.124495715,0.0008154637,0.00046390734,0.00016590701,0.000084589476,0.0000049060154,0.0017967912],"genre_scores_gemma":[0.94723994,0.050858572,0.0006530789,0.0000014507647,0.00017742281,0.000003977656,0.000032298223,0.000014231816,0.0010190259],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9983346,0.000038463488,0.00088945543,0.00022776966,0.00008702618,0.00042267586],"domain_scores_gemma":[0.9982616,0.00007273269,0.0013126356,0.00021861035,0.00010256473,0.000031907995],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021849615,0.00012622382,0.00032548778,0.00027060945,0.00008641388,0.0000700404,0.0002616641,0.00016842745,0.000027732496],"category_scores_gemma":[0.00031099678,0.00012746624,0.00013879394,0.000129817,0.00005079922,0.00015096975,0.00013651885,0.0010502593,7.334428e-7],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000113368464,0.00008126085,0.10098663,0.000021656542,0.00023894227,2.86773e-7,0.00093224156,0.07497632,0.000048438003,0.780563,0.00018514869,0.041852735],"study_design_scores_gemma":[0.0003718322,0.000025490092,0.12845045,0.000050426883,0.000016756965,0.0000075207818,0.00022497571,0.08267282,0.000056743538,0.78753954,0.00047570933,0.000107743705],"about_ca_topic_score_codex":0.00039088112,"about_ca_topic_score_gemma":0.0022333523,"teacher_disagreement_score":0.123842634,"about_ca_system_score_codex":0.0004035942,"about_ca_system_score_gemma":0.0009870363,"threshold_uncertainty_score":0.5197922},"labels":[],"label_agreement":null},{"id":"W3125517721","doi":"","title":"Estimating the Structural Credit Risk Model When Equity Prices Are Contaminated by Trading Noises","year":2006,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":11,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Equity (law); Econometrics; Market liquidity; Estimation; Credit risk; Volatility (finance); Economics; Likelihood function; Maximum likelihood; Financial economics; Monetary economics; Actuarial science; Statistics; Mathematics","score_opus":0.05571146794473958,"score_gpt":0.31015799163067337,"score_spread":0.2544465236859338,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125517721","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.95073265,0.0013767653,0.0017588469,0.0004832528,0.0010443648,0.0010792287,0.0034064383,0.00008124472,0.04003722],"genre_scores_gemma":[0.9915158,0.0012796804,0.004367885,0.000020809815,0.0006881988,0.0002560158,0.00033554118,0.00009596539,0.0014400901],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99575007,0.00010174886,0.0015774732,0.0013221346,0.0001642936,0.0010842645],"domain_scores_gemma":[0.9964832,0.00062123133,0.0014341997,0.001175364,0.00011649525,0.00016952206],"candidate_categories":["metaepi_narrow","research_integrity"],"consensus_categories":[],"category_scores_codex":[0.0027432041,0.0004923842,0.0010280448,0.0005395961,0.0008313575,0.00060074346,0.0013937443,0.00062095147,0.00008726995],"category_scores_gemma":[0.0011529265,0.0005060447,0.00032971986,0.00021003278,0.0004989376,0.0002997564,0.001314063,0.0023706155,0.000015560041],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00009435631,0.0001928773,0.2540396,0.0002819052,0.00022577983,0.000014580628,0.0021551847,0.59371674,0.000016604383,0.011735003,0.004597956,0.13292944],"study_design_scores_gemma":[0.0004220125,0.000029218427,0.09192228,0.00009704968,0.000013066434,0.000002378933,0.00013011156,0.8212248,0.000010637499,0.08241921,0.003232924,0.0004962865],"about_ca_topic_score_codex":0.002600963,"about_ca_topic_score_gemma":0.0015481192,"teacher_disagreement_score":0.2275081,"about_ca_system_score_codex":0.0014045093,"about_ca_system_score_gemma":0.00025989005,"threshold_uncertainty_score":0.999931},"labels":[],"label_agreement":null},{"id":"W3125559378","doi":"","title":"Default Risk in Corporate Yield Spreads","year":2005,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Héma-Québec; Business Development Bank of Canada; HEC Montréal","funders":"","keywords":"Default risk; Yield (engineering); Credit risk; Credit rating; Credit spread (options); Economics; Econometrics; Loss given default; Fraction (chemistry); Default; Financial economics; Probability of default; Actuarial science; Finance; Microeconomics","score_opus":0.07809161201231246,"score_gpt":0.29389991647519603,"score_spread":0.21580830446288357,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125559378","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.83200574,0.0011799058,0.000055879562,0.00042110053,0.0009327127,0.0008618167,0.00087138277,0.00004756712,0.16362391],"genre_scores_gemma":[0.96295434,0.030896664,0.0008905976,0.000028517337,0.0007225126,0.00031496142,0.00013865404,0.000101014375,0.0039527286],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9953847,0.000098718745,0.0018107241,0.0014886471,0.00010201593,0.0011152147],"domain_scores_gemma":[0.9966748,0.0005267295,0.0010415616,0.0014506954,0.000076938304,0.00022931048],"candidate_categories":["metaepi_narrow","research_integrity"],"consensus_categories":[],"category_scores_codex":[0.0032780408,0.00043980835,0.0011212619,0.0017537337,0.00018248847,0.00021644538,0.0009436871,0.00095891306,0.00038041134],"category_scores_gemma":[0.0015529676,0.0005946508,0.00031759572,0.0004358365,0.00031836165,0.00020792992,0.00094754645,0.003023201,0.0002948961],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000104400846,0.00037424683,0.76426363,0.00007947657,0.000064273656,0.000043673695,0.0006872201,0.061108097,0.000005750398,0.023586873,0.0003260515,0.14935632],"study_design_scores_gemma":[0.00096394226,0.0000851832,0.79058486,0.00021798724,0.0000062661243,0.0000050895756,0.00017816249,0.039150573,0.000023153634,0.084274106,0.08353749,0.00097321405],"about_ca_topic_score_codex":0.0025658486,"about_ca_topic_score_gemma":0.00992813,"teacher_disagreement_score":0.15967119,"about_ca_system_score_codex":0.001620246,"about_ca_system_score_gemma":0.00039093767,"threshold_uncertainty_score":0.9996505},"labels":[],"label_agreement":null},{"id":"W3125584027","doi":"10.1016/j.jbankfin.2019.03.021","title":"Least impulse response estimator for stress test exercises","year":2019,"lang":"en","type":"article","venue":"Journal of Banking & Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"Agence Nationale de la Recherche","keywords":"Estimator; Impulse response; Stress test; Test (biology); Impulse (physics); Computer science; Econometrics; Statistics; Mathematics; Economics; Geology; Physics; Mathematical analysis","score_opus":0.01632293011443066,"score_gpt":0.23430098957020026,"score_spread":0.2179780594557696,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125584027","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9825147,0.0023108225,0.011782335,0.0006108766,0.0013060684,0.00024780005,0.0003191763,0.000013441333,0.00089478237],"genre_scores_gemma":[0.99181163,0.00025280344,0.0061093955,0.000026002408,0.00037617213,0.000009824311,0.000003939903,0.000030752853,0.0013794533],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9984879,0.000010300493,0.0009025981,0.00023319547,0.00007226898,0.0002937642],"domain_scores_gemma":[0.9978997,0.00046690283,0.0011283365,0.0002873358,0.00016314919,0.000054551507],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008966289,0.00015666916,0.0005434161,0.00028281417,0.00014440189,0.0000822296,0.00031710815,0.00010334333,0.00011842039],"category_scores_gemma":[0.00083920034,0.00016862132,0.00026837803,0.00025153244,0.000048507885,0.0003984449,0.000035871148,0.00019512129,0.00011701579],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0018085195,0.00052633905,0.8399454,0.00014950517,0.00005775875,0.000036238365,0.0009026377,0.006104581,0.000828304,0.12374115,0.0070346375,0.018864939],"study_design_scores_gemma":[0.0015720506,0.00061874505,0.82142556,0.000285608,0.000018333352,0.000049259103,0.00005533966,0.0032433663,0.00046074644,0.018320898,0.15361193,0.00033817076],"about_ca_topic_score_codex":0.000013633054,"about_ca_topic_score_gemma":0.00000481087,"teacher_disagreement_score":0.1465773,"about_ca_system_score_codex":0.00011977728,"about_ca_system_score_gemma":0.000106276486,"threshold_uncertainty_score":0.6876178},"labels":[],"label_agreement":null},{"id":"W3125632430","doi":"","title":"CVA and Wrong-Way Risk","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":16,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Monte Carlo method; Credit risk; Econometrics; Actuarial science; Credit valuation adjustment; Counterparty; Hazard; Value (mathematics); Economics; Computer science; Mathematics; Statistics","score_opus":0.011669965473741824,"score_gpt":0.20223262632171266,"score_spread":0.19056266084797083,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125632430","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9275066,0.03767105,0.026896859,0.00035102534,0.0005881602,0.000072741175,0.000026341035,0.000020315285,0.0068669044],"genre_scores_gemma":[0.9802267,0.017043347,0.00013436422,0.000013843636,0.00087964884,0.0000031367033,0.00000262615,0.000017386148,0.0016789486],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99799985,0.000013696202,0.00032348614,0.0001364833,0.00003255112,0.0014939235],"domain_scores_gemma":[0.9994474,0.000028556175,0.0002582675,0.00012829744,0.000016978178,0.0001205163],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015899225,0.00010471228,0.00019140531,0.00013989724,0.00029289947,0.000049254148,0.000105852145,0.00007646495,0.000085923035],"category_scores_gemma":[0.00011674907,0.00011010579,0.00008496608,0.00013020159,0.00004317123,0.00034669708,0.000027408068,0.00086392934,0.00022614274],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000004962904,0.00002535014,0.35204005,8.462127e-7,0.000027487296,1.340587e-7,0.00016270914,0.0000053553663,0.000001707542,0.63396734,0.00013477528,0.013629258],"study_design_scores_gemma":[0.00036773793,0.00007713657,0.43688208,0.0000027875708,0.00001211986,0.00011363914,0.00021794702,0.00013653241,0.0000040209425,0.48465985,0.077359304,0.00016684757],"about_ca_topic_score_codex":0.00015277494,"about_ca_topic_score_gemma":0.00021991339,"teacher_disagreement_score":0.14930753,"about_ca_system_score_codex":0.00030682582,"about_ca_system_score_gemma":0.000106104206,"threshold_uncertainty_score":0.4489984},"labels":[],"label_agreement":null},{"id":"W3125637228","doi":"","title":"The Pricing Implications of Counterparty Risk For Non Linear Credit Products","year":2005,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":15,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Credit risk; Credit valuation adjustment; Counterparty; Actuarial science; Profit (economics); Business; Econometrics; Economics; Credit reference; Microeconomics","score_opus":0.026007227359160442,"score_gpt":0.24810964632397056,"score_spread":0.22210241896481012,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125637228","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6621171,0.0014825554,0.28099966,0.014145311,0.00093463546,0.0016648081,0.0011791744,0.00007895663,0.037397776],"genre_scores_gemma":[0.98852694,0.00034226198,0.007357602,0.000023186689,0.0006912684,0.00008241517,0.000018591227,0.000012755123,0.0029449556],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99914736,0.0000027670465,0.00046367652,0.000197249,0.000019545241,0.00016943297],"domain_scores_gemma":[0.9990631,0.00013583666,0.00031459078,0.00035091123,0.000107967564,0.00002758966],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0004337228,0.00007040836,0.00015830077,0.00005906817,0.00029832017,0.000023527753,0.00016038238,0.00004379009,0.000024938385],"category_scores_gemma":[0.0003581469,0.000058597027,0.00007672065,0.00018901745,0.00005551578,0.00011412172,0.000023701125,0.000059754835,0.000063705214],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000030591513,0.00014518121,0.12482187,0.000021880262,0.000044106055,2.1870317e-8,0.00052878313,0.00104295,0.00014758357,0.8092946,0.034072462,0.029849956],"study_design_scores_gemma":[0.00023930271,0.000043120377,0.3030183,0.0000033686297,0.0000074731042,4.224791e-7,0.000026118583,0.015429358,0.00055018935,0.011003518,0.6695835,0.000095315416],"about_ca_topic_score_codex":0.000104321276,"about_ca_topic_score_gemma":0.00019048371,"teacher_disagreement_score":0.7982911,"about_ca_system_score_codex":0.000041511114,"about_ca_system_score_gemma":0.000028657398,"threshold_uncertainty_score":0.23895174},"labels":[],"label_agreement":null},{"id":"W3125642605","doi":"","title":"A Duration Model for Defaultable Bonds","year":2002,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Manitoba","funders":"","keywords":"Duration (music); Bond; Economics; Econometrics; Maturity (psychological); Ex-ante; Default risk; Yield (engineering); Actuarial science; Financial economics; Monetary economics; Credit risk; Finance; Keynesian economics; Psychology; Physics","score_opus":0.030666021280587662,"score_gpt":0.21939781864376812,"score_spread":0.18873179736318046,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125642605","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.09433759,0.007206013,0.88995785,0.0014450428,0.00022559513,0.00019163999,0.000049659495,0.000030372847,0.006556223],"genre_scores_gemma":[0.9762051,0.0033611124,0.0010276857,0.000029280942,0.00036009692,0.000023230163,0.00000833437,0.000020963673,0.018964192],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9982646,0.0000035179314,0.00042576418,0.00017203913,0.00003165304,0.0011024273],"domain_scores_gemma":[0.99952394,0.000018974803,0.00023912989,0.00012215631,0.000045272314,0.000050540915],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00071029377,0.000093873066,0.0001805335,0.00014408882,0.00030139915,0.00006589153,0.00012970594,0.00007686328,0.00006728154],"category_scores_gemma":[0.00011442076,0.00010650747,0.00011645672,0.00014598998,0.000017277445,0.00028654275,0.000009882605,0.0004075015,0.00012068754],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00000915863,0.00004388974,0.0016863093,0.000002031757,0.000023394503,1.3703236e-7,0.00017149842,0.0023877712,0.000013908626,0.98869824,0.0014396032,0.005524041],"study_design_scores_gemma":[0.0003987326,0.000079801466,0.0004343933,0.0000019522245,0.0000051059264,0.000023187053,0.000039481914,0.39779168,0.0000034668883,0.5857522,0.015366541,0.00010348424],"about_ca_topic_score_codex":0.000022224533,"about_ca_topic_score_gemma":0.00028034666,"teacher_disagreement_score":0.8889302,"about_ca_system_score_codex":0.00047667243,"about_ca_system_score_gemma":0.00012881469,"threshold_uncertainty_score":0.43432483},"labels":[],"label_agreement":null},{"id":"W3125651549","doi":"10.1016/j.jfi.2011.07.002","title":"Idiosyncratic volatility vs. liquidity? Evidence from the US corporate bond market","year":2011,"lang":"en","type":"article","venue":"Journal of Financial Intermediation","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":33,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Wilfrid Laurier University","funders":"","keywords":"Market liquidity; Corporate bond; Volatility (finance); Economics; Bond; Monetary economics; Bond market; Equity (law); Accounting liquidity; Liquidity crisis; Liquidity risk; Shock (circulatory); Financial economics; Econometrics; Finance; Internal medicine","score_opus":0.07450879069807154,"score_gpt":0.23015781514445888,"score_spread":0.15564902444638734,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125651549","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9822661,0.0013523422,0.011927077,0.00045976584,0.0026649144,0.00016251643,0.00012369227,0.000010835427,0.0010327273],"genre_scores_gemma":[0.99699557,0.0005320699,0.00084203534,0.00013079577,0.0013506025,0.0000068810864,0.000006556268,0.000013630509,0.00012184803],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9981759,0.00004957196,0.001252001,0.00020752854,0.0001104438,0.00020452775],"domain_scores_gemma":[0.99678886,0.00027671244,0.0023358387,0.00030198245,0.00020629741,0.00009030959],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013750709,0.00015494852,0.000423518,0.00014438179,0.00015073495,0.00006675623,0.0004151333,0.00014515668,0.00052524894],"category_scores_gemma":[0.0030970841,0.00013222614,0.00023200987,0.00027048733,0.00012542361,0.0008450144,0.00005562568,0.0003430461,0.000076008466],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000634972,0.000142655,0.95407534,0.000014208567,0.000037282367,0.00002042465,0.0036708221,0.000013825796,0.00008289088,0.006867665,0.029054387,0.0053855535],"study_design_scores_gemma":[0.0003174853,0.00024637196,0.9493621,0.00009777423,0.000023586,0.000006501076,0.000022382277,0.001733147,0.00024108279,0.04219671,0.0056170477,0.00013580588],"about_ca_topic_score_codex":0.00039295675,"about_ca_topic_score_gemma":0.00030546126,"teacher_disagreement_score":0.035329044,"about_ca_system_score_codex":0.00014928954,"about_ca_system_score_gemma":0.0001569668,"threshold_uncertainty_score":0.57511073},"labels":[],"label_agreement":null},{"id":"W3125683782","doi":"","title":"Modeling the Dynamics of Credit Spreads with Stochastic Volatility","year":2003,"lang":"en","type":"preprint","venue":"Tilburg University Research Portal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"York University; McGill University","funders":"","keywords":"Stochastic volatility; Economics; Volatility (finance); iTraxx; Corporate bond; Credit derivative; Affine transformation; Econometrics; Bond; Credit spread (options); Credit risk; Welfare economics; Financial economics; Mathematics; Credit valuation adjustment; Actuarial science; Finance","score_opus":0.07552246507677221,"score_gpt":0.27439670987883874,"score_spread":0.19887424480206653,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125683782","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8519706,0.00036823447,0.11377497,0.00031751787,0.00029256177,0.0006986587,0.0014934482,0.000032976328,0.031051047],"genre_scores_gemma":[0.9955079,0.00011193824,0.00027052997,0.0000015875175,0.00009939542,0.000003441564,0.00017847295,0.00002357114,0.0038031738],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99825287,0.00006882977,0.00042643322,0.00058293174,0.00021210597,0.00045680947],"domain_scores_gemma":[0.99815845,0.00012691387,0.00027781219,0.00090412237,0.00039942333,0.0001332558],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014610352,0.00020662216,0.0004991245,0.0004641244,0.00038579167,0.00005254032,0.0007297764,0.00029876578,0.00036127493],"category_scores_gemma":[0.00021579718,0.00020410787,0.00019070378,0.00055441266,0.0005500734,0.00014129498,0.0005561146,0.0012591818,0.000026021295],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0002999521,0.00033297733,0.04735948,0.0001773885,0.00028926565,0.00005853645,0.0011004898,0.17547448,0.0000014791815,0.77225953,0.0020991904,0.00054721656],"study_design_scores_gemma":[0.0004135385,0.00010599254,0.013895035,0.000080314036,0.000031668922,0.000004856055,0.0011936235,0.9594713,0.0000011120966,0.023238193,0.0012482082,0.00031616245],"about_ca_topic_score_codex":0.0036932346,"about_ca_topic_score_gemma":0.001473083,"teacher_disagreement_score":0.7839968,"about_ca_system_score_codex":0.0002782386,"about_ca_system_score_gemma":0.00043151958,"threshold_uncertainty_score":0.8323277},"labels":[],"label_agreement":null},{"id":"W3125688599","doi":"","title":"Estimating Merton's Model by Maximum Likelihood with Survivorship Consideration","year":2004,"lang":"en","type":"article","venue":"Les Cahiers du GERAD","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Econometrics; Maximum likelihood; Estimator; Portfolio; Asset (computer security); Volatility (finance); Principle of maximum entropy; Economics; Context (archaeology); Statistics; Quasi-maximum likelihood; Maximum likelihood sequence estimation; Actuarial science; Likelihood function; Mathematics; Computer science; Financial economics; Geography","score_opus":0.013668052445914097,"score_gpt":0.19025290748750912,"score_spread":0.17658485504159502,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125688599","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5152534,0.0003327917,0.47952873,0.001276649,0.00017007896,0.00013214453,0.000090950234,0.000063632775,0.0031515895],"genre_scores_gemma":[0.93007404,0.000034939345,0.06920471,0.00013618171,0.000154002,0.000029930236,0.000077878176,0.00003397978,0.0002543347],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99886566,0.000008477766,0.00039213552,0.00036427815,0.000057867688,0.00031155758],"domain_scores_gemma":[0.99934727,0.000042606633,0.00022411952,0.00024086551,0.000043529653,0.00010163107],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00023800947,0.00017951032,0.00028549472,0.00012682233,0.00041513314,0.000114810304,0.00011363418,0.00016232219,0.000033048826],"category_scores_gemma":[0.00010872945,0.00019617872,0.00007127605,0.00020429872,0.00014567272,0.00027817654,0.000015018465,0.00021743629,0.00007762033],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000028978555,0.000110182234,0.02235454,0.0000209398,0.000039637147,0.000008880722,0.0024030793,0.03429358,0.00008090443,0.9359917,0.0012186208,0.0034489804],"study_design_scores_gemma":[0.0014875182,0.00011341197,0.008845083,0.000026468437,0.00001704985,0.000018916058,0.00012655754,0.076624766,0.00028158646,0.9087503,0.0031285882,0.00057976384],"about_ca_topic_score_codex":0.00096333784,"about_ca_topic_score_gemma":0.0004590204,"teacher_disagreement_score":0.4148206,"about_ca_system_score_codex":0.00019373295,"about_ca_system_score_gemma":0.000058081605,"threshold_uncertainty_score":0.7999936},"labels":[],"label_agreement":null},{"id":"W3125724836","doi":"10.31221/osf.io/86xhw","title":"Pricing Financial Derivatives Subject to Multilateral Credit Risk and Collateralization","year":2019,"lang":"en","type":"preprint","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Diabetes Canada","funders":"","keywords":"Collateralization; Collateralized debt obligation; Credit derivative; Credit default swap; Credit risk; Business; iTraxx; Credit valuation adjustment; Valuation (finance); Credit default swap index; Capital asset pricing model; Financial economics; Collateral; Finance; Economics; Credit reference","score_opus":0.023359675298782235,"score_gpt":0.23501926376989718,"score_spread":0.21165958847111493,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125724836","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8512886,0.00045459135,0.13965361,0.00021037158,0.0019054739,0.0009089991,0.00061405415,0.000086691696,0.004877607],"genre_scores_gemma":[0.9898032,0.0008226944,0.0061915214,0.0000835563,0.00058587827,0.00006941578,0.00014198909,0.00004868712,0.0022530563],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9979141,0.000022769362,0.00079243287,0.00086038024,0.00005767196,0.0003526574],"domain_scores_gemma":[0.9987367,0.00009275096,0.00051900075,0.0004631082,0.00006289426,0.00012555964],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.00037264824,0.00034109148,0.0006951744,0.00049052545,0.00020157784,0.00024375395,0.00022009088,0.00040271846,0.00018491283],"category_scores_gemma":[0.0005972016,0.00039433112,0.00013949284,0.00028074492,0.000047833582,0.00017896235,0.00050019147,0.00035784402,0.00024393511],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000713883,0.00007218541,0.92019033,0.00014352352,0.000054634027,0.000002973547,0.0040328936,0.017658547,0.000018459927,0.04834086,0.0030828891,0.006331296],"study_design_scores_gemma":[0.00040858315,0.000075372045,0.91334414,0.00006777879,0.000014035369,0.0000013222178,0.000023121123,0.018240647,0.00007107646,0.019682975,0.0474983,0.00057265855],"about_ca_topic_score_codex":0.0016851459,"about_ca_topic_score_gemma":0.00021703231,"teacher_disagreement_score":0.1385146,"about_ca_system_score_codex":0.0001438448,"about_ca_system_score_gemma":0.00007963637,"threshold_uncertainty_score":0.99985087},"labels":[],"label_agreement":null},{"id":"W3125806790","doi":"","title":"Yield Spreads on Government Benchmark Bonds: Cross Country Evidence","year":2015,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Government bond; Bond; Bond market; Cointegration; Economics; Interest rate; Government debt; Benchmark (surveying); Government (linguistics); Yield (engineering); Financial economics; Risk premium; Monetary economics; Econometrics; Finance","score_opus":0.0911481633008894,"score_gpt":0.3314472682555164,"score_spread":0.240299104954627,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125806790","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6226185,0.0021460897,0.000020342684,0.000495175,0.0018823099,0.0010045303,0.0017214137,0.00005187949,0.37005976],"genre_scores_gemma":[0.9710641,0.0169624,0.0002822642,0.00009237501,0.0010088678,0.00039737407,0.00011634616,0.000103892104,0.0099723805],"study_design_codex":"observational","study_design_gemma":"not_applicable","domain_scores_codex":[0.9953156,0.00006974559,0.0015383498,0.0016670873,0.0003212387,0.0010879688],"domain_scores_gemma":[0.9960049,0.0009513138,0.00065063493,0.001899382,0.0001323904,0.00036141498],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.004361628,0.0004915191,0.0010219701,0.0004697975,0.00026268905,0.0004831869,0.0012160119,0.0008662666,0.0003886679],"category_scores_gemma":[0.0035926527,0.00062100485,0.00025089568,0.00027183082,0.0004321627,0.00029599006,0.0012994955,0.0021893005,0.00023541346],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0008064934,0.0010044847,0.70533013,0.00048646252,0.0002538424,0.000112637375,0.0012042564,0.08121372,0.000018609937,0.12803109,0.00941993,0.07211832],"study_design_scores_gemma":[0.0011798915,0.000610693,0.37174812,0.0014182774,0.000014065346,0.000009871167,0.00031164696,0.019532884,0.00006151054,0.05032715,0.55292284,0.0018630447],"about_ca_topic_score_codex":0.0006422345,"about_ca_topic_score_gemma":0.00071393175,"teacher_disagreement_score":0.5435029,"about_ca_system_score_codex":0.0037774194,"about_ca_system_score_gemma":0.000574528,"threshold_uncertainty_score":0.99962413},"labels":[],"label_agreement":null},{"id":"W3125808864","doi":"","title":"Wrong-Way Risk of Interest Rate Instruments","year":2019,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal; Université du Québec à Montréal","funders":"","keywords":"Interest rate swap; Interest rate; Credit risk; Counterparty; Volatility (finance); Interest rate derivative; Econometrics; Economics; Short-rate model; Stochastic volatility; Credit valuation adjustment; Interest rate risk; Rendleman–Bartter model; Collateralized debt obligation; Financial economics; Actuarial science; Monetary economics; Finance; Collateral","score_opus":0.019000861339603988,"score_gpt":0.2111087256989766,"score_spread":0.1921078643593726,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125808864","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.98906446,0.0014869263,0.0036122594,0.0001399363,0.0006469048,0.0001047086,0.000042955475,0.000009453613,0.004892417],"genre_scores_gemma":[0.9920627,0.004883893,0.00005533682,0.000007881528,0.00015711684,0.000002014759,0.0000053348654,0.000017814233,0.0028079255],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9982956,0.000022570986,0.0005508304,0.00018505896,0.000029104302,0.0009168416],"domain_scores_gemma":[0.9990557,0.00002783541,0.00061457074,0.00021245953,0.000036911613,0.00005253504],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014440373,0.00011132689,0.0002885981,0.00020628385,0.00009199638,0.000031202802,0.00023641073,0.00007654554,0.00023428818],"category_scores_gemma":[0.00010081961,0.00011680022,0.00016439709,0.00018643218,0.000034966277,0.00021793024,0.000038011298,0.00084987475,0.00053301104],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000022043729,0.00003676063,0.37159935,0.0000029426099,0.000077138895,1.7012393e-7,0.00006127057,0.000042217307,0.000032357704,0.61976296,0.000039355735,0.008323421],"study_design_scores_gemma":[0.00093710975,0.00030424818,0.30152535,0.0000156193,0.000012593645,0.000022617824,0.00021749613,0.00043565105,0.00008027068,0.685253,0.011021593,0.00017441131],"about_ca_topic_score_codex":0.0001926447,"about_ca_topic_score_gemma":0.0005416047,"teacher_disagreement_score":0.070073985,"about_ca_system_score_codex":0.00037213953,"about_ca_system_score_gemma":0.00023115569,"threshold_uncertainty_score":0.6850956},"labels":[],"label_agreement":null},{"id":"W3125836160","doi":"","title":"A Reduced Form Model of Default Spreads with Markov Switching Macroeconomic Factors","year":2007,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Bond; Economics; Econometrics; Corporate bond; Credit risk; Coupon; Credit default swap; Market liquidity; Monetary economics; Credit default swap index; Markov chain; Credit spread (options); Financial economics; Credit valuation adjustment; Mathematics; Actuarial science; Statistics; Finance","score_opus":0.051917646244939435,"score_gpt":0.29799520782288696,"score_spread":0.24607756157794752,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125836160","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.909177,0.00025730522,0.00083574536,0.00010181257,0.00040359117,0.0009188061,0.00069473556,0.00004242174,0.08756858],"genre_scores_gemma":[0.9911675,0.0032017846,0.00361033,0.000012879643,0.00020028975,0.00013425662,0.00015781182,0.0001457789,0.0013693543],"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99519813,0.00003709652,0.0020269605,0.0014229474,0.00012634434,0.0011885298],"domain_scores_gemma":[0.99660015,0.00038646153,0.0010942233,0.0015048558,0.00013265946,0.00028166466],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0024466289,0.0005588529,0.0014668008,0.0018445315,0.00021835887,0.00015154509,0.0010172782,0.0008064231,0.000098297794],"category_scores_gemma":[0.00035032004,0.00064454885,0.00040878428,0.00028116905,0.00034349784,0.00027991805,0.0008341113,0.0018791624,0.000019843732],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0010657989,0.0009088651,0.48259825,0.0008649336,0.0006692295,0.000032625685,0.0059842165,0.28863534,0.00046183803,0.07353134,0.00013610059,0.14511149],"study_design_scores_gemma":[0.0035079923,0.0004879725,0.3270242,0.0007905794,0.00004859916,0.000018449673,0.0016264976,0.53538644,0.001199389,0.11855029,0.008263276,0.0030962871],"about_ca_topic_score_codex":0.0010809689,"about_ca_topic_score_gemma":0.0017227337,"teacher_disagreement_score":0.24675113,"about_ca_system_score_codex":0.0016503432,"about_ca_system_score_gemma":0.00064228056,"threshold_uncertainty_score":0.9996006},"labels":[],"label_agreement":null},{"id":"W3125844810","doi":"10.1287/mnsc.2016.2460","title":"Systemic Influences on Optimal Equity-Credit Investment","year":2016,"lang":"en","type":"article","venue":"Management Science","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":12,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Alberta","funders":"","keywords":"Equity (law); Portfolio; Systemic risk; Credit default swap index; Credit default swap; Exploit; Econometrics; Economics; Credit derivative; Investment strategy; Credit risk; Financial economics; Business; Credit valuation adjustment; Actuarial science; Microeconomics; Computer science; Credit reference","score_opus":0.03934531521968445,"score_gpt":0.2620889028823416,"score_spread":0.22274358766265714,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125844810","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7160578,0.00021502106,0.016264386,0.0013235037,0.0013630869,0.00040170932,0.0000463454,0.00009246829,0.2642357],"genre_scores_gemma":[0.99476725,0.00011914681,0.00085227424,0.00017048458,0.00011130696,0.000047340873,8.749944e-7,0.000006925458,0.0039243973],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99859256,0.0000047030026,0.00035307827,0.00051660225,0.00015379163,0.00037929497],"domain_scores_gemma":[0.99924296,0.000026194268,0.0001757183,0.00043255388,0.000021111053,0.00010144459],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0008863814,0.00011302572,0.00015874044,0.00041471035,0.00028870223,0.00012620115,0.00062990305,0.000027922204,0.00011350672],"category_scores_gemma":[0.000087747125,0.000090166424,0.00004928631,0.0006077594,0.00036641577,0.00043854257,0.0003118093,0.00003871377,0.001647714],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000044374074,0.00003224269,0.01669422,0.000009928088,0.000006252389,0.0000045592674,0.000073289804,0.00023427619,0.00008624611,0.9727576,0.0010649458,0.009032003],"study_design_scores_gemma":[0.0008848682,0.0002487551,0.74287516,0.00021418107,0.000010422786,0.0000053971285,0.00015255464,0.0011656376,0.00036294904,0.08523719,0.16826572,0.00057716825],"about_ca_topic_score_codex":0.000024344234,"about_ca_topic_score_gemma":0.000002455145,"teacher_disagreement_score":0.88752043,"about_ca_system_score_codex":0.0002880411,"about_ca_system_score_gemma":0.000017703003,"threshold_uncertainty_score":0.9991296},"labels":[],"label_agreement":null},{"id":"W3125862711","doi":"10.1093/rof/rfx034","title":"Dynamic Dependence and Diversification in Corporate Credit","year":2017,"lang":"en","type":"article","venue":"European Finance Review","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":50,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"Agence Nationale de la Recherche","keywords":"Tail dependence; Diversification (marketing strategy); Copula (linguistics); Credit default swap; Economics; Equity (law); Econometrics; Monetary economics; Credit rating; Financial economics; Credit risk; Business; Financial system; Actuarial science; Multivariate statistics; Statistics; Mathematics","score_opus":0.07156935379214176,"score_gpt":0.2551449021496525,"score_spread":0.18357554835751078,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125862711","genre_codex":"review","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.44013765,0.44449604,0.0041128495,0.0040909597,0.0009952773,0.0010377585,0.00022915397,0.000069313064,0.10483099],"genre_scores_gemma":[0.7311133,0.26726753,0.00052782113,0.000050322782,0.000035228837,0.000008498008,0.000011269137,0.000013917291,0.0009721216],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9989714,0.000023643946,0.00043958655,0.00036416634,0.000028950373,0.00017222705],"domain_scores_gemma":[0.99850696,0.00001407131,0.00080197677,0.0006185131,0.00002238381,0.00003608897],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.000780347,0.00011443024,0.00031314243,0.0000672867,0.00025802504,0.00008107022,0.000355762,0.000026666316,0.000036899986],"category_scores_gemma":[0.00035936723,0.00013253234,0.000052527113,0.00010093288,0.00010642524,0.0003530519,0.00012604162,0.000120760815,0.0007361324],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000010756219,0.000092393246,0.4359427,0.00078040035,0.000011349622,0.00009506874,0.00017885251,0.000018317838,0.000015095477,0.28686804,0.0032537524,0.27273324],"study_design_scores_gemma":[0.00016224959,0.000013161699,0.8566761,0.0006184427,0.0000037550556,0.0000040173245,0.0000016314799,0.000356997,5.8412485e-7,0.0031789849,0.13884467,0.00013938981],"about_ca_topic_score_codex":0.000054978478,"about_ca_topic_score_gemma":0.000051008632,"teacher_disagreement_score":0.4207334,"about_ca_system_score_codex":0.00004163379,"about_ca_system_score_gemma":0.0000115200155,"threshold_uncertainty_score":0.94617385},"labels":[],"label_agreement":null},{"id":"W3125885382","doi":"10.1108/eb043490","title":"The Impact of Liquidity Risk on the Prices of Swaps with Default Risk","year":2002,"lang":"en","type":"article","venue":"The Journal of Risk Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Saint Mary's University","funders":"","keywords":"Market liquidity; Interest rate swap; Liquidity risk; Swap (finance); Credit default swap; Proxy (statistics); Business; Financial economics; Valuation (finance); Economics; Variance swap; Monetary economics; Liquidity crisis; Credit risk; Econometrics; Actuarial science; Volatility (finance); Finance; Implied volatility; Volatility swap; Computer science","score_opus":0.023022685836731605,"score_gpt":0.21815831592591786,"score_spread":0.19513563008918625,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125885382","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9870158,0.008540245,0.0021450026,0.00034691513,0.00019118197,0.00017948574,0.00042030882,0.0000044061994,0.0011566574],"genre_scores_gemma":[0.94468504,0.054761253,0.00019959024,0.000004591338,0.0001860988,0.000003108346,3.9500935e-7,0.000017049748,0.00014286295],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9983501,0.00012971237,0.000976169,0.00013566205,0.00014477497,0.00026360273],"domain_scores_gemma":[0.99278176,0.0015467809,0.0047821044,0.00065001094,0.00019797073,0.000041362546],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0026078734,0.00018464132,0.00048285778,0.00010915206,0.0005535314,0.000031938303,0.0007430345,0.0000768152,0.000059610353],"category_scores_gemma":[0.0012883367,0.00008432149,0.00035964235,0.00049646175,0.00039474102,0.00016689356,0.000045888188,0.00065107853,0.000030637937],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0016164614,0.00072677335,0.76968426,0.000018002338,0.0006460473,0.0000049089053,0.008244783,0.11475407,0.000028790684,0.04669656,0.016263384,0.04131597],"study_design_scores_gemma":[0.0005672419,0.0010402771,0.966338,0.00006131904,0.00007770294,0.000015326916,0.00015437306,0.005031819,0.0002346336,0.01772948,0.008609361,0.00014049398],"about_ca_topic_score_codex":0.0014223177,"about_ca_topic_score_gemma":0.00014840171,"teacher_disagreement_score":0.19665372,"about_ca_system_score_codex":0.000069696,"about_ca_system_score_gemma":0.000043567983,"threshold_uncertainty_score":0.4257372},"labels":[],"label_agreement":null},{"id":"W3126042916","doi":"10.2139/ssrn.483624","title":"Stochastic Volatilities and Correlations of Bond Yields","year":2005,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":28,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Bond; Econometrics; Statistical physics; Mathematics; Economics; Physics; Finance","score_opus":0.011994454922077236,"score_gpt":0.20559966321236472,"score_spread":0.1936052082902875,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3126042916","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.80889213,0.015277119,0.16966102,0.0009894626,0.00020444971,0.00009017666,0.00003770334,0.00001344964,0.0048344857],"genre_scores_gemma":[0.99595577,0.0011554934,0.00026760204,0.000008357993,0.00026128322,0.0000023319517,0.0000027759304,0.000009703479,0.0023367025],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9988732,0.000004308572,0.0004020036,0.0001134726,0.000031296913,0.00057573675],"domain_scores_gemma":[0.99954873,0.000049702685,0.00022861773,0.00009715606,0.00003272575,0.000043052012],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00051345903,0.00007608453,0.0001853943,0.00016803932,0.00014805714,0.00002228329,0.00007900134,0.00006408371,0.00006048091],"category_scores_gemma":[0.00011406582,0.000085160405,0.00006655418,0.00011612956,0.0000635133,0.00020226288,0.000016454313,0.00049204665,0.000027146909],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000007868853,0.0000250891,0.019067794,0.0000018126142,0.000026481834,6.833883e-8,0.00033871914,0.00048972596,0.00000403486,0.97310674,0.0001101763,0.006821463],"study_design_scores_gemma":[0.0005172997,0.00016330752,0.08210816,0.000011988973,0.00001545638,0.00007783953,0.0006416179,0.007520604,0.0000049810737,0.9002482,0.008526223,0.00016427785],"about_ca_topic_score_codex":0.0000739336,"about_ca_topic_score_gemma":0.00058012153,"teacher_disagreement_score":0.18706362,"about_ca_system_score_codex":0.00017965517,"about_ca_system_score_gemma":0.00020214074,"threshold_uncertainty_score":0.34727404},"labels":[],"label_agreement":null},{"id":"W3126063987","doi":"","title":"Do banks overstate their Value-at-Risk?","year":2008,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"Simon Fraser University","funders":"","keywords":"Diversification (marketing strategy); Conservatism; Value at risk; Actuarial science; Sample (material); Risk management; Economics; Profit (economics); Econometrics; Value (mathematics); Business; Statistics; Finance; Mathematics; Marketing; Political science","score_opus":0.0527433083725464,"score_gpt":0.2847009755014092,"score_spread":0.23195766712886282,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3126063987","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7222848,0.0017037299,0.000046326364,0.0002605536,0.0012616315,0.00082298554,0.0020811683,0.000068823065,0.27147],"genre_scores_gemma":[0.8571576,0.13412988,0.0006165306,0.000034032622,0.0006829616,0.00027230114,0.00025935812,0.00015444834,0.006692897],"study_design_codex":"observational","study_design_gemma":"not_applicable","domain_scores_codex":[0.9950102,0.00013968928,0.0016343808,0.00179894,0.00013161212,0.0012852073],"domain_scores_gemma":[0.9961847,0.0005666013,0.00086573506,0.0019688744,0.000094115894,0.00031995177],"candidate_categories":["metaepi_narrow","research_integrity"],"consensus_categories":[],"category_scores_codex":[0.002401013,0.0005592809,0.0012317534,0.0012685115,0.0006019594,0.0002664012,0.001096567,0.0009030468,0.0004061157],"category_scores_gemma":[0.0008220919,0.0006877111,0.00058107276,0.0003204061,0.00056541193,0.00018812,0.0018536366,0.002535538,0.00037548807],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00038882502,0.0007335253,0.5033176,0.00024770456,0.00050050457,0.00013213087,0.00560803,0.08875195,0.000013280882,0.10103783,0.0034693526,0.29579926],"study_design_scores_gemma":[0.0013201049,0.00012861664,0.28287065,0.00013441888,0.000008986758,0.000021238917,0.00024990644,0.02696591,0.00003668012,0.07864118,0.60831267,0.0013096508],"about_ca_topic_score_codex":0.0008416242,"about_ca_topic_score_gemma":0.0004246353,"teacher_disagreement_score":0.60484326,"about_ca_system_score_codex":0.002648348,"about_ca_system_score_gemma":0.00039648786,"threshold_uncertainty_score":0.99976563},"labels":[],"label_agreement":null},{"id":"W3126079093","doi":"10.2139/ssrn.2414621","title":"Credit Spreads and State-Dependent Volatility: Theory and Empirical Evidence","year":2014,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Concordia University","funders":"","keywords":"Volatility (finance); Economics; Empirical evidence; Monetary economics; State dependent; Financial economics; Econometrics; Keynesian economics","score_opus":0.02882724742527583,"score_gpt":0.25422163712792345,"score_spread":0.22539438970264764,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3126079093","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8934171,0.014371021,0.09036942,0.0008124518,0.0002169857,0.00008617771,0.000011645723,0.00001927656,0.0006959104],"genre_scores_gemma":[0.98951685,0.008658958,0.000086323926,0.000047010686,0.00033381043,0.000003864519,0.0000012590166,0.000016860886,0.0013350399],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99821144,0.00006477494,0.00042251582,0.00030009507,0.000061413,0.0009397285],"domain_scores_gemma":[0.9991847,0.00026738318,0.00021149279,0.00017743919,0.00003587661,0.00012310733],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004410748,0.0001361207,0.00027304929,0.00014320435,0.000251396,0.000117330244,0.0001362572,0.000081277074,0.00004140062],"category_scores_gemma":[0.0007286572,0.0001370482,0.00005904507,0.00010567961,0.000109687804,0.00033079123,0.00006124996,0.0007920408,0.000026420066],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00006464448,0.000025065683,0.3635858,0.000005933361,0.000034609424,7.8022236e-7,0.00029631608,0.0000067475758,0.000009541455,0.6013062,0.00007886807,0.03458553],"study_design_scores_gemma":[0.00030613513,0.00020770926,0.20627865,0.000013403741,0.000009975994,0.00009082479,0.00010475734,0.001394768,0.000005319019,0.7852315,0.0062134974,0.0001435142],"about_ca_topic_score_codex":0.00007896031,"about_ca_topic_score_gemma":0.00041399934,"teacher_disagreement_score":0.18392529,"about_ca_system_score_codex":0.00024036957,"about_ca_system_score_gemma":0.00020526325,"threshold_uncertainty_score":0.5588663},"labels":[],"label_agreement":null},{"id":"W3134285534","doi":"10.2139/ssrn.3651459","title":"Online Appendix for: Regulatory Capital and Incentives for Risk Model Choice under Basel 3","year":2020,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Center for Interuniversity Research and Analysis on Organizations; University of Guelph; Western University","funders":"","keywords":"Capital requirement; Incentive; Capital (architecture); Appendix; Actuarial science; Basel II; Economics; Risk-weighted asset; Mathematical economics; Microeconomics; Computer science; Econometrics; Financial capital; Capital formation","score_opus":0.026700409240403376,"score_gpt":0.23711464696215956,"score_spread":0.2104142377217562,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3134285534","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5596312,0.0057116845,0.43218458,0.0014233029,0.0001028385,0.00023278038,0.0006394191,0.000015971975,0.00005820353],"genre_scores_gemma":[0.9927116,0.0040098336,0.0018142717,0.0001005993,0.0007381316,0.000016282262,0.000075332995,0.00003447544,0.00049949175],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9982779,0.000008397648,0.0004200899,0.0003031997,0.000037705202,0.0009527295],"domain_scores_gemma":[0.99929166,0.00008512505,0.0003412188,0.00010984431,0.000049665716,0.00012250752],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006180655,0.00014395143,0.00028065083,0.00009717844,0.00034274152,0.00005567916,0.00015167886,0.0000922487,0.000011677255],"category_scores_gemma":[0.00022824237,0.00016121284,0.00017016896,0.0000963372,0.000054248183,0.00024879223,0.000030158737,0.0005375886,0.000012279331],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00007942491,0.00007715371,0.016396722,0.0000135801165,0.000108110595,9.97439e-8,0.0003672429,0.003026012,0.000021456532,0.97429335,0.0005004233,0.0051164436],"study_design_scores_gemma":[0.0017052273,0.00029131424,0.028458422,0.0000058001806,0.000034401022,0.000008316114,0.00054565363,0.1360365,0.0000070129536,0.82023084,0.012425137,0.00025136035],"about_ca_topic_score_codex":0.00004763884,"about_ca_topic_score_gemma":0.00060202647,"teacher_disagreement_score":0.43308038,"about_ca_system_score_codex":0.00028538823,"about_ca_system_score_gemma":0.00035188254,"threshold_uncertainty_score":0.6574069},"labels":[],"label_agreement":null},{"id":"W3135450554","doi":"10.1155/2021/6681035","title":"Pricing Corporate Bonds with Credit Risk, Liquidity Risk, and Their Correlation","year":2021,"lang":"en","type":"article","venue":"Discrete Dynamics in Nature and Society","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Windsor","funders":"Jilin Office of Philosophy and Social Science; National Natural Science Foundation of China","keywords":"Liquidity risk; Credit risk; Market liquidity; Liquidity premium; Bond; Liquidity crisis; Corporate bond; Business; Financial economics; Market risk; Bond valuation; Financial risk management; Economics; Econometrics; Financial system; Monetary economics; Actuarial science; Risk management; Finance","score_opus":0.008987536912632788,"score_gpt":0.20030314247781955,"score_spread":0.19131560556518676,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3135450554","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9582407,0.0038365887,0.034430496,0.00019146928,0.00023819233,0.00013703758,0.0007383037,0.000025184541,0.0021620458],"genre_scores_gemma":[0.98853666,0.009002254,0.00175819,0.000044487326,0.00011818354,0.000008571108,0.00028065412,0.000020396255,0.00023059762],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9989567,0.000027709424,0.00032067852,0.0004378156,0.00004116336,0.0002159321],"domain_scores_gemma":[0.9990837,0.00015816728,0.0004235274,0.00022094084,0.00004702639,0.00006661458],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.000497253,0.00017718457,0.00032524564,0.000056196925,0.00032152797,0.000090746275,0.00006663929,0.00038054623,0.000008549965],"category_scores_gemma":[0.00017409965,0.00016511606,0.00008439477,0.00039135193,0.00013608296,0.00021103471,0.00007017534,0.0009342174,0.0000015392404],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00002037058,0.000029583225,0.8608867,0.000022646593,0.000042098854,0.0000039364772,0.002151554,0.0005701154,0.0000022009497,0.13410601,0.00015521434,0.0020096006],"study_design_scores_gemma":[0.00053494616,0.0000516788,0.61382693,0.000026739051,0.000015266547,0.0000068572135,0.0013813215,0.34014708,0.000005715815,0.041620817,0.002138605,0.0002440833],"about_ca_topic_score_codex":0.00023543194,"about_ca_topic_score_gemma":0.0011347473,"teacher_disagreement_score":0.33957696,"about_ca_system_score_codex":0.00012581753,"about_ca_system_score_gemma":0.00003905193,"threshold_uncertainty_score":0.6733237},"labels":[],"label_agreement":null},{"id":"W3137707948","doi":"10.2139/ssrn.3711768","title":"Charge-offs, Defaults and the Financial Accelerator","year":2020,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McMaster University; Carleton University","funders":"","keywords":"Default; Charge (physics); Business; Economics; Finance; Physics; Particle physics","score_opus":0.017311335256265072,"score_gpt":0.19982701264310795,"score_spread":0.18251567738684288,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3137707948","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8760512,0.045988955,0.034598432,0.035530575,0.0008485558,0.000450565,0.000060067505,0.00006376983,0.0064078704],"genre_scores_gemma":[0.9902636,0.0075834016,0.00004429303,0.00040507427,0.0011795086,0.000008383839,0.0000033441013,0.000017034525,0.0004953993],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9983292,0.000018971828,0.0004134469,0.00021918867,0.000045715555,0.00097343803],"domain_scores_gemma":[0.99947387,0.00003933552,0.00024189719,0.00011248692,0.000029329609,0.00010306415],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009289613,0.0001258465,0.0002835117,0.00005684276,0.00039116427,0.000107847685,0.00023063038,0.00007639882,0.00008469511],"category_scores_gemma":[0.00035122875,0.00010335811,0.00012766993,0.00021530365,0.00010094532,0.00019035397,0.00004507955,0.000998691,0.00019889972],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00009120673,0.000012116116,0.008692632,0.000002232669,0.000027015547,0.0000010602913,0.00047316228,0.0000064417814,0.0000040156087,0.982075,0.00053529127,0.008079828],"study_design_scores_gemma":[0.0037681032,0.00022397676,0.03717625,0.0000058681153,0.000021226144,0.00010502806,0.0002777909,0.0029185542,0.000013774178,0.77812374,0.17703198,0.00033373435],"about_ca_topic_score_codex":0.00005701397,"about_ca_topic_score_gemma":0.00017509627,"teacher_disagreement_score":0.20395128,"about_ca_system_score_codex":0.00013961268,"about_ca_system_score_gemma":0.00033271743,"threshold_uncertainty_score":0.4338871},"labels":[],"label_agreement":null},{"id":"W3137710044","doi":"10.2139/ssrn.3710531","title":"Does the Long-Run Risk Explain the Cross-Section of Corporate Bond Returns?","year":2020,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Corporate bond; Bond; Business; Section (typography); Financial economics; Monetary economics; Economics; Financial system; Finance","score_opus":0.0235771427808867,"score_gpt":0.22260114765879396,"score_spread":0.19902400487790725,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3137710044","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.96936166,0.0041231066,0.019688735,0.004987332,0.0008306815,0.00017519564,0.000071100825,0.000016783611,0.00074542145],"genre_scores_gemma":[0.9914257,0.0065244283,0.000021922482,0.000057960908,0.0012143437,0.000006411295,0.0000046545624,0.000018496195,0.00072609977],"study_design_codex":"observational","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99834144,0.000038002454,0.0005913064,0.00020173535,0.000072636336,0.000754894],"domain_scores_gemma":[0.99843717,0.00008057698,0.0011368671,0.00022586342,0.00006466504,0.000054878215],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019410907,0.00012371394,0.00022762537,0.000059568316,0.00055777805,0.00011728977,0.00036873634,0.00008540108,0.000062567815],"category_scores_gemma":[0.00031400696,0.00006685728,0.0001980831,0.00035714492,0.00015146914,0.0002034233,0.00004068236,0.0014284938,0.00004659624],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00009074567,0.00003018147,0.52206606,0.0000051397296,0.00010932311,0.0000011324544,0.000983113,0.000513407,0.000028638266,0.471385,0.000551805,0.0042354553],"study_design_scores_gemma":[0.00051035197,0.00022707849,0.403566,0.000005526096,0.000022071614,0.00003617955,0.0006828408,0.001176042,0.00010541264,0.5788438,0.014667821,0.00015688989],"about_ca_topic_score_codex":0.00022559949,"about_ca_topic_score_gemma":0.0013208683,"teacher_disagreement_score":0.11850007,"about_ca_system_score_codex":0.00021695979,"about_ca_system_score_gemma":0.00028260812,"threshold_uncertainty_score":0.6206174},"labels":[],"label_agreement":null},{"id":"W3138668763","doi":"10.2139/ssrn.3524525","title":"A Simple Method for Extracting the Probability of Default from American Put Option Prices","year":2020,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Bank of Canada","funders":"","keywords":"Simple (philosophy); Probability of default; Actuarial science; Econometrics; Economics; Mathematics; Computer science; Financial economics; Credit risk","score_opus":0.03643943480326606,"score_gpt":0.2768236983986484,"score_spread":0.24038426359538234,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3138668763","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.40761575,0.0010508833,0.5889713,0.0019133654,0.000058818685,0.00018201636,0.00006088431,0.000009330361,0.00013763031],"genre_scores_gemma":[0.98749036,0.0004678876,0.011480241,0.000041646508,0.00045662548,0.000017091113,0.000010920622,0.000013840598,0.000021374099],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9985757,0.000024791598,0.00051514956,0.00021106719,0.00004307032,0.00063023675],"domain_scores_gemma":[0.99874157,0.0002507413,0.0007682747,0.00013155512,0.00005907292,0.000048797516],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014570033,0.000091063186,0.0002743188,0.00004269968,0.00020522096,0.000041016156,0.0002202196,0.000039587787,0.000019384235],"category_scores_gemma":[0.00064647006,0.000078761856,0.00017889062,0.00024230087,0.000049228704,0.00015562071,0.00002374556,0.00051897,0.0000067591823],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00012416365,0.00007438078,0.04336202,0.000010845541,0.0001485022,1.53098e-7,0.0013015568,0.0012577968,0.00033320172,0.8279378,0.00006663253,0.12538296],"study_design_scores_gemma":[0.00036732643,0.00028739637,0.07295775,0.0000032694422,0.000024252884,0.000004975026,0.0012016287,0.020231856,0.00009095444,0.89089966,0.013804967,0.0001259938],"about_ca_topic_score_codex":0.0010381544,"about_ca_topic_score_gemma":0.00072367967,"teacher_disagreement_score":0.57987463,"about_ca_system_score_codex":0.00022243935,"about_ca_system_score_gemma":0.00027002016,"threshold_uncertainty_score":0.3211815},"labels":[],"label_agreement":null},{"id":"W3139776144","doi":"10.2139/ssrn.3290745","title":"Low Inflation: High Default Risk AND High Equity Valuations","year":2018,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":false,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"","funders":"Social Sciences and Humanities Research Council of Canada; HEC Montréal; Booth School of Business, University of Chicago; Imperial College London","keywords":"Economics; Leverage (statistics); Equity (law); Monetary economics; Inflation (cosmology); Capital asset pricing model; Asset (computer security); Profitability index; Econometrics; Financial economics; Finance","score_opus":0.017487140681279316,"score_gpt":0.2478233512773887,"score_spread":0.23033621059610937,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3139776144","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.82953817,0.0016953679,0.1652566,0.00072665256,0.0005849356,0.00011753067,0.000061121435,0.000028025112,0.001991612],"genre_scores_gemma":[0.9932656,0.0037407062,0.0005933791,0.00002532182,0.0013801123,0.0000068764275,0.000013914947,0.000018971547,0.0009551026],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9981135,0.000025135516,0.0004979188,0.00025332815,0.00007331307,0.001036771],"domain_scores_gemma":[0.99911726,0.000050523668,0.00041561126,0.00020464275,0.00012012152,0.00009182576],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017877284,0.00013151692,0.00022895542,0.00020992567,0.0007156889,0.00011870572,0.00017136887,0.000109929264,0.00020628575],"category_scores_gemma":[0.00029868135,0.00014467655,0.000079310936,0.0002888011,0.00012710325,0.00033489216,0.00006813126,0.00075310975,0.00029371234],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000014345207,0.000034292094,0.051314283,0.0000016235444,0.000047163252,3.1414328e-7,0.00015899097,0.00008356584,0.000007798234,0.90344375,0.00015722217,0.044736627],"study_design_scores_gemma":[0.00047562944,0.00018174657,0.29427662,0.000004846028,0.000015669484,0.000027383945,0.000056741203,0.00091091817,0.000016276214,0.6977426,0.0061563994,0.00013522395],"about_ca_topic_score_codex":0.0006797393,"about_ca_topic_score_gemma":0.002300129,"teacher_disagreement_score":0.24296233,"about_ca_system_score_codex":0.0004950436,"about_ca_system_score_gemma":0.00041901838,"threshold_uncertainty_score":0.58997387},"labels":[],"label_agreement":null},{"id":"W3142029566","doi":"10.2139/ssrn.3581603","title":"Is There Anybody Out There? Detecting Operational Outages from LVTS Transaction Data","year":2020,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Government of Canada","funders":"","keywords":"Database transaction; Transaction data; Computer science; Business; Database; Computer security","score_opus":0.05834592724319394,"score_gpt":0.2570937329798832,"score_spread":0.19874780573668926,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3142029566","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.64374864,0.015988808,0.32709208,0.009705439,0.0006102582,0.00016858357,0.00062898267,0.000055130477,0.0020020835],"genre_scores_gemma":[0.99423647,0.0034161785,0.00029271195,0.000175164,0.0013350717,0.0000033027159,0.00006988128,0.000031096853,0.00044010842],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9981698,0.000022133563,0.0005071092,0.00041086247,0.00007936954,0.0008107326],"domain_scores_gemma":[0.9992674,0.00004324168,0.00027252483,0.0002858045,0.00003555414,0.00009545338],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00066404126,0.00015626157,0.0002615503,0.00007199644,0.00036941515,0.00016606516,0.00047897192,0.0001090284,0.00054995716],"category_scores_gemma":[0.00011241014,0.00016564959,0.00011561105,0.00014403892,0.000022541033,0.0005873734,0.000041513293,0.0010687375,0.00032020683],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0003282707,0.00034249644,0.38142195,0.000026916423,0.0016524252,0.000018544297,0.01050402,0.0014073715,0.0016005296,0.42254454,0.0026838952,0.17746903],"study_design_scores_gemma":[0.0030729256,0.00058897794,0.18854302,0.00004365708,0.00012645821,0.00007016666,0.00368359,0.054916326,0.00050482503,0.56001645,0.18722461,0.0012089988],"about_ca_topic_score_codex":0.00034332764,"about_ca_topic_score_gemma":0.0012313802,"teacher_disagreement_score":0.35048786,"about_ca_system_score_codex":0.00025842842,"about_ca_system_score_gemma":0.0003718059,"threshold_uncertainty_score":0.67549944},"labels":[],"label_agreement":null},{"id":"W3146800181","doi":"10.1142/s0219024921500126","title":"EFFICIENT RISK MEASURES CALCULATIONS FOR GENERALIZED CREDITRISK+ MODELS","year":2021,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"","keywords":"Monte Carlo method; Importance sampling; Expected shortfall; Quantile; Computer science; Credit risk; Mathematical optimization; Value at risk; Applied mathematics; Benchmark (surveying); Computation; Function (biology); Mathematics; Econometrics; Portfolio; Algorithm; Statistics; Risk management; Finance; Economics","score_opus":0.020822927492153517,"score_gpt":0.23952532210896213,"score_spread":0.21870239461680863,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3146800181","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.47035798,0.0018346742,0.5209143,0.0015846589,0.0008469691,0.00010606018,0.00039716755,0.000007967632,0.003950225],"genre_scores_gemma":[0.98040414,0.0011003389,0.017705394,0.00006447488,0.00058383716,0.0000138377645,0.0000120902505,0.000012643768,0.00010324231],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99886394,0.000011224939,0.0006524845,0.00020690961,0.00011188453,0.00015358865],"domain_scores_gemma":[0.9988896,0.00015039126,0.00044760935,0.00011530124,0.00033196918,0.000065132765],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00046166024,0.000108352775,0.00030638155,0.00011451972,0.00011410994,0.00007276798,0.00019605366,0.000084203064,0.000049938408],"category_scores_gemma":[0.00033423447,0.00010613098,0.00018704089,0.000108022665,0.00018416357,0.000054784712,0.000052268977,0.00015516763,0.0000070417836],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000112680806,0.00009382255,0.0004404335,0.0000027025133,0.00005849862,0.0000041590447,0.00011938137,0.040134918,0.000070286915,0.9526373,0.00033373132,0.0059920494],"study_design_scores_gemma":[0.0012758536,0.000032113225,0.0070332186,0.000018034878,0.000027634609,0.00003028089,0.000025916095,0.0860444,0.00042457512,0.88074255,0.024195736,0.00014969631],"about_ca_topic_score_codex":0.0000053229655,"about_ca_topic_score_gemma":0.00000201706,"teacher_disagreement_score":0.5100462,"about_ca_system_score_codex":0.000051676067,"about_ca_system_score_gemma":0.000049939485,"threshold_uncertainty_score":0.43278956},"labels":[],"label_agreement":null},{"id":"W3153300739","doi":"","title":"The usefulness of earnings in pricing emerging market credit default swaps: The case of Korean reference entities","year":2013,"lang":"en","type":"article","venue":"한국회계학회 학술발표논문집","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Earnings; Credit default swap; Quarter (Canadian coin); Business; Sample (material); Emerging markets; Monetary economics; Financial economics; Economics; Credit risk; Actuarial science; Accounting; Finance","score_opus":0.030788840483570924,"score_gpt":0.22420270162474307,"score_spread":0.19341386114117215,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3153300739","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.98149985,0.0006411432,0.0005672273,0.00048445634,0.0002977627,0.00024452107,0.000051839037,0.000012207995,0.016201012],"genre_scores_gemma":[0.99777555,0.00022081804,0.000113762944,0.000010269162,0.000087529115,0.000053975287,0.0000047951544,0.000014929789,0.0017183563],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99870914,0.000033366014,0.00073806784,0.00020854211,0.000050990424,0.00025986377],"domain_scores_gemma":[0.99856025,0.00037724015,0.0005248884,0.000411292,0.00009065172,0.00003570125],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008172824,0.00011998129,0.0002887615,0.00016339071,0.00024035065,0.000055927612,0.0003035999,0.00007393162,0.0003021311],"category_scores_gemma":[0.0005625743,0.000090838555,0.000086911816,0.00039030734,0.00020135354,0.00022064715,0.00010074486,0.00019783736,0.000034481516],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000039970622,0.00012168514,0.5733167,0.00012640117,0.00006711307,0.000026014513,0.009378407,0.00061456446,0.00007963562,0.38606715,0.008695178,0.021467177],"study_design_scores_gemma":[0.00038502133,0.000053635387,0.94195336,0.00007370789,0.000011217045,0.000023622311,0.004633183,0.0071640005,0.00023679325,0.022046333,0.023188666,0.00023045555],"about_ca_topic_score_codex":0.010866458,"about_ca_topic_score_gemma":0.0016508994,"teacher_disagreement_score":0.36863667,"about_ca_system_score_codex":0.000041203122,"about_ca_system_score_gemma":0.000030224492,"threshold_uncertainty_score":0.99572027},"labels":[],"label_agreement":null},{"id":"W3156456014","doi":"10.2139/ssrn.972728","title":"Estimating Affine Term Structure Models from the Cross-Section of Swap Yields","year":2007,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University; University of Toronto","funders":"","keywords":"Term (time); Swap (finance); Affine transformation; Section (typography); Affine term structure model; Econometrics; Mathematics; Computer science; Yield curve; Geometry; Economics; Physics","score_opus":0.017576361302557894,"score_gpt":0.24374270737578527,"score_spread":0.2261663460732274,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3156456014","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7526232,0.0020650716,0.24337734,0.00013424986,0.00070727256,0.000062924395,0.000051595067,0.0000104395485,0.00096793164],"genre_scores_gemma":[0.996602,0.0003077423,0.0010375504,0.000014069495,0.0016968495,9.2102846e-7,0.000013033468,0.000016616197,0.0003111963],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9983371,0.0000075437006,0.0006003574,0.00017191777,0.000060681145,0.0008224353],"domain_scores_gemma":[0.9991421,0.0000842589,0.0004885623,0.00019236229,0.000054613552,0.00003808557],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012392631,0.00011044304,0.0002101415,0.000099905024,0.00029503345,0.00006622113,0.0002403381,0.00012796471,0.00008558119],"category_scores_gemma":[0.00011879115,0.00009521235,0.00012573,0.00020324133,0.000056811517,0.0002600714,0.000027836897,0.0009934999,0.000006573133],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00006178953,0.00004234924,0.19867244,0.000003781904,0.00010565297,9.991116e-7,0.00069465477,0.012596115,0.00034808717,0.75637203,0.00005296383,0.031049151],"study_design_scores_gemma":[0.0003557163,0.00006986289,0.2570889,0.000009807344,0.000008695653,0.00003130663,0.00011172689,0.0074730855,0.000067800735,0.734198,0.00047324513,0.000111891684],"about_ca_topic_score_codex":0.000607633,"about_ca_topic_score_gemma":0.0023413056,"teacher_disagreement_score":0.24397884,"about_ca_system_score_codex":0.00034200068,"about_ca_system_score_gemma":0.00018631766,"threshold_uncertainty_score":0.43163177},"labels":[],"label_agreement":null},{"id":"W3160929342","doi":"10.5539/ijef.v13n6p1","title":"The Relevance of Liquidity and Country Risk to Euro-Denominated Bonds and the Influence of ECB Monetary Policy","year":2021,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Bond; Market liquidity; Monetary economics; Monetary policy; Corporate bond; Economics; Panel data; Sovereignty; Sample (material); Relevance (law); Financial system; Finance; Econometrics; Political science","score_opus":0.009066884950373265,"score_gpt":0.22029335473116915,"score_spread":0.21122646978079587,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3160929342","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9868125,0.008898638,0.00015381249,0.0033148313,0.0002326773,0.00006517587,0.00027261168,9.304733e-7,0.00024882416],"genre_scores_gemma":[0.8799727,0.11932365,0.00037702738,0.0000782459,0.00013781502,0.000002017654,0.0000015240164,0.0000066546622,0.00010039599],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9988822,0.000018758386,0.0008014687,0.00015631817,0.000035284505,0.00010602281],"domain_scores_gemma":[0.99811906,0.00037838545,0.001060169,0.0001558351,0.00024924707,0.000037321697],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006669149,0.00009297327,0.00032983106,0.00011076628,0.00010375626,0.00006162804,0.0002378828,0.000048880196,0.0000018977099],"category_scores_gemma":[0.0008675712,0.000076272634,0.000058505913,0.00011022196,0.00032537983,0.00019115124,0.00012880302,0.00014388504,8.6961575e-7],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0004967631,0.00004987946,0.046236135,0.000011774219,0.00015752224,0.0000065907902,0.0007747696,0.028187435,0.000059524027,0.9066955,0.00018139038,0.017142758],"study_design_scores_gemma":[0.0014509856,0.00012452823,0.8125868,0.000059907452,0.000017206958,0.000092220806,0.00007764144,0.008612686,0.00021832946,0.10484168,0.07177764,0.00014039903],"about_ca_topic_score_codex":0.00034230787,"about_ca_topic_score_gemma":0.000117202784,"teacher_disagreement_score":0.8018538,"about_ca_system_score_codex":0.000035894926,"about_ca_system_score_gemma":0.00008597105,"threshold_uncertainty_score":0.31103078},"labels":[],"label_agreement":null},{"id":"W3162909291","doi":"10.2139/ssrn.3700162","title":"The Pricing of New Corporate Debt Issues","year":2020,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"","keywords":"Business; Debt; Corporate debt; Financial economics; Economics; Monetary economics; Finance","score_opus":0.03776595467972922,"score_gpt":0.22757900789772645,"score_spread":0.18981305321799724,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3162909291","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7688186,0.08176346,0.11409151,0.028074956,0.00068835006,0.00023684428,0.00001805969,0.000041101735,0.0062671085],"genre_scores_gemma":[0.9832709,0.013439003,0.00015381884,0.00003924124,0.0006231124,9.0647677e-7,0.0000013818789,0.000013452264,0.0024582213],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99867517,0.000008438878,0.00043995504,0.000120007775,0.00003976608,0.0007166867],"domain_scores_gemma":[0.9991996,0.000028901595,0.00055715954,0.00010682432,0.000032347933,0.00007513131],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006586298,0.00007755876,0.00019183585,0.000045174616,0.0002172486,0.000047222944,0.00023287504,0.000039941264,0.000025199039],"category_scores_gemma":[0.0001857181,0.00006575872,0.00010375559,0.00024416886,0.000037470236,0.00011062389,0.000024372588,0.0005379672,0.000076654294],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000019882802,0.000007629785,0.02115173,0.0000015871353,0.00003791141,3.9743713e-7,0.00035091504,0.000098965706,0.00002508367,0.9638367,0.0009452431,0.013523901],"study_design_scores_gemma":[0.00031648215,0.0001793509,0.017411781,0.0000048452926,0.0000067451524,0.0000150224305,0.00038576787,0.00074736157,0.00006368427,0.8934469,0.087320246,0.00010179896],"about_ca_topic_score_codex":0.0001600077,"about_ca_topic_score_gemma":0.00023998761,"teacher_disagreement_score":0.21445225,"about_ca_system_score_codex":0.00013510523,"about_ca_system_score_gemma":0.0004860479,"threshold_uncertainty_score":0.2681563},"labels":[],"label_agreement":null},{"id":"W3163252776","doi":"10.1111/j.1740-1461.2011.01244.x","title":"The Price Effects of Event‐Risk Protection: The Results from a Natural Experiment","year":2011,"lang":"en","type":"article","venue":"Journal of Empirical Legal Studies","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Issuer; Comparability; Bond; Event study; Event (particle physics); Business; Actuarial science; Economics; Natural experiment; Bond valuation; Econometrics; Financial economics; Finance","score_opus":0.08069201403991479,"score_gpt":0.3007496494646755,"score_spread":0.2200576354247607,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3163252776","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.933006,0.05777967,0.001258782,0.003082962,0.0026812742,0.00031447157,0.000035939018,0.0000075147786,0.0018333923],"genre_scores_gemma":[0.9968312,0.0020784712,0.00027020826,0.000023251478,0.0005117019,0.000014214344,2.8593524e-7,0.0000067109427,0.00026400483],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9986554,0.000054183358,0.0009086713,0.00013126797,0.00009596657,0.00015451225],"domain_scores_gemma":[0.99778444,0.00061974383,0.001204968,0.00019615721,0.00015689101,0.000037784564],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007182308,0.00010773069,0.00035260047,0.00005408693,0.00037279737,0.000027585707,0.0002433495,0.000044335902,0.0000055308915],"category_scores_gemma":[0.0022689356,0.00005802261,0.0002413428,0.00020616826,0.00017911964,0.00013607988,0.00008150876,0.0003226476,0.000010555464],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0116626,0.0040754164,0.26279846,0.00021252029,0.011309359,0.00020245774,0.23151873,0.00048494656,0.00074171106,0.22013806,0.15518673,0.101669],"study_design_scores_gemma":[0.001215923,0.0006554393,0.7794962,0.00006450591,0.000053133026,0.000009103117,0.0011438348,0.00014604205,0.0013248173,0.022511933,0.19322439,0.00015471462],"about_ca_topic_score_codex":0.00039141843,"about_ca_topic_score_gemma":0.00005574428,"teacher_disagreement_score":0.5166977,"about_ca_system_score_codex":0.0000868009,"about_ca_system_score_gemma":0.00002650334,"threshold_uncertainty_score":0.28672937},"labels":[],"label_agreement":null},{"id":"W3165307420","doi":"10.1186/s40854-021-00252-2","title":"Basel III FRTB: data pooling innovation to lower capital charges","year":2021,"lang":"en","type":"article","venue":"Financial Innovation","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"McGill University","funders":"","keywords":"Capital requirement; Pooling; Context (archaeology); Basel III; Basel II; Risk-adjusted return on capital; Capital (architecture); Risk-weighted asset; Asset (computer security); Competition (biology); Economics; Economic capital; Business; Industrial organization; Actuarial science; Computer science; Financial capital; Microeconomics; Computer security; Capital formation; Incentive","score_opus":0.07975786596806322,"score_gpt":0.27188935122201,"score_spread":0.1921314852539468,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3165307420","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.88442326,0.00021704283,0.10464538,0.0026866551,0.0024786578,0.0002667098,0.0010171509,0.000083545914,0.0041815853],"genre_scores_gemma":[0.9876658,0.000034460198,0.0045993216,0.00093530887,0.0014797872,0.000037860747,0.0031835274,0.000036058656,0.0020279062],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9976462,0.000010095716,0.0011718865,0.00071651815,0.000099748206,0.0003555615],"domain_scores_gemma":[0.998046,0.000034057466,0.00042505973,0.0008312914,0.000621351,0.000042257645],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.000765899,0.00019698199,0.00036897275,0.00080768147,0.00028113805,0.00013629592,0.0003410244,0.00019716742,0.000427276],"category_scores_gemma":[0.0023638583,0.0002666304,0.000042653286,0.0055196066,0.00003277776,0.0007485559,0.0002470369,0.00022386534,0.0006161651],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000037495538,0.00012655566,0.013544227,0.000013505341,0.000010979198,0.000009180967,0.00030923213,0.000059403235,0.0010787343,0.9565042,0.020918198,0.007388269],"study_design_scores_gemma":[0.0007291912,0.000084689804,0.43779346,0.000046567086,0.000008038195,0.0000061728565,0.00005196453,0.0021642742,0.0012082851,0.045144014,0.51219034,0.0005730234],"about_ca_topic_score_codex":0.00019460148,"about_ca_topic_score_gemma":0.00013629749,"teacher_disagreement_score":0.9113602,"about_ca_system_score_codex":0.00013103579,"about_ca_system_score_gemma":0.0002217943,"threshold_uncertainty_score":0.9999786},"labels":[],"label_agreement":null},{"id":"W3172812884","doi":"10.1515/snde-2023-0052","title":"Quasi-Maximum Likelihood for Estimating Structural Models","year":2025,"lang":"en","type":"article","venue":"Studies in Nonlinear Dynamics and Econometrics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"Canadian Statistical Sciences Institute; Natural Sciences and Engineering Research Council of Canada","keywords":"Econometrics; Seniority; Bankruptcy; Structural estimation; Asset (computer security); Likelihood function; Economics; Maximum likelihood; Value (mathematics); Markov chain; Equity (law); Debt; Bellman equation; Payment; Actuarial science; Mathematics; Computer science; Statistics; Mathematical economics; Finance; Engineering","score_opus":0.05534261128810941,"score_gpt":0.3011990330403963,"score_spread":0.2458564217522869,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3172812884","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.49391726,0.019743748,0.47201577,0.001048031,0.0036852732,0.00078824966,0.0011867795,0.000059790556,0.0075550866],"genre_scores_gemma":[0.85498077,0.0029104482,0.14094415,0.00008410707,0.0002957942,0.00011124633,0.00011708444,0.000034204444,0.00052217086],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9983033,0.0000051659517,0.00080271397,0.00047806176,0.000023867158,0.0003868914],"domain_scores_gemma":[0.99908346,0.00031914172,0.0002330804,0.00023323558,0.000079345504,0.00005175604],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00055031636,0.00019951159,0.0006081104,0.0010626967,0.00027059304,0.00007272973,0.00016875516,0.00012241358,0.000004916847],"category_scores_gemma":[0.0007458714,0.00023314827,0.00010930617,0.0010328231,0.0001366297,0.00023147467,0.00016887223,0.00015145799,0.000004481306],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000021964455,0.000099990655,0.097897165,0.00023476224,0.00012573617,0.0000012817233,0.00062438694,0.006788987,8.154125e-8,0.8349615,0.00018692348,0.05905724],"study_design_scores_gemma":[0.00044617188,0.00004949361,0.004206599,0.000021964457,0.0000070343294,6.189355e-7,0.00033483247,0.6352875,2.5849548e-7,0.35867772,0.00081272505,0.00015509043],"about_ca_topic_score_codex":0.00009256167,"about_ca_topic_score_gemma":0.0004969597,"teacher_disagreement_score":0.6284985,"about_ca_system_score_codex":0.00031017038,"about_ca_system_score_gemma":0.00003381414,"threshold_uncertainty_score":0.95075107},"labels":[],"label_agreement":null},{"id":"W3174219642","doi":"10.3390/jrfm14070288","title":"The Effect of Risk Rating Agencies Decisions on Economic Growth and Investment in a Developing Country: The Case of South Africa","year":2021,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":9,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Country risk; Economics; Distributed lag; Index (typography); Credit rating; Foreign direct investment; Sovereign credit; Investment (military); Debt; Monetary economics; Money supply; Credit risk; Business; Interest rate; Macroeconomics; Finance","score_opus":0.014605796463241177,"score_gpt":0.2137370441742455,"score_spread":0.19913124771100432,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3174219642","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9901699,0.005261805,0.0032186094,0.00009575089,0.00028380944,0.00016820694,0.00010888439,0.0000015883471,0.0006914473],"genre_scores_gemma":[0.98803717,0.01110985,0.0007377514,0.000012466071,0.000075551565,0.0000072757366,8.852767e-7,0.0000072318876,0.000011812272],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9987304,0.00007298817,0.000830515,0.0001573627,0.00005176755,0.00015694388],"domain_scores_gemma":[0.9979492,0.0008646379,0.00094889855,0.00016502509,0.000034947298,0.000037312213],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015005225,0.00011987088,0.00039167007,0.00019658495,0.00031667165,0.000052340747,0.00011873626,0.000047411864,0.0000023197515],"category_scores_gemma":[0.0011030199,0.00008228538,0.000094984964,0.00026137935,0.00011680925,0.000079240264,0.000108695,0.00018500775,0.0000010445696],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00021357813,0.000041995063,0.19062227,0.000055649038,0.000081178085,0.00019586353,0.007439666,0.0010244465,0.000002268363,0.7345947,0.00024245512,0.06548593],"study_design_scores_gemma":[0.0022170637,0.00047981035,0.9015766,0.00025950992,0.00013098346,0.00006653811,0.0034068916,0.001086039,0.00015088975,0.06887911,0.021496093,0.0002505023],"about_ca_topic_score_codex":0.00018028554,"about_ca_topic_score_gemma":0.00046355432,"teacher_disagreement_score":0.7109543,"about_ca_system_score_codex":0.000073866366,"about_ca_system_score_gemma":0.0000502614,"threshold_uncertainty_score":0.33555004},"labels":[],"label_agreement":null},{"id":"W3180397726","doi":"10.3390/jrfm14070312","title":"Catch the Heterogeneity: The New Bank-Tailored Integrated Rating","year":2021,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Downside risk; Business; Frontier; Financial crisis; Normative; Financial market; Economics; Actuarial science; Finance; Macroeconomics","score_opus":0.016711759085443187,"score_gpt":0.21323534054065105,"score_spread":0.19652358145520787,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3180397726","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6344814,0.017798275,0.3364701,0.0055199075,0.0021840138,0.00031597863,0.000061457926,0.000016042903,0.0031528866],"genre_scores_gemma":[0.9893754,0.0069245403,0.0019088328,0.00019440049,0.0007422447,0.0000050051367,0.0000042968795,0.00001387406,0.00083140406],"study_design_codex":"design_other","study_design_gemma":"not_applicable","domain_scores_codex":[0.998783,0.00003927807,0.0007042257,0.00018435053,0.00008344967,0.00020572741],"domain_scores_gemma":[0.9988611,0.00009434884,0.00061872037,0.00026363102,0.00009078248,0.00007145073],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008104934,0.00013460494,0.00030860642,0.00010440209,0.0004220236,0.00016518288,0.0002506548,0.000060619386,0.000044591772],"category_scores_gemma":[0.00036190634,0.00008912187,0.00018945603,0.00045692062,0.0000726315,0.0001380974,0.00011732329,0.00032176383,0.000020045623],"study_design_candidate":"not_applicable","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00007300264,0.00010156829,0.06346056,0.000016196109,0.000107488486,0.00010714764,0.0024269552,0.0004532434,0.0000066217676,0.3603125,0.01978413,0.5531506],"study_design_scores_gemma":[0.00059426256,0.000052804426,0.29441178,0.000028544026,0.00005596384,0.000038607577,0.00059813313,0.00027755846,0.000039098322,0.038730804,0.6650414,0.00013104813],"about_ca_topic_score_codex":0.00018150065,"about_ca_topic_score_gemma":0.000320575,"teacher_disagreement_score":0.6452573,"about_ca_system_score_codex":0.000049429786,"about_ca_system_score_gemma":0.00006903855,"threshold_uncertainty_score":0.36342844},"labels":[],"label_agreement":null},{"id":"W3182182782","doi":"10.3982/ecta20497","title":"The U.S. Public Debt Valuation Puzzle","year":2024,"lang":"en","type":"article","venue":"Econometrica","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":47,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Kellogg's (Canada)","funders":"","keywords":"Valuation (finance); Debt; Economics; Business; Accounting; Finance","score_opus":0.052274351637390006,"score_gpt":0.24179541652892997,"score_spread":0.18952106489153997,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3182182782","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.103200674,0.1526052,0.06780965,0.04804697,0.013510874,0.0009804844,0.00046254133,0.0007165892,0.612667],"genre_scores_gemma":[0.99182856,0.0015515182,0.00021094365,0.000031478903,0.000500309,0.000072350085,0.000027535008,0.000025790421,0.0057515427],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99871254,0.000010843371,0.00053595443,0.0003736626,0.000040820993,0.00032618025],"domain_scores_gemma":[0.99905705,0.0003333716,0.00011768445,0.00037004362,0.00003075281,0.000091082315],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.00093640736,0.0001176036,0.00018893662,0.00076565053,0.00048605195,0.0006975458,0.0002831814,0.00007974904,0.00058385386],"category_scores_gemma":[0.00064294506,0.0001063528,0.00016372462,0.0018243385,0.00007478241,0.00043318263,0.00005583752,0.00014992029,0.00570785],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000001196307,0.00001717696,0.007912332,0.0000049903615,0.000027342576,0.000001253418,0.00006180719,0.000011572715,5.327771e-7,0.92109036,0.010332824,0.060538623],"study_design_scores_gemma":[0.00007062166,0.000019523412,0.05479013,0.0000026621196,0.0000031071115,0.00000285798,0.000016180054,0.007797346,0.000003750203,0.13360214,0.8035694,0.0001223058],"about_ca_topic_score_codex":0.000033945416,"about_ca_topic_score_gemma":0.00004809335,"teacher_disagreement_score":0.8886279,"about_ca_system_score_codex":0.00019244124,"about_ca_system_score_gemma":0.000046874116,"threshold_uncertainty_score":0.99506634},"labels":[],"label_agreement":null},{"id":"W3184044206","doi":"10.5430/ijfr.v12n5p41","title":"Bank Credit Risk Rating Process: Is There a Change With the 2007-09 Crisis?","year":2021,"lang":"en","type":"article","venue":"International Journal of Financial Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Credit rating; Logistic regression; Order (exchange); Credit risk; Bond credit rating; Ordered logit; Actuarial science; Process (computing); Econometrics; Logit; Regression analysis; Business; Economics; Statistics; Computer science; Credit reference; Finance; Mathematics","score_opus":0.0934714772391468,"score_gpt":0.350801781767602,"score_spread":0.25733030452845523,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3184044206","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.94171005,0.007866482,0.0031444386,0.037990604,0.0015179012,0.00025238076,0.00044419686,0.000010476628,0.0070634824],"genre_scores_gemma":[0.99217474,0.0019692676,0.000378662,0.00041297663,0.0039986107,0.00002938719,0.0000059598133,0.0000238655,0.0010065074],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9980339,0.00006493248,0.00065884873,0.00028419608,0.0005995384,0.00035858393],"domain_scores_gemma":[0.9963879,0.00024369085,0.00065460574,0.00025033104,0.002359424,0.00010402617],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0020218047,0.00013590268,0.0002979176,0.00035693264,0.00036178748,0.00028216752,0.0007615956,0.000113743954,0.0010817115],"category_scores_gemma":[0.0015577247,0.000106362655,0.00018758062,0.0006203308,0.00013855954,0.0004947982,0.00011706869,0.0008829305,0.00017416332],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00087359105,0.00081607426,0.38462052,0.00005996053,0.000524949,0.000965778,0.02366141,0.00014559588,0.000059989445,0.10872301,0.30895153,0.17059761],"study_design_scores_gemma":[0.001092028,0.00028647124,0.5287662,0.00014709799,0.000014172856,0.00011267809,0.0007796684,0.0004297777,0.00064164196,0.02991162,0.43759152,0.00022711],"about_ca_topic_score_codex":0.00030678444,"about_ca_topic_score_gemma":0.00015848549,"teacher_disagreement_score":0.1703705,"about_ca_system_score_codex":0.00017226416,"about_ca_system_score_gemma":0.0005190938,"threshold_uncertainty_score":0.99983144},"labels":[],"label_agreement":null},{"id":"W3184834263","doi":"10.1146/annurev-financial-110118-123129","title":"What Do We Know About Corporate Bond Returns?","year":2021,"lang":"en","type":"article","venue":"Annual Review of Financial Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":33,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"","funders":"Concordia University; York University; Florida State University","keywords":"Corporate bond; Bond; Econometrics; Economics; Variation (astronomy); Financial economics; Corporate finance; Finance","score_opus":0.02589637974334734,"score_gpt":0.24626437599528486,"score_spread":0.22036799625193754,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3184834263","genre_codex":"review","genre_gemma":"review","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"review","genre_consensus":"review","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.05407007,0.9278797,0.00025745836,0.0038001768,0.0030912128,0.0003959003,0.0014919819,0.000031527117,0.008981982],"genre_scores_gemma":[0.021634579,0.97399575,0.0009316775,0.00069765706,0.0005262482,0.000037693542,0.00013083935,0.000042070536,0.002003495],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9971093,0.000023020997,0.0017463599,0.00065654516,0.00004769896,0.00041707512],"domain_scores_gemma":[0.9971155,0.00008580226,0.0015926112,0.0007606143,0.00028994455,0.0001555345],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0007679741,0.0002990757,0.0012510446,0.00015274473,0.00013376241,0.000116102805,0.00035671925,0.00023143101,0.00049840286],"category_scores_gemma":[0.0008161827,0.00037305657,0.0004976326,0.0004980775,0.00015213658,0.0010441984,0.00015315671,0.00025845974,0.0005726344],"study_design_candidate":"not_applicable","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000014981749,0.00012277221,0.0030875467,0.0012603666,0.000029463154,0.000013931453,0.00035332295,0.000018758314,0.000003208994,0.78567314,0.021795237,0.18762726],"study_design_scores_gemma":[0.00030352362,0.000059697133,0.015483775,0.0040164227,0.000022296288,0.000014655782,0.00009708043,0.00003883237,0.00010052554,0.061263274,0.91820526,0.00039464602],"about_ca_topic_score_codex":0.000033607485,"about_ca_topic_score_gemma":0.00011638431,"teacher_disagreement_score":0.89641005,"about_ca_system_score_codex":0.00012858876,"about_ca_system_score_gemma":0.00038536024,"threshold_uncertainty_score":0.99987215},"labels":[],"label_agreement":null},{"id":"W3185351696","doi":"","title":"Global Asset Management Firms Flirting with CDS Indexes: Should We Be Worried?","year":2016,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Equity (law); Index (typography); Credit default swap; Monetary economics; Business; Volatility (finance); Stock market index; Financial economics; Economics; Finance; Credit risk; Stock market; Geography","score_opus":0.023862283943846922,"score_gpt":0.235488273461131,"score_spread":0.21162598951728406,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3185351696","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6793158,0.005946327,0.27763352,0.011872555,0.000738749,0.00035057453,0.00016846527,0.000097769116,0.02387626],"genre_scores_gemma":[0.989558,0.0052949954,0.0004119337,0.00006288932,0.00040777822,0.000013871255,0.00000481555,0.000026612703,0.0042191073],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9972792,0.000013583211,0.000545868,0.00033918122,0.00010976981,0.0017123573],"domain_scores_gemma":[0.9991519,0.000029030805,0.00040325877,0.00026617316,0.00003869347,0.00011097603],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010372647,0.0001998409,0.0003033103,0.00017374966,0.0002927426,0.00009929091,0.00032162387,0.00010653378,0.00013658169],"category_scores_gemma":[0.000046324807,0.00015068386,0.00013779823,0.0004021039,0.00006417378,0.00032601805,0.00005955576,0.000482615,0.00010900996],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00004491382,0.000041249816,0.16363956,0.0000039453157,0.00013631722,0.000006443486,0.000042365977,0.000058514444,0.0000015703203,0.79839975,0.0006081282,0.037017222],"study_design_scores_gemma":[0.0017721821,0.0003381859,0.13010931,0.00007748919,0.000034681318,0.00019176658,0.00042345532,0.00009834028,0.000005331104,0.74597496,0.12052412,0.00045017168],"about_ca_topic_score_codex":0.00007262972,"about_ca_topic_score_gemma":0.0012761232,"teacher_disagreement_score":0.3102422,"about_ca_system_score_codex":0.001450377,"about_ca_system_score_gemma":0.0002723236,"threshold_uncertainty_score":0.61447096},"labels":[],"label_agreement":null},{"id":"W3189553731","doi":"10.1080/09638180.2021.1956985","title":"The Credit-Risk Relevance of Loan Impairments Under IFRS 9 for CDS Pricing: Early Evidence","year":2021,"lang":"en","type":"article","venue":"European Accounting Review","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":49,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université Laval","funders":"Université Laval","keywords":"Loan; Accounting; Credit default swap; Business; Discretion; International Financial Reporting Standards; Credit risk; Actuarial science; Economics; Finance","score_opus":0.047994695030509966,"score_gpt":0.2700772986012868,"score_spread":0.22208260357077686,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3189553731","genre_codex":"review","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"review","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.22617486,0.7376391,0.016928826,0.0024527446,0.0016622264,0.0011386933,0.0001735841,0.000080774684,0.013749149],"genre_scores_gemma":[0.6818326,0.31297737,0.0017741625,0.00031548005,0.0006228697,0.00003382681,0.000016675034,0.00007263657,0.0023543653],"study_design_codex":"observational","study_design_gemma":"not_applicable","domain_scores_codex":[0.9981311,0.00007295262,0.0010238193,0.00039382992,0.000079914455,0.0002983885],"domain_scores_gemma":[0.997487,0.00056105456,0.0010670965,0.0006314016,0.00020708352,0.000046353103],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0026945807,0.00015646267,0.00043220533,0.00004642209,0.00035101356,0.0001148283,0.00038763217,0.000029666951,0.000043876975],"category_scores_gemma":[0.004816976,0.00013975774,0.0002698687,0.0004560012,0.00007548951,0.00027816545,0.00012978204,0.0001643217,0.00022889701],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000061622595,0.00042663276,0.42544678,0.0055503557,0.00033142124,0.00002795607,0.0008936831,0.00025983754,0.00015948234,0.19716357,0.067295626,0.30238304],"study_design_scores_gemma":[0.00020728684,0.000062294086,0.40316334,0.0023249725,0.000048813778,0.0000050640233,0.000020034295,0.00013546119,0.000021220387,0.0034151673,0.59038347,0.00021284285],"about_ca_topic_score_codex":0.000033799784,"about_ca_topic_score_gemma":0.000012316648,"teacher_disagreement_score":0.52308786,"about_ca_system_score_codex":0.000055635017,"about_ca_system_score_gemma":0.00004994283,"threshold_uncertainty_score":0.57667184},"labels":[],"label_agreement":null},{"id":"W3195105525","doi":"10.1177/22785337211033509","title":"Does Credit Rating Revisions Affect the Price of Common Stock: A Study of Indian Capital Market","year":2021,"lang":"en","type":"article","venue":"Business Perspectives and Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Microsemi (Canada)","funders":"","keywords":"Credit rating; Event study; Business; Stock exchange; Abnormal return; Stock market; Stock (firearms); Monetary economics; Capital market; Economics; Financial system; Finance","score_opus":0.04918034575281107,"score_gpt":0.32840712980886094,"score_spread":0.2792267840560499,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3195105525","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.99019825,0.0038381177,0.000056953777,0.0011701529,0.00012450623,0.0004522068,0.000085293046,0.000005671651,0.0040688575],"genre_scores_gemma":[0.9979717,0.0009980708,0.000057591213,0.000001288941,0.00016326357,0.000027974238,0.0000033714198,0.000011681671,0.00076503854],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99885195,0.000116498224,0.00036233437,0.000320559,0.00013514071,0.00021350507],"domain_scores_gemma":[0.9984139,0.00046587433,0.00017232065,0.00036890956,0.000534738,0.000044256023],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012826814,0.00009017843,0.00034151695,0.00024539843,0.00040201377,0.0000692292,0.00017835194,0.000059800645,0.00023043962],"category_scores_gemma":[0.0011852826,0.000058100024,0.000057634603,0.0011862406,0.00029335232,0.000119340584,0.00018908046,0.00024664163,0.0000021841568],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00016988412,0.003288812,0.74768513,0.00050283305,0.00024353164,0.00004819401,0.116220325,0.00014214763,0.00031400053,0.12257935,0.0014467443,0.007359066],"study_design_scores_gemma":[0.00038573353,0.000121307145,0.94374603,0.000053335407,0.0000045228167,0.0000032560831,0.052147195,0.00021471376,0.00003546359,0.002484379,0.0007245027,0.00007957015],"about_ca_topic_score_codex":0.0019439395,"about_ca_topic_score_gemma":0.0005706698,"teacher_disagreement_score":0.19606091,"about_ca_system_score_codex":0.000041950985,"about_ca_system_score_gemma":0.0000893136,"threshold_uncertainty_score":0.30920056},"labels":[],"label_agreement":null},{"id":"W3196129780","doi":"10.1093/jjfinec/nbab016","title":"Conditional Inferences Based on Vine Copulas with Applications to Credit Spread Data of Corporate Bonds","year":2020,"lang":"en","type":"article","venue":"arXiv (Cornell University)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of British Columbia","funders":"","keywords":"Vine copula; Copula (linguistics); Econometrics; Bond; Corporate bond; Inference; Economics; Conditional probability distribution; Tail dependence; Credit spread (options); Credit risk; Financial economics; Actuarial science; Statistics; Mathematics; Computer science; Finance; Artificial intelligence","score_opus":0.21682216815688257,"score_gpt":0.2026271875888507,"score_spread":0.014194980568031867,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3196129780","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.34597048,0.000020880161,0.6409831,0.00095599133,0.000050701223,0.0003495682,0.0036692068,0.00004924156,0.007950805],"genre_scores_gemma":[0.9982679,0.000012200751,0.00071676663,0.00013811943,0.00008972195,0.0000024147498,0.0005532602,0.000009472077,0.00021013184],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99918014,0.000007332019,0.00020300753,0.0004582833,0.000026518326,0.00012472423],"domain_scores_gemma":[0.99899733,0.000058965048,0.00027834947,0.00046454533,0.000064667256,0.00013614743],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00008291361,0.00010384193,0.00021663272,0.00014875746,0.000090686306,0.000016549633,0.00040708695,0.000049722406,0.0002285934],"category_scores_gemma":[0.000052650303,0.00012158664,0.00003172921,0.00076738955,0.00010053162,0.00018195654,0.0000813835,0.00008042271,0.0002215485],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00010552391,0.00009502222,0.15233287,0.000012500102,0.000019461142,0.000006674027,0.000031586445,0.08591835,0.00001033056,0.75955075,0.0018306143,0.00008628345],"study_design_scores_gemma":[0.0017289482,0.0009350098,0.35292193,0.000035428442,0.000054427186,8.78843e-7,0.00010466157,0.51590055,0.00008905522,0.045687523,0.08196781,0.00057379354],"about_ca_topic_score_codex":0.000087287655,"about_ca_topic_score_gemma":0.000073011106,"teacher_disagreement_score":0.71386325,"about_ca_system_score_codex":0.00003224219,"about_ca_system_score_gemma":0.00006666112,"threshold_uncertainty_score":0.49581593},"labels":[],"label_agreement":null},{"id":"W3197422967","doi":"10.2308/tar-2018-0497","title":"Cost Structure, Operating Leverage, and CDS Spreads","year":2020,"lang":"en","type":"article","venue":"The Accounting Review","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":33,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Leverage (statistics); Capital structure; Portfolio; Economics; Monetary economics; Downside risk; Cost of capital; Credit default swap; Probability of default; Quarter (Canadian coin); Debt; Business; Financial economics; Econometrics; Credit risk; Finance; Microeconomics","score_opus":0.08208252355995785,"score_gpt":0.2644903773863336,"score_spread":0.18240785382637573,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3197422967","genre_codex":"review","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.40241548,0.54141945,0.0037344648,0.033769168,0.0006186404,0.0017149732,0.00031387853,0.0001409109,0.01587304],"genre_scores_gemma":[0.9501249,0.045508314,0.0004973696,0.0032417981,0.0004693921,0.000016291162,0.000015723277,0.000020658043,0.00010554491],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.999147,0.000011283311,0.00041734448,0.0002313742,0.000031938358,0.0001610613],"domain_scores_gemma":[0.9994376,0.00005556063,0.00022071862,0.00021629062,0.000025446265,0.000044389228],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0003953529,0.00011156604,0.00033280565,0.00001999052,0.00022897316,0.00010846984,0.00020491566,0.00003544775,0.00023665382],"category_scores_gemma":[0.0005652935,0.00009003383,0.000059945094,0.00025539432,0.00004191419,0.00017771173,0.00010114057,0.00015090323,0.00013996132],"study_design_candidate":"not_applicable","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000008847531,0.000034411794,0.219338,0.0028016425,0.00011028282,0.000006960468,0.0024414368,0.00025920186,0.00010179071,0.46387354,0.041531403,0.2694925],"study_design_scores_gemma":[0.00017969355,0.00001649883,0.10736977,0.0003415341,0.000028223585,0.000008694479,0.000021850014,0.0023997666,0.0000141707305,0.0034668406,0.88590664,0.0002463275],"about_ca_topic_score_codex":0.00007843483,"about_ca_topic_score_gemma":0.000009597183,"teacher_disagreement_score":0.84437525,"about_ca_system_score_codex":0.0000144690775,"about_ca_system_score_gemma":0.000012366592,"threshold_uncertainty_score":0.3671473},"labels":[],"label_agreement":null},{"id":"W3197968016","doi":"","title":"Efficient Computation of Multivariate Barrier Crossing Probability with Applications in Credit Risk Modeling","year":2007,"lang":"en","type":"article","venue":"Fifth International Conference on Dynamic Systems and Applications","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"","keywords":"Multivariate statistics; Level crossing; Computer science; Computation; Econometrics; Risk analysis (engineering); Mathematics; Business; Algorithm; Geography; Machine learning","score_opus":0.034943746491831046,"score_gpt":0.2809932885484925,"score_spread":0.24604954205666144,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3197968016","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.42436203,0.000092066555,0.5726727,0.000034994373,0.00006599617,0.0005861342,0.0002913485,0.000017073411,0.0018776401],"genre_scores_gemma":[0.9967261,0.00002015407,0.0027072763,0.000002700492,0.00006685689,0.00030114845,0.00009117606,0.00001260917,0.00007197019],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99860084,0.0000122058655,0.0007266602,0.0004008694,0.00009339041,0.00016603629],"domain_scores_gemma":[0.9989969,0.00007806048,0.00045675633,0.00020872655,0.00019474744,0.00006476991],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00056145375,0.00013467099,0.00024794656,0.00027810328,0.00020649853,0.00009563794,0.0001513881,0.000083853985,0.0000099285135],"category_scores_gemma":[0.000039438095,0.00013513268,0.000040760307,0.0002735683,0.00012246837,0.000063663894,0.000029920142,0.0001476791,0.000008494139],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000024358194,0.00015308791,0.040731125,0.000028095461,0.000017905784,1.980096e-7,0.00047915548,0.2444284,0.00003908672,0.7120915,5.8692063e-7,0.0020065156],"study_design_scores_gemma":[0.00037040544,0.000026672069,0.09949559,0.00006310235,0.000004813349,0.0000015152416,0.00023223468,0.88408536,0.0000020921466,0.014860295,0.00072265253,0.00013526912],"about_ca_topic_score_codex":0.0009853065,"about_ca_topic_score_gemma":0.00028451515,"teacher_disagreement_score":0.6972312,"about_ca_system_score_codex":0.00013456766,"about_ca_system_score_gemma":0.00005068933,"threshold_uncertainty_score":0.5510551},"labels":[],"label_agreement":null},{"id":"W3198539970","doi":"10.1007/978-3-030-63591-6_64","title":"Calibration and Analysis of Structural Credit Risk Models with Occupation Time","year":2021,"lang":"en","type":"book-chapter","venue":"Springer proceedings in mathematics & statistics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Wilfrid Laurier University","funders":"","keywords":"Credit default swap; Credit valuation adjustment; Credit risk; Bankruptcy; Asset (computer security); Econometrics; Credit event; Credit default swap index; Credit derivative; iTraxx; Economics; Actuarial science; Business; Finance; Computer science; Credit reference","score_opus":0.01986898496531971,"score_gpt":0.2164356430959408,"score_spread":0.19656665813062107,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3198539970","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.075754255,0.0020366749,0.7825069,0.000040209576,0.00023615365,0.0011377939,0.012769574,0.0000817345,0.12543671],"genre_scores_gemma":[0.19084068,0.00275094,0.74342304,0.000012790111,0.00032618264,0.00005792562,0.0016705894,0.0002838441,0.06063401],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9982036,0.0000019153972,0.0010398742,0.00043711902,0.0001352673,0.0001822445],"domain_scores_gemma":[0.9979654,0.00010638877,0.0014534635,0.00019677255,0.00021918795,0.000058773698],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.00029980126,0.00028816404,0.0009828636,0.00074922375,0.00007473147,0.00009976331,0.00012370774,0.00024115146,0.00018002161],"category_scores_gemma":[0.00016589773,0.000315617,0.000089687004,0.00022801066,0.00012248964,0.000211221,0.000072518,0.00027350316,0.000005119426],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000010674564,0.000018988909,0.0106159095,0.00023604442,0.00033477126,0.0000026780583,0.0012095787,0.0008713988,0.0000021796625,0.986119,0.000078674326,0.00050010846],"study_design_scores_gemma":[0.00018540116,0.00004423502,0.013078743,0.00012403629,0.0004909737,0.0000015968328,0.000032960506,0.44794443,0.0000049802716,0.53746444,0.0003104147,0.00031778179],"about_ca_topic_score_codex":0.00005566138,"about_ca_topic_score_gemma":0.00008511915,"teacher_disagreement_score":0.44865453,"about_ca_system_score_codex":0.000097361466,"about_ca_system_score_gemma":0.000042556927,"threshold_uncertainty_score":0.9999296},"labels":[],"label_agreement":null},{"id":"W3199266254","doi":"10.1093/jjfinec/nbad031","title":"Composite Likelihood for Stochastic Migration Model with Unobserved Factor","year":2023,"lang":"en","type":"article","venue":"Journal of Financial Econometrics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto; York University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Estimator; Econometrics; Mathematics; Probit; Probit model; Likelihood function; Ordered probit; Consistency (knowledge bases); Credit risk; Asymptotic distribution; Statistics; Economics; Applied mathematics; Actuarial science; Maximum likelihood","score_opus":0.06773781870515753,"score_gpt":0.2387599105451792,"score_spread":0.17102209184002165,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3199266254","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.67074674,0.00046551687,0.32650274,0.0005670738,0.000642273,0.00025752684,0.000591923,0.00002841476,0.00019782281],"genre_scores_gemma":[0.9925613,0.00022550503,0.006143507,0.000050777755,0.00054666854,0.00002442748,0.00004395416,0.000042130177,0.00036172316],"study_design_codex":"simulation_or_modeling","study_design_gemma":"observational","domain_scores_codex":[0.9980701,0.0000064038622,0.0011680743,0.00026926294,0.0000839845,0.00040214212],"domain_scores_gemma":[0.9978826,0.00021556005,0.001241901,0.00021014093,0.00028256798,0.00016722735],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006296052,0.00020109088,0.0006570969,0.0018351055,0.00019698628,0.00010407012,0.0002885543,0.00015952412,0.000025018076],"category_scores_gemma":[0.0007976218,0.00020724876,0.00030426,0.00194549,0.000048096623,0.00052263646,0.000032431384,0.00021088409,0.000073772906],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.001104114,0.0008247179,0.20386378,0.00023564706,0.0002914584,0.00003086785,0.0025000535,0.46613243,0.00020231196,0.26645064,0.017535964,0.04082799],"study_design_scores_gemma":[0.003233196,0.0011397277,0.65466076,0.000061692714,0.000052937827,0.000019306905,0.000052344134,0.23603368,0.00007324842,0.08364501,0.020353472,0.0006745955],"about_ca_topic_score_codex":0.000020605154,"about_ca_topic_score_gemma":0.000071304996,"teacher_disagreement_score":0.45079702,"about_ca_system_score_codex":0.0002058259,"about_ca_system_score_gemma":0.00022391778,"threshold_uncertainty_score":0.84513587},"labels":[],"label_agreement":null},{"id":"W3201460606","doi":"10.2139/ssrn.3920988","title":"Sustainable Systematic Credit","year":2021,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Acadian Seaplants (Canada)","funders":"","keywords":"Bond; Business; Sustainability; Credit risk; Equity (law); Corporate governance; Asset allocation; Portfolio; Issuer; Volatility (finance); Economics; Financial economics; Monetary economics; Finance","score_opus":0.010361973120763422,"score_gpt":0.20433141263303375,"score_spread":0.19396943951227033,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3201460606","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5243066,0.17614664,0.20953809,0.005136971,0.0028705192,0.0007909112,0.000046762547,0.00016231585,0.08100118],"genre_scores_gemma":[0.9382221,0.0035172233,0.00010895508,0.000027540958,0.00054909853,0.000013091936,0.0000071847544,0.00002307594,0.057531714],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9973698,0.000024830873,0.0005953934,0.00021795782,0.000057626825,0.0017343891],"domain_scores_gemma":[0.99918205,0.00004129092,0.0003108924,0.0002510621,0.00013659823,0.000078101155],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016364072,0.00011753585,0.0003785185,0.00016228296,0.00032483388,0.00014474476,0.0001916637,0.00008257627,0.00016077464],"category_scores_gemma":[0.00053234864,0.0001293016,0.00018749264,0.00037455495,0.000025221956,0.0002685165,0.000043398828,0.00077495497,0.00034783038],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000033935462,0.000040362316,0.003734589,0.00019335946,0.00006699274,0.000021393655,0.0001165514,0.000032931624,0.000003894232,0.99534154,0.0003274795,0.00011753314],"study_design_scores_gemma":[0.00039355288,0.00006699582,0.0034106753,0.00008441854,0.00002015968,0.0005017059,0.0032951613,0.00019417229,0.000015153568,0.97708637,0.014735262,0.00019636574],"about_ca_topic_score_codex":0.00008724756,"about_ca_topic_score_gemma":0.00021757133,"teacher_disagreement_score":0.41391551,"about_ca_system_score_codex":0.0009701002,"about_ca_system_score_gemma":0.001045279,"threshold_uncertainty_score":0.52727664},"labels":[],"label_agreement":null},{"id":"W3202808892","doi":"10.1016/j.jfs.2021.100948","title":"Debt structure instability using machine learning","year":2021,"lang":"en","type":"article","venue":"Journal of Financial Stability","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Ottawa","funders":"","keywords":"Leverage (statistics); Debt; Capital structure; Debt levels and flows; Business; Monetary economics; Internal debt; Quality (philosophy); Financial system; Debt ratio; Debt-to-GDP ratio; Cash; Financial structure; Finance; Economics","score_opus":0.038344766645357395,"score_gpt":0.23754724686553474,"score_spread":0.19920248022017734,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3202808892","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.98724955,0.0034978741,0.0070360973,0.00021403897,0.0010310363,0.000083039224,0.0002433805,0.000012116445,0.00063286175],"genre_scores_gemma":[0.9953285,0.00009107754,0.0040336857,0.000025684145,0.00046310565,6.2911926e-7,0.00000949912,0.000015406142,0.000032453143],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99796534,0.00006945647,0.0012651999,0.0003042357,0.00010866845,0.00028709063],"domain_scores_gemma":[0.9981715,0.00009708007,0.00089708535,0.0003005542,0.00039803225,0.00013573194],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001010438,0.00016845865,0.000640894,0.0001231203,0.0002590722,0.00006187301,0.00018929387,0.00017831351,0.00082265836],"category_scores_gemma":[0.0035895742,0.00018240226,0.000333412,0.0005264796,0.0001087342,0.00037262507,0.00008015063,0.00062834664,0.000007799583],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00007001587,0.000188979,0.9699299,0.000038327104,0.000014245875,0.000023437455,0.00047616631,0.00056603947,0.0019333068,0.023718072,0.000030442954,0.0030110667],"study_design_scores_gemma":[0.00063628244,0.0001010219,0.8999306,0.000016192696,0.000017062728,0.00006842313,0.0000507817,0.0014667218,0.0022713302,0.05896944,0.03623155,0.00024058663],"about_ca_topic_score_codex":0.00024049859,"about_ca_topic_score_gemma":0.00061081955,"teacher_disagreement_score":0.06999929,"about_ca_system_score_codex":0.00035003494,"about_ca_system_score_gemma":0.00039698218,"threshold_uncertainty_score":0.9007532},"labels":[],"label_agreement":null},{"id":"W3204330663","doi":"10.17762/ijritcc.v9i7.5475","title":"Trends and determinants of raising ECBs in Indian Context","year":2021,"lang":"en","type":"article","venue":"International Journal on Recent and Innovation Trends in Computing and Communication","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Market liquidity; Volatility (finance); Interest rate; Context (archaeology); Exchange rate; Capital (architecture); Economics; Quarter (Canadian coin); Econometrics; Business; Monetary economics; Geography","score_opus":0.0665021637147464,"score_gpt":0.33109855430610236,"score_spread":0.264596390591356,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3204330663","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9932387,0.001342145,0.00019340217,0.0026205098,0.00022161264,0.00001584773,0.000010647313,0.0000038559683,0.002353305],"genre_scores_gemma":[0.99592376,0.0033667597,0.0004503598,0.000083607505,0.00004521951,9.3176953e-7,0.000037770627,0.000005190748,0.00008641848],"study_design_codex":"design_other","study_design_gemma":"observational","domain_scores_codex":[0.99899334,0.0000338947,0.00069669914,0.00013832322,0.000053939642,0.000083811115],"domain_scores_gemma":[0.99922097,0.000087413064,0.00042678934,0.00010148062,0.00014311855,0.00002020721],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005512089,0.00007296692,0.00018552184,0.0015374013,0.00008038775,0.00008889486,0.000100589095,0.00005810184,0.00003925554],"category_scores_gemma":[0.00014063364,0.00008485297,0.000017814824,0.00084156013,0.000050005798,0.0001576181,0.00007177429,0.00020503403,4.7875466e-7],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000014804277,0.000047618792,0.33347014,0.0000019455113,0.0000060562024,0.000002663365,0.00071070535,0.000024170771,0.000009831436,0.04625796,0.00001949946,0.6194346],"study_design_scores_gemma":[0.0009775633,0.00003594299,0.97791004,0.00016223769,0.0000012923451,0.000044550543,0.00021603759,0.0035158924,0.00009488102,0.010365877,0.006581025,0.000094636845],"about_ca_topic_score_codex":0.00005203754,"about_ca_topic_score_gemma":0.00016005253,"teacher_disagreement_score":0.64443994,"about_ca_system_score_codex":0.00005637721,"about_ca_system_score_gemma":0.000014581304,"threshold_uncertainty_score":0.34602034},"labels":[],"label_agreement":null},{"id":"W3205154864","doi":"10.5430/ijfr.v12n5p194","title":"Bank Credit Risk Rating Process: Is There a Difference Between Agencies?","year":2021,"lang":"en","type":"article","venue":"International Journal of Financial Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Credit rating; Bond credit rating; Market liquidity; Credit risk; Actuarial science; Logistic regression; Business; Ordered logit; Agency (philosophy); Econometrics; Earnings; Economics; Credit reference; Accounting; Statistics; Finance; Mathematics","score_opus":0.11571148632798886,"score_gpt":0.36958777978603696,"score_spread":0.2538762934580481,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3205154864","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.98067296,0.00289178,0.005886497,0.0025657117,0.001075677,0.000096784184,0.0005847118,0.000008460684,0.006217412],"genre_scores_gemma":[0.99321616,0.0014082759,0.0006757791,0.00007894701,0.002755227,0.000008186941,0.00001177128,0.000020007019,0.0018256715],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99755085,0.00006619646,0.0010551997,0.00033024914,0.0006073235,0.00039020265],"domain_scores_gemma":[0.996234,0.00037994757,0.0007516098,0.00023775279,0.002244024,0.00015266704],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0018603114,0.00014378465,0.00040922628,0.00051283755,0.00028433464,0.00025502787,0.0008330005,0.00016282484,0.0010203255],"category_scores_gemma":[0.005532971,0.00015153919,0.00026190767,0.00063902506,0.00014155467,0.0003485095,0.00016781733,0.00093358674,0.00018933303],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00009008987,0.00018300107,0.8467423,0.000026385615,0.00015805391,0.00023760073,0.00434462,0.00003788802,0.00015837133,0.03591252,0.010847134,0.10126204],"study_design_scores_gemma":[0.0005728755,0.00012197695,0.8570621,0.00011592075,0.0000076112697,0.000025400443,0.00014847949,0.00026542466,0.0016314496,0.08357115,0.05631091,0.00016667812],"about_ca_topic_score_codex":0.0001447978,"about_ca_topic_score_gemma":0.00003971561,"teacher_disagreement_score":0.10109536,"about_ca_system_score_codex":0.0003046122,"about_ca_system_score_gemma":0.00090792193,"threshold_uncertainty_score":0.9998929},"labels":[],"label_agreement":null},{"id":"W3207320186","doi":"10.3390/jrfm14100494","title":"Sovereign Default Forecasting in the Era of the COVID-19 Crisis","year":2021,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Default; Sovereign default; Sovereignty; Business; Financial crisis; Pandemic; Economics; Credit risk; Financial economics; Coronavirus disease 2019 (COVID-19); Financial system; Actuarial science; Finance; Political science; Macroeconomics; Sovereign debt; Medicine","score_opus":0.03245786691090538,"score_gpt":0.23208940155679816,"score_spread":0.19963153464589278,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3207320186","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9354759,0.0065791765,0.04670097,0.004244741,0.00091162167,0.00026224332,0.00012521501,0.000004043378,0.0056961253],"genre_scores_gemma":[0.9953702,0.0029783582,0.0009376057,0.00047521072,0.00017853333,0.0000042752617,0.0000011057125,0.000006492515,0.000048232956],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9988275,0.00004562613,0.0007306034,0.0001438346,0.000094211224,0.00015822286],"domain_scores_gemma":[0.9988561,0.00012925158,0.0006993426,0.00021510004,0.00005407685,0.00004610277],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011322453,0.00009420233,0.0002912812,0.00012583847,0.00019510079,0.000044689397,0.0002484788,0.000056398625,0.000028262699],"category_scores_gemma":[0.00078963133,0.00006833639,0.00018560396,0.0005311052,0.000055415112,0.00010913481,0.00010040912,0.00030068393,0.0000021606156],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00006481244,0.00020162846,0.2963072,0.00007097455,0.000029720622,0.000099663856,0.0039862148,0.0018791471,0.0000014356247,0.6380241,0.008951187,0.050383892],"study_design_scores_gemma":[0.00084231823,0.000047029625,0.6309836,0.000031843403,0.000035345598,0.00004208399,0.0011471661,0.00017479577,0.0000075978996,0.16709685,0.19948646,0.00010489976],"about_ca_topic_score_codex":0.00021742213,"about_ca_topic_score_gemma":0.000259723,"teacher_disagreement_score":0.47092727,"about_ca_system_score_codex":0.000060341656,"about_ca_system_score_gemma":0.000061372695,"threshold_uncertainty_score":0.2786677},"labels":[],"label_agreement":null},{"id":"W3213786394","doi":"10.1111/1911-3846.12745","title":"The Disciplining Effect of Credit Default Swap Trading on the Quality of Credit Rating Agencies†","year":2021,"lang":"en","type":"article","venue":"Contemporary Accounting Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Credit rating; Credit default swap; Bond credit rating; Credit reference; Business; Issuer; Credit enhancement; Credit risk; Credit history; Structured finance; Actuarial science; Finance; Economics; Financial crisis","score_opus":0.18257114622087064,"score_gpt":0.3802038313078477,"score_spread":0.19763268508697704,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3213786394","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9477185,0.003584358,0.00034546165,0.0018179936,0.0005620541,0.00039844174,0.000109479115,0.000020248543,0.04544346],"genre_scores_gemma":[0.99825644,0.00007680236,0.000045758097,0.000010689335,0.0005065552,0.000050972238,0.000022473676,0.00002621701,0.0010040908],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9970671,0.0003951453,0.0012797294,0.0004358234,0.00036649892,0.00045569375],"domain_scores_gemma":[0.98904955,0.008989496,0.00074008794,0.00080221106,0.00036177385,0.000056870827],"candidate_categories":["metaresearch"],"consensus_categories":[],"category_scores_codex":[0.016543852,0.0001656324,0.0005444973,0.00019572055,0.001254401,0.00020942483,0.0006460637,0.000122000165,0.00007785082],"category_scores_gemma":[0.014656831,0.00011918026,0.00026166617,0.0010580745,0.00045331445,0.00028647922,0.00030234823,0.00067359983,0.00003051366],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0003407803,0.00013260513,0.55504394,0.0003664095,0.00017548123,0.000012776742,0.0041592442,0.00016992686,0.005180045,0.41100046,0.017349496,0.006068832],"study_design_scores_gemma":[0.0030517208,0.0010294762,0.7965349,0.001190864,0.000022162438,0.000007212942,0.01434523,0.0301607,0.030571904,0.05852891,0.0635035,0.0010534527],"about_ca_topic_score_codex":0.00040901388,"about_ca_topic_score_gemma":0.0000568001,"teacher_disagreement_score":0.35247156,"about_ca_system_score_codex":0.0000971024,"about_ca_system_score_gemma":0.00026772523,"threshold_uncertainty_score":0.9936431},"labels":[],"label_agreement":null},{"id":"W408501934","doi":"","title":"Credit risk modeling in a semi-Markov process environment","year":2013,"lang":"en","type":"dissertation","venue":"[Thesis]. Manchester, UK: The University of                    Manchester; 2013.","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Credit risk; Actuarial science; Probability of default; Economics; Econometrics","score_opus":0.019787608500708896,"score_gpt":0.18416253050302242,"score_spread":0.16437492200231352,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W408501934","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.984712,0.003559747,0.004161043,0.00035976208,0.0007419776,0.0010980188,0.0003352011,0.000052025196,0.0049802354],"genre_scores_gemma":[0.9854335,0.004785738,0.0005583097,0.000016691645,0.00030926254,0.000025861293,0.000373619,0.00009147649,0.008405526],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99709964,0.000074529045,0.0010031754,0.0009910491,0.00021220374,0.00061938737],"domain_scores_gemma":[0.99701196,0.00014059329,0.0015158203,0.001102547,0.00008443361,0.00014465413],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.00070154545,0.00059291924,0.0011153359,0.0005794405,0.00038504126,0.000078315265,0.001203257,0.0006783869,0.00078069366],"category_scores_gemma":[0.00006806732,0.0006676944,0.00044983294,0.00032082113,0.0001509012,0.00045744804,0.00015898344,0.0007510754,0.00090353587],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0031236133,0.0039205765,0.48716864,0.0061222115,0.0025917247,0.00017428857,0.23917381,0.12396772,0.00017517248,0.014201241,0.043475457,0.07590553],"study_design_scores_gemma":[0.0045102597,0.00037011495,0.67715216,0.0015755327,0.000700517,0.000012714161,0.02500846,0.16104123,0.00015151752,0.036966324,0.088761084,0.003750094],"about_ca_topic_score_codex":0.0012801045,"about_ca_topic_score_gemma":0.0013113999,"teacher_disagreement_score":0.21416534,"about_ca_system_score_codex":0.0003504548,"about_ca_system_score_gemma":0.00008682486,"threshold_uncertainty_score":0.99987435},"labels":[],"label_agreement":null},{"id":"W4205468559","doi":"10.1002/asmb.2665","title":"Stochastic evolution of distributions and functional Bollinger bands","year":2022,"lang":"en","type":"article","venue":"Applied Stochastic Models in Business and Industry","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Western University","funders":"Institut Louis Bachelier","keywords":"Percentile; Computer science; Asset (computer security); Econometrics; Function (biology); Mathematics; Statistics","score_opus":0.030133073153230196,"score_gpt":0.19977417446978551,"score_spread":0.16964110131655533,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4205468559","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.40234247,0.000699554,0.5955163,0.00014097158,0.000164336,0.00014654097,0.00035212003,0.000009819108,0.0006278575],"genre_scores_gemma":[0.9994509,0.000010007556,0.00013997649,0.000007543498,0.00008371629,0.00015263613,0.00006986411,0.000012356299,0.00007299021],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99900496,0.0000050043386,0.00042543202,0.0003103831,0.000065694854,0.00018854078],"domain_scores_gemma":[0.99953824,0.000052029383,0.00017888918,0.00014173325,0.000037528764,0.000051551706],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0002367327,0.0001218566,0.000278269,0.0002504922,0.00027872826,0.000018192195,0.00006391099,0.00014502948,0.000106529966],"category_scores_gemma":[0.00004008943,0.00015231522,0.000023917319,0.00054028624,0.00012950812,0.00011254035,0.0001249749,0.00035111135,0.0000013762792],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00003668491,0.00007319969,0.0014148909,0.000010216581,0.000007272904,2.8371207e-7,0.00010452562,0.24949177,0.000016018397,0.74833477,0.00006810372,0.00044227185],"study_design_scores_gemma":[0.0015412174,0.000039520575,0.33067396,0.000022917719,0.000019186693,0.000014245122,0.00038863823,0.259728,0.0000014397199,0.4069789,0.0002535848,0.00033835528],"about_ca_topic_score_codex":0.00024398741,"about_ca_topic_score_gemma":0.000011093513,"teacher_disagreement_score":0.5971084,"about_ca_system_score_codex":0.000118621974,"about_ca_system_score_gemma":0.000059707905,"threshold_uncertainty_score":0.62112343},"labels":[],"label_agreement":null},{"id":"W4205668554","doi":"10.3390/jrfm15010025","title":"Credit Risk in G20 Nations: A Comparative Analysis in International Finance Using Option-Adjusted-Spreads","year":2022,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Bond; Debt; Credit spread (options); Credit risk; Cash flow; Corporate bond; Volatility (finance); Corporate debt; Economics; Yield (engineering); Financial economics; Context (archaeology); Yield curve; Bond valuation; Interest rate; Put option; Business; Actuarial science; Finance","score_opus":0.02835356080427337,"score_gpt":0.255371995256751,"score_spread":0.22701843445247766,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4205668554","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.94409084,0.0021719995,0.05100042,0.00008774985,0.00084572204,0.00020694561,0.00034382814,0.0000050724498,0.0012474086],"genre_scores_gemma":[0.99155885,0.0040590726,0.004044555,0.000015115576,0.00017298071,0.000025836809,0.00001526469,0.000007408723,0.00010091163],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9981803,0.00006484904,0.0011129352,0.00028133264,0.00014990102,0.00021064271],"domain_scores_gemma":[0.99849886,0.00011898396,0.0011268329,0.00015313298,0.000060929367,0.00004128069],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011897557,0.00014552292,0.0005415171,0.002845313,0.00028059795,0.00005485739,0.00027096222,0.000053007163,0.000072383096],"category_scores_gemma":[0.00020275821,0.00017632282,0.00019545213,0.002260352,0.000050377388,0.00032368203,0.00016735835,0.00045179678,0.000004105176],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00010987974,0.00023806677,0.71857816,0.000006516363,0.000068270565,0.00003812779,0.0016975655,0.12339133,3.0564908e-7,0.15021633,0.000101638325,0.005553811],"study_design_scores_gemma":[0.0012220182,0.00007495024,0.9100885,0.00002068062,0.00008466436,0.000005619238,0.0007345199,0.029116584,5.3170356e-7,0.01996556,0.038514413,0.00017195378],"about_ca_topic_score_codex":0.0009458626,"about_ca_topic_score_gemma":0.0012916329,"teacher_disagreement_score":0.19151033,"about_ca_system_score_codex":0.0003986028,"about_ca_system_score_gemma":0.00003628728,"threshold_uncertainty_score":0.71902364},"labels":[],"label_agreement":null},{"id":"W4206211928","doi":"10.22215/etd/2021-14711","title":"Three Essays on Empirical Financial Economics","year":2021,"lang":"en","type":"dissertation","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Carleton University","funders":"","keywords":"Depreciation (economics); Asset (computer security); Economics; Investment (military); Bond; External financing; Monetary economics; Finance; Capital (architecture); Cost of capital; Durability; Financial economics; Financial capital; Capital formation; Human capital; Microeconomics; Market economy","score_opus":0.045514264325567926,"score_gpt":0.26461126828740034,"score_spread":0.2190970039618324,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4206211928","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3860154,0.0014893594,0.0016125459,0.00048215743,0.0052455063,0.00031495167,0.0005388213,0.00008853045,0.6042127],"genre_scores_gemma":[0.75353235,0.004044434,0.003466688,0.0010607322,0.007477018,0.00042814537,0.014780568,0.00048377254,0.21472627],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99769264,0.0000059157205,0.0009783277,0.0008780597,0.00004740507,0.00039765623],"domain_scores_gemma":[0.99860555,0.00007624136,0.00049805077,0.00062238844,0.00006989552,0.00012788278],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.00021320324,0.00038949188,0.0008541205,0.00037440623,0.00022024996,0.00014656711,0.00030945544,0.00075679505,0.0021971702],"category_scores_gemma":[0.00031391843,0.0004831642,0.00045000832,0.0002791626,0.000033030057,0.00011960055,0.00003468762,0.0004997662,0.0018184452],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000048751714,0.00015488027,0.010831909,0.000031480522,0.000035528814,0.000008735724,0.00022099882,0.00006884944,6.78527e-7,0.95099205,0.029317074,0.008289096],"study_design_scores_gemma":[0.0004907661,0.000106476145,0.35665417,0.00005356912,0.000020063288,0.0000022352613,0.000091190326,0.0007201149,0.00005302553,0.2343302,0.4066331,0.0008450623],"about_ca_topic_score_codex":0.00024594477,"about_ca_topic_score_gemma":0.0069165584,"teacher_disagreement_score":0.7166618,"about_ca_system_score_codex":0.00020735247,"about_ca_system_score_gemma":0.00026180278,"threshold_uncertainty_score":0.999762},"labels":[],"label_agreement":null},{"id":"W4206295256","doi":"10.17771/pucrio.acad.51403","title":"SPREADS DE CRÉDITO E SUAS IMPLICAÇÕES MACROECONÔMICAS: UMA ANÁLISE PARA O CASO BRASILEIRO","year":2020,"lang":"pt","type":"dissertation","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Emergent BioSolutions (Canada)","funders":"","keywords":"Humanities; Political science; Physics; Art","score_opus":0.04091899081162488,"score_gpt":0.28591191685466283,"score_spread":0.24499292604303796,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4206295256","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9232439,0.0057484703,0.013588681,0.0018182591,0.0046909996,0.0015653116,0.0040243296,0.00030592972,0.045014154],"genre_scores_gemma":[0.9567378,0.0032551454,0.001502044,0.00032386946,0.001998808,0.00024425393,0.004326525,0.00025876897,0.031352762],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99431264,0.0000502282,0.0023204023,0.001870695,0.00015815102,0.0012878637],"domain_scores_gemma":[0.9963018,0.0002953379,0.0014360673,0.0011101182,0.00018580802,0.0006709038],"candidate_categories":["metaepi_narrow","research_integrity","insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.00042318244,0.0010526687,0.0018965522,0.00070493476,0.0006589466,0.0005388415,0.0009530759,0.0013768014,0.0044320356],"category_scores_gemma":[0.00054210844,0.001370651,0.0009904312,0.0009465243,0.00017289634,0.0004923731,0.0001604383,0.0010227907,0.0043375497],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00063869264,0.0009978211,0.58273554,0.0010199257,0.00083340914,0.00021662442,0.013128092,0.00023139028,0.0007940113,0.28893492,0.07374831,0.03672123],"study_design_scores_gemma":[0.0012781,0.00032796204,0.8052997,0.0001417158,0.00018719555,0.000039398365,0.0016970375,0.012667673,0.0008349491,0.0069904015,0.16838276,0.002153119],"about_ca_topic_score_codex":0.0027487855,"about_ca_topic_score_gemma":0.002155519,"teacher_disagreement_score":0.28194454,"about_ca_system_score_codex":0.0005189851,"about_ca_system_score_gemma":0.00044078226,"threshold_uncertainty_score":0.9999196},"labels":[],"label_agreement":null},{"id":"W4206835284","doi":"10.2139/ssrn.3670474","title":"Interest Rate Uncertainty and Sovereign Default Risk","year":2020,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Western University; McMaster University","funders":"","keywords":"Interest rate; Sovereign default; Credit risk; Economics; Default risk; Sovereignty; Interest rate risk; Financial economics; Business; Actuarial science; Monetary economics; Sovereign debt; Political science; Politics","score_opus":0.025668494229444443,"score_gpt":0.21353506715320492,"score_spread":0.18786657292376047,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4206835284","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9620258,0.006328154,0.026302008,0.0024544226,0.00020242679,0.00009590039,0.00006842805,0.000028356864,0.0024944895],"genre_scores_gemma":[0.989288,0.009764822,0.00006427887,0.000104656574,0.00047738847,0.000002576044,0.0000053261956,0.00001787172,0.0002751096],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9984058,0.00002348904,0.0003869278,0.0002408264,0.00002475181,0.0009181719],"domain_scores_gemma":[0.99938864,0.000042941545,0.00030770866,0.00010188328,0.000027517397,0.00013131619],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008788823,0.0001240367,0.00024091583,0.000076864344,0.00023851199,0.00008778244,0.00015811612,0.000071966475,0.00006176279],"category_scores_gemma":[0.0003339522,0.00012925865,0.00010144824,0.00016671442,0.00005029033,0.00018063391,0.00004243363,0.0010867907,0.00016196251],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00003841601,0.000014351788,0.02571096,0.0000025407162,0.000054237003,0.0000015687057,0.0002032129,0.00019835614,0.000012673322,0.96463406,0.0001906532,0.008938987],"study_design_scores_gemma":[0.0007477024,0.00026305416,0.03170998,0.000005579031,0.00001463265,0.000042357686,0.00045239678,0.0043270355,0.000008247615,0.9394905,0.022727435,0.00021108733],"about_ca_topic_score_codex":0.00018391361,"about_ca_topic_score_gemma":0.00055374077,"teacher_disagreement_score":0.027262155,"about_ca_system_score_codex":0.00024419086,"about_ca_system_score_gemma":0.00022191247,"threshold_uncertainty_score":0.52710146},"labels":[],"label_agreement":null},{"id":"W4210379410","doi":"10.3390/jrfm15020061","title":"Risk Management and Agency Theory: Role of the Put Option in Corporate Bonds","year":2022,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Bond; Convertible bond; Business; Actuarial science; Credit risk; Valuation (finance); Interest rate risk; Bond valuation; Risk management; Economics; Interest rate; Agency cost; Financial economics; Principal–agent problem; Finance; Corporate governance; Shareholder","score_opus":0.010565213432701661,"score_gpt":0.1829797098755316,"score_spread":0.17241449644282994,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4210379410","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.98213744,0.006453882,0.0073274258,0.000067292654,0.000458044,0.00028216312,0.00012996205,0.0000037534815,0.0031400502],"genre_scores_gemma":[0.9877114,0.01103052,0.0008137618,0.000016292159,0.00007058213,0.000016249189,0.0000017263266,0.000010030043,0.00032942087],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99877125,0.00006810474,0.0007103393,0.00018631016,0.0001018036,0.00016222028],"domain_scores_gemma":[0.99835956,0.000032546068,0.001360257,0.00018529885,0.000022733502,0.00003957928],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015101545,0.00011423426,0.00030612922,0.00040085783,0.000286191,0.000026386095,0.00020752716,0.000035848076,0.000029926805],"category_scores_gemma":[0.00005369126,0.0001049896,0.00010117163,0.0004629655,0.000072087176,0.00012094123,0.000293144,0.0002747518,0.0000017583803],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00009721469,0.00010364401,0.27544338,0.00001717474,0.000022287446,0.000010643114,0.00091633224,0.0010715205,0.0000011745847,0.5874148,0.00013924472,0.13476259],"study_design_scores_gemma":[0.0005254697,0.00008314307,0.59874254,0.000012401365,0.000032417694,0.0000036837025,0.0002792762,0.00025627363,0.0000016386791,0.3564783,0.043512903,0.00007194666],"about_ca_topic_score_codex":0.00008184995,"about_ca_topic_score_gemma":0.000029148307,"teacher_disagreement_score":0.32329917,"about_ca_system_score_codex":0.000074131036,"about_ca_system_score_gemma":0.00001137711,"threshold_uncertainty_score":0.4281352},"labels":[],"label_agreement":null},{"id":"W4210417445","doi":"10.5430/ijfr.v13n1p1","title":"Bank Credit Risk Rating Process: Is There a Difference Between Developed and Developing Country Banks?","year":2022,"lang":"en","type":"article","venue":"International Journal of Financial Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Credit rating; Logistic regression; Bond credit rating; Credit risk; Actuarial science; Ordered logit; Business; Economics; Process (computing); Quality (philosophy); Econometrics; Credit reference; Statistics; Computer science; Mathematics","score_opus":0.09864123169829649,"score_gpt":0.35559818381211433,"score_spread":0.25695695211381786,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4210417445","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.988053,0.0019696683,0.004694592,0.0023905893,0.00073725294,0.00014957957,0.0006922037,0.00000797606,0.0013051041],"genre_scores_gemma":[0.9965019,0.00087077165,0.0009557249,0.000110828674,0.0010587091,0.000023994447,0.0000132003925,0.000020086405,0.00044476343],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9977144,0.00007236973,0.00094243453,0.00030366992,0.00061903166,0.00034808708],"domain_scores_gemma":[0.99781764,0.0003694942,0.000746622,0.00013384096,0.000828466,0.00010394417],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0026979647,0.00013810105,0.0003580636,0.00067646307,0.00068592466,0.0001964567,0.00078956824,0.00008675141,0.00041187095],"category_scores_gemma":[0.0021148266,0.0001510186,0.00009214518,0.0005977249,0.00012752056,0.00030350118,0.00033818468,0.001032235,0.000022346561],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0001328305,0.00007049518,0.85963047,0.000020606762,0.00009318442,0.000053905376,0.0038351088,0.00003747527,0.000019844369,0.03773396,0.0034469955,0.094925135],"study_design_scores_gemma":[0.00059312716,0.00013546938,0.86502373,0.000056702047,0.0000049203923,0.000028469563,0.00014003125,0.00027444074,0.000099148594,0.04544714,0.08802769,0.00016909491],"about_ca_topic_score_codex":0.0002379581,"about_ca_topic_score_gemma":0.000032722364,"teacher_disagreement_score":0.094756044,"about_ca_system_score_codex":0.0004220495,"about_ca_system_score_gemma":0.00081551936,"threshold_uncertainty_score":0.615836},"labels":[],"label_agreement":null},{"id":"W4210806984","doi":"10.48152/ssrp-sdz8-wq60","title":"Reproduction of 'Efficient Coding and Risky Choice'","year":2022,"lang":"en","type":"report","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Ottawa","funders":"","keywords":"Reproduction; Coding (social sciences); Biology; Evolutionary biology; Computer science; Mathematics; Genetics; Statistics","score_opus":0.06972717935415372,"score_gpt":0.27017146303038975,"score_spread":0.200444283676236,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4210806984","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.22571224,0.025175352,0.0040052678,0.0004901882,0.008402517,0.00078703114,0.0014394859,0.000107724874,0.73388016],"genre_scores_gemma":[0.9183996,0.014122853,0.00058022124,0.000006513085,0.0014910444,0.00007320346,0.00027299044,0.00006927807,0.06498435],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9983082,0.0000068480413,0.00081521826,0.00060718047,0.000102444596,0.00016010915],"domain_scores_gemma":[0.99847454,0.000049322753,0.0008564243,0.00048944954,0.000088247085,0.00004198904],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0011239946,0.00014644349,0.000537851,0.00039687802,0.00016497483,0.000024778448,0.00010490445,0.00014086066,0.0015452509],"category_scores_gemma":[0.00079453696,0.0001776306,0.00013553847,0.00027902384,0.00006747229,0.00004190798,0.000131284,0.00024325254,0.000018367115],"study_design_candidate":"not_applicable","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00002818444,0.00047258058,0.411467,0.0007463503,0.0002663772,0.0000070943775,0.0009568836,0.003857979,0.000024530536,0.42545167,0.11165352,0.045067865],"study_design_scores_gemma":[0.00011239172,0.000034618297,0.19462682,0.000014103031,0.000015213664,0.0000099366625,0.000036955043,0.000504306,0.000011575004,0.0012662066,0.8031799,0.00018794765],"about_ca_topic_score_codex":0.00352539,"about_ca_topic_score_gemma":0.000080025944,"teacher_disagreement_score":0.6926873,"about_ca_system_score_codex":0.00023035968,"about_ca_system_score_gemma":0.00011793205,"threshold_uncertainty_score":0.9993675},"labels":[],"label_agreement":null},{"id":"W4213048058","doi":"10.1002/9780470061602.eqf09018","title":"Saddlepoint Approximation","year":2010,"lang":"en","type":"other","venue":"Encyclopedia of Quantitative Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McMaster University","funders":"","keywords":"Collateralized debt obligation; Econometrics; Credit derivative; Portfolio; Credit risk; Fourier transform; Economics; Libor; Applied mathematics; Mathematics; Debt; Mathematical economics; Actuarial science; Financial economics; Finance; Interest rate; Mathematical analysis; Collateral","score_opus":0.026831223368274006,"score_gpt":0.2526108472429295,"score_spread":0.22577962387465547,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4213048058","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0013958412,0.0069143195,0.020664318,0.00010653629,0.0017431227,0.00045441385,0.0013232838,0.000090111294,0.96730804],"genre_scores_gemma":[0.004038331,0.011027505,0.066165775,0.000016169073,0.000682594,0.00013001611,0.00026526843,0.0004954648,0.91717887],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9982869,0.0000140441825,0.00081756595,0.0005327938,0.000075777425,0.00027292935],"domain_scores_gemma":[0.99775624,0.00007870735,0.0015252809,0.00054231,0.00005328274,0.000044175038],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.00026742197,0.00030252806,0.0008005045,0.0005128787,0.000056404508,0.000015996522,0.00031457734,0.00045080206,0.0016882014],"category_scores_gemma":[0.00043376454,0.00035920832,0.00019814319,0.00038900357,0.00023241097,0.00011501768,0.000057316305,0.00038039318,0.0010633793],"study_design_candidate":"not_applicable","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000008059204,0.000089776404,0.0021370363,0.00008791177,0.000027263603,0.0000019862803,0.00033139804,0.000006708812,0.0000061038554,0.8276663,0.16668072,0.0029567394],"study_design_scores_gemma":[0.0002468854,0.000075315096,0.015787473,0.00011711922,0.000009034518,8.881192e-7,0.000019736146,0.00017345717,0.000016091726,0.028476521,0.9547064,0.00037108874],"about_ca_topic_score_codex":0.00061662006,"about_ca_topic_score_gemma":0.00048758436,"teacher_disagreement_score":0.79918975,"about_ca_system_score_codex":0.000032890905,"about_ca_system_score_gemma":0.000060749728,"threshold_uncertainty_score":0.999886},"labels":[],"label_agreement":null},{"id":"W4213180098","doi":"10.3390/jrfm13090199","title":"Corporate Debt","year":2020,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Corporate bond; Corporate debt; Business; Yield (engineering); Bond; Corporate finance; Debt; Financial system; Financial economics; Economics; Accounting; Finance","score_opus":0.02886952639561521,"score_gpt":0.1957716712822041,"score_spread":0.1669021448865889,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4213180098","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7141882,0.005608025,0.2692191,0.0013687476,0.0009686225,0.00020600206,0.00010753302,0.000021660186,0.00831207],"genre_scores_gemma":[0.99110484,0.004829058,0.0032376451,0.00017652384,0.00053844356,0.0000019934862,0.0000016668675,0.000011146895,0.000098677956],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99899113,0.000009190653,0.00063358864,0.00016160136,0.000052229894,0.00015224791],"domain_scores_gemma":[0.99882287,0.000020629785,0.00088695495,0.00009092175,0.000042014162,0.00013658858],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00032497678,0.00010626387,0.0003346301,0.00015660447,0.00011213934,0.000047258367,0.00014258796,0.00005307003,0.000045504403],"category_scores_gemma":[0.00016878164,0.00010891,0.000121321376,0.00027965847,0.000045193145,0.00016910113,0.00006114129,0.0001765265,0.00006599212],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0001226426,0.00006760179,0.16727306,0.0000308095,0.000028653103,0.0000793059,0.0010149248,0.00016814547,0.0000032056955,0.6736344,0.0059531634,0.1516241],"study_design_scores_gemma":[0.0007381237,0.0001662046,0.50753695,0.000013928323,0.000025850557,0.0000058535993,0.00007537152,0.00025530445,0.0000057620714,0.07106745,0.4199674,0.00014182304],"about_ca_topic_score_codex":0.000015646492,"about_ca_topic_score_gemma":0.000005018191,"teacher_disagreement_score":0.60256696,"about_ca_system_score_codex":0.00002215344,"about_ca_system_score_gemma":0.000012625533,"threshold_uncertainty_score":0.44412208},"labels":[],"label_agreement":null},{"id":"W4220700049","doi":"10.5539/ijef.v14n4p75","title":"Borrower Level Models for Stress Testing Corporate Probability of Default and the Quantification of Model Risk","year":2022,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Econometrics; Stress testing (software); Credit risk; Actuarial science; Context (archaeology); Equity (law); Stress test; Economics; Model risk; Computer science; Risk management; Finance","score_opus":0.15634601613361174,"score_gpt":0.2572256390106724,"score_spread":0.10087962287706068,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4220700049","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9311428,0.0010863106,0.06433914,0.0004435572,0.00026850324,0.00017002996,0.0023876699,0.0000010075223,0.00016096386],"genre_scores_gemma":[0.98977363,0.0017041889,0.008383265,0.000010100139,0.000049356284,0.000017527567,0.000008714826,0.000007773141,0.000045456036],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9988487,0.000012702505,0.0008840918,0.00014651266,0.00003330518,0.00007471223],"domain_scores_gemma":[0.9967442,0.0002141129,0.002633783,0.000116020216,0.00027600888,0.00001585595],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010988432,0.00007257331,0.00029982845,0.00011510917,0.000108621345,0.000023843682,0.00023441974,0.000029159546,0.000002399256],"category_scores_gemma":[0.0002594973,0.00007017479,0.000096335345,0.000059249538,0.0001579569,0.00020130507,0.000077938304,0.00010969475,9.793099e-8],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00017418202,0.00004601997,0.008883054,0.000005975571,0.00002859908,9.3670394e-8,0.00023201584,0.48303533,0.0000056675485,0.504994,0.000018568817,0.0025765167],"study_design_scores_gemma":[0.000737476,0.00004433034,0.012691312,0.0000072218495,0.000007275023,0.000004786543,0.000032734562,0.5667686,0.00003696974,0.41930372,0.00032027243,0.000045345714],"about_ca_topic_score_codex":0.000140173,"about_ca_topic_score_gemma":0.00003212444,"teacher_disagreement_score":0.085690275,"about_ca_system_score_codex":0.00004776928,"about_ca_system_score_gemma":0.000069026166,"threshold_uncertainty_score":0.2861645},"labels":[],"label_agreement":null},{"id":"W4226035565","doi":"10.3390/jrfm15030109","title":"Dependence Structures between Sovereign Credit Default Swaps and Global Risk Factors in BRICS Countries","year":2022,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":17,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Credit default swap; Credit risk; Monetary economics; Sovereign credit; Copula (linguistics); Exchange rate; Economics; Volatility (finance); Foreign exchange risk; Financial economics; China; Business; Financial system; Econometrics; Geography; Finance","score_opus":0.013009121101726282,"score_gpt":0.21450092320326913,"score_spread":0.20149180210154286,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4226035565","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9796898,0.004233344,0.013243634,0.000052514148,0.0006507076,0.0001716356,0.0011632246,0.000007862566,0.00078732247],"genre_scores_gemma":[0.99252814,0.006414417,0.0007187047,0.000018865252,0.00025948067,0.0000054091865,0.000007901778,0.000010655764,0.000036397727],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9984462,0.000040792238,0.00080234953,0.0002757521,0.00016225287,0.0002726251],"domain_scores_gemma":[0.9987356,0.00009860933,0.0008822758,0.0001469746,0.000037265138,0.000099279],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008118156,0.00018025213,0.00048795898,0.00033835194,0.00045011454,0.00009244732,0.00022965859,0.00007747527,0.000057584213],"category_scores_gemma":[0.0002126638,0.00019262431,0.00010491432,0.00039866936,0.000087534,0.00024942358,0.0002466215,0.00041622785,0.0000023461619],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00005499585,0.000030465613,0.8398279,0.0000126220475,0.000021309705,0.000027536908,0.000480335,0.0008379234,5.6196004e-8,0.14055336,0.00039050536,0.017763002],"study_design_scores_gemma":[0.0006861002,0.00013468084,0.78322196,0.000008271351,0.000039155904,0.000008691956,0.0004104417,0.00007275481,8.4441893e-7,0.16757557,0.047679447,0.00016208303],"about_ca_topic_score_codex":0.0010737599,"about_ca_topic_score_gemma":0.00020185004,"teacher_disagreement_score":0.05660594,"about_ca_system_score_codex":0.00020355849,"about_ca_system_score_gemma":0.000035925397,"threshold_uncertainty_score":0.78549916},"labels":[],"label_agreement":null},{"id":"W4226214411","doi":"10.1111/jfir.12281","title":"Comoment risk in corporate bond yields and returns","year":2022,"lang":"en","type":"article","venue":"The Journal of Financial Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"Social Sciences and Humanities Research Council of Canada; Fonds De La Recherche Scientifique - FNRS; Deloitte","keywords":"Economics; Systematic risk; Corporate bond; Bond; Risk premium; Econometrics; Default risk; Tail risk; Market risk; Financial economics; Credit risk; Actuarial science; Finance","score_opus":0.12490997626332542,"score_gpt":0.3055139969143654,"score_spread":0.18060402065104,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4226214411","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9910362,0.0040947734,0.00020554531,0.0019471813,0.0003390728,0.00017686699,0.00009544907,0.0000024216442,0.0021025233],"genre_scores_gemma":[0.99686337,0.0022666708,0.000079849626,0.000024462717,0.00020523787,0.0000104390765,0.0000013090672,0.00001048562,0.0005381865],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99852246,0.00016800601,0.0006549124,0.00012787875,0.000210817,0.00031594417],"domain_scores_gemma":[0.99865085,0.00035665897,0.000606553,0.00020777222,0.0001017788,0.00007638855],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.009379227,0.00007706992,0.00028078203,0.00054770923,0.0005802829,0.000038233142,0.00037969544,0.000049637078,0.0001413356],"category_scores_gemma":[0.0010415491,0.000068370624,0.00006512349,0.0008398897,0.00016800883,0.0001166898,0.00025038762,0.0013153862,0.000015895126],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0010073943,0.00041105697,0.5698561,0.000021650485,0.000030836974,0.00012653448,0.008240854,0.0014547152,0.00012487733,0.3642563,0.034252867,0.020216832],"study_design_scores_gemma":[0.00064014626,0.00052015553,0.7728545,0.000011031927,0.0000040270847,0.000041485673,0.00035537538,0.00037879334,0.000022159036,0.15636419,0.06871679,0.00009132878],"about_ca_topic_score_codex":0.0006151993,"about_ca_topic_score_gemma":0.00032742284,"teacher_disagreement_score":0.20789212,"about_ca_system_score_codex":0.00022565329,"about_ca_system_score_gemma":0.00017500206,"threshold_uncertainty_score":0.5714772},"labels":[],"label_agreement":null},{"id":"W4229538559","doi":"10.31227/osf.io/f6v43","title":"Incremental Risk Charge Study","year":2019,"lang":"en","type":"preprint","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Canadian Imperial Bank of Commerce (Canada)","funders":"","keywords":"Basel II; Credit risk; Capital requirement; Basel III; Equity (law); Download; Risk-weighted asset; Business; Guideline; Operational risk; Credit valuation adjustment; Actuarial science; Economics; Financial system; Risk management; Finance; Computer science; Credit reference; Financial capital; Human capital; Operating system","score_opus":0.0401384481796524,"score_gpt":0.24340890833478196,"score_spread":0.20327046015512956,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4229538559","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8875121,0.00072607823,0.0032145388,0.000085294465,0.002634511,0.001137032,0.0011605548,0.00008962655,0.103440255],"genre_scores_gemma":[0.9923702,0.0002488796,0.0002990736,0.000017440385,0.0004610818,0.00008797502,0.00008402727,0.000038400412,0.006392931],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99816155,0.000017158094,0.0007622484,0.0007350362,0.000054614124,0.000269376],"domain_scores_gemma":[0.99842364,0.00002989934,0.00060450495,0.0008444396,0.000029263489,0.000068267356],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.0005929501,0.00026013827,0.00062362844,0.0002868404,0.00012227945,0.0001191371,0.0003820008,0.00024286838,0.0023745638],"category_scores_gemma":[0.0000875126,0.0003015334,0.00023618322,0.0001250418,0.000026601841,0.0000853622,0.00067211495,0.0005509198,0.0067254957],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000075230046,0.0003637571,0.9329384,0.000015455618,0.000092753544,0.000001497882,0.0006010454,0.00017866441,4.988219e-7,0.06144041,0.0037527326,0.0006072744],"study_design_scores_gemma":[0.0006270494,0.00010863725,0.9467801,0.000010058696,0.000023294553,4.0335493e-7,0.00014758295,0.0028172533,0.0000065947756,0.021442678,0.027561044,0.00047533296],"about_ca_topic_score_codex":0.003960228,"about_ca_topic_score_gemma":0.00024626468,"teacher_disagreement_score":0.104858086,"about_ca_system_score_codex":0.00015478425,"about_ca_system_score_gemma":0.00003488085,"threshold_uncertainty_score":0.9999437},"labels":[],"label_agreement":null},{"id":"W4230171346","doi":"10.2139/ssrn.1573329","title":"The Cost of Financial Distress and the Timing of Default","year":2010,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University; University of Toronto","funders":"","keywords":"Financial distress; Default; Bankruptcy; Business; Financial system; Distress; Economics; Actuarial science; Monetary economics; Finance; Psychology; Clinical psychology","score_opus":0.009141087318861521,"score_gpt":0.21304362987047742,"score_spread":0.2039025425516159,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4230171346","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9821867,0.0062024393,0.007024589,0.0011231628,0.000510364,0.00015625313,0.000042796488,0.000003575174,0.0027501644],"genre_scores_gemma":[0.9954794,0.0039278413,0.000033541077,0.0000050678373,0.00019556592,0.0000046528485,0.0000012853748,0.0000068079976,0.0003458095],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9989339,0.000011992304,0.00041892828,0.00008629349,0.000039319493,0.0005095512],"domain_scores_gemma":[0.9991814,0.00015933205,0.0004290172,0.00015865061,0.00004698489,0.000024598296],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016960383,0.000066159046,0.00019248396,0.000045818226,0.00031549094,0.000028548022,0.00021918012,0.000054582444,0.000012454672],"category_scores_gemma":[0.00046916524,0.000043209966,0.00009926887,0.00011293214,0.00032331864,0.0000654849,0.00003192395,0.0007794592,0.0000030287365],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00004490592,0.000013041999,0.011988861,0.0000018727691,0.000016096941,8.568429e-8,0.00014180224,0.000010799564,0.000026408748,0.9583678,0.00004928384,0.029339],"study_design_scores_gemma":[0.0011145019,0.000059705977,0.13672197,0.000007218461,0.000014065399,0.00004383749,0.00020639421,0.0009680314,0.00006361294,0.841441,0.019270252,0.00008944426],"about_ca_topic_score_codex":0.00020922816,"about_ca_topic_score_gemma":0.002585967,"teacher_disagreement_score":0.12473311,"about_ca_system_score_codex":0.00004128849,"about_ca_system_score_gemma":0.00021628098,"threshold_uncertainty_score":0.33864057},"labels":[],"label_agreement":null},{"id":"W4230229323","doi":"10.2139/ssrn.1342909","title":"Time Varying Risk Premia in Corporate Bond Markets","year":2009,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University; University of Toronto","funders":"","keywords":"Risk premium; Bond; Corporate bond; Volatility (finance); Econometrics; Economics; Volatility risk premium; Capital asset pricing model; Explanatory power; Equity (law); Financial economics; Equity risk; Business; Monetary economics; Implied volatility; Finance; Valuation (finance)","score_opus":0.012111582703530745,"score_gpt":0.1995571131517971,"score_spread":0.18744553044826637,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4230229323","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9727289,0.005836803,0.0045194146,0.0005565215,0.00019865918,0.00013209645,0.000024487228,0.000026020969,0.015977105],"genre_scores_gemma":[0.99162346,0.0053237802,0.00019830505,0.000026415044,0.00027751477,0.000002381905,0.000007395645,0.000015958267,0.002524815],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9977569,0.000020830736,0.00057091867,0.00024268411,0.00004683438,0.0013618317],"domain_scores_gemma":[0.99908763,0.000031016156,0.00061164337,0.00017400112,0.000024492243,0.00007121335],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019157135,0.00013909728,0.00028800123,0.00031526192,0.00018556807,0.00006211813,0.000204886,0.00010574142,0.0000971315],"category_scores_gemma":[0.00014542593,0.00015982804,0.000116875875,0.00036294985,0.000029524967,0.0002791886,0.000015519621,0.0012712616,0.0003323513],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00014177372,0.000178094,0.17472611,0.0000025865227,0.00005618477,0.0000139934555,0.000292169,0.0006581257,0.00006337995,0.7681877,0.00092285883,0.054756984],"study_design_scores_gemma":[0.0006085979,0.00011840663,0.2599554,0.000010103803,0.000005237502,0.00005693049,0.00002733469,0.0021520578,0.000006626979,0.73331124,0.0035740202,0.00017403277],"about_ca_topic_score_codex":0.000058780115,"about_ca_topic_score_gemma":0.00014365166,"teacher_disagreement_score":0.08522927,"about_ca_system_score_codex":0.00077672635,"about_ca_system_score_gemma":0.0003508659,"threshold_uncertainty_score":0.6517598},"labels":[],"label_agreement":null},{"id":"W4230254923","doi":"10.3790/kuk.46.4.439","title":"10.3790/kuk.46.4.439","year":2000,"lang":"en","type":"article","venue":"Time to knit","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Physics; Computer science","score_opus":0.011174600527936236,"score_gpt":0.16193071825081273,"score_spread":0.1507561177228765,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4230254923","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.013029477,0.00028460793,0.000027232942,0.0005316834,0.000014706778,0.0001489031,0.00014098446,0.0000779223,0.9857445],"genre_scores_gemma":[0.0078814775,0.0000037437158,0.00020450966,0.00003534789,0.00026688824,0.000020670712,0.000029217399,0.000023128941,0.991535],"study_design_codex":"design_other","study_design_gemma":"not_applicable","domain_scores_codex":[0.99908406,0.0000049010214,0.00033661022,0.0002819451,0.00003144392,0.00026104902],"domain_scores_gemma":[0.99945414,0.000025185573,0.00006207512,0.0003209419,0.00001842268,0.00011921347],"candidate_categories":["insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.00016001728,0.00011665281,0.00023625909,0.00014395533,0.000114643546,0.00005242533,0.00018288994,0.00007795622,0.97905093],"category_scores_gemma":[0.00005430487,0.00014478793,0.00009313111,0.00029707147,0.000023183293,0.00012135495,0.000026569865,0.00007540999,0.9838415],"study_design_candidate":"not_applicable","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000049380847,0.00010748734,0.00014266462,0.000004919629,0.000021317952,0.000004074542,0.00007165458,0.0003556905,0.0000041739822,0.005292441,0.20793292,0.7860133],"study_design_scores_gemma":[0.0001733611,0.000058220798,0.010159617,0.000003820574,0.0000030924289,0.0000024822616,4.7581122e-7,0.00054733385,0.000003961924,0.0007367036,0.98812294,0.00018799363],"about_ca_topic_score_codex":0.000097579905,"about_ca_topic_score_gemma":0.000001183773,"teacher_disagreement_score":0.7858253,"about_ca_system_score_codex":0.000050836014,"about_ca_system_score_gemma":0.0000137480165,"threshold_uncertainty_score":0.5904281},"labels":[],"label_agreement":null},{"id":"W4230855042","doi":"10.2139/ssrn.1787508","title":"Time-Varying Asset Volatility and the Credit Spread Puzzle","year":2018,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University; University of Toronto","funders":"","keywords":"Leverage (statistics); Volatility (finance); Credit default swap index; Credit valuation adjustment; Credit default swap; Economics; Econometrics; Credit risk; iTraxx; Risk premium; Financial economics; Equity (law); Monetary economics; Capital structure; Finance; Credit reference; Debt","score_opus":0.012001104508466223,"score_gpt":0.2177971636051079,"score_spread":0.20579605909664167,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4230855042","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.94527984,0.008411094,0.02135656,0.0035164757,0.0007015123,0.00023008644,0.000043881722,0.00003663064,0.020423926],"genre_scores_gemma":[0.99438226,0.0014918509,0.00009390427,0.000038004746,0.0012734614,0.0000049595224,0.0000045417937,0.000015329982,0.00269566],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99829274,0.000028428069,0.0004135338,0.00021701537,0.000050410665,0.000997857],"domain_scores_gemma":[0.99930507,0.000088032175,0.0002679412,0.00022251758,0.00005554505,0.000060871433],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0025366847,0.00011770972,0.0002567806,0.00009707099,0.0006603451,0.0001102098,0.00021721891,0.00007743846,0.00018802633],"category_scores_gemma":[0.00028378802,0.00009694047,0.0001072318,0.00017997008,0.0003357218,0.00024235043,0.000052788073,0.00075254164,0.00025680684],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00010109427,0.000030527382,0.02072279,0.0000020445605,0.00007823225,5.429879e-7,0.00039172889,0.0000050558615,0.000009036531,0.9697771,0.0009864187,0.007895422],"study_design_scores_gemma":[0.0014317902,0.00014728308,0.035590027,0.000007568509,0.00001795762,0.000112037975,0.00012252257,0.012763724,0.000010101516,0.8926055,0.05700405,0.00018748284],"about_ca_topic_score_codex":0.00017022171,"about_ca_topic_score_gemma":0.0004532519,"teacher_disagreement_score":0.07717165,"about_ca_system_score_codex":0.00024826973,"about_ca_system_score_gemma":0.00019817337,"threshold_uncertainty_score":0.5078907},"labels":[],"label_agreement":null},{"id":"W4230943617","doi":"10.2139/ssrn.1343091","title":"Using Structural Models for Default Prediction","year":2009,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Econometrics; Credit risk; Leverage (statistics); Capital structure; Volatility (finance); Credit default swap; Default risk; Equity (law); Loss given default; Economics; Debt; Actuarial science; Capital requirement; Mathematics; Statistics; Finance; Profit (economics)","score_opus":0.0397746961303466,"score_gpt":0.25699134514857697,"score_spread":0.21721664901823037,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4230943617","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.38659668,0.0028778424,0.60874206,0.000289872,0.0003812205,0.00013823489,0.00005849753,0.00002200604,0.00089358643],"genre_scores_gemma":[0.99658906,0.0006015847,0.001649775,0.000021673106,0.0007245428,0.0000026510875,0.000012084903,0.000013156133,0.00038547724],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99834526,0.0000048673273,0.000396785,0.00017490462,0.000034955658,0.0010432141],"domain_scores_gemma":[0.9995505,0.000011734138,0.00022954533,0.000107933934,0.0000491532,0.000051114755],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005774648,0.0001013479,0.00018472322,0.000153962,0.0003329265,0.000058963473,0.00012431246,0.0000833633,0.000010378889],"category_scores_gemma":[0.000044033462,0.000111547255,0.00014856459,0.00013150464,0.00001617583,0.00040045008,0.0000063323687,0.00044515432,0.000006483036],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000024030409,0.000012424282,0.0020919405,0.0000010305394,0.000022063636,1.5541448e-7,0.000075053584,0.011423077,0.000032500106,0.97703964,0.000046918536,0.009231193],"study_design_scores_gemma":[0.00042679076,0.00015543046,0.007946528,0.0000035220987,0.000008480861,0.0000680809,0.000060204417,0.15573174,0.0000059816975,0.8343091,0.0011837228,0.00010039973],"about_ca_topic_score_codex":0.000046999638,"about_ca_topic_score_gemma":0.000070407856,"teacher_disagreement_score":0.6099924,"about_ca_system_score_codex":0.00067769724,"about_ca_system_score_gemma":0.00026443676,"threshold_uncertainty_score":0.4548765},"labels":[],"label_agreement":null},{"id":"W4231547219","doi":"10.32920/ryerson.14647032","title":"Higher dimensional probability of default in structural models","year":2021,"lang":"en","type":"preprint","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McMaster University; Toronto Metropolitan University","funders":"","keywords":"Portfolio; Joint probability distribution; Default; Econometrics; Monte Carlo method; Probability of default; Probability distribution; Dimension (graph theory); Value at risk; Expected shortfall; Multivariate normal distribution; Mathematics; Credit risk; Economics; Multivariate statistics; Computer science; Actuarial science; Statistics; Financial economics; Risk management; Finance","score_opus":0.06070042509836066,"score_gpt":0.2444861454867485,"score_spread":0.18378572038838784,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4231547219","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9799667,0.0014591988,0.0019839637,0.00022795318,0.0009787122,0.00028385082,0.00029422587,0.000018899535,0.014786516],"genre_scores_gemma":[0.99242026,0.000036534333,0.0065195872,0.000011846792,0.000084681626,0.000030395022,0.00015665965,0.00001515485,0.0007249014],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99827135,0.000012841591,0.0009182668,0.00055251975,0.000051996343,0.00019303613],"domain_scores_gemma":[0.9989878,0.000038582457,0.00034131942,0.00050486554,0.00008136135,0.000046058725],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0002401772,0.00017910115,0.0006364592,0.0001828804,0.000028066808,0.00003257905,0.00019411088,0.0003171903,0.0008255613],"category_scores_gemma":[0.00005881449,0.00020020678,0.00021440386,0.00018071206,0.00007156156,0.00012497259,0.00040399723,0.0003335025,0.00001032581],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000013806388,0.00009206307,0.118344985,0.000106453925,0.000026941922,0.0000025633067,0.0002698954,0.123353235,0.000006025547,0.75717384,0.00012141155,0.0004887886],"study_design_scores_gemma":[0.00016308232,0.0000065080476,0.4710619,0.000026755482,0.000002615959,3.8331734e-7,0.000006462257,0.04509093,0.000014743029,0.48328683,0.00017472802,0.00016506745],"about_ca_topic_score_codex":0.0031333545,"about_ca_topic_score_gemma":0.00078030943,"teacher_disagreement_score":0.3527169,"about_ca_system_score_codex":0.00014101707,"about_ca_system_score_gemma":0.00010383765,"threshold_uncertainty_score":0.90393174},"labels":[],"label_agreement":null},{"id":"W4231879304","doi":"10.24908/iqurcp.9312","title":"Contagion in the European Union: An Analysis of the Channels of Transmission","year":2018,"lang":"en","type":"article","venue":"Inquiry Queen s Undergraduate Research Conference Proceedings","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Balance of payments; Financial contagion; European debt crisis; Transmission channel; Economics; Financial crisis; Debt crisis; European union; Creditor; Current account; International economics; Monetary economics; Transmission (telecommunications); Debt; European integration; Macroeconomics; Exchange rate","score_opus":0.13545617552804637,"score_gpt":0.3450829442676282,"score_spread":0.20962676873958183,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4231879304","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.965826,0.000082923405,0.008469511,0.009350625,0.00014066548,0.00043786608,0.000029301102,0.000013556952,0.015649568],"genre_scores_gemma":[0.99925756,0.00027465547,0.000071146074,0.000014140733,0.00016940427,0.000016383778,0.000009799787,0.0000136612,0.00017326797],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9980998,0.00022158433,0.0006878349,0.00037751035,0.00026343408,0.00034982152],"domain_scores_gemma":[0.9985251,0.00010870347,0.00032357223,0.00034353146,0.0006298428,0.000069284164],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0062527983,0.00012667423,0.0003784996,0.00081957557,0.00023241482,0.00009883396,0.0009081966,0.000082722916,0.000035632067],"category_scores_gemma":[0.0002554577,0.000091107795,0.00014946051,0.003097246,0.0009893859,0.000329069,0.00011172803,0.00032574285,0.000012752229],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000040293242,0.00023251704,0.17555673,0.000047091795,0.0000917534,0.0000010005166,0.023870714,0.000033170745,0.0009890564,0.790119,0.0003744767,0.008644211],"study_design_scores_gemma":[0.00047825772,0.00042308256,0.8156886,0.00012636538,0.000044784923,0.0000014028507,0.0038639568,0.011689423,0.0013667832,0.15947339,0.0066380366,0.00020590522],"about_ca_topic_score_codex":0.0017724487,"about_ca_topic_score_gemma":0.00021155259,"teacher_disagreement_score":0.6401319,"about_ca_system_score_codex":0.000062519386,"about_ca_system_score_gemma":0.000077093035,"threshold_uncertainty_score":0.3715268},"labels":[],"label_agreement":null},{"id":"W4232579134","doi":"10.1109/wsc.2004.1371510","title":"A Simulation-Based First-to-Default (FtD) Credit Default Swap (CDS) Pricing Approach under Jump-Diffusion","year":2005,"lang":"en","type":"article","venue":"Proceedings of the 2004 Winter Simulation Conference, 2004.","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Alberta","funders":"","keywords":"Credit default swap; Credit derivative; iTraxx; Credit default swap index; Synthetic CDO; Jump; Credit risk; Credit valuation adjustment; Jump diffusion; Copula (linguistics); Interest rate swap; Swap (finance); Econometrics; Derivative (finance); Computer science; Financial economics; Business; Economics; Actuarial science; Finance; Credit reference","score_opus":0.03560623738145733,"score_gpt":0.24871111445401595,"score_spread":0.21310487707255862,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4232579134","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5907153,0.00028632078,0.38380286,0.0026799005,0.0006605691,0.001428524,0.00014506801,0.00018897289,0.020092476],"genre_scores_gemma":[0.992682,0.000004399031,0.0040622065,0.00023972106,0.00055959326,0.000051161867,0.000025452822,0.0000567989,0.0023187161],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99732393,0.000007788056,0.0012135981,0.00070851634,0.00025452033,0.0004916449],"domain_scores_gemma":[0.99768555,0.00025404498,0.00085799687,0.00036987668,0.0006635925,0.00016894162],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.00045864074,0.00037864983,0.0005728915,0.0005765208,0.00040899633,0.00020520056,0.00064884406,0.0002722526,0.0003259941],"category_scores_gemma":[0.0007826013,0.00036035548,0.00031109172,0.0009497685,0.00012373891,0.00060726976,0.00015435815,0.00030112674,0.00019733669],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00007086885,0.00021747,0.032051444,0.000057192527,0.00002966963,6.733895e-8,0.0010684376,0.9510439,0.00008870987,0.013609793,0.0008144354,0.0009479833],"study_design_scores_gemma":[0.00092524296,0.00006936874,0.053820062,0.00013690152,0.000029163726,5.2093515e-7,0.00014790632,0.91954684,0.00021323167,0.0050689788,0.019625448,0.0004163437],"about_ca_topic_score_codex":0.00018919724,"about_ca_topic_score_gemma":0.00006288637,"teacher_disagreement_score":0.40196663,"about_ca_system_score_codex":0.00032554092,"about_ca_system_score_gemma":0.00008539132,"threshold_uncertainty_score":0.99988484},"labels":[],"label_agreement":null},{"id":"W4235020700","doi":"10.2139/ssrn.1342460","title":"Risk-Based Capital and Credit Insurance Portfolios","year":2009,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université Laval","funders":"","keywords":"Business; Actuarial science; Credit risk; Financial system; Economics","score_opus":0.007289323481507948,"score_gpt":0.19845915447859327,"score_spread":0.19116983099708532,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4235020700","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9577799,0.013223254,0.025486894,0.00084313314,0.00028168457,0.00009370715,0.00004455966,0.000029428378,0.00221744],"genre_scores_gemma":[0.9922689,0.0065430403,0.00018482834,0.000052953263,0.0005073884,0.000002545549,0.0000060735956,0.000013827471,0.00042040774],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99812555,0.000011924953,0.00043056803,0.0002372475,0.000051391762,0.0011432911],"domain_scores_gemma":[0.99930054,0.000023484668,0.00037929247,0.00016186874,0.000036199257,0.00009859912],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00088123104,0.0001398023,0.00025286042,0.00021428122,0.00029912835,0.00007662718,0.00015159501,0.000091356625,0.00004067438],"category_scores_gemma":[0.00013415255,0.00015372822,0.00011464522,0.00019844173,0.000047000936,0.00023364357,0.000009307078,0.00094211905,0.0000608607],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000029723044,0.00007337844,0.2730595,0.000001394574,0.000029165563,0.0000036881631,0.00011596738,0.0001634301,0.0000073141236,0.6934403,0.0001225448,0.032953624],"study_design_scores_gemma":[0.00053290767,0.0002226001,0.52209365,0.0000036970307,0.0000053742615,0.00005643228,0.00006062349,0.0005526618,0.000004791775,0.47264633,0.0036754399,0.0001455013],"about_ca_topic_score_codex":0.000101283586,"about_ca_topic_score_gemma":0.00025491617,"teacher_disagreement_score":0.24903415,"about_ca_system_score_codex":0.00028808322,"about_ca_system_score_gemma":0.00027933955,"threshold_uncertainty_score":0.6268855},"labels":[],"label_agreement":null},{"id":"W4235029785","doi":"10.2139/ssrn.2023449","title":"Time-Varying Asset Volatility and the Credit Spread Puzzle","year":2011,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University; University of Toronto","funders":"","keywords":"Volatility (finance); Credit spread (options); Business; Financial economics; Monetary economics; Economics; Econometrics; Financial system; Credit risk; Finance","score_opus":0.02034872270102042,"score_gpt":0.20512971687405962,"score_spread":0.1847809941730392,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4235029785","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.92620015,0.012689504,0.019326886,0.001231111,0.00056923187,0.00027147878,0.00004532752,0.000041675292,0.03962464],"genre_scores_gemma":[0.99517995,0.002261356,0.00014626274,0.000023006818,0.0003639787,0.0000066647985,0.000003977616,0.000015607178,0.0019991966],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9983442,0.000028164673,0.0004271261,0.0002045981,0.000044185566,0.00095176324],"domain_scores_gemma":[0.999342,0.000065167435,0.00028080973,0.00021542812,0.00003360693,0.00006295988],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023236931,0.000119892655,0.0002636256,0.00009777714,0.00043999485,0.000062022475,0.00022368426,0.000077563105,0.00023394568],"category_scores_gemma":[0.00019664902,0.00009882086,0.00012218117,0.00014715777,0.00018053659,0.0002607883,0.0000484155,0.00085005607,0.00014619555],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000090392816,0.000039278813,0.032206263,0.0000020624414,0.00007191564,9.442669e-7,0.00066735444,0.0000035681555,0.0000030534807,0.96170557,0.0002731146,0.004936515],"study_design_scores_gemma":[0.0011613637,0.00008246131,0.067744195,0.000005659427,0.00001866655,0.00010207296,0.00016219149,0.004388762,0.0000071207287,0.9142559,0.011904905,0.00016669536],"about_ca_topic_score_codex":0.00032740005,"about_ca_topic_score_gemma":0.00031050725,"teacher_disagreement_score":0.0689798,"about_ca_system_score_codex":0.00020412268,"about_ca_system_score_gemma":0.0001677576,"threshold_uncertainty_score":0.4029798},"labels":[],"label_agreement":null},{"id":"W4235698308","doi":"10.2139/ssrn.1108073","title":"Exploring the Common Factors in the Term Structure of Credit Spreads","year":2008,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Wilfrid Laurier University","funders":"","keywords":"Term (time); Business; Financial system; Physics","score_opus":0.055181687516271054,"score_gpt":0.2265121860862902,"score_spread":0.17133049857001914,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4235698308","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9966751,0.0014741395,0.00042169314,0.0003674396,0.0003338445,0.00009116454,0.000024912482,0.000004838911,0.000606884],"genre_scores_gemma":[0.99576837,0.0037848162,0.000008592058,0.000010622885,0.00032174995,0.00000313151,0.0000046271234,0.000010725296,0.000087347216],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99865454,0.000025064179,0.00042875792,0.00011413186,0.000065029904,0.00071246875],"domain_scores_gemma":[0.999397,0.000083378996,0.00025987133,0.00022163134,0.000016988795,0.000021141379],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005898489,0.00010117556,0.00021242068,0.00013803063,0.000283499,0.000022558,0.00040914517,0.000042491018,0.000021569891],"category_scores_gemma":[0.000065476575,0.000065914755,0.00011617053,0.00028373615,0.00008272044,0.00022274654,0.00002239206,0.001061696,0.0000051948946],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000104803,0.00003215329,0.5902837,0.0000018405634,0.00002496122,0.0000016652194,0.0032281561,0.00013966335,0.000035412013,0.40435636,0.000052402094,0.0018332173],"study_design_scores_gemma":[0.00020261135,0.00007358029,0.85309005,0.0000050168246,0.0000041084973,0.0000913567,0.0010884049,0.000029796453,0.00005971065,0.14320455,0.0020712628,0.00007954054],"about_ca_topic_score_codex":0.00039986684,"about_ca_topic_score_gemma":0.0018958396,"teacher_disagreement_score":0.26280636,"about_ca_system_score_codex":0.00021702478,"about_ca_system_score_gemma":0.00016942031,"threshold_uncertainty_score":0.46125996},"labels":[],"label_agreement":null},{"id":"W4238641225","doi":"10.1057/9781137466297_11","title":"Economic Perspective","year":2015,"lang":"en","type":"book-chapter","venue":"Palgrave Macmillan UK eBooks","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Knight; Perspective (graphical); Actuarial science; Profit (economics); Payment; Economic risk; Risk analysis (engineering); Economics; Computer science; Business; Microeconomics; Finance; Artificial intelligence","score_opus":0.04589497379138165,"score_gpt":0.2445278964781072,"score_spread":0.19863292268672553,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4238641225","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00013481094,0.008914807,0.00025610623,0.000115553696,0.0012991768,0.00044288966,0.0019606785,0.000101313766,0.9867747],"genre_scores_gemma":[0.9084433,0.00025839498,0.00019281571,0.000029020879,0.0013766364,0.000029475468,0.00011245348,0.0001443777,0.08941357],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9977376,0.000005752883,0.00086260313,0.00088613096,0.000075468364,0.00043248],"domain_scores_gemma":[0.9980699,0.000046463047,0.00069117465,0.00082039484,0.00011582399,0.0002562747],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.00031073205,0.00053645147,0.00097276416,0.0005007457,0.00014785315,0.00008634151,0.00040772773,0.00053166895,0.0021285517],"category_scores_gemma":[0.00004916529,0.0006674385,0.00045664108,0.00001594111,0.00021964408,0.0000015391013,0.00016378715,0.00038834047,0.007251073],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00001706373,3.4573716e-7,0.0004601507,0.000008574708,0.00011293767,0.000014499506,0.00035261494,0.000010951878,4.769587e-7,0.99668956,0.0007520584,0.0015807734],"study_design_scores_gemma":[0.00035787592,0.00006840801,0.0011561364,0.000025207719,0.000025575268,0.000011556327,0.000037192236,0.00006066633,0.0000022282134,0.85551965,0.14209032,0.00064514886],"about_ca_topic_score_codex":0.0005400067,"about_ca_topic_score_gemma":0.00056807115,"teacher_disagreement_score":0.90830845,"about_ca_system_score_codex":0.0009980066,"about_ca_system_score_gemma":0.00017232903,"threshold_uncertainty_score":0.9995777},"labels":[],"label_agreement":null},{"id":"W4239486103","doi":"10.2139/ssrn.1364697","title":"Default Dependence and CDO Valuation","year":2009,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University; University of Toronto","funders":"","keywords":"Valuation (finance); Business; Actuarial science; Economics; Econometrics; Accounting","score_opus":0.017808292077566568,"score_gpt":0.22904187346944951,"score_spread":0.21123358139188295,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4239486103","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8444261,0.01282129,0.13606332,0.0018793356,0.00023316217,0.00010232647,0.0000067798505,0.000024674779,0.004443023],"genre_scores_gemma":[0.9933487,0.005341066,0.00024840204,0.000043440246,0.0002548485,0.0000015513017,0.0000028528034,0.000007032035,0.0007520641],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99867636,0.000008992447,0.00030471297,0.00016971907,0.000044732504,0.0007954784],"domain_scores_gemma":[0.99960405,0.000021570891,0.00018351493,0.00010279928,0.000032511245,0.000055556055],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001113197,0.00008396403,0.00014838991,0.00013400931,0.00021556724,0.000066937595,0.00010727966,0.00006511245,0.000024580695],"category_scores_gemma":[0.00015583825,0.000092825576,0.00005751066,0.00014248939,0.000021306074,0.0002554792,0.000009583687,0.0005425894,0.000076531935],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000075047283,0.000020293197,0.018131074,5.163519e-7,0.000010265444,6.026744e-7,0.00008445026,0.000060764938,0.000023142442,0.9321874,0.000027833083,0.04944616],"study_design_scores_gemma":[0.0002601532,0.00013472524,0.20040126,0.0000032084893,0.000004577403,0.000073461306,0.000071477174,0.0008926914,0.0000067427964,0.79554415,0.002512048,0.000095508774],"about_ca_topic_score_codex":0.00006872526,"about_ca_topic_score_gemma":0.00021830096,"teacher_disagreement_score":0.1822702,"about_ca_system_score_codex":0.0002948581,"about_ca_system_score_gemma":0.00020608467,"threshold_uncertainty_score":0.3785317},"labels":[],"label_agreement":null},{"id":"W4240504270","doi":"10.3386/w18724","title":"Measuring Margin","year":2013,"lang":"en","type":"report","venue":"National Bureau of Economic Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Kellogg's (Canada)","funders":"","keywords":"Margin (machine learning); Geology; Geography; Computer science; Machine learning","score_opus":0.6096209847576881,"score_gpt":0.4742770133657718,"score_spread":0.13534397139191628,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4240504270","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0050441297,0.0040427116,0.000056345903,0.0005876544,0.0014234337,0.0005998046,0.0006286127,0.000023294708,0.987594],"genre_scores_gemma":[0.91031647,0.004496405,0.00056458777,0.000007795869,0.0034082495,0.000313441,0.0007363216,0.00011494585,0.08004176],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9966455,0.000040933,0.0014984057,0.00072704256,0.0005498212,0.00053830404],"domain_scores_gemma":[0.9967047,0.00045166977,0.0007815124,0.000503229,0.0014161443,0.00014277078],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.0060726944,0.00024893915,0.0008445583,0.0018040332,0.00019635398,0.00012123314,0.000665166,0.0005540227,0.003639893],"category_scores_gemma":[0.0021269515,0.00031080042,0.00033672588,0.00030475343,0.0002625494,0.00027739545,0.00022027921,0.0008051126,0.0049187723],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000008055985,0.00005659471,0.0075584413,0.000095480376,0.000100292484,0.0000010176219,0.000038691036,0.0001872468,0.0000060165166,0.8062376,0.18434624,0.0013643417],"study_design_scores_gemma":[0.00024589285,0.00003841348,0.024169577,0.00006541133,0.0000037583466,0.00000631895,0.000013842438,0.0005876856,0.000025561474,0.59930557,0.37526435,0.00027364798],"about_ca_topic_score_codex":0.006680768,"about_ca_topic_score_gemma":0.00023962316,"teacher_disagreement_score":0.90755224,"about_ca_system_score_codex":0.0026505436,"about_ca_system_score_gemma":0.0019278085,"threshold_uncertainty_score":0.99993443},"labels":[],"label_agreement":null},{"id":"W4242740416","doi":"10.1093/rof/rfaa042","title":"Disastrous Defaults","year":2020,"lang":"en","type":"article","venue":"European Finance Review","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":9,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Default; Systemic risk; Credit default swap; Economics; Consumption (sociology); Equity (law); Exploit; Credit derivative; Arbitrage; Credit risk; Financial crisis; Business; Monetary economics; Financial economics; Finance","score_opus":0.05719103875383963,"score_gpt":0.2219525742842957,"score_spread":0.16476153553045608,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4242740416","genre_codex":"review","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"review","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.017272558,0.6122411,0.024135068,0.014251795,0.00056552904,0.0007598429,0.00031235398,0.00025392152,0.33020785],"genre_scores_gemma":[0.7402987,0.25158215,0.0021255321,0.0034962152,0.0008047002,0.000021643935,0.000054966265,0.00008178762,0.0015343444],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9986435,0.000030289246,0.00063615787,0.00040777383,0.00003529768,0.00024695336],"domain_scores_gemma":[0.99924254,0.000015546017,0.00029677278,0.00032593485,0.000021398999,0.00009780862],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.00033035426,0.00015583327,0.00044483156,0.0000274781,0.00009433091,0.000029267963,0.00030120643,0.000021367185,0.0002160818],"category_scores_gemma":[0.00034728734,0.00017128437,0.00018397377,0.00039131654,0.00004483665,0.00014014651,0.00008168734,0.00014517727,0.0107480185],"study_design_candidate":"not_applicable","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000012965045,0.000104055114,0.02176221,0.0012874919,0.000028812156,0.00008915842,0.0005136341,0.000059747374,0.0000066476887,0.474292,0.16823499,0.33360827],"study_design_scores_gemma":[0.00015382971,0.000042815354,0.0512845,0.00033920316,0.000006573203,0.000003894123,0.0000021544183,0.00011331281,0.0000011020724,0.00046084615,0.947398,0.00019376438],"about_ca_topic_score_codex":0.00000768077,"about_ca_topic_score_gemma":0.0000013857689,"teacher_disagreement_score":0.779163,"about_ca_system_score_codex":0.000023226705,"about_ca_system_score_gemma":0.000011621226,"threshold_uncertainty_score":0.99002224},"labels":[],"label_agreement":null},{"id":"W4243781024","doi":"10.3905/jfi.2003.319340","title":"Credit Gadgets","year":2003,"lang":"en","type":"article","venue":"The Journal of Fixed Income","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Baycrest Hospital","funders":"","keywords":"Gadget; Credit spread (options); Credit default swap index; Credit valuation adjustment; Credit crunch; Hedge; Business; Portfolio; Credit risk; Credit reference; Economics; Financial system; Finance; Computer science","score_opus":0.02463998730150198,"score_gpt":0.21967664741104131,"score_spread":0.19503666010953932,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4243781024","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.94030195,0.003731232,0.008472846,0.0008992635,0.0018410493,0.00007774266,0.000023156412,0.00000894498,0.044643786],"genre_scores_gemma":[0.9978357,0.00035306052,0.00058377814,0.00004323152,0.00034685904,7.415482e-7,4.3744174e-7,0.00001055885,0.00082565105],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99910635,0.000027047274,0.0005996505,0.000062880354,0.000048801663,0.00015528584],"domain_scores_gemma":[0.99901175,0.00011287418,0.00054361124,0.00020666383,0.00006259906,0.000062492414],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012522535,0.00007726364,0.00024619425,0.00015133356,0.00012829684,0.000024545972,0.00024080132,0.000050891133,0.00040865276],"category_scores_gemma":[0.00042575944,0.00005947378,0.00012248376,0.00021094727,0.000057549958,0.00016175932,0.000017099415,0.00020307275,0.00019492442],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00006282839,0.00012850984,0.18686543,0.000012190586,0.000097692144,0.000014224521,0.001237783,0.0004908908,0.00012413462,0.79338896,0.015990077,0.001587266],"study_design_scores_gemma":[0.00063209113,0.00015883268,0.5183445,0.000019962712,0.000017005175,0.0001344717,0.00009122837,0.00009694299,0.00021651825,0.12101727,0.35911617,0.0001549808],"about_ca_topic_score_codex":0.000020362979,"about_ca_topic_score_gemma":0.0000067630913,"teacher_disagreement_score":0.6723717,"about_ca_system_score_codex":0.000055756227,"about_ca_system_score_gemma":0.000032851323,"threshold_uncertainty_score":0.4474461},"labels":[],"label_agreement":null},{"id":"W4243912334","doi":"10.1002/asmb.745","title":"First passage time for multivariate jump‐diffusion processes in finance and other areas of applications","year":2008,"lang":"en","type":"article","venue":"Applied Stochastic Models in Business and Industry","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":25,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Wilfrid Laurier University","funders":"","keywords":"Jump diffusion; Default; Computer science; Financial engineering; Multivariate statistics; Range (aeronautics); Jump; Credit analysis; Barrier option; Mathematical finance; First-hitting-time model; Computational finance; Econometrics; Credit risk; Economics; Actuarial science; Finance; Mathematics; Machine learning; Engineering; Statistics","score_opus":0.03777415586503093,"score_gpt":0.2235379825202071,"score_spread":0.18576382665517616,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4243912334","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.66043705,0.0007323296,0.33625212,0.00014622981,0.000028249788,0.00079207704,0.00023306702,0.000011964888,0.0013669197],"genre_scores_gemma":[0.9978075,0.0001717611,0.0012507079,0.000015250449,0.00005358279,0.00054057257,0.000014318372,0.000018684177,0.00012761317],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99901867,0.0000018074539,0.00043837505,0.0003305853,0.000030118596,0.00018043614],"domain_scores_gemma":[0.99947405,0.000099776575,0.00019853257,0.00015198455,0.000044948258,0.00003069223],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00012359286,0.00013431766,0.0003421266,0.00020071414,0.0001158761,0.000011412871,0.00008317109,0.00025100715,0.000009636065],"category_scores_gemma":[0.000051042698,0.00015037584,0.000015613869,0.0004702752,0.00012545414,0.00011043866,0.000045464916,0.00014251504,0.0000021769563],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00019982611,0.0006805701,0.045221888,0.0004940999,0.000017422642,0.0000017270778,0.002519841,0.15961789,0.000060506052,0.78626746,0.000125,0.0047937618],"study_design_scores_gemma":[0.0039991713,0.00003946754,0.4867845,0.0002613034,0.000012197345,0.000009162222,0.000103729064,0.32073644,0.000017832692,0.18270184,0.004709667,0.00062472513],"about_ca_topic_score_codex":0.00034930703,"about_ca_topic_score_gemma":0.00008642446,"teacher_disagreement_score":0.60356563,"about_ca_system_score_codex":0.00002431669,"about_ca_system_score_gemma":0.00004274949,"threshold_uncertainty_score":0.61321485},"labels":[],"label_agreement":null},{"id":"W4245172192","doi":"10.2139/ssrn.2172382","title":"The Term Structure of CDS Spreads and Sovereign Credit Risk","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":17,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University","funders":"","keywords":"Credit risk; Term (time); Financial system; Business; Credit spread (options); Monetary economics; Financial economics; Economics; Actuarial science; Physics","score_opus":0.008026749245721219,"score_gpt":0.20214199959724305,"score_spread":0.19411525035152183,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4245172192","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9678122,0.025871444,0.0033202795,0.0001347052,0.0005165099,0.00007312911,0.0000832607,0.0000066576577,0.0021818506],"genre_scores_gemma":[0.9841947,0.014467335,0.000064988206,0.0000044763956,0.0008008421,0.0000011012775,0.000002683485,0.000013389453,0.00045048306],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99839973,0.000016840364,0.0003804835,0.00010774983,0.00004573343,0.001049477],"domain_scores_gemma":[0.99922276,0.00006803243,0.00044121707,0.00016964374,0.000027695516,0.00007063867],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009778056,0.00010125918,0.00019386673,0.000079413825,0.0003676195,0.000044807104,0.00016735749,0.00008125785,0.00004414857],"category_scores_gemma":[0.00014424803,0.000080444595,0.000089622,0.00011356528,0.00009011941,0.00021998282,0.000033021282,0.00077440933,0.000011035056],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000011624445,0.000012328798,0.28927663,0.000001383276,0.000045390123,5.1831243e-8,0.00012962124,0.000005356234,0.00002208669,0.69989645,0.00007931199,0.010519729],"study_design_scores_gemma":[0.0002488468,0.00007110382,0.3953648,0.0000029089838,0.0000141515575,0.000052315245,0.00017292265,0.000042713848,0.000036257607,0.59569925,0.008206534,0.000088210836],"about_ca_topic_score_codex":0.00008125751,"about_ca_topic_score_gemma":0.00022928594,"teacher_disagreement_score":0.10608815,"about_ca_system_score_codex":0.00017464584,"about_ca_system_score_gemma":0.0001454411,"threshold_uncertainty_score":0.33644664},"labels":[],"label_agreement":null},{"id":"W4245663192","doi":"10.2139/ssrn.3919185","title":"What Do CDO Tranche Spreads Tell Us About Credit Availability and Credit Rating Standards?","year":2021,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Calgary","funders":"","keywords":"Tranche; Credit rating; Business; Credit enhancement; Credit derivative; Bond credit rating; Financial system; Structured finance; Credit reference; Economics; Credit history; Credit risk; Actuarial science; Financial crisis","score_opus":0.012152706865952071,"score_gpt":0.2329545902410163,"score_spread":0.22080188337506423,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4245663192","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8596866,0.11608787,0.018010823,0.001016865,0.0017563492,0.00015733596,0.00013042208,0.00003431812,0.003119398],"genre_scores_gemma":[0.92244023,0.07415503,0.00028839486,0.00004000261,0.0014089711,0.000008494956,0.000017849188,0.000036127396,0.001604885],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9968318,0.00004765287,0.0008554428,0.0005257331,0.00015725756,0.0015821267],"domain_scores_gemma":[0.998782,0.00010485952,0.00040012767,0.00035242524,0.00019275594,0.00016784834],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0029834996,0.00023794627,0.000506145,0.0001469829,0.0004983175,0.00063497684,0.00021027947,0.00018719112,0.00053553283],"category_scores_gemma":[0.0005707263,0.00026717535,0.00022012962,0.00033762536,0.00012514184,0.0009402733,0.000061679544,0.001465107,0.000051369756],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000107951535,0.00023181582,0.23450723,0.00004932999,0.00026051156,0.00002911318,0.0015362217,0.0002076786,0.00013350595,0.674282,0.00097536755,0.08767925],"study_design_scores_gemma":[0.0021233812,0.0003712211,0.1927103,0.00011601291,0.000058288915,0.0006049946,0.0024906665,0.00109172,0.00021333375,0.5706164,0.2288412,0.00076249347],"about_ca_topic_score_codex":0.00006546261,"about_ca_topic_score_gemma":0.0011615878,"teacher_disagreement_score":0.22786583,"about_ca_system_score_codex":0.0010249646,"about_ca_system_score_gemma":0.0013281528,"threshold_uncertainty_score":0.99997807},"labels":[],"label_agreement":null},{"id":"W4246949894","doi":"10.1111/1911-3838.12201","title":"Financial Reporting &amp; Assurance Standards (FRAS) Canada Corner","year":2019,"lang":"en","type":"article","venue":"Accounting Perspectives","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Accounting; Citation; Library science; Business; Finance; Actuarial science; Political science; Computer science","score_opus":0.016766180702512085,"score_gpt":0.23546944667115938,"score_spread":0.21870326596864728,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4246949894","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9434908,0.001705762,0.001490667,0.00051494315,0.0013095252,0.00019925676,0.00026180144,0.00006172604,0.050965536],"genre_scores_gemma":[0.9953003,0.00006267381,0.0005536575,0.00006477696,0.0005162771,0.000013470088,0.000015029092,0.000030561383,0.0034432318],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99791425,0.000008056793,0.00095015275,0.0005738683,0.0001497697,0.0004038995],"domain_scores_gemma":[0.99787915,0.000094376905,0.0013083661,0.00042206593,0.00025012795,0.000045892266],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009428427,0.00018491482,0.0004591245,0.00012690206,0.00024944913,0.000112344,0.00020255214,0.000098384364,0.00073419325],"category_scores_gemma":[0.004062285,0.00021931058,0.00012408209,0.00037328483,0.00005360622,0.0003403685,0.00006086982,0.00023807136,0.00017678378],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000015092001,0.000031493786,0.8446419,0.000022072929,0.000021979777,0.000005167434,0.0012119835,0.00025514202,0.00004472049,0.13948119,0.013631579,0.00063766877],"study_design_scores_gemma":[0.00024051771,0.000011829389,0.74943244,0.000025004509,0.0000035497408,0.000004954452,0.00042323527,0.00016053776,0.000015487103,0.005737849,0.24365766,0.00028695073],"about_ca_topic_score_codex":0.18101567,"about_ca_topic_score_gemma":0.2771757,"teacher_disagreement_score":0.23002608,"about_ca_system_score_codex":0.00063739694,"about_ca_system_score_gemma":0.0006908115,"threshold_uncertainty_score":0.8943226},"labels":[],"label_agreement":null},{"id":"W4248172275","doi":"10.6000/1929-7092.2018.07.05","title":"Rating: New Approach","year":2018,"lang":"en","type":"article","venue":"Journal of Reviews on Global Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":87,"is_retracted":false,"has_abstract":false,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Economics","score_opus":0.08060531481698488,"score_gpt":0.28145357858918907,"score_spread":0.2008482637722042,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4248172275","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.39678586,0.0414596,0.052255504,0.0027349785,0.0060623493,0.0007489923,0.00019417341,0.000031176372,0.49972737],"genre_scores_gemma":[0.8406734,0.04225781,0.09305779,0.002118172,0.015978673,0.000012145644,0.000018572393,0.00008268497,0.0058007375],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99815035,0.00001594241,0.0013906709,0.00021609194,0.000024085059,0.00020288237],"domain_scores_gemma":[0.9978348,0.000022193863,0.0016037718,0.0002982513,0.000056784567,0.00018418391],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.00095601776,0.00015348551,0.00071241346,0.00010831644,0.00008758994,0.000075203396,0.0003340759,0.00009317228,0.00025858168],"category_scores_gemma":[0.00034900394,0.000150295,0.0003537795,0.00019776168,0.00006479087,0.0001777044,0.000031473548,0.00014433832,0.0014224275],"study_design_candidate":"not_applicable","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00005956635,0.00013518294,0.019395817,0.000019496534,0.000052594354,0.0000014319248,0.00015724267,0.00029063688,9.029267e-7,0.7966249,0.10711168,0.07615055],"study_design_scores_gemma":[0.00042615415,0.00020531361,0.012554982,0.00003175019,0.000010284515,0.00003430509,0.000010745084,0.0006339466,0.000004279812,0.034444116,0.9514901,0.00015404866],"about_ca_topic_score_codex":0.000026050267,"about_ca_topic_score_gemma":0.00001626313,"teacher_disagreement_score":0.8443784,"about_ca_system_score_codex":0.0002707008,"about_ca_system_score_gemma":0.00009773954,"threshold_uncertainty_score":0.9993551},"labels":[],"label_agreement":null},{"id":"W4248297651","doi":"10.1108/oxan-es197184","title":"Interest rate cut signals Canadian downturn","year":2015,"lang":"en","type":"other","venue":"Emerald expert briefings","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Recession; Interest rate; Economics; Environmental science; Keynesian economics; Monetary economics","score_opus":0.05495307387819721,"score_gpt":0.24631024651976213,"score_spread":0.19135717264156493,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4248297651","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00015535046,0.021179361,0.000468507,0.084921435,0.0020343314,0.00065532315,0.0027825674,0.00035234197,0.8874508],"genre_scores_gemma":[0.0012919039,0.0013867671,0.00031090184,0.027359053,0.0025448122,0.00007764568,0.0008713136,0.0006541677,0.96550345],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.99813616,0.000015499121,0.0005941657,0.0006297373,0.000048062204,0.00057634444],"domain_scores_gemma":[0.99856305,0.000019016095,0.00039933197,0.000538617,0.00004622273,0.00043374283],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.00028401875,0.00039035364,0.00070609234,0.00063569495,0.00012078247,0.00013967477,0.00039506765,0.00047749374,0.008607389],"category_scores_gemma":[0.00015854558,0.00046539944,0.00017866763,0.00029631826,0.00009780794,0.000118877295,0.000064596636,0.00029451773,0.0043850127],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000033092065,0.000016959217,0.000034810724,0.000008718894,0.000047516645,0.000013396805,0.00037964954,0.000001902197,0.0000044060425,0.02184858,0.977209,0.0004317662],"study_design_scores_gemma":[0.00026948488,0.000026501588,0.00029867963,0.000076020035,0.0000048220827,0.0000038523976,0.000004134529,0.00006333606,0.000005649184,0.004091884,0.9945975,0.00055815646],"about_ca_topic_score_codex":0.8902785,"about_ca_topic_score_gemma":0.4737262,"teacher_disagreement_score":0.4165523,"about_ca_system_score_codex":0.0002621121,"about_ca_system_score_gemma":0.00020801811,"threshold_uncertainty_score":0.99977976},"labels":[],"label_agreement":null},{"id":"W4249095209","doi":"10.32920/ryerson.14647032.v1","title":"Higher dimensional probability of default in structural models","year":2021,"lang":"en","type":"preprint","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McMaster University; Toronto Metropolitan University","funders":"","keywords":"Portfolio; Joint probability distribution; Default; Econometrics; Monte Carlo method; Probability distribution; Value at risk; Dimension (graph theory); Probability of default; Expected shortfall; Multivariate normal distribution; Mathematics; Credit risk; Economics; Multivariate statistics; Computer science; Actuarial science; Statistics; Financial economics; Risk management; Finance","score_opus":0.06070042509836066,"score_gpt":0.2444861454867485,"score_spread":0.18378572038838784,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4249095209","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9799667,0.0014591988,0.0019839637,0.00022795318,0.0009787122,0.00028385082,0.00029422587,0.000018899535,0.014786516],"genre_scores_gemma":[0.99242026,0.000036534333,0.0065195872,0.000011846792,0.000084681626,0.000030395022,0.00015665965,0.00001515485,0.0007249014],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99827135,0.000012841591,0.0009182668,0.00055251975,0.000051996343,0.00019303613],"domain_scores_gemma":[0.9989878,0.000038582457,0.00034131942,0.00050486554,0.00008136135,0.000046058725],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0002401772,0.00017910115,0.0006364592,0.0001828804,0.000028066808,0.00003257905,0.00019411088,0.0003171903,0.0008255613],"category_scores_gemma":[0.00005881449,0.00020020678,0.00021440386,0.00018071206,0.00007156156,0.00012497259,0.00040399723,0.0003335025,0.00001032581],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000013806388,0.00009206307,0.118344985,0.000106453925,0.000026941922,0.0000025633067,0.0002698954,0.123353235,0.000006025547,0.75717384,0.00012141155,0.0004887886],"study_design_scores_gemma":[0.00016308232,0.0000065080476,0.4710619,0.000026755482,0.000002615959,3.8331734e-7,0.000006462257,0.04509093,0.000014743029,0.48328683,0.00017472802,0.00016506745],"about_ca_topic_score_codex":0.0031333545,"about_ca_topic_score_gemma":0.00078030943,"teacher_disagreement_score":0.3527169,"about_ca_system_score_codex":0.00014101707,"about_ca_system_score_gemma":0.00010383765,"threshold_uncertainty_score":0.90393174},"labels":[],"label_agreement":null},{"id":"W4249400821","doi":"10.2139/ssrn.1787501","title":"Time-Varying Asset Volatility and the Credit Spread Puzzle","year":2011,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University; University of Toronto","funders":"","keywords":"Volatility (finance); Business; Financial economics; Economics; Monetary economics; Econometrics","score_opus":0.02034872270102042,"score_gpt":0.20512971687405962,"score_spread":0.1847809941730392,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4249400821","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.92620015,0.012689504,0.019326886,0.001231111,0.00056923187,0.00027147878,0.00004532752,0.000041675292,0.03962464],"genre_scores_gemma":[0.99517995,0.002261356,0.00014626274,0.000023006818,0.0003639787,0.0000066647985,0.000003977616,0.000015607178,0.0019991966],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9983442,0.000028164673,0.0004271261,0.0002045981,0.000044185566,0.00095176324],"domain_scores_gemma":[0.999342,0.000065167435,0.00028080973,0.00021542812,0.00003360693,0.00006295988],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023236931,0.000119892655,0.0002636256,0.00009777714,0.00043999485,0.000062022475,0.00022368426,0.000077563105,0.00023394568],"category_scores_gemma":[0.00019664902,0.00009882086,0.00012218117,0.00014715777,0.00018053659,0.0002607883,0.0000484155,0.00085005607,0.00014619555],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000090392816,0.000039278813,0.032206263,0.0000020624414,0.00007191564,9.442669e-7,0.00066735444,0.0000035681555,0.0000030534807,0.96170557,0.0002731146,0.004936515],"study_design_scores_gemma":[0.0011613637,0.00008246131,0.067744195,0.000005659427,0.00001866655,0.00010207296,0.00016219149,0.004388762,0.0000071207287,0.9142559,0.011904905,0.00016669536],"about_ca_topic_score_codex":0.00032740005,"about_ca_topic_score_gemma":0.00031050725,"teacher_disagreement_score":0.0689798,"about_ca_system_score_codex":0.00020412268,"about_ca_system_score_gemma":0.0001677576,"threshold_uncertainty_score":0.4029798},"labels":[],"label_agreement":null},{"id":"W4253909940","doi":"10.17265/2328-7144/2015.0910.002","title":"Covered Bonds in Europe: Issuing and Markets","year":2015,"lang":"en","type":"article","venue":"Economics World","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Bond; Business; Financial system; Finance","score_opus":0.04081014983812678,"score_gpt":0.21573502316034354,"score_spread":0.17492487332221676,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4253909940","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.79977214,0.0013645651,0.00011763267,0.0008856911,0.00039882833,0.00011523225,0.00007194446,0.000022138776,0.19725181],"genre_scores_gemma":[0.9883984,0.00033385816,0.00056221354,0.00009864558,0.00019373743,0.000011198046,0.000017956443,0.000025894302,0.010358103],"study_design_codex":"observational","study_design_gemma":"not_applicable","domain_scores_codex":[0.9989268,0.000008582775,0.00048925163,0.00032854048,0.00001145817,0.00023535643],"domain_scores_gemma":[0.99940956,0.000043815235,0.00017023197,0.00022733431,0.000020651314,0.0001284211],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00052466546,0.00012063468,0.00029689766,0.00036194315,0.000046149544,0.00009047439,0.00012325097,0.00004999488,0.00009571577],"category_scores_gemma":[0.00016056908,0.00016442314,0.000027430326,0.00033273204,0.000047669877,0.0002677178,0.0000821062,0.000120484336,0.00031597525],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000029619268,0.00003241847,0.5060898,0.0000047146136,0.000008458727,0.000003935638,0.0002914616,0.00033313117,0.000001187886,0.48511022,0.0056568217,0.002438208],"study_design_scores_gemma":[0.0006356325,0.000016087939,0.4464813,0.000006754653,0.0000014452748,0.0000027156996,0.00002363675,0.004913446,0.000005053277,0.033658862,0.51406276,0.00019234298],"about_ca_topic_score_codex":0.00020600652,"about_ca_topic_score_gemma":0.00095613033,"teacher_disagreement_score":0.5084059,"about_ca_system_score_codex":0.00012707406,"about_ca_system_score_gemma":0.00004014793,"threshold_uncertainty_score":0.6704981},"labels":[],"label_agreement":null},{"id":"W4254325644","doi":"10.2139/ssrn.3188085","title":"Disastrous Defaults","year":2019,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Center for Interuniversity Research and Analysis on Organizations; University of Toronto","funders":"","keywords":"Default; Business; Finance","score_opus":0.00781676024410761,"score_gpt":0.19449151527010303,"score_spread":0.18667475502599543,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4254325644","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.95574284,0.0035673715,0.021090932,0.00048487086,0.0007369018,0.00010537009,0.000016313506,0.000025069976,0.01823036],"genre_scores_gemma":[0.988857,0.0014202298,0.00010034383,0.00002005801,0.00036317276,0.0000027501906,0.0000054561624,0.00001964616,0.0092114005],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9980575,0.000006917623,0.00036165267,0.0001953548,0.000040589886,0.0013380259],"domain_scores_gemma":[0.99949574,0.000018346607,0.00021627772,0.00018619056,0.000023057682,0.00006039578],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.00073844846,0.00010293216,0.000212427,0.00013580007,0.00012522834,0.000054634507,0.00020052996,0.000067170695,0.00018715285],"category_scores_gemma":[0.000047556583,0.000110983325,0.00014093214,0.00016582581,0.00002125097,0.00020340558,0.000023845834,0.00077692716,0.002241369],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000010853299,0.000026292546,0.15312761,0.000001229269,0.000026412385,5.4086166e-7,0.000068118745,0.000059144484,0.000006499368,0.8389786,0.00010141712,0.007593292],"study_design_scores_gemma":[0.0006853997,0.00019559,0.09083608,0.00000594359,0.0000047268645,0.0001205107,0.00030557739,0.00039108554,0.000003372014,0.8439495,0.06329987,0.00020231974],"about_ca_topic_score_codex":0.00010563659,"about_ca_topic_score_gemma":0.00025125497,"teacher_disagreement_score":0.06319846,"about_ca_system_score_codex":0.00049785303,"about_ca_system_score_gemma":0.00026122475,"threshold_uncertainty_score":0.9985355},"labels":[],"label_agreement":null},{"id":"W4254440093","doi":"10.1111/1911-3838.12164","title":"Financial Reporting &amp; Assurance Standards (FRAS) Canada Corner","year":2018,"lang":"en","type":"article","venue":"Accounting Perspectives","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Citation; Accounting; Library science; Business; Finance; Actuarial science; Computer science","score_opus":0.025130594713975836,"score_gpt":0.25752780606945275,"score_spread":0.23239721135547692,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4254440093","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.932038,0.001398734,0.0065554837,0.0007313121,0.0014876358,0.00014744044,0.00030852706,0.00008183057,0.057251036],"genre_scores_gemma":[0.99528205,0.000049324342,0.0010708424,0.00008302986,0.0017991061,0.000014196486,0.00001050594,0.000029643406,0.0016613049],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9978959,0.000008604289,0.0009664885,0.00056062127,0.00014118834,0.0004271881],"domain_scores_gemma":[0.9977408,0.00007503603,0.0012856326,0.00039289528,0.00045232283,0.000053337528],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010228935,0.00018387366,0.00039847172,0.000130799,0.0005457507,0.00012193091,0.00020948397,0.00009715687,0.00053572294],"category_scores_gemma":[0.0075647584,0.00021733186,0.00010435102,0.00044208503,0.00017675536,0.00031191861,0.00006485698,0.00019545114,0.00010065726],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000033047032,0.00006104835,0.6913679,0.000019580337,0.000040524785,0.00001102939,0.0037796807,0.000042239528,0.00006306241,0.23334885,0.06901184,0.0022212088],"study_design_scores_gemma":[0.00018483918,0.000018979057,0.6588647,0.000021038379,0.0000043591267,0.0000061858927,0.00035186,0.00012008719,0.000037756537,0.009290382,0.3308248,0.00027503233],"about_ca_topic_score_codex":0.21225874,"about_ca_topic_score_gemma":0.55160517,"teacher_disagreement_score":0.33934644,"about_ca_system_score_codex":0.0005966583,"about_ca_system_score_gemma":0.0007246919,"threshold_uncertainty_score":0.9056269},"labels":[],"label_agreement":null},{"id":"W4254808016","doi":"10.12681/eadd/47001","title":"Topics in applied financial economics","year":2019,"lang":"en","type":"dissertation","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Spillover effect; Equity (law); Financial market; Economics; Empirical evidence; Financial economics; China; Financial contagion; Foreign exchange market; Volatility (finance); Monetary economics; Exchange rate; Geography; Finance; Macroeconomics; Political science","score_opus":0.016326476264654343,"score_gpt":0.21041124776334325,"score_spread":0.1940847714986889,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4254808016","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3422442,0.00053030456,0.00016529283,0.000095097384,0.0031842398,0.00040898818,0.00013240597,0.00003059487,0.65320885],"genre_scores_gemma":[0.83461994,0.0009848314,0.00067784823,0.00008801118,0.00084641133,0.0001121705,0.0017910991,0.00008218609,0.1607975],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9982631,0.000002694829,0.00086706906,0.0005418968,0.000022059288,0.0003031563],"domain_scores_gemma":[0.99912965,0.000026339007,0.00039428571,0.00038608158,0.000016114114,0.00004751227],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.00017716501,0.00024997685,0.0006728976,0.00047127946,0.000051688676,0.000057675374,0.0002510787,0.0005691983,0.0006172875],"category_scores_gemma":[0.00007349465,0.00033277442,0.00016131878,0.00021079679,0.00001462518,0.000081376085,0.000022885804,0.00032729632,0.001699099],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000027738697,0.00004688632,0.011502463,0.00004347536,0.000007449414,8.4142647e-7,0.0003467966,0.00012504635,0.0000010613056,0.9772231,0.0013423342,0.009332779],"study_design_scores_gemma":[0.00065046374,0.000026928721,0.43232578,0.00002632379,0.000005948262,4.0170093e-7,0.00013502873,0.0006849164,0.00003641933,0.087033264,0.4784318,0.0006427589],"about_ca_topic_score_codex":0.00031698847,"about_ca_topic_score_gemma":0.0028172247,"teacher_disagreement_score":0.8901899,"about_ca_system_score_codex":0.00018928385,"about_ca_system_score_gemma":0.00013800725,"threshold_uncertainty_score":0.99991244},"labels":[],"label_agreement":null},{"id":"W4282041829","doi":"10.1093/rfs/hhac021","title":"High Inflation: Low Default Risk and Low Equity Valuations","year":2022,"lang":"en","type":"article","venue":"Review of Financial Studies","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":64,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Leverage (statistics); Economics; Equity (law); Monetary economics; Inflation (cosmology); Debt; Capital asset pricing model; Cash flow; Risk premium; Financial economics; Probability of default; Econometrics; Credit risk; Macroeconomics; Finance","score_opus":0.05706015370698633,"score_gpt":0.30708793355940806,"score_spread":0.25002777985242175,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4282041829","genre_codex":"review","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"review","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.31407398,0.6784477,0.0016933407,0.0013224201,0.000996305,0.00077115325,0.0011876844,0.00003612156,0.0014712706],"genre_scores_gemma":[0.6512575,0.34701002,0.00078502926,0.00018418921,0.0002467838,0.00024683672,0.000043333206,0.000015028113,0.00021124913],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9985155,0.000043948905,0.00084758917,0.00029490408,0.00010625698,0.00019179974],"domain_scores_gemma":[0.9987736,0.00010447692,0.0006997872,0.00025511507,0.0001274628,0.000039578284],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012509689,0.00014299784,0.00070302316,0.00011641739,0.00069205876,0.000011152134,0.0001536051,0.00003554305,0.00018740611],"category_scores_gemma":[0.0019127128,0.0001605237,0.0001555045,0.0005412943,0.00012896136,0.00012028472,0.00037897902,0.00017171282,0.000032811327],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000020151954,0.00023736182,0.071028076,0.0038987962,0.00012088262,0.0000035338783,0.0011326165,0.00066907407,0.0000064213123,0.7233039,0.018648518,0.18093064],"study_design_scores_gemma":[0.00049249927,0.00018262805,0.719872,0.000771534,0.00007789811,0.0000031970005,0.00005858228,0.00018419167,0.0000099215,0.079765365,0.19824754,0.00033463715],"about_ca_topic_score_codex":0.00020452066,"about_ca_topic_score_gemma":0.00006242981,"teacher_disagreement_score":0.64884394,"about_ca_system_score_codex":0.0001296138,"about_ca_system_score_gemma":0.00006867614,"threshold_uncertainty_score":0.6545967},"labels":[],"label_agreement":null},{"id":"W4282569808","doi":"10.3390/risks10060124","title":"Meta-Learning Approaches for Recovery Rate Prediction","year":2022,"lang":"en","type":"article","venue":"Risks","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":12,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"Belgian Federal Science Policy Office","keywords":"Exploit; Computer science; Macro; Set (abstract data type); Machine learning; Predictive power; Artificial intelligence; Big data; Predictive modelling; Econometrics; Data mining; Economics; Computer security","score_opus":0.2883052977490098,"score_gpt":0.2590919819957141,"score_spread":0.02921331575329572,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4282569808","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6224236,0.0106408885,0.3166749,0.0017973544,0.0037004498,0.0016391948,0.0045109084,0.00035186432,0.03826087],"genre_scores_gemma":[0.99247605,0.0001217185,0.000926214,0.00002606943,0.00025198254,0.00063335785,0.00019388668,0.000024198172,0.0053465054],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99917835,0.000024455758,0.00032241005,0.0002745535,0.000026459094,0.00017376816],"domain_scores_gemma":[0.9994997,0.000082889455,0.00021847995,0.00015484796,0.0000115196,0.000032609973],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00085444987,0.000086442764,0.0002593939,0.00014199155,0.0005232612,0.000035412155,0.000102848564,0.000041135467,0.00049419416],"category_scores_gemma":[0.0001149822,0.00010350954,0.00024716344,0.00018588056,0.000017081666,0.00012119456,0.000055169396,0.00017132773,0.000044354914],"study_design_candidate":"not_applicable","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00016464671,0.00024345562,0.07838217,0.000037038364,0.001171794,0.0000017420722,0.0011838737,0.34447983,0.000014081313,0.5310151,0.014166291,0.029139964],"study_design_scores_gemma":[0.000414653,0.00020456218,0.10061736,7.8284296e-7,0.00013853365,0.0000021437627,0.00016322584,0.058391538,0.000013697326,0.065595195,0.77426887,0.0001894334],"about_ca_topic_score_codex":0.00011491246,"about_ca_topic_score_gemma":0.000007750133,"teacher_disagreement_score":0.76010257,"about_ca_system_score_codex":0.000088009074,"about_ca_system_score_gemma":0.000015549966,"threshold_uncertainty_score":0.54110795},"labels":[],"label_agreement":null},{"id":"W4286971517","doi":"10.48550/arxiv.2109.09043","title":"Composite Likelihood for Stochastic Migration Model with Unobserved\\n Factor","year":2021,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"","funders":"Natural Sciences and Engineering Research Council of Canada; Fondation du Risque","keywords":"Estimator; Econometrics; Probit; Mathematics; Probit model; Credit risk; Ordered probit; Asymptotic distribution; Likelihood function; Consistency (knowledge bases); Statistics; Economics; Applied mathematics; Maximum likelihood; Actuarial science","score_opus":0.1081442967852584,"score_gpt":0.1785016934421335,"score_spread":0.07035739665687511,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4286971517","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.49037004,0.0001440383,0.508036,0.00006400735,0.00018360434,0.0002982078,0.00062809675,0.000039275514,0.00023670845],"genre_scores_gemma":[0.9956758,0.0001185712,0.0023298312,0.00001778735,0.000115708914,0.000008205035,0.00046898192,0.000040579616,0.0012245184],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9984553,0.000010306536,0.00032514162,0.000878195,0.000022787368,0.00030827645],"domain_scores_gemma":[0.99866414,0.000056972567,0.00042664882,0.0005673411,0.00016250856,0.00012241717],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.000096019314,0.00028178253,0.00050665456,0.00023760003,0.00019310748,0.00011894422,0.00031570083,0.00029567044,0.00004079913],"category_scores_gemma":[0.00003368735,0.00036265652,0.00027392394,0.0002821022,0.000061655475,0.00023148277,0.00019316799,0.0002861832,0.000026699001],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000767643,0.000113069655,0.015174176,0.0000681264,0.0001025951,0.000008229255,0.00030615978,0.8642431,0.0000124657445,0.11971855,0.00008599878,0.00009075199],"study_design_scores_gemma":[0.00070539664,0.000063394116,0.023395913,0.000069340516,0.000066649554,8.5781807e-7,0.00006981968,0.92034364,0.000016512951,0.05451461,0.00026981652,0.00048407866],"about_ca_topic_score_codex":0.0003433321,"about_ca_topic_score_gemma":0.0010226467,"teacher_disagreement_score":0.5057062,"about_ca_system_score_codex":0.00023945379,"about_ca_system_score_gemma":0.00015736671,"threshold_uncertainty_score":0.9998825},"labels":[],"label_agreement":null},{"id":"W4288070777","doi":"10.1017/9781009089470.006","title":"Extreme Value Theory","year":2022,"lang":"en","type":"book-chapter","venue":"Cambridge University Press eBooks","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"","keywords":"Presentation (obstetrics); Identification (biology); Value (mathematics); Ideal (ethics); Risk management; Narrative; Relevance (law); Corporate governance; Graduate students; Computer science; Management science; Psychology; Engineering; Management; Political science; Pedagogy; Economics","score_opus":0.044566559626665524,"score_gpt":0.1809429381542229,"score_spread":0.13637637852755738,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4288070777","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00011505899,0.0013009261,0.002019275,0.00002593158,0.0007292678,0.0003012908,0.0023038436,0.00010834926,0.99309605],"genre_scores_gemma":[0.0020147872,0.0004158925,0.00008880349,0.000029244551,0.0002456554,0.000001921197,0.00014932119,0.00006400067,0.9969904],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9986952,0.000017420503,0.0003376214,0.0006034616,0.00007468513,0.00027160745],"domain_scores_gemma":[0.9986882,0.00007440395,0.00043253702,0.0006453809,0.000037608064,0.000121821],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.00025556487,0.00029873947,0.00050945336,0.00034807718,0.0003910418,0.000038139653,0.0005193868,0.000276451,0.00030999794],"category_scores_gemma":[0.000022554348,0.00044920162,0.00036777934,0.000015252265,0.00017811259,0.000107494496,0.00041159306,0.0005011315,0.00013490902],"study_design_candidate":"not_applicable","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000041296676,0.000010882967,0.000026106842,0.000017911672,0.00008441781,0.00007587621,0.000052755437,0.000015534955,8.255949e-7,0.9773392,0.021366721,0.00096848496],"study_design_scores_gemma":[0.00033473625,0.00003537911,0.00033380068,0.000017132434,0.000051142426,0.0000058481046,0.000015477444,0.00007094551,0.000003210312,0.0045416993,0.99412704,0.00046361858],"about_ca_topic_score_codex":0.0002553165,"about_ca_topic_score_gemma":0.0000021236965,"teacher_disagreement_score":0.9727975,"about_ca_system_score_codex":0.00038402164,"about_ca_system_score_gemma":0.000063987,"threshold_uncertainty_score":0.999796},"labels":[],"label_agreement":null},{"id":"W4289823626","doi":"10.2139/ssrn.4176998","title":"Estimating the Feedback Among Credit Rating Agencies and its Impact on the Municipal Bond Market","year":2022,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"","keywords":"Ceteris paribus; Credit rating; Bond credit rating; Incentive; Yield (engineering); Bond; Economics; Endogeneity; Actuarial science; Bond market; Econometrics; Business; Credit risk; Microeconomics; Monetary economics; Finance; Credit reference","score_opus":0.018251045652857956,"score_gpt":0.23588257844165414,"score_spread":0.21763153278879618,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4289823626","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9875141,0.0049304925,0.0005067131,0.0016012888,0.00037726457,0.00018215609,0.000045926154,0.000013421068,0.0048286677],"genre_scores_gemma":[0.9972308,0.00044423903,0.00003497001,0.000049471757,0.0005067033,0.000027243146,0.000003252434,0.000021782922,0.0016815338],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9981556,0.00006573107,0.00041466128,0.0001969391,0.00010044583,0.0010666245],"domain_scores_gemma":[0.99902236,0.00026416403,0.000429448,0.00021159781,0.000022729322,0.00004969106],"candidate_categories":["sts"],"consensus_categories":[],"category_scores_codex":[0.0038645545,0.00015048646,0.00020402583,0.00010762377,0.0021742438,0.00016919393,0.00038293764,0.000035372035,0.00038088625],"category_scores_gemma":[0.00037946933,0.0001025577,0.00014920713,0.00028163122,0.00007046854,0.00018639029,0.0001365107,0.0017408825,0.000014841089],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000082334875,0.000058758924,0.05270306,0.0000046200166,0.0001878377,0.0000046423506,0.003828483,0.016184727,0.000017503693,0.9162922,0.0047635864,0.005872231],"study_design_scores_gemma":[0.0006846524,0.00067517435,0.29016638,0.00002011555,0.000031709213,0.0003294251,0.0092822425,0.27357337,0.00000718967,0.4183556,0.006448536,0.0004255979],"about_ca_topic_score_codex":0.00020898637,"about_ca_topic_score_gemma":0.00023559108,"teacher_disagreement_score":0.4979366,"about_ca_system_score_codex":0.00073205004,"about_ca_system_score_gemma":0.00029009208,"threshold_uncertainty_score":0.99912477},"labels":[],"label_agreement":null},{"id":"W4290458953","doi":"10.17016/feds.2012.77","title":"Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach","year":2012,"lang":"en","type":"article","venue":"Finance and Economics Discussion Series","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":24,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Econometrics; Autoregressive model; Bayesian probability; Benchmark (surveying); Bond; Bayesian inference; Economics; Nowcasting; Economic indicator; Credit risk; Bond market; Maturity (psychological); Quarter (Canadian coin); Real economy; Set (abstract data type); Statistics; Computer science; Mathematics; Actuarial science; Finance; Monetary economics; Macroeconomics; Geography","score_opus":0.016019595981595046,"score_gpt":0.21443472217989884,"score_spread":0.1984151261983038,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4290458953","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9659382,0.00035621104,0.0029368314,0.0004003021,0.0005554927,0.00024875766,0.0005095478,0.000051027513,0.029003609],"genre_scores_gemma":[0.989755,0.0032739535,0.0019573586,0.000013147007,0.00042670898,0.000055789158,0.00006074592,0.000049804006,0.004407502],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99822545,0.000013126711,0.00072133914,0.0005071361,0.000029643797,0.00050332345],"domain_scores_gemma":[0.9987517,0.000029196992,0.0005722642,0.0004707791,0.000015272939,0.0001607992],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0004046842,0.0002954631,0.0007265613,0.00023632382,0.00024490486,0.000072829636,0.00020551874,0.00020683084,0.00012897901],"category_scores_gemma":[0.000028048102,0.00027202338,0.00017112966,0.000102441256,0.0002044184,0.0021030703,0.00016342376,0.00014465177,0.0001351732],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00026452084,0.00033333508,0.27477548,0.000105579384,0.00011422556,7.2208996e-7,0.004714965,0.012649559,0.0001802305,0.699038,0.002069692,0.0057536853],"study_design_scores_gemma":[0.0022485107,0.00043294855,0.50364864,0.00013117287,0.00009185651,0.00006269678,0.0008652973,0.26464048,0.0017581525,0.10628772,0.11747686,0.002355632],"about_ca_topic_score_codex":0.00020804902,"about_ca_topic_score_gemma":0.000017497056,"teacher_disagreement_score":0.5927503,"about_ca_system_score_codex":0.00014074337,"about_ca_system_score_gemma":0.00007713354,"threshold_uncertainty_score":0.9999732},"labels":[],"label_agreement":null},{"id":"W4290482022","doi":"10.2139/ssrn.4169291","title":"Clarification or Confusion: A Textual Analysis of ASC 842 Lease Transition Disclosures","year":2022,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Concordia University; University of Calgary","funders":"","keywords":"Confusion; Transition (genetics); Lease; Psychology; Business; Political science; Law; Chemistry; Psychoanalysis","score_opus":0.018735262406313322,"score_gpt":0.23015619738169424,"score_spread":0.21142093497538092,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4290482022","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9110809,0.0030718017,0.082242645,0.0014237121,0.00019900467,0.00015464131,0.00036398007,0.00001610302,0.0014472287],"genre_scores_gemma":[0.9969516,0.001367483,0.000049903567,0.000027532658,0.00012887802,0.000017307966,0.00011676442,0.000011474641,0.0013290982],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9983719,0.00004754596,0.00063129317,0.00021633276,0.00010013718,0.000632794],"domain_scores_gemma":[0.99919236,0.000037466936,0.00048274596,0.00019005274,0.000046698147,0.000050691142],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0015430873,0.00010034374,0.00034515717,0.0006499133,0.00044294138,0.00002905731,0.0001995299,0.000053920467,0.0011163587],"category_scores_gemma":[0.00006177118,0.0001044802,0.0003034227,0.0011620283,0.000044712393,0.00014329322,0.000023766415,0.0007783481,0.00001387752],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0001981454,0.00022741515,0.013433683,0.0000034300194,0.0006062978,0.000002109505,0.0008263258,0.006744759,0.00008005299,0.9707755,0.00015181267,0.0069504604],"study_design_scores_gemma":[0.0029169521,0.0017846448,0.398909,0.000010611272,0.00116341,0.00019588847,0.011848532,0.032704487,0.000051862356,0.4885398,0.06104754,0.00082726835],"about_ca_topic_score_codex":0.00033301517,"about_ca_topic_score_gemma":0.0012883605,"teacher_disagreement_score":0.48223573,"about_ca_system_score_codex":0.0005320416,"about_ca_system_score_gemma":0.000498196,"threshold_uncertainty_score":0.99979675},"labels":[],"label_agreement":null},{"id":"W4294250625","doi":"10.31227/osf.io/3p7fy","title":"Credit Risk and Collateral Study","year":2019,"lang":"en","type":"preprint","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Diabetes Canada","funders":"","keywords":"Collateralization; Credit default swap; Credit risk; Credit valuation adjustment; Business; Credit default swap index; Collateral; Risk premium; iTraxx; Credit derivative; Credit rating; Financial system; Monetary economics; Credit reference; Finance; Economics","score_opus":0.02950246321700317,"score_gpt":0.23287638158356594,"score_spread":0.20337391836656277,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4294250625","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9501871,0.0011439412,0.003443746,0.00011114546,0.002311896,0.00091908965,0.00076521985,0.00006384766,0.04105403],"genre_scores_gemma":[0.99229115,0.00050166406,0.0004743341,0.000011832156,0.0004468682,0.00005008457,0.000042174874,0.000029242103,0.006152658],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9984492,0.000014527509,0.0006006291,0.0006812503,0.000037330108,0.00021707153],"domain_scores_gemma":[0.9988327,0.000047008205,0.00041246222,0.00060234225,0.00003070054,0.000074787175],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.00040229873,0.00022867028,0.00060395646,0.00024373557,0.00011280763,0.00018211345,0.00020513203,0.0002536102,0.00040365156],"category_scores_gemma":[0.00006506947,0.00025633123,0.0001158929,0.00010219747,0.000041096457,0.000077250166,0.00055172463,0.00040990184,0.0005591191],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000009591601,0.000120293196,0.9773212,0.00001957238,0.000060495844,0.0000020323591,0.00059199665,0.0005180116,9.924125e-8,0.01720694,0.0027754183,0.0013743263],"study_design_scores_gemma":[0.0005058559,0.00010317814,0.91501725,0.000009086565,0.000020577852,8.5943543e-7,0.000107123575,0.00418096,5.797649e-7,0.036406998,0.043314077,0.00033344858],"about_ca_topic_score_codex":0.0024051,"about_ca_topic_score_gemma":0.00027447497,"teacher_disagreement_score":0.062303964,"about_ca_system_score_codex":0.00006364078,"about_ca_system_score_gemma":0.00003512367,"threshold_uncertainty_score":0.9999889},"labels":[],"label_agreement":null},{"id":"W4294551051","doi":"10.1016/j.jbankfin.2022.106667","title":"Does media coverage affect credit rating change decisions?","year":2022,"lang":"en","type":"article","venue":"Journal of Banking & Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":17,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Ottawa; University of Windsor","funders":"","keywords":"Credit rating; Newspaper; Media coverage; Affect (linguistics); Bond credit rating; Business; Media bias; Media content; Advertising; Actuarial science; Credit risk; Psychology; Political science; Computer science; Credit reference; Sociology","score_opus":0.048033853542717865,"score_gpt":0.24849561872802983,"score_spread":0.20046176518531197,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4294551051","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9776334,0.004806825,0.008647066,0.0010452854,0.0060867,0.00017682581,0.00023106286,0.000019176277,0.0013536494],"genre_scores_gemma":[0.99524945,0.0009891788,0.0016371222,0.000116905954,0.0017184713,0.000027801747,0.000008489774,0.000027699258,0.00022489224],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99821913,0.000037924194,0.0009937007,0.00025484103,0.00018626299,0.0003081112],"domain_scores_gemma":[0.9976931,0.00042687304,0.0014672587,0.00027445712,0.00007956973,0.00005873214],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014678042,0.00015987574,0.00053003005,0.00039771304,0.0005519124,0.00007817119,0.00043717527,0.00006212722,0.00059885817],"category_scores_gemma":[0.00075297843,0.00014038802,0.0002797442,0.000541539,0.00004486145,0.00048139546,0.00016225311,0.00051835994,0.000030309518],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00033828846,0.0006243807,0.41959557,0.00004185792,0.00013199479,0.00048178484,0.010175856,0.0074159345,0.00019394321,0.36604214,0.02104521,0.17391306],"study_design_scores_gemma":[0.0009851628,0.00028188093,0.54346246,0.000103024286,0.000014970157,0.000090645306,0.00012099051,0.0011615567,0.000054149223,0.07959003,0.37379596,0.00033918596],"about_ca_topic_score_codex":0.00004329,"about_ca_topic_score_gemma":0.000022958173,"teacher_disagreement_score":0.35275075,"about_ca_system_score_codex":0.00023525658,"about_ca_system_score_gemma":0.00006408992,"threshold_uncertainty_score":0.6557077},"labels":[],"label_agreement":null},{"id":"W4306648514","doi":"10.3386/w30561","title":"Segmented Arbitrage","year":2022,"lang":"en","type":"report","venue":"National Bureau of Economic Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Bank of Canada","funders":"","keywords":"Arbitrage; Business; Computer science; Finance","score_opus":0.4753044686134188,"score_gpt":0.49619915478857585,"score_spread":0.02089468617515705,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4306648514","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0029483738,0.0031206268,0.00004022751,0.0006157309,0.0017446906,0.00054940314,0.0026305777,0.000026130172,0.9883242],"genre_scores_gemma":[0.84376276,0.007180259,0.0004945701,0.000028255843,0.003539566,0.0006431512,0.005015741,0.00018967224,0.13914606],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9965063,0.000060626462,0.001501757,0.0007784028,0.0006468185,0.0005061151],"domain_scores_gemma":[0.99734986,0.0004937308,0.0008484915,0.0005128842,0.00067512813,0.000119901444],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.007074552,0.00023755818,0.0008095159,0.0019205657,0.00033194534,0.00007135189,0.0007251708,0.0003643588,0.013299676],"category_scores_gemma":[0.0014444628,0.0003189703,0.0003861007,0.00045389624,0.00024124322,0.00017217651,0.00034471755,0.0013196039,0.0009272752],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":true,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000020450445,0.00010896708,0.0045728385,0.00006636182,0.00012513301,0.0000034233653,0.000057297126,0.000526398,0.0000047544595,0.81291723,0.18114269,0.00045448777],"study_design_scores_gemma":[0.00028585043,0.00007398584,0.0072095366,0.00001905993,0.0000044098874,0.000008483763,0.000028111752,0.0004122357,0.000011700558,0.45335764,0.5383562,0.00023283168],"about_ca_topic_score_codex":0.0043333736,"about_ca_topic_score_gemma":0.00024430282,"teacher_disagreement_score":0.8491782,"about_ca_system_score_codex":0.0039074714,"about_ca_system_score_gemma":0.002865839,"threshold_uncertainty_score":0.9999262},"labels":[],"label_agreement":null},{"id":"W4307059687","doi":"10.31221/osf.io/5uxef","title":"Bilateral Defaultable Financial Derivatives Pricing and Credit Valuation Adjustment","year":2019,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Valuation (finance); Credit derivative; Business; Economics; Financial economics; Financial system; Actuarial science; Finance; Credit risk","score_opus":0.02522315752833139,"score_gpt":0.22161612669706682,"score_spread":0.19639296916873544,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4307059687","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.95957816,0.00092146924,0.019695945,0.00023858095,0.0006846776,0.00031220785,0.000021885608,0.000040447863,0.018506635],"genre_scores_gemma":[0.9934377,0.00014565756,0.0024330195,0.00006287086,0.0002364371,0.000019919446,0.000021472244,0.000012412432,0.0036305042],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9990945,0.0000062408462,0.00034758434,0.0003051678,0.000037969992,0.0002085607],"domain_scores_gemma":[0.99957824,0.0000378477,0.00013984434,0.00016336949,0.000031138876,0.000049572027],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00022765128,0.0001106027,0.00022965515,0.00014603802,0.000098609016,0.000049386996,0.00006753219,0.000077650984,0.00055296393],"category_scores_gemma":[0.00010010308,0.00011662028,0.000046503654,0.00018949264,0.000028090866,0.00032111874,0.00004832377,0.00007189091,0.00041096506],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000014937159,0.000049223203,0.354486,0.000018891102,0.000012009738,4.5037334e-7,0.00076904736,0.00043061003,0.0001763789,0.63482827,0.00059801666,0.0086161615],"study_design_scores_gemma":[0.00049296085,0.0000790777,0.922491,0.000009226434,0.0000036268,0.0000016626758,0.00004869145,0.013490677,0.00011447281,0.04067889,0.022407996,0.00018168506],"about_ca_topic_score_codex":0.00017973159,"about_ca_topic_score_gemma":0.00003477877,"teacher_disagreement_score":0.5941494,"about_ca_system_score_codex":0.000061099854,"about_ca_system_score_gemma":0.00002226669,"threshold_uncertainty_score":0.60545677},"labels":[],"label_agreement":null},{"id":"W4307547663","doi":"10.3390/jrfm15110493","title":"How to Rate the Financial Performance of Private Companies? A Tailored Integrated Rating Methodology Applied to North-Eastern Italian Districts","year":2022,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Credit rating; Financial ratio; Business; Financial crisis; Sample (material); Corporate finance; Cost of capital; Economics; Finance","score_opus":0.03170185721724568,"score_gpt":0.21790759313873678,"score_spread":0.1862057359214911,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4307547663","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7946102,0.00024658022,0.20315361,0.00050982786,0.00066929444,0.0004459105,0.00013921117,0.000007214502,0.00021816792],"genre_scores_gemma":[0.99240005,0.00025901117,0.006676465,0.00015856857,0.00023607575,0.0000584403,0.00001043319,0.000018095116,0.0001828624],"study_design_codex":"design_other","study_design_gemma":"observational","domain_scores_codex":[0.99819046,0.00008878432,0.0009634065,0.00029415908,0.00013767862,0.00032548746],"domain_scores_gemma":[0.9983014,0.00012008341,0.0010975001,0.0002675252,0.0000913487,0.00012214277],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014073544,0.00020873218,0.0006544911,0.0005131887,0.0005158601,0.000084297855,0.00047494072,0.00004751085,0.000020155629],"category_scores_gemma":[0.00048528475,0.00018522768,0.00014953525,0.0010989223,0.00006817095,0.00013581276,0.00039174978,0.0003818358,0.0000073793635],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.002082502,0.00034484197,0.1998582,0.000118337746,0.000121094876,0.000043983553,0.0097309435,0.026164694,0.000060509803,0.27419296,0.0029008426,0.48438108],"study_design_scores_gemma":[0.0008621312,0.00065414613,0.7895387,0.000022240696,0.000047449408,0.000007666103,0.0008267806,0.0011347731,0.000026340564,0.003400978,0.20322582,0.0002529969],"about_ca_topic_score_codex":0.00006308018,"about_ca_topic_score_gemma":0.00010193164,"teacher_disagreement_score":0.5896805,"about_ca_system_score_codex":0.0001168344,"about_ca_system_score_gemma":0.00003910366,"threshold_uncertainty_score":0.7553365},"labels":[],"label_agreement":null},{"id":"W4308341175","doi":"10.1287/mnsc.2022.4589","title":"The Role of Social Media in the Corporate Bond Market: Evidence from Twitter","year":2022,"lang":"en","type":"article","venue":"Management Science","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":41,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"University of Toronto","funders":"","keywords":"Corporate bond; Social media; Bond; Bond market; Credit default swap; Business; Intermediary; Stock (firearms); Stock market; Accounting; Financial economics; Economics; Credit risk; Actuarial science; Context (archaeology); Financial system; Finance; World Wide Web; Computer science","score_opus":0.04685472908895848,"score_gpt":0.2258107274949928,"score_spread":0.17895599840603432,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4308341175","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.94138867,0.0011487282,0.00030131562,0.0025589408,0.00056610163,0.00029003937,0.000063498555,0.0000083790055,0.053674303],"genre_scores_gemma":[0.99922,0.00008736375,0.000105709696,0.00006616438,0.000048868762,0.00006338507,0.0000020542122,0.0000033695414,0.00040308546],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99909014,0.000021533362,0.00028649232,0.00024353099,0.00016492813,0.0001933765],"domain_scores_gemma":[0.99924093,0.00017559275,0.00027618726,0.00028216673,0.0000109439925,0.000014149916],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001982321,0.000056155695,0.000098416815,0.00013893194,0.00070945907,0.0000871799,0.00094600685,0.000009684569,0.00019982686],"category_scores_gemma":[0.000097820295,0.000044460125,0.00003907733,0.0010162862,0.0003136006,0.00016001948,0.00033073136,0.00009459843,0.000025955445],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000027074644,0.000063688385,0.15847322,0.0000035689557,0.000007295369,0.0000044457133,0.009988443,0.00015235074,0.00004300062,0.81143534,0.007681864,0.012119719],"study_design_scores_gemma":[0.0000741175,0.000008426754,0.80530685,0.0000024126575,0.0000021643211,1.32925e-7,0.002797527,0.0016969494,0.00000801332,0.118135445,0.07191251,0.000055454166],"about_ca_topic_score_codex":0.00013839756,"about_ca_topic_score_gemma":0.000112777234,"teacher_disagreement_score":0.6932999,"about_ca_system_score_codex":0.00007198136,"about_ca_system_score_gemma":0.000014671789,"threshold_uncertainty_score":0.54566574},"labels":[],"label_agreement":null},{"id":"W4309213569","doi":"10.3390/jrfm15110530","title":"Can EU Bonds Serve as Euro-Denominated Safe Assets?","year":2022,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Market liquidity; Bond; Business; Asset (computer security); Recession; European union; Financial system; Bond market; Monetary economics; Economics; Finance; Economic policy; Macroeconomics","score_opus":0.01086499189348937,"score_gpt":0.2012282691748266,"score_spread":0.19036327728133723,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4309213569","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.975428,0.003488684,0.0043665683,0.001391708,0.0015419218,0.00027698433,0.00039101992,0.000019326848,0.013095773],"genre_scores_gemma":[0.99489367,0.0024746072,0.00069114135,0.00015331173,0.0003080978,0.000015430782,0.000011953021,0.000023491833,0.0014282969],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99836946,0.00004028989,0.00089152745,0.00027111426,0.00013630236,0.0002913],"domain_scores_gemma":[0.99861807,0.000044657943,0.00093410927,0.00021971413,0.000057833993,0.00012559927],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010454183,0.00017532667,0.00046097388,0.0005591979,0.0005487074,0.000075785516,0.000302141,0.00005602166,0.00028487257],"category_scores_gemma":[0.00014541538,0.00020178895,0.00017190594,0.0005256956,0.000051799037,0.00016137614,0.0002625758,0.0004297765,0.000032580738],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00027561866,0.00038258242,0.114602454,0.0000367289,0.0000871636,0.00037299155,0.0015910657,0.0013262905,0.0000067904302,0.73516864,0.015369224,0.13078044],"study_design_scores_gemma":[0.00079959555,0.00032105827,0.41886687,0.0000089440955,0.00003556348,0.000037730977,0.00023925443,0.000102778395,0.0000029407477,0.04112802,0.5382759,0.00018131685],"about_ca_topic_score_codex":0.00029269158,"about_ca_topic_score_gemma":0.000055080072,"teacher_disagreement_score":0.69404066,"about_ca_system_score_codex":0.00017954658,"about_ca_system_score_gemma":0.000045078647,"threshold_uncertainty_score":0.82287145},"labels":[],"label_agreement":null},{"id":"W4310396511","doi":"10.3390/risks10120228","title":"Spectral Expansions for Credit Risk Modelling with Occupation Times","year":2022,"lang":"en","type":"article","venue":"Risks","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Wilfrid Laurier University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Credit risk; Econometrics; Credit default swap; Default; Economics; Geometric Brownian motion; Volatility (finance); Mathematics; Actuarial science; Diffusion process; Finance","score_opus":0.06478554967609276,"score_gpt":0.25738760693462726,"score_spread":0.1926020572585345,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4310396511","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.49261138,0.00043898058,0.5015105,0.00015611779,0.00035024172,0.00031754567,0.0013018196,0.000051114235,0.0032622786],"genre_scores_gemma":[0.9872095,0.00009558788,0.011021008,0.000014338449,0.0003110333,0.00021139297,0.00013882082,0.000026050133,0.00097227294],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9991324,0.000009725795,0.0002936179,0.00029303128,0.000048605354,0.00022265293],"domain_scores_gemma":[0.99938536,0.00006927357,0.00024363802,0.00022644026,0.000025524127,0.00004976949],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00029015003,0.000101043755,0.00019675963,0.00015879529,0.00068626157,0.000033855198,0.00012318509,0.000037904516,0.0004050949],"category_scores_gemma":[0.000027759605,0.00011407796,0.00010032384,0.00022256667,0.000026797969,0.00012205509,0.00003482502,0.00016406723,0.00004563489],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00012917108,0.00012655085,0.12663776,0.0000068099266,0.000038842383,0.0000015277126,0.00081658637,0.52012837,0.0000027398094,0.34362897,0.0061870604,0.0022956338],"study_design_scores_gemma":[0.0010481554,0.00038345053,0.105813876,0.0000049929954,0.000032812946,0.0000044507997,0.00026989254,0.48216012,0.000031134125,0.1076698,0.30219084,0.000390499],"about_ca_topic_score_codex":0.00069434,"about_ca_topic_score_gemma":0.00005038461,"teacher_disagreement_score":0.4945981,"about_ca_system_score_codex":0.0000977599,"about_ca_system_score_gemma":0.000033436954,"threshold_uncertainty_score":0.52782387},"labels":[],"label_agreement":null},{"id":"W4311111407","doi":"10.1287/mnsc.2022.4529","title":"Incomplete Information, Debt Issuance, and the Term Structure of Credit Spreads","year":2022,"lang":"en","type":"article","venue":"Management Science","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of British Columbia","funders":"","keywords":"Restructuring; Debt; Debt restructuring; Default; Business; Bond market; Bond; Credit derivative; Credit risk; Monetary economics; Financial system; Economics; Financial economics; Finance; Sovereign debt","score_opus":0.008752644326142848,"score_gpt":0.19511901344693056,"score_spread":0.18636636912078772,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4311111407","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.92371273,0.00037847078,0.0085374415,0.0014550857,0.0009783392,0.00060596113,0.00036836677,0.000025210118,0.0639384],"genre_scores_gemma":[0.9989577,0.000046017885,0.000537241,0.00009739854,0.000024706098,0.000017209888,0.000008464442,0.0000022388435,0.00030902252],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9993203,0.0000056341,0.00028976274,0.00014694763,0.0001014857,0.00013586094],"domain_scores_gemma":[0.99947494,0.000017858565,0.00021318834,0.00025231243,0.000018195198,0.000023513432],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005355646,0.000055371325,0.00012179721,0.00024246845,0.00055252464,0.00006987676,0.0004138847,0.000008425919,0.00020304923],"category_scores_gemma":[0.00003735005,0.000048904833,0.00002578055,0.00069961976,0.00045008812,0.0004041851,0.00042563904,0.0000617138,0.000009163509],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000009613616,0.000006262724,0.028897995,0.000011089008,0.000004682025,1.8198698e-7,0.0006074545,0.000523489,0.0000061239134,0.96570826,0.00074884685,0.0034760335],"study_design_scores_gemma":[0.0005947695,0.00002360896,0.745263,0.000002651708,0.000004895217,0.0000017120179,0.00027046187,0.0051328274,0.000013886447,0.08701606,0.16158153,0.0000946145],"about_ca_topic_score_codex":0.000089115005,"about_ca_topic_score_gemma":0.000007275642,"teacher_disagreement_score":0.87869215,"about_ca_system_score_codex":0.000039957544,"about_ca_system_score_gemma":0.00000907829,"threshold_uncertainty_score":0.42496288},"labels":[],"label_agreement":null},{"id":"W4318383611","doi":"10.2139/ssrn.4339555","title":"Are Option and CDS Markets Integrated?","year":2023,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University","funders":"","keywords":"Business; Financial system","score_opus":0.017880372031417305,"score_gpt":0.21870088599947113,"score_spread":0.20082051396805384,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4318383611","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.98218006,0.004047455,0.009980796,0.0012783678,0.00040738605,0.000071459275,0.000029366836,0.000054634795,0.001950482],"genre_scores_gemma":[0.9826517,0.012319645,0.00004466623,0.00001715013,0.00027021562,0.0000052084347,0.000010480857,0.000016637685,0.0046642567],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99856406,0.000011102826,0.00029557428,0.00017579514,0.000032671058,0.0009208037],"domain_scores_gemma":[0.99952227,0.00002316438,0.00026791624,0.0001010562,0.000028363007,0.00005724018],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011967638,0.00009305615,0.0001787011,0.0002849399,0.00021585586,0.00007195514,0.000100361925,0.00007663145,0.000042917356],"category_scores_gemma":[0.00014898635,0.000098797005,0.00007077372,0.00037938842,0.000032982927,0.00017650693,0.0000258413,0.00064603594,0.00026981445],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00001731135,0.000016365473,0.10500327,0.0000031999227,0.0000378728,0.000003747593,0.00007865443,0.000030119096,0.000007905783,0.87120897,0.0008775137,0.0227151],"study_design_scores_gemma":[0.00025383072,0.000039680803,0.42513523,0.000008339156,0.0000040272053,0.00006140029,0.00045069947,0.0011512552,0.0000020026603,0.5320636,0.04071939,0.00011053784],"about_ca_topic_score_codex":0.00004664775,"about_ca_topic_score_gemma":0.00030864557,"teacher_disagreement_score":0.33914533,"about_ca_system_score_codex":0.00031589932,"about_ca_system_score_gemma":0.00013088054,"threshold_uncertainty_score":0.4028825},"labels":[],"label_agreement":null},{"id":"W4321599057","doi":"10.3390/jrfm16030148","title":"Does Geopolitical Risk Matter for Sovereign Credit Risk? Fresh Evidence from Nonlinear Analysis","year":2023,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":20,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Geopolitics; China; Quantile; Sovereignty; Sovereign credit; Credit risk; Credit default swap; Swap (finance); Geography; Economics; Political science; Finance; Econometrics","score_opus":0.017538519124987627,"score_gpt":0.23917755165622834,"score_spread":0.2216390325312407,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4321599057","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.82779026,0.0011442056,0.16518845,0.00025018424,0.0012446183,0.00027070724,0.0037330638,0.000023226954,0.0003553111],"genre_scores_gemma":[0.96624744,0.017962322,0.012649098,0.000054381184,0.0022583122,0.000029375677,0.000045139444,0.000032113385,0.0007218475],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9978099,0.00004191772,0.0011466553,0.0004341451,0.00014159302,0.00042580767],"domain_scores_gemma":[0.9976483,0.00053344184,0.0011862463,0.00034781,0.00011459278,0.00016962366],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013593286,0.00022528945,0.0007495336,0.0008854789,0.00039154594,0.00014439631,0.00030242803,0.00014816289,0.00027688566],"category_scores_gemma":[0.0008787374,0.00018179948,0.0005793513,0.0008772452,0.00010238467,0.0003304839,0.00014130241,0.00033621714,0.00017275503],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00016527768,0.000080975835,0.9558452,0.000028029306,0.00035124357,0.000020050697,0.0004108585,0.0010470921,4.4750632e-7,0.01926646,0.0076270555,0.01515733],"study_design_scores_gemma":[0.00066218607,0.00008631144,0.7978303,0.000037438862,0.0006561628,5.449881e-7,0.00015282628,0.0043058144,0.0000058820433,0.11911171,0.07693424,0.00021658442],"about_ca_topic_score_codex":0.0010454264,"about_ca_topic_score_gemma":0.0003663796,"teacher_disagreement_score":0.15801488,"about_ca_system_score_codex":0.00007579879,"about_ca_system_score_gemma":0.000024300687,"threshold_uncertainty_score":0.7413568},"labels":[],"label_agreement":null},{"id":"W4321608546","doi":"10.2139/ssrn.4362826","title":"Efficient Algorithms for Calculating Risk Measures and Risk Contributions in Copula Credit Models","year":2023,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"","keywords":"Copula (linguistics); Credit risk; Model risk; Econometrics; Computer science; Risk model; Actuarial science; Algorithm; Risk management; Risk analysis (engineering); Economics; Business; Finance","score_opus":0.027229416396176882,"score_gpt":0.25567482373767475,"score_spread":0.22844540734149787,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4321608546","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6893149,0.0051706033,0.30403167,0.0002214356,0.0002867838,0.0002585342,0.0005482074,0.000034461107,0.00013338316],"genre_scores_gemma":[0.98540986,0.013569516,0.00035646098,0.0000033323893,0.0003726662,0.00004000872,0.000024737044,0.000023872402,0.0001995323],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9975604,0.000033541608,0.0006075854,0.00029057247,0.00006675142,0.0014411595],"domain_scores_gemma":[0.9991374,0.00015764004,0.00040142928,0.00013628328,0.00008063426,0.000086603366],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003746879,0.00014079832,0.00032454904,0.00039816918,0.0005914257,0.0000728191,0.00012487647,0.00011653273,0.0000036107979],"category_scores_gemma":[0.00076948974,0.0001550455,0.00014613321,0.0004733561,0.000048976523,0.00010045567,0.000033838405,0.0009098163,0.0000201515],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00003571849,0.000058250953,0.095601276,0.0000039877345,0.00010005716,0.0000015728439,0.00049109466,0.16001219,0.000004444153,0.7182174,0.00011479176,0.025359273],"study_design_scores_gemma":[0.0009462414,0.00007306158,0.04913723,0.000008475115,0.000017471812,0.0000133494295,0.00025953786,0.45386592,0.0000018056851,0.49401182,0.0015250759,0.00014001883],"about_ca_topic_score_codex":0.0009837273,"about_ca_topic_score_gemma":0.0017678192,"teacher_disagreement_score":0.3036752,"about_ca_system_score_codex":0.00063901226,"about_ca_system_score_gemma":0.00027788975,"threshold_uncertainty_score":0.6322572},"labels":[],"label_agreement":null},{"id":"W4322749089","doi":"10.2139/ssrn.4374501","title":"Efficient Algorithms for Calculating Risk Measures and Risk Contributions in Copula Credit Models","year":2023,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"","keywords":"Copula (linguistics); Credit risk; Econometrics; Computer science; Algorithm; Actuarial science; Economics","score_opus":0.027229416396176882,"score_gpt":0.25567482373767475,"score_spread":0.22844540734149787,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4322749089","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6893149,0.0051706033,0.30403167,0.0002214356,0.0002867838,0.0002585342,0.0005482074,0.000034461107,0.00013338316],"genre_scores_gemma":[0.98540986,0.013569516,0.00035646098,0.0000033323893,0.0003726662,0.00004000872,0.000024737044,0.000023872402,0.0001995323],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9975604,0.000033541608,0.0006075854,0.00029057247,0.00006675142,0.0014411595],"domain_scores_gemma":[0.9991374,0.00015764004,0.00040142928,0.00013628328,0.00008063426,0.000086603366],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003746879,0.00014079832,0.00032454904,0.00039816918,0.0005914257,0.0000728191,0.00012487647,0.00011653273,0.0000036107979],"category_scores_gemma":[0.00076948974,0.0001550455,0.00014613321,0.0004733561,0.000048976523,0.00010045567,0.000033838405,0.0009098163,0.0000201515],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00003571849,0.000058250953,0.095601276,0.0000039877345,0.00010005716,0.0000015728439,0.00049109466,0.16001219,0.000004444153,0.7182174,0.00011479176,0.025359273],"study_design_scores_gemma":[0.0009462414,0.00007306158,0.04913723,0.000008475115,0.000017471812,0.0000133494295,0.00025953786,0.45386592,0.0000018056851,0.49401182,0.0015250759,0.00014001883],"about_ca_topic_score_codex":0.0009837273,"about_ca_topic_score_gemma":0.0017678192,"teacher_disagreement_score":0.3036752,"about_ca_system_score_codex":0.00063901226,"about_ca_system_score_gemma":0.00027788975,"threshold_uncertainty_score":0.6322572},"labels":[],"label_agreement":null},{"id":"W4324056570","doi":"10.3390/jrfm16030194","title":"Emerging Market Default Risk Charge Model","year":2023,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"University of South Africa; Australian Institute of Physics; Université de Technologie de Compiègne","keywords":"Emerging markets; Business; Credit risk; Probability of default; Credit derivative; Basel II; Capital requirement; Comparability; Capital market; Default risk; Actuarial science; Finance; Economics; Microeconomics","score_opus":0.014251934275231712,"score_gpt":0.21560082962191635,"score_spread":0.20134889534668463,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4324056570","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.79838103,0.0031781276,0.18002409,0.0003338734,0.0015831813,0.00027743823,0.00041508203,0.000061214894,0.015745962],"genre_scores_gemma":[0.9595106,0.034732275,0.0026084846,0.000033670978,0.0005102667,0.000010562293,0.0000058285955,0.000028355742,0.0025599191],"study_design_codex":"design_other","study_design_gemma":"observational","domain_scores_codex":[0.99846804,0.000018124863,0.0008403157,0.00024648407,0.000099841825,0.0003272181],"domain_scores_gemma":[0.9987367,0.000051506617,0.0008399932,0.00020232149,0.00005597939,0.00011351559],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013898021,0.00016521559,0.00042278916,0.00070640515,0.00031953742,0.00006380722,0.00020290537,0.00008980003,0.00008114236],"category_scores_gemma":[0.0002864813,0.00017339528,0.00021342184,0.0006066535,0.0000466995,0.0002469753,0.000119759236,0.0002851325,0.00013406256],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00017714164,0.00015934306,0.2336947,0.00006793903,0.000094196315,0.000098372126,0.001967605,0.006350664,0.0000029978376,0.29381824,0.06788234,0.39568645],"study_design_scores_gemma":[0.0008519183,0.00006513354,0.56711125,0.00003283702,0.00005062255,0.00000483433,0.00010842911,0.03408665,0.0000023565442,0.08985474,0.3076014,0.00022981392],"about_ca_topic_score_codex":0.00006050318,"about_ca_topic_score_gemma":0.000020997104,"teacher_disagreement_score":0.39545664,"about_ca_system_score_codex":0.000052794498,"about_ca_system_score_gemma":0.000018055982,"threshold_uncertainty_score":0.70708543},"labels":[],"label_agreement":null},{"id":"W4324117078","doi":"10.2139/ssrn.4378272","title":"Bank Countercyclical Capital Buffer Under the Liquidity Coverage Ratio Regulation","year":2023,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université Laval; Université de Sherbrooke","funders":"","keywords":"Market liquidity; Monetary economics; Financial system; Basel III; Capital (architecture); Economics; Capital adequacy ratio; Business; Capital requirement; Market economy; Geography","score_opus":0.018243368523239982,"score_gpt":0.22735225536358272,"score_spread":0.20910888684034273,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4324117078","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.92622197,0.0012112305,0.06522256,0.0045766993,0.0008667937,0.00015389889,0.000036810416,0.00005894283,0.0016510783],"genre_scores_gemma":[0.99069506,0.0030446316,0.000007361073,0.00007611991,0.00091484335,0.000011893778,0.00003686169,0.00002480525,0.0051883957],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99796075,0.000031120377,0.00049117504,0.00023710073,0.00009570072,0.0011841583],"domain_scores_gemma":[0.9993133,0.000087845445,0.00024360725,0.00024782185,0.000048235266,0.000059201022],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0017665945,0.00013826243,0.00021414977,0.00016392753,0.0005332142,0.00014229862,0.00024729193,0.00011449034,0.00018267495],"category_scores_gemma":[0.00009883488,0.00012034453,0.00017496782,0.00038891291,0.00007377043,0.0002988045,0.000044043943,0.0009271701,0.00091022387],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000022532902,0.000027805514,0.0056228507,0.000001463162,0.00005063762,0.0000013098319,0.00023178522,0.001559287,0.000037322465,0.9891884,0.0018641351,0.0013924785],"study_design_scores_gemma":[0.0003808496,0.000090836256,0.23119041,0.0000039521105,0.000008612061,0.000063290274,0.00031524032,0.0032030903,0.000011526079,0.7457972,0.018778872,0.00015607284],"about_ca_topic_score_codex":0.0001347437,"about_ca_topic_score_gemma":0.0006527684,"teacher_disagreement_score":0.24339116,"about_ca_system_score_codex":0.0007094908,"about_ca_system_score_gemma":0.00035130655,"threshold_uncertainty_score":0.9998677},"labels":[],"label_agreement":null},{"id":"W4324284858","doi":"10.1515/demo-2022-0154","title":"When copulas and smoothing met: An interview with Irène Gijbels","year":2023,"lang":"en","type":"article","venue":"Dependence Modeling","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University","funders":"Université Paris-Saclay; Universität Salzburg; KU Leuven; Division of Mathematical Sciences; University of North Carolina at Chapel Hill; National Science Foundation","keywords":"Smoothing; Mathematics; Psychology; Statistics","score_opus":0.10586353722616226,"score_gpt":0.26029817314026393,"score_spread":0.15443463591410167,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4324284858","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.78110284,0.0011576461,0.21567388,0.00039030326,0.00015670178,0.00013588394,0.000038433005,0.00012297148,0.0012213716],"genre_scores_gemma":[0.99528307,0.00034493723,0.0038331558,0.000048551017,0.000104480765,0.000022795715,0.000026144577,0.000028448565,0.0003084249],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9988641,0.000012448122,0.00036950407,0.00042354528,0.000058384667,0.0002719788],"domain_scores_gemma":[0.9994495,0.00002602557,0.0001127041,0.0002801117,0.00003516469,0.00009650214],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006658097,0.00013371142,0.00027470544,0.00023137068,0.00020100926,0.0001265017,0.00017466726,0.00007740767,0.00005476399],"category_scores_gemma":[0.000057911635,0.00014032303,0.00004205553,0.0002630865,0.00003376587,0.0005310198,0.000077358105,0.00014843943,0.00013998173],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000064893036,0.00012898301,0.14040866,0.00018751161,0.00011008913,0.00008657726,0.014634598,0.20133182,0.00016330922,0.5239767,0.00039063647,0.11851625],"study_design_scores_gemma":[0.00029377997,0.00008471266,0.008268028,0.00008550585,0.000009804444,0.00001143934,0.00049622805,0.9146651,0.000014590211,0.07378076,0.0019986413,0.00029143164],"about_ca_topic_score_codex":0.0004376822,"about_ca_topic_score_gemma":0.00027056457,"teacher_disagreement_score":0.71333325,"about_ca_system_score_codex":0.000033551703,"about_ca_system_score_gemma":0.000016343005,"threshold_uncertainty_score":0.5722207},"labels":[],"label_agreement":null},{"id":"W4324374768","doi":"10.5539/ijef.v15n4p8","title":"Sectoral and Regional Volatility Connectedness: The Case of CDS Spreads and Equities","year":2023,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Social connectedness; Volatility (finance); Equity (law); Economics; Financial economics; Monetary economics; Business; Political science","score_opus":0.04723398928795293,"score_gpt":0.2582585577079925,"score_spread":0.21102456842003958,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4324374768","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9944547,0.0024482582,0.00013014163,0.001874205,0.0005467666,0.00005133335,0.00022213242,0.000003031668,0.00026944038],"genre_scores_gemma":[0.9894402,0.009993162,0.0001672237,0.000037053545,0.00022490878,0.0000023274517,0.000004415118,0.0000074410846,0.00012328362],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99914855,0.000008120721,0.00057555886,0.00014516429,0.000020080124,0.00010252871],"domain_scores_gemma":[0.999035,0.00017187324,0.00056168245,0.000092291586,0.00010760624,0.000031543837],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00048868865,0.00008790546,0.00026061854,0.0001752104,0.00008650531,0.00006807646,0.00013339288,0.000055017754,0.000011635205],"category_scores_gemma":[0.00010474439,0.00008085423,0.000061841994,0.00007275877,0.00023785046,0.00025378776,0.00008648641,0.00010474193,0.0000016695296],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00007990886,0.000027631715,0.06261578,0.000012753667,0.00009517331,0.00006022515,0.0011053086,0.0005060051,0.0000068025884,0.92294407,0.0007144337,0.011831904],"study_design_scores_gemma":[0.0013140925,0.00018116256,0.5485013,0.000056056877,0.000018539566,0.0016963918,0.0006390139,0.07387771,0.000034465396,0.30110618,0.07232122,0.00025384926],"about_ca_topic_score_codex":0.00023142125,"about_ca_topic_score_gemma":0.0001508594,"teacher_disagreement_score":0.6218379,"about_ca_system_score_codex":0.000027908683,"about_ca_system_score_gemma":0.000032168336,"threshold_uncertainty_score":0.329714},"labels":[],"label_agreement":null},{"id":"W4327713547","doi":"10.1111/1911-3846.12863","title":"Does credit default swap trading improve managerial learning from outsiders?","year":2023,"lang":"en","type":"article","venue":"Contemporary Accounting Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":11,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"Chinese University of Hong Kong; University of Waterloo; City University of Hong Kong","keywords":"Credit default swap; Sophistication; Business; Stock (firearms); Monetary economics; Financial economics; Credit risk; Finance; Economics","score_opus":0.09893943831894476,"score_gpt":0.30858229402985876,"score_spread":0.209642855710914,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4327713547","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9439374,0.00092017726,0.00083499885,0.0027171292,0.0032892185,0.0005312315,0.00024610176,0.0004291776,0.04709454],"genre_scores_gemma":[0.9857981,0.000110082496,0.00012754428,0.00001954949,0.0028027552,0.00007632594,0.0002602625,0.00007007981,0.01073529],"study_design_codex":"observational","study_design_gemma":"not_applicable","domain_scores_codex":[0.99724203,0.00007801033,0.000798426,0.0008406262,0.00024215868,0.0007987518],"domain_scores_gemma":[0.9981793,0.0007495386,0.00029235054,0.0004991421,0.00014462601,0.00013500324],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.003451837,0.00021390614,0.00047203695,0.0009245797,0.0009823196,0.0005926237,0.00055312284,0.0002320764,0.00039541005],"category_scores_gemma":[0.0023006196,0.00020116464,0.00018393587,0.0013245571,0.00019231516,0.0008972202,0.00033781282,0.00089098,0.002073846],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0002350232,0.00013115311,0.81437415,0.0001414474,0.00019903385,0.00016896136,0.0053928266,0.00027400287,0.0024913312,0.05316859,0.10989851,0.01352497],"study_design_scores_gemma":[0.0017790439,0.00013022078,0.3348905,0.000142244,0.000006524804,9.8403e-7,0.004548556,0.05106021,0.00035774702,0.11689317,0.48933715,0.0008536232],"about_ca_topic_score_codex":0.0037488576,"about_ca_topic_score_gemma":0.00008439132,"teacher_disagreement_score":0.47948363,"about_ca_system_score_codex":0.00013189198,"about_ca_system_score_gemma":0.00011339083,"threshold_uncertainty_score":0.9987032},"labels":[],"label_agreement":null},{"id":"W4361189140","doi":"10.1002/ise3.51","title":"Estimation of misreporting probability in corporate credit rating: A nonparametric approach","year":2023,"lang":"en","type":"article","venue":"International Studies of Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Credit rating; Bond credit rating; Nonparametric statistics; Actuarial science; Economics; Probability of default; Investment (military); Econometrics; Statistics; Business; Credit risk; Mathematics; Credit reference; Law; Political science","score_opus":0.17774257721798745,"score_gpt":0.3007130644913256,"score_spread":0.12297048727333817,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4361189140","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9913114,0.00039737896,0.0010542518,0.0001963482,0.000596728,0.0002156385,0.00013648196,0.000018917055,0.0060728574],"genre_scores_gemma":[0.99469185,0.0005094928,0.00448164,0.0000040620607,0.000075950265,0.000042781834,0.00006132045,0.000010336257,0.00012259536],"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99816304,0.000007434887,0.001375626,0.0002804434,0.00003290668,0.00014053211],"domain_scores_gemma":[0.997875,0.00019388266,0.0016244163,0.0001758215,0.000109144166,0.00002176313],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00096975884,0.000102055965,0.0004482394,0.0005381777,0.000039943196,0.000013907341,0.00018899412,0.00005885992,0.000012874899],"category_scores_gemma":[0.0019243255,0.00012521846,0.000106565756,0.00052027294,0.00012272675,0.0001868322,0.0001112614,0.00007512403,0.000020639607],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000030609634,0.0001723025,0.39876914,0.00008828647,0.00014115953,0.0000011309235,0.0008765094,0.33239648,0.000009892129,0.26132646,0.00034005454,0.005847954],"study_design_scores_gemma":[0.0005151833,0.00004691177,0.38923454,0.000030463289,0.0000055412734,0.0000016833508,0.00035788663,0.39194864,0.00016599319,0.2169701,0.0005510029,0.00017206202],"about_ca_topic_score_codex":0.00017577328,"about_ca_topic_score_gemma":0.000065333385,"teacher_disagreement_score":0.059552167,"about_ca_system_score_codex":0.00017585399,"about_ca_system_score_gemma":0.00003164214,"threshold_uncertainty_score":0.5106261},"labels":[],"label_agreement":null},{"id":"W4361987228","doi":"10.2139/ssrn.4395971","title":"Financing Emissions","year":2023,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Queen's University","funders":"","keywords":"Bond; Debt; Portfolio; Yield (engineering); Term (time); Climate change; Business; Economics; Monetary economics; Finance","score_opus":0.020478074345084696,"score_gpt":0.2310163149233985,"score_spread":0.2105382405783138,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4361987228","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9347949,0.0053660106,0.035741657,0.0035153364,0.0012509787,0.00013369264,0.000037005102,0.00018776032,0.018972633],"genre_scores_gemma":[0.977947,0.006050434,0.00007435217,0.000019355526,0.0005080213,0.0000064153064,0.000010119504,0.00002328996,0.015361043],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99774486,0.0000075643534,0.0004011426,0.00019293664,0.0000427399,0.0016107615],"domain_scores_gemma":[0.999508,0.00003346071,0.00018787906,0.0001675981,0.00002536964,0.00007764197],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0013448863,0.000100298,0.00019502487,0.00031556567,0.00041051375,0.000051228675,0.00020071583,0.00007622693,0.000095943855],"category_scores_gemma":[0.00022903505,0.00010971544,0.00014477757,0.0006306448,0.00002563339,0.00016947708,0.00003781239,0.00083862373,0.0015452034],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000039663196,0.000015079076,0.0230436,0.0000014928571,0.000021059392,0.0000029425307,0.00013359914,0.00014480574,0.000019614643,0.96539867,0.0020081806,0.009206996],"study_design_scores_gemma":[0.0002622112,0.00005365714,0.06471744,0.00000808644,0.0000035053145,0.000056129553,0.00030880678,0.0007496011,0.0000069495827,0.82721287,0.1064718,0.00014893447],"about_ca_topic_score_codex":0.00006898868,"about_ca_topic_score_gemma":0.00015897128,"teacher_disagreement_score":0.13818578,"about_ca_system_score_codex":0.00042031865,"about_ca_system_score_gemma":0.0004342115,"threshold_uncertainty_score":0.99923223},"labels":[],"label_agreement":null},{"id":"W4365514307","doi":"10.3390/jrfm16040241","title":"Investigation and Modelling of Economic Systematic Risk and Capital Requirement: A Monte Carlo Simulation","year":2023,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"King Faisal University","keywords":"Capital requirement; Economic capital; Credit risk; Systematic risk; Sensitivity (control systems); Probability of default; Basel II; Capital (architecture); Risk-adjusted return on capital; Economics; Cost of capital; Capital adequacy ratio; Econometrics; Arbitrage; Actuarial science; Sample (material); Monte Carlo method; Financial economics; Capital formation; Microeconomics; Financial capital; Statistics; Engineering; Mathematics","score_opus":0.03564765673670615,"score_gpt":0.21761946521102307,"score_spread":0.18197180847431693,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4365514307","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.95551544,0.0033592691,0.040398918,0.000031021027,0.0002612058,0.0002786913,0.000078291996,0.0000091241445,0.00006804972],"genre_scores_gemma":[0.9870097,0.011931664,0.0008633523,0.000004010957,0.00012115236,0.0000068931317,0.0000019537752,0.000011846817,0.000049403858],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9986075,0.000026388097,0.0009642046,0.00019293334,0.00006298998,0.00014596485],"domain_scores_gemma":[0.99850935,0.00010567867,0.0011469658,0.00012089828,0.000041777297,0.00007531247],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010565938,0.00012619808,0.00047569777,0.00050471723,0.00015897895,0.000055261393,0.00006729212,0.00006841489,0.0000022568329],"category_scores_gemma":[0.00012858915,0.00013145378,0.00007745652,0.00017927992,0.00007214016,0.00030728013,0.00006512751,0.00011395026,0.0000051440834],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00011536342,0.0000391566,0.3118762,0.002412039,0.00013051802,0.00001569827,0.008279765,0.52949184,0.0000033964757,0.13002235,0.00011304498,0.017500624],"study_design_scores_gemma":[0.0012428149,0.00019550405,0.42258665,0.0006040663,0.00018566841,0.000005071763,0.00067093543,0.49613014,0.0000043357154,0.07734824,0.00078172766,0.00024484016],"about_ca_topic_score_codex":0.00025360685,"about_ca_topic_score_gemma":0.000050892784,"teacher_disagreement_score":0.11071044,"about_ca_system_score_codex":0.000052981373,"about_ca_system_score_gemma":0.000013024339,"threshold_uncertainty_score":0.53605294},"labels":[],"label_agreement":null},{"id":"W4366165997","doi":"10.1016/j.jcorpfin.2023.102413","title":"Secured and unsecured debt in creditor-friendly bankruptcy","year":2023,"lang":"en","type":"article","venue":"Journal of Corporate Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Bankruptcy; Creditor; Debt; Business; Asset (computer security); Negotiation; Monetary economics; Financial system; Finance; Economics","score_opus":0.03497383072286652,"score_gpt":0.22626788659817526,"score_spread":0.19129405587530873,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4366165997","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9919964,0.003064214,0.0011345788,0.0007315596,0.0019246398,0.00010359047,0.00008308703,0.000019544765,0.0009423879],"genre_scores_gemma":[0.99450254,0.0034676264,0.0007468017,0.000018197796,0.0006542248,0.0000058038945,0.000008652467,0.000021192955,0.0005749385],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9984356,0.000016402817,0.00097044127,0.00021816308,0.00007658704,0.00028281342],"domain_scores_gemma":[0.9982263,0.00007165906,0.0013454527,0.0001792302,0.000102437756,0.00007490791],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007629596,0.00014590434,0.00049167837,0.00058063754,0.00007875384,0.00005447233,0.00020260636,0.00012655556,0.000027833175],"category_scores_gemma":[0.00026168665,0.00015996466,0.000101502534,0.0010936724,0.00008498193,0.0003938368,0.000042753756,0.00027245207,0.00013726928],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0002744292,0.00020521485,0.44595292,0.00006920279,0.000051781062,0.0005304506,0.0018613351,0.0025373113,0.00024376542,0.45626438,0.08328591,0.0087232925],"study_design_scores_gemma":[0.001015666,0.00015156895,0.7434583,0.000064453096,0.0000047937187,0.000036258392,0.000058921603,0.0018781777,0.000054413267,0.108983725,0.1440796,0.00021414901],"about_ca_topic_score_codex":0.000028725986,"about_ca_topic_score_gemma":0.00004935253,"teacher_disagreement_score":0.34728065,"about_ca_system_score_codex":0.00006462427,"about_ca_system_score_gemma":0.0000835492,"threshold_uncertainty_score":0.6523169},"labels":[],"label_agreement":null},{"id":"W4366519493","doi":"10.1016/j.econmod.2023.106321","title":"Accounting for PD-LGD dependency: A tractable extension to the Basel ASRF framework","year":2023,"lang":"en","type":"article","venue":"Economic Modelling","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"Belgian Federal Science Policy Office; Fonds De La Recherche Scientifique - FNRS; Waalse Gewest; Université Catholique de Louvain","keywords":"Basel II; Loss given default; Capital requirement; Economics; Econometrics; Basel III; Credit risk; Portfolio; Value at risk; Probability of default; Capital adequacy ratio; Default; Parametric statistics; Risk-weighted asset; Collateral; Systematic risk; Computer science; Risk management; Mathematics; Actuarial science; Financial economics; Statistics; Microeconomics; Finance","score_opus":0.07401463857369694,"score_gpt":0.2613589452643684,"score_spread":0.18734430669067148,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4366519493","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.40744185,0.00027248025,0.58683044,0.0017801122,0.0012493066,0.00044685992,0.00020330178,0.00009277148,0.0016828644],"genre_scores_gemma":[0.98390484,0.00021999847,0.012644281,0.00016282419,0.0011766073,0.00018199763,0.00004424254,0.000056944136,0.0016082728],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99828905,0.0000064408496,0.0006372533,0.00055565464,0.000029720562,0.00048187523],"domain_scores_gemma":[0.998835,0.00033545902,0.00023194848,0.00048281948,0.000027428678,0.00008734668],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0011993838,0.00016836546,0.0003351138,0.00025540293,0.00050920364,0.00017268461,0.00031294592,0.0001461597,0.00015076456],"category_scores_gemma":[0.00016920411,0.00017754594,0.00018884058,0.00024583738,0.000018497363,0.0002807217,0.00007497709,0.00018239825,0.002807977],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00002196415,0.000012960988,0.0025255044,0.000010564222,0.00001613669,4.874161e-7,0.00058259943,0.7791507,0.000004928225,0.21016839,0.00429049,0.0032152343],"study_design_scores_gemma":[0.0001321802,0.000018904137,0.002563974,0.000019551233,0.000005737977,7.5848686e-7,0.000075687334,0.74116665,0.00001877236,0.1290604,0.12673785,0.00019952956],"about_ca_topic_score_codex":0.0003424775,"about_ca_topic_score_gemma":0.00009833763,"teacher_disagreement_score":0.576463,"about_ca_system_score_codex":0.00013987304,"about_ca_system_score_gemma":0.000047054207,"threshold_uncertainty_score":0.99796844},"labels":[],"label_agreement":null},{"id":"W4378652762","doi":"10.1002/soej.12633","title":"Do sovereign credit rating events affect the foreign exchange market? Evidence from a treatment effect analysis","year":2023,"lang":"en","type":"article","venue":"Southern Economic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Carleton University","funders":"","keywords":"Credit rating; Endogeneity; Sovereign credit; Economics; Event study; Econometrics; Exchange rate; Monetary economics; Bond credit rating; Credit risk; Actuarial science; Credit default swap; Credit reference","score_opus":0.043635026071092445,"score_gpt":0.2619773647509522,"score_spread":0.21834233867985975,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4378652762","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9871672,0.0028195286,0.0019979556,0.00030892465,0.0010077223,0.00038097808,0.0009775584,0.000060575876,0.005279559],"genre_scores_gemma":[0.99477327,0.0011624012,0.00008698685,0.00001605655,0.0017869512,0.00007282177,0.00003751842,0.000044693898,0.0020192866],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9979767,0.00012927162,0.0008084963,0.0005016267,0.00007017381,0.0005137022],"domain_scores_gemma":[0.9976427,0.00085586886,0.0007838501,0.000544966,0.0000202738,0.0001523672],"candidate_categories":["insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.0018616176,0.00030519106,0.000714736,0.00048821306,0.0006254115,0.00030892278,0.00045910932,0.0001278318,0.0036135754],"category_scores_gemma":[0.0002577265,0.00023604164,0.0008351937,0.0004912432,0.000059257876,0.00031124667,0.00009095091,0.00024758032,0.0033791296],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00013455862,0.000036368307,0.9685237,0.000009044045,0.0018426019,0.000023507637,0.0040164175,0.004847665,0.000010527416,0.0025000202,0.00322671,0.014828911],"study_design_scores_gemma":[0.0019597893,0.00042936884,0.8702203,0.00009821187,0.00062639354,0.000026701182,0.0017008996,0.047399644,0.000027708413,0.0708309,0.006012944,0.00066711806],"about_ca_topic_score_codex":0.00093233824,"about_ca_topic_score_gemma":0.00037362712,"teacher_disagreement_score":0.09830335,"about_ca_system_score_codex":0.00060313265,"about_ca_system_score_gemma":0.00006695446,"threshold_uncertainty_score":0.9973968},"labels":[],"label_agreement":null},{"id":"W4379032938","doi":"10.2139/ssrn.4466225","title":"The Myth of Tightening Credit Rating Standards in the Market for Corporate Debt","year":2023,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Ontario Institute of Technology","funders":"","keywords":"Credit rating; Explanatory power; Volatility (finance); Proxy (statistics); Conservatism; Debt; Economics; Capitalization; Econometrics; Bond credit rating; Business; Financial economics; Monetary economics; Accounting; Credit risk; Actuarial science; Finance; Credit reference","score_opus":0.044876857673480305,"score_gpt":0.2647943264805008,"score_spread":0.21991746880702046,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4379032938","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.32238206,0.077052206,0.5448765,0.02718288,0.009855907,0.0037574288,0.0033790208,0.00011163091,0.011402331],"genre_scores_gemma":[0.9671502,0.027278572,0.0005135939,0.00004041694,0.0015853986,0.00015239748,0.000051258095,0.000077865494,0.0031502799],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99709153,0.00006420539,0.0010998707,0.00029621273,0.00014601745,0.001302188],"domain_scores_gemma":[0.9971694,0.00048763157,0.0017799572,0.00036373557,0.00016756763,0.00003173464],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.013029403,0.0002015942,0.00045776844,0.00023828872,0.0005140037,0.00019813114,0.00072599243,0.00018482882,0.000009702271],"category_scores_gemma":[0.0010000891,0.00014926083,0.00031374098,0.0002910846,0.00009010005,0.00008270835,0.0001274441,0.0022150567,0.0000046940117],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000119192526,0.000029947856,0.0071285428,0.000035998302,0.00015544187,0.0000021123506,0.00067593815,0.0012287028,0.0000025875306,0.97361875,0.0065359226,0.010466874],"study_design_scores_gemma":[0.00043253,0.000118116186,0.009534277,0.00006705884,0.000018360664,0.00001647262,0.0009540657,0.0051858528,0.000003320213,0.9520014,0.03149282,0.00017574754],"about_ca_topic_score_codex":0.00018104505,"about_ca_topic_score_gemma":0.0019836372,"teacher_disagreement_score":0.6447681,"about_ca_system_score_codex":0.0008428942,"about_ca_system_score_gemma":0.0020350257,"threshold_uncertainty_score":0.9623442},"labels":[],"label_agreement":null},{"id":"W4382601985","doi":"10.5539/ijef.v15n8p27","title":"Variance Risk Premium Components in Japan for Predictability: Evidence from the COVID-19 Pandemic","year":2023,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"Japan Society for the Promotion of Science","keywords":"Predictability; Coronavirus disease 2019 (COVID-19); Economics; Variance risk premium; Pandemic; Econometrics; Predictive power; Variance (accounting); Asset (computer security); Volatility (finance); Financial economics; Statistics; Mathematics; Stochastic volatility; Medicine; Internal medicine; Computer science; Volatility risk premium","score_opus":0.11206669407280177,"score_gpt":0.29252004917390423,"score_spread":0.18045335510110244,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4382601985","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9852714,0.0020662127,0.004375833,0.0052606193,0.001510403,0.00020623043,0.0012580102,0.00000810959,0.00004320454],"genre_scores_gemma":[0.9676007,0.030872291,0.0006556917,0.0001743627,0.00054314215,0.00002451108,0.000024336445,0.000012571189,0.00009239169],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9985452,0.000020445337,0.00093270023,0.00028040915,0.000039988245,0.00018122983],"domain_scores_gemma":[0.99761873,0.0010884192,0.0009578546,0.00018900633,0.0000850479,0.000060958984],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015389924,0.000117624906,0.00032251494,0.00018014944,0.00011231334,0.000095955635,0.0005362774,0.00008548805,0.000015343294],"category_scores_gemma":[0.0016288316,0.000113738686,0.00013356224,0.00013373871,0.000105138766,0.00038179112,0.00009198242,0.0002014352,0.000015739997],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00016823645,0.000034905952,0.93435264,0.0000043305886,0.00005355455,0.0000026127914,0.0008936804,0.0190607,0.00000520234,0.04055608,0.0010529052,0.0038151618],"study_design_scores_gemma":[0.00088895264,0.000046996385,0.7185086,0.000039557817,0.000006586692,0.000012279648,0.000047147947,0.04276963,0.0000022279762,0.12873994,0.108826675,0.00011141778],"about_ca_topic_score_codex":0.0009540142,"about_ca_topic_score_gemma":0.0006589045,"teacher_disagreement_score":0.21584405,"about_ca_system_score_codex":0.00024215312,"about_ca_system_score_gemma":0.0001038725,"threshold_uncertainty_score":0.46381292},"labels":[],"label_agreement":null},{"id":"W4384301277","doi":"10.3390/jrfm16070334","title":"Particle MCMC in Forecasting Frailty-Correlated Default Models with Expert Opinion","year":2023,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Markov chain Monte Carlo; Econometrics; Bayesian probability; Particle filter; Computer science; Actuarial science; Economics; Artificial intelligence","score_opus":0.05117574662095793,"score_gpt":0.23520240869358078,"score_spread":0.18402666207262286,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4384301277","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.90965194,0.0029156522,0.08427793,0.0001949,0.0010370145,0.0001886806,0.000027605647,0.000024705574,0.0016815943],"genre_scores_gemma":[0.9900057,0.008118395,0.0015458501,0.000018028242,0.00020589733,0.000011374142,0.0000040247883,0.000016099526,0.00007467358],"study_design_codex":"design_other","study_design_gemma":"observational","domain_scores_codex":[0.9987824,0.000012816135,0.00065731525,0.00019517036,0.0000761625,0.0002761447],"domain_scores_gemma":[0.9992802,0.00006166525,0.00041899417,0.00012412708,0.000040086114,0.0000749288],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00062992005,0.00012279296,0.00031783068,0.0003875461,0.00013275027,0.00004686341,0.00011656036,0.00007196009,0.000010086828],"category_scores_gemma":[0.00011962275,0.000116636125,0.00007341576,0.0007395601,0.00003876195,0.0003286885,0.00006196411,0.00019786239,0.000020414886],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00033569062,0.00023508926,0.24353364,0.000042508927,0.00004809205,0.00018520384,0.00575795,0.046954848,0.000004218293,0.3262857,0.0023878631,0.3742292],"study_design_scores_gemma":[0.0023815415,0.00026085984,0.76781917,0.00017226409,0.0000120209825,0.000013962374,0.0005605162,0.07482119,0.0000067661995,0.07173598,0.081918575,0.00029718355],"about_ca_topic_score_codex":0.00017065201,"about_ca_topic_score_gemma":0.00007697908,"teacher_disagreement_score":0.5242855,"about_ca_system_score_codex":0.000056084253,"about_ca_system_score_gemma":0.000015094159,"threshold_uncertainty_score":0.47562832},"labels":[],"label_agreement":null},{"id":"W4385190610","doi":"10.1016/j.iref.2023.07.023","title":"Carbon intensity, default risk, and investors’ attention to environment: Evidence from South Korea","year":2023,"lang":"en","type":"article","venue":"International Review of Economics & Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":13,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Thompson Rivers University","funders":"Yonsei University","keywords":"Default risk; Emission intensity; Default; Business; Intensity (physics); Monetary economics; Economics; Credit risk; Actuarial science; Finance","score_opus":0.04577815125276198,"score_gpt":0.24397173692193552,"score_spread":0.19819358566917356,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4385190610","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9779803,0.015847271,0.00096654805,0.0022649611,0.00079488737,0.00030865832,0.0007872397,0.00002374196,0.0010263892],"genre_scores_gemma":[0.81619877,0.18208086,0.00078614464,0.00016634759,0.00016430592,0.000050607556,0.00008947628,0.000020958812,0.00044252464],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.998335,0.000014002624,0.00088511093,0.00053061737,0.000046503414,0.00018873617],"domain_scores_gemma":[0.9986321,0.00012355656,0.00073746115,0.0003768176,0.00005782492,0.00007229562],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00062670093,0.00017100382,0.00050237327,0.00023451044,0.000063304644,0.000032903834,0.00033859303,0.000074885895,0.00006476553],"category_scores_gemma":[0.00071907154,0.00021185397,0.00014655218,0.00019040737,0.000084170744,0.00022748594,0.00023498447,0.00013347137,0.0005080688],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000048713813,0.000055525106,0.9073314,0.00026330928,0.000108156186,0.0000040121977,0.00065649557,0.0013140397,0.00005575765,0.06318288,0.0024188855,0.024560787],"study_design_scores_gemma":[0.00020216193,0.000046270306,0.8958904,0.0015583506,0.000020219974,0.0000018721862,0.000017748456,0.00818599,0.000041796826,0.021777822,0.071985215,0.00027214971],"about_ca_topic_score_codex":0.0010926458,"about_ca_topic_score_gemma":0.00007093772,"teacher_disagreement_score":0.1662336,"about_ca_system_score_codex":0.00015280522,"about_ca_system_score_gemma":0.00002363047,"threshold_uncertainty_score":0.8639154},"labels":[],"label_agreement":null},{"id":"W4385425361","doi":"10.1007/s43546-023-00522-4","title":"A characterization of the Lender's position in the context of contractual loan conditions","year":2023,"lang":"en","type":"article","venue":"SN Business & Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Carleton University","funders":"","keywords":"Loan; Cross-collateralization; Non-conforming loan; Non-performing loan; Participation loan; Leverage (statistics); Business; Term loan; Loan-to-value ratio; Bridge loan; Actuarial science; Economics; Finance; Computer science; Mortgage insurance","score_opus":0.023750609292016958,"score_gpt":0.21321525818391324,"score_spread":0.1894646488918963,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4385425361","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.993327,0.00003586534,0.00031592534,0.0028839528,0.00051328755,0.00031447032,0.001240191,0.000012516551,0.0013567659],"genre_scores_gemma":[0.999103,0.00024977874,0.000007655151,0.00009638073,0.000096409254,0.000034294648,0.00032823114,0.000013084416,0.00007118254],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9989757,0.000017818229,0.0006560061,0.00017188757,0.00002461838,0.00015399141],"domain_scores_gemma":[0.9989809,0.00009247456,0.0005350414,0.00030941344,0.00006713789,0.000015048185],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.000351253,0.000094912924,0.00028658865,0.00022368188,0.00009986367,0.00002837454,0.0002489098,0.00008615413,0.000050820705],"category_scores_gemma":[0.000100632606,0.00008575773,0.00009715203,0.00066760683,0.0001395324,0.00024465797,0.00003794569,0.0000845199,0.000044830937],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00002404865,0.00012598987,0.069760695,0.000031229996,0.00002395872,6.6196793e-7,0.0021395064,0.00070684636,0.0016282075,0.92411923,0.00019912148,0.001240502],"study_design_scores_gemma":[0.00038815007,0.000011280623,0.9751058,0.000018798644,0.0000070816714,0.0000023838206,0.00034070184,0.001605181,0.00040347694,0.016854286,0.005168804,0.00009404894],"about_ca_topic_score_codex":0.0002845933,"about_ca_topic_score_gemma":0.00036830216,"teacher_disagreement_score":0.90726495,"about_ca_system_score_codex":0.00005414313,"about_ca_system_score_gemma":0.00005855633,"threshold_uncertainty_score":0.3497099},"labels":[],"label_agreement":null},{"id":"W4385480939","doi":"10.3390/jrfm16080361","title":"Risk and Bankruptcy Research: Mapping the State of the Art","year":2023,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":17,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Bankruptcy; Bibliometrics; Citation; China; Corporate governance; Zhàng; Relevance (law); Political science; Business; Computer science; Law; Library science; Finance","score_opus":0.060333068190021134,"score_gpt":0.2554269976946153,"score_spread":0.19509392950459417,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4385480939","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9868765,0.0028587293,0.0065135118,0.0007579017,0.000641815,0.00026352756,0.00012187292,0.00000711265,0.0019590368],"genre_scores_gemma":[0.9695567,0.028873678,0.00023995334,0.000018024108,0.00020837512,0.000006235155,8.4134786e-7,0.000010658501,0.0010855618],"study_design_codex":"design_other","study_design_gemma":"observational","domain_scores_codex":[0.9987539,0.00006450307,0.00064420013,0.0001597578,0.00013660004,0.00024103143],"domain_scores_gemma":[0.99879,0.00019231906,0.00064590265,0.00023831471,0.000082915234,0.000050515853],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0032352235,0.0000953923,0.00027002327,0.00042615164,0.00048083536,0.00006296552,0.00025492397,0.0000409255,0.000009327061],"category_scores_gemma":[0.00050625746,0.000065224325,0.00012363945,0.0009187679,0.00022178866,0.00011741461,0.00025061297,0.00038791492,0.000025527186],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00007830393,0.000074936506,0.31648022,0.00006211602,0.00006837637,0.000018961036,0.0051193535,0.0006927095,0.0000046605687,0.14116149,0.017813994,0.51842487],"study_design_scores_gemma":[0.0002521835,0.000039624087,0.6328837,0.000030107316,0.000011737291,0.0000022123236,0.00022214699,0.00023416018,0.0000028644572,0.09184158,0.27442923,0.00005044111],"about_ca_topic_score_codex":0.000115998795,"about_ca_topic_score_gemma":0.000073747215,"teacher_disagreement_score":0.51837444,"about_ca_system_score_codex":0.000029874565,"about_ca_system_score_gemma":0.000019948788,"threshold_uncertainty_score":0.36982453},"labels":[],"label_agreement":null},{"id":"W4386021329","doi":"10.1002/fut.22456","title":"EPU spillovers and sovereign CDS spreads: A cross‐country study","year":2023,"lang":"en","type":"article","venue":"Journal of Futures Markets","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Brock University","funders":"","keywords":"Spillover effect; Endogeneity; Credit default swap; Economics; Emerging markets; Sovereign credit; Monetary economics; Credit risk; Sovereignty; Vector autoregression; Financial system; Business; Economic policy; Politics; Macroeconomics; Finance; Econometrics; Political science","score_opus":0.01844019147937153,"score_gpt":0.25473026739762583,"score_spread":0.2362900759182543,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4386021329","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9846494,0.0015004919,0.00006584855,0.00018349012,0.0014307051,0.0001317496,0.00007494294,0.000017268756,0.011946089],"genre_scores_gemma":[0.9970531,0.00080712646,0.000100407044,0.000035606623,0.0008982405,0.0000026259695,0.0000031115728,0.000018166069,0.0010816036],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99879503,0.000019133202,0.00067463535,0.00018830132,0.000097992,0.0002249021],"domain_scores_gemma":[0.9989914,0.000103736056,0.00054893136,0.0001839267,0.0000641772,0.000107839005],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010664521,0.00013096687,0.00037560952,0.00037545385,0.00017272579,0.00014463454,0.00017915144,0.00009069787,0.00019556063],"category_scores_gemma":[0.0003609015,0.00012734489,0.00012751139,0.00038120215,0.000056892677,0.0003116162,0.00006515741,0.00021575562,0.00005044928],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00024721687,0.00017753319,0.9428239,0.000022375958,0.0001422474,0.00012291173,0.001013425,0.00012581563,0.000011894681,0.024610152,0.025356932,0.005345612],"study_design_scores_gemma":[0.000932015,0.00017152712,0.93412673,0.00001444689,0.000013976828,0.000031772368,0.00047139166,0.00015937042,0.000002840221,0.011932102,0.052011903,0.00013193206],"about_ca_topic_score_codex":0.00003679849,"about_ca_topic_score_gemma":0.000024599163,"teacher_disagreement_score":0.02665497,"about_ca_system_score_codex":0.00005775712,"about_ca_system_score_gemma":0.000034516852,"threshold_uncertainty_score":0.51929736},"labels":[],"label_agreement":null},{"id":"W4386469222","doi":"10.1108/jrf-10-2022-0283","title":"Contagion in the Euro area sovereign CDS market: a spatial approach","year":2023,"lang":"en","type":"article","venue":"The Journal of Risk Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université de Hearst","funders":"","keywords":"Financial contagion; Economics; Contagion effect; Credit default swap; Spatial econometrics; Spatial dependence; Value (mathematics); Financial economics; Sovereignty; Swap (finance); Monetary economics; Sovereign credit; Financial crisis; Econometrics; Credit risk; Macroeconomics; Finance","score_opus":0.03156088895315291,"score_gpt":0.21480964501484678,"score_spread":0.18324875606169388,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4386469222","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9556609,0.002379071,0.02218119,0.0011668976,0.0006372558,0.00025032915,0.000199374,0.000014980129,0.017510023],"genre_scores_gemma":[0.99302,0.005918691,0.0001981098,0.00005073391,0.00036269586,0.0000069950797,0.000004715181,0.000015355758,0.00042273098],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99867207,0.00010350119,0.00072011456,0.00013982294,0.000104194805,0.00026031325],"domain_scores_gemma":[0.99826896,0.00043178682,0.00088959857,0.0003381383,0.000046714635,0.000024824207],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0032461712,0.00012892859,0.00033459568,0.00021856787,0.00019820096,0.000045144243,0.00058025814,0.000071740644,0.000043810574],"category_scores_gemma":[0.00051263714,0.0000864199,0.00016098974,0.00075047475,0.00009325406,0.0001666969,0.000047465288,0.00046658577,0.00008177009],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0009958732,0.00055970036,0.4698274,0.00003933464,0.000103085964,0.00010439986,0.017995557,0.02318243,0.000017631308,0.30133724,0.1422551,0.04358223],"study_design_scores_gemma":[0.00062853453,0.00008410026,0.88420147,0.000021275933,0.0000139840595,0.000046082427,0.00035297495,0.010056388,0.000006291841,0.05458231,0.049883626,0.00012294842],"about_ca_topic_score_codex":0.00032508833,"about_ca_topic_score_gemma":0.00010312855,"teacher_disagreement_score":0.41437408,"about_ca_system_score_codex":0.000052409505,"about_ca_system_score_gemma":0.000037373055,"threshold_uncertainty_score":0.3524101},"labels":[],"label_agreement":null},{"id":"W4386541193","doi":"10.3390/jrfm16090402","title":"Measurement and Calibration of Regulatory Credit Risk Asset Correlations","year":2023,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Basel II; Loan; Capital requirement; Asset (computer security); Credit risk; Capital adequacy ratio; Business; Economics; Actuarial science; Finance; Computer science","score_opus":0.022008028654881266,"score_gpt":0.20765986884271231,"score_spread":0.18565184018783104,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4386541193","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8844765,0.0040713735,0.108853936,0.00017589086,0.001063177,0.0002416569,0.00022930403,0.000021294363,0.0008668918],"genre_scores_gemma":[0.98908806,0.009609165,0.0008974538,0.0000073915203,0.00026759307,0.0000054067036,0.000004948554,0.000011842519,0.00010813978],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9986473,0.000026615258,0.00084244495,0.0001782169,0.00014619662,0.00015923646],"domain_scores_gemma":[0.9985975,0.000048483827,0.0010104828,0.00015944733,0.00010445096,0.00007963506],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015461424,0.00011698178,0.00035373372,0.00054706034,0.00020165122,0.0000370445,0.00009469948,0.00008391208,0.000012992484],"category_scores_gemma":[0.000375833,0.0001230926,0.000108257474,0.00043931106,0.00007870361,0.00024289088,0.00006864516,0.000175218,0.000007367582],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00009726218,0.00012618801,0.60558856,0.000079486184,0.0000861546,0.000015622374,0.0011453498,0.0016474625,0.000010979984,0.2682987,0.009750277,0.113153964],"study_design_scores_gemma":[0.000651452,0.000112498,0.91431326,0.000050421266,0.00006219575,0.0000030507424,0.00012709,0.001990855,0.000007581969,0.038559087,0.044005543,0.00011696856],"about_ca_topic_score_codex":0.00007802605,"about_ca_topic_score_gemma":0.000037002726,"teacher_disagreement_score":0.3087247,"about_ca_system_score_codex":0.000048930084,"about_ca_system_score_gemma":0.000025820676,"threshold_uncertainty_score":0.50195706},"labels":[],"label_agreement":null},{"id":"W4386927625","doi":"10.7202/1091505ar","title":"MACROECONOMIC STRESS-TESTING OF MORTGAGE DEFAULT RATE USING A VECTOR ERROR CORRECTION MODEL AND ENTROPY POOLING","year":2016,"lang":"en","type":"article","venue":"Assurances et gestion des risques","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Pooling; Econometrics; Stress test; Stress testing (software); Error correction model; Computer science; Economics; Artificial intelligence; Finance","score_opus":0.0752483633025168,"score_gpt":0.2762964253999368,"score_spread":0.20104806209742002,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4386927625","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.94294614,0.00064099097,0.054661512,0.00024047025,0.00034487539,0.00012772661,0.00023398774,0.00005372932,0.0007505985],"genre_scores_gemma":[0.99282354,0.000555762,0.0062424974,0.000007683676,0.000089873305,0.000012996016,0.0000071163045,0.000022006743,0.00023851059],"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99889785,0.00003253004,0.0005210689,0.000311886,0.000029620342,0.00020701796],"domain_scores_gemma":[0.9990154,0.00026207068,0.00043703202,0.0001492792,0.000081972816,0.00005427196],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00041804972,0.0001444596,0.00031156608,0.00017829743,0.00015742253,0.00005006219,0.000077412915,0.000091422036,0.000022062828],"category_scores_gemma":[0.0005690833,0.00013856201,0.00005624444,0.00015166373,0.00014682284,0.00056568964,0.00002909716,0.00008341797,0.00001089438],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00008279573,0.00007604811,0.6232014,0.000077702556,0.000060609455,0.0000022225263,0.0006323926,0.31322885,0.008874788,0.023776686,0.00012738488,0.029859161],"study_design_scores_gemma":[0.0003036072,0.000045763754,0.41171145,0.00016082118,0.000012630981,0.0000050105955,0.00003147496,0.573328,0.0013899436,0.0127507225,0.00009104881,0.00016950435],"about_ca_topic_score_codex":0.0007627864,"about_ca_topic_score_gemma":0.0003546106,"teacher_disagreement_score":0.26009917,"about_ca_system_score_codex":0.00011280583,"about_ca_system_score_gemma":0.000032927514,"threshold_uncertainty_score":0.56503946},"labels":[],"label_agreement":null},{"id":"W4386927648","doi":"10.7202/1091997ar","title":"La modélisation des risques, peut-on dompter le hasard ?","year":2012,"lang":"fr","type":"article","venue":"Assurances et gestion des risques","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Humanities; Philosophy; Physics; Political science","score_opus":0.08430098541581595,"score_gpt":0.29274871852773854,"score_spread":0.2084477331119226,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4386927648","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.67444164,0.066860326,0.034262374,0.01049128,0.003852944,0.00046288656,0.00064053026,0.0001778867,0.20881015],"genre_scores_gemma":[0.9674941,0.01540226,0.0048710713,0.00008608259,0.0010041376,0.00008017891,0.000114007154,0.00006365055,0.010884569],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99761754,0.000270484,0.00079718453,0.000500204,0.00012260853,0.0006919844],"domain_scores_gemma":[0.9983412,0.0004927459,0.0004362245,0.000397593,0.00013925048,0.00019298469],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0015772189,0.00037465608,0.00054452627,0.00034833179,0.00059244793,0.00029092556,0.00021758305,0.0004907777,0.00048073533],"category_scores_gemma":[0.00047681367,0.00046213387,0.00027068623,0.00044726985,0.00075654,0.0022250228,0.000048853643,0.0004486097,0.0011788056],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00008855387,0.00070120604,0.24920191,0.00017463532,0.00011713012,0.0000038325193,0.0043954886,0.021037273,0.000016131746,0.47199914,0.015723085,0.23654161],"study_design_scores_gemma":[0.0004766638,0.00012530877,0.6027634,0.00025904394,0.000035755922,0.000015984297,0.00021907571,0.009275908,0.00019987898,0.025159627,0.3610118,0.00045753721],"about_ca_topic_score_codex":0.0019920007,"about_ca_topic_score_gemma":0.0005487302,"teacher_disagreement_score":0.4468395,"about_ca_system_score_codex":0.000388835,"about_ca_system_score_gemma":0.00006119671,"threshold_uncertainty_score":0.99978304},"labels":[],"label_agreement":null},{"id":"W4386955125","doi":"10.1016/j.jcae.2023.100380","title":"Uncertain tone, asset volatility and credit default swap spreads","year":2023,"lang":"en","type":"article","venue":"Journal of Contemporary Accounting & Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Western University","funders":"Social Sciences and Humanities Research Council of Canada; Canadian Academic Accounting Association; American Accounting Association","keywords":"Credit default swap; Volatility (finance); Leverage (statistics); Equity (law); Credit default swap index; Monetary economics; Credit risk; iTraxx; Business; Financial economics; Economics; Econometrics; Credit valuation adjustment; Actuarial science","score_opus":0.04639167729141563,"score_gpt":0.26921587486736187,"score_spread":0.22282419757594624,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4386955125","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9846172,0.0018284498,0.0010366401,0.00157706,0.0014130501,0.00014764463,0.00018361067,0.00004355842,0.009152817],"genre_scores_gemma":[0.99725837,0.0005127977,0.00058973447,0.00009052383,0.00093322847,0.0000040564482,0.000035502082,0.00003508288,0.0005406914],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99770993,0.000019758638,0.0015957769,0.0003131353,0.000051336832,0.0003100857],"domain_scores_gemma":[0.9975614,0.00023987747,0.0016373266,0.00029273322,0.0001284782,0.00014016575],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0020864792,0.00020815698,0.00071560487,0.00041714046,0.00020978655,0.00023267046,0.00031067978,0.0001789171,0.00006661933],"category_scores_gemma":[0.00050212676,0.0002456816,0.00023045698,0.0003263658,0.00010202456,0.0013567886,0.00010753218,0.00032944375,0.00009785789],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00010269248,0.00006434532,0.93508977,0.000044061173,0.00012041773,0.000021527318,0.0005781497,0.0008134762,0.000026203106,0.042914573,0.01701179,0.0032129865],"study_design_scores_gemma":[0.0011067971,0.00011810826,0.6822361,0.000046389083,0.00001333367,0.000041911393,0.0003340199,0.03349313,0.000020789335,0.042280767,0.23992778,0.00038091472],"about_ca_topic_score_codex":0.00016790444,"about_ca_topic_score_gemma":0.00006142412,"teacher_disagreement_score":0.25285372,"about_ca_system_score_codex":0.00012057681,"about_ca_system_score_gemma":0.00016019591,"threshold_uncertainty_score":0.9999995},"labels":[],"label_agreement":null},{"id":"W4387595473","doi":"10.1002/fut.22465","title":"Leveraging prices from credit and equity option markets for portfolio risk management","year":2023,"lang":"en","type":"article","venue":"Journal of Futures Markets","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Alberta Energy; Université du Québec à Montréal; Simon Fraser University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Credit risk; Credit default swap; iTraxx; Credit default swap index; Credit derivative; Credit valuation adjustment; Leverage (statistics); Business; Equity (law); Volatility (finance); Portfolio; Financial economics; Monetary economics; Economics; Actuarial science; Finance; Credit reference","score_opus":0.031173934647058893,"score_gpt":0.2633088237442881,"score_spread":0.2321348890972292,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4387595473","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9699309,0.003415086,0.015661148,0.00048595527,0.0022865422,0.0002332106,0.00024399246,0.000026150426,0.0077170157],"genre_scores_gemma":[0.9834371,0.00841098,0.0056630326,0.000031593285,0.001647183,0.000011974768,0.000027452887,0.000022266955,0.0007484156],"study_design_codex":"design_other","study_design_gemma":"observational","domain_scores_codex":[0.9987772,0.00001614938,0.0006636615,0.00021881821,0.00009028558,0.000233862],"domain_scores_gemma":[0.99861455,0.00017163923,0.00090066483,0.00015732857,0.000059442333,0.00009638745],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001471993,0.00012755563,0.00032689192,0.00042465114,0.0002248218,0.000118323056,0.00018604935,0.000085201296,0.000108409935],"category_scores_gemma":[0.00020772283,0.00013064899,0.00016977593,0.00023089883,0.000028020799,0.0002874312,0.00011294872,0.00015320523,0.000012991314],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0012138039,0.00019554442,0.26217076,0.00020761011,0.0007888815,0.000107235,0.0013501733,0.0004201372,0.000033973876,0.070697255,0.20102169,0.46179295],"study_design_scores_gemma":[0.0006431846,0.00003668894,0.77227235,0.000032300773,0.000034779106,0.000005197485,0.000150848,0.0016489298,0.0000046129853,0.09837432,0.12668116,0.00011562438],"about_ca_topic_score_codex":0.000029699864,"about_ca_topic_score_gemma":0.0000074305653,"teacher_disagreement_score":0.51010156,"about_ca_system_score_codex":0.000071389775,"about_ca_system_score_gemma":0.0000150390415,"threshold_uncertainty_score":0.5327711},"labels":[],"label_agreement":null},{"id":"W4387641635","doi":"10.1142/s2010139223500143","title":"Price Discovery in the CDS Market: Evidence from Corporate Acquisitions","year":2023,"lang":"en","type":"article","venue":"Quarterly Journal of Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"","keywords":"Credit default swap; Price discovery; Business; Monetary economics; Equity (law); Information asymmetry; Corporate governance; Financial system; iTraxx; Credit default swap index; Creditor; Hedge fund; Credit risk; Financial economics; Economics; Finance; Credit valuation adjustment; Futures contract; Credit reference; Debt","score_opus":0.056543154071421325,"score_gpt":0.2447108593108356,"score_spread":0.18816770523941428,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4387641635","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.98050576,0.0032908479,0.01117428,0.0027160055,0.000766596,0.00013020214,0.00018978525,0.00001162044,0.0012148778],"genre_scores_gemma":[0.99694926,0.0012661591,0.0004985712,0.00006620694,0.00039541998,0.000013425928,0.0000067751894,0.000012766532,0.0007913968],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9984784,0.00004702044,0.0009018263,0.00020945494,0.000101649486,0.00026162775],"domain_scores_gemma":[0.99806434,0.0004140381,0.0010900899,0.00033531262,0.00006203805,0.000034206332],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010767877,0.00012812231,0.00034770317,0.00031781735,0.00012788683,0.0001549867,0.0005049845,0.00007379917,0.000082761464],"category_scores_gemma":[0.00018113316,0.00011180427,0.00017329614,0.0010703268,0.000075122916,0.0010768666,0.000015501411,0.00027481312,0.00023521512],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00046071687,0.0005985302,0.5692836,0.00005990634,0.00012186036,0.00082698424,0.02797731,0.0024181758,0.00046239572,0.25285473,0.11253734,0.03239843],"study_design_scores_gemma":[0.00029814994,0.0002208472,0.9060836,0.00013491236,0.0000057206425,0.000016299115,0.00034066243,0.00096671924,0.00000561813,0.0817625,0.010034241,0.00013072258],"about_ca_topic_score_codex":0.0001392895,"about_ca_topic_score_gemma":0.00007715052,"teacher_disagreement_score":0.3368,"about_ca_system_score_codex":0.00007111334,"about_ca_system_score_gemma":0.00006610188,"threshold_uncertainty_score":0.45592457},"labels":[],"label_agreement":null},{"id":"W4387653898","doi":"10.3390/jrfm16100444","title":"A Rank Estimator Approach to Modeling Default Frequencies","year":2023,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Estimator; Rank (graph theory); Default; Variable (mathematics); Econometrics; Mathematics; Nonparametric statistics; Statistics; Economics; Finance","score_opus":0.029073985901902723,"score_gpt":0.2238001297731661,"score_spread":0.19472614387126339,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4387653898","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.444436,0.0011138355,0.5481687,0.00018800942,0.0005968191,0.00020618271,0.00006554302,0.00003167711,0.005193212],"genre_scores_gemma":[0.98027855,0.0024280439,0.016614836,0.000039659084,0.00035243767,0.000016576323,0.000004476884,0.00001907942,0.00024631087],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99866706,0.000010071734,0.0007244221,0.00023127504,0.00009184802,0.00027534008],"domain_scores_gemma":[0.9992884,0.000030174358,0.000314214,0.00017125675,0.00006251015,0.00013346142],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008582913,0.00014163244,0.0004010093,0.00071436894,0.00023719121,0.00007877216,0.00020018702,0.000071808165,0.0000070746714],"category_scores_gemma":[0.00027683566,0.00014490404,0.00014849134,0.00071744004,0.000030763138,0.00019218557,0.00010061316,0.0001740074,0.000102130456],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0001256095,0.00017839599,0.030428063,0.00008702507,0.00005889249,0.000056257588,0.0028633866,0.080051795,0.0000059369463,0.76171494,0.0076027126,0.116826996],"study_design_scores_gemma":[0.0019329591,0.00023922164,0.4372931,0.000111163725,0.00008764153,0.00002851059,0.0010064287,0.10996165,0.0000048144234,0.22064225,0.22804596,0.0006462918],"about_ca_topic_score_codex":0.0000947045,"about_ca_topic_score_gemma":0.000009553031,"teacher_disagreement_score":0.54107267,"about_ca_system_score_codex":0.00005416171,"about_ca_system_score_gemma":0.000018512637,"threshold_uncertainty_score":0.59090155},"labels":[],"label_agreement":null},{"id":"W4388162630","doi":"10.1016/j.intfin.2023.101878","title":"Information effect of credit rating announcements in transition economies","year":2023,"lang":"en","type":"article","venue":"Journal of International Financial Markets Institutions and Money","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Carleton University","funders":"","keywords":"Credit rating; Emerging markets; Insider trading; Credit enhancement; Business; Sample (material); Insider; Enforcement; Bond credit rating; Transition countries; Transition (genetics); Economics; Monetary economics; Financial system; Accounting; International economics; Credit reference; Credit risk; Finance; Political science","score_opus":0.015281904276857078,"score_gpt":0.2431441404456426,"score_spread":0.2278622361687855,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4388162630","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9879309,0.00020393934,0.0045207194,0.00062023534,0.0015281247,0.00012240947,0.0002853144,0.0000077482555,0.0047806315],"genre_scores_gemma":[0.9986185,0.0008242584,0.00022603665,0.00001959302,0.00020368508,0.00000918684,0.00005245152,0.0000035253745,0.000042805244],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9988076,0.000014352189,0.00091837114,0.000074450036,0.00007321577,0.00011197252],"domain_scores_gemma":[0.99917066,0.000074114905,0.0005454721,0.00006212648,0.000110274865,0.00003732514],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00093374815,0.00008861342,0.00027431542,0.0008338689,0.00008541342,0.000039376286,0.00011682212,0.00007365904,0.0000302378],"category_scores_gemma":[0.00074180076,0.000092143404,0.000096172495,0.00030902677,0.00007026565,0.001038528,0.000028052133,0.00012549433,0.000014270338],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0009935679,0.00019478275,0.3655847,0.00015650147,0.00012543853,0.00002630313,0.003365682,0.013355902,0.00031707063,0.5763897,0.006087596,0.033402767],"study_design_scores_gemma":[0.001981148,0.00025400973,0.8957826,0.00016983662,0.000011133336,0.00002244924,0.00011672385,0.004725404,0.00010872563,0.006104949,0.090566054,0.00015697988],"about_ca_topic_score_codex":0.00007699895,"about_ca_topic_score_gemma":0.000027779357,"teacher_disagreement_score":0.5702847,"about_ca_system_score_codex":0.00009988329,"about_ca_system_score_gemma":0.00007919703,"threshold_uncertainty_score":0.3757499},"labels":[],"label_agreement":null},{"id":"W4388439167","doi":"10.7202/1091946ar","title":"A Note on the Valuation of a CDO and of an n-to-Default CDS Without Monte Carlo Simulation","year":2009,"lang":"fr","type":"article","venue":"Assurances et gestion des risques","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Collateralized debt obligation; Monte Carlo method; Valuation (finance); Credit default swap; Credit derivative; Econometrics; Mathematics; Economics; Credit risk; Actuarial science; Statistics; Accounting; Finance","score_opus":0.06649216980978254,"score_gpt":0.30992885253841634,"score_spread":0.2434366827286338,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4388439167","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9723851,0.0030170765,0.012976423,0.008852293,0.0003243869,0.00046505622,0.0002955943,0.000020385203,0.0016636659],"genre_scores_gemma":[0.9951679,0.0013204338,0.002710641,0.0000799331,0.00012998715,0.00001556285,0.000011512024,0.000014836231,0.00054917537],"study_design_codex":"simulation_or_modeling","study_design_gemma":"observational","domain_scores_codex":[0.9985469,0.0001335554,0.0006911511,0.0003201889,0.000119793374,0.0001883846],"domain_scores_gemma":[0.99842346,0.00043232754,0.0005446403,0.00030532962,0.00023108914,0.000063152766],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011067066,0.00017722828,0.0004154424,0.00023321598,0.0001495211,0.00005950672,0.00012694715,0.00017619581,0.000021658709],"category_scores_gemma":[0.0008909347,0.00017516196,0.00009678834,0.00041249595,0.00020250173,0.0005159579,0.00001510645,0.00015239642,0.000010567421],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0001315284,0.00017959597,0.024870504,0.000039553248,0.00002388298,4.491379e-7,0.0037914207,0.7021328,0.00007186839,0.041352388,0.00012909166,0.22727688],"study_design_scores_gemma":[0.00022827336,0.000571181,0.5706013,0.00018641104,0.000025063979,9.049823e-7,0.00007018064,0.41020525,0.00017800032,0.015546563,0.002261899,0.00012497368],"about_ca_topic_score_codex":0.0011165137,"about_ca_topic_score_gemma":0.0008340527,"teacher_disagreement_score":0.5457308,"about_ca_system_score_codex":0.00008206636,"about_ca_system_score_gemma":0.00003140382,"threshold_uncertainty_score":0.7142897},"labels":[],"label_agreement":null},{"id":"W4388439610","doi":"10.7202/1106756ar","title":"Calcul du risque de défaut d’entreprises publiques canadiennes","year":2023,"lang":"fr","type":"article","venue":"Assurances et gestion des risques","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Humanities; Political science; Philosophy","score_opus":0.03498219933764553,"score_gpt":0.2547034339676197,"score_spread":0.21972123462997417,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4388439610","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8257272,0.027763609,0.0054522585,0.093943894,0.004180813,0.0004305769,0.001595799,0.00061361917,0.040292215],"genre_scores_gemma":[0.9034082,0.0660607,0.0014414074,0.00015201184,0.00091323495,0.00011645017,0.00019889088,0.00006742481,0.027641675],"study_design_codex":"observational","study_design_gemma":"not_applicable","domain_scores_codex":[0.9971183,0.0001821266,0.00089473504,0.0007210829,0.000108963846,0.000974812],"domain_scores_gemma":[0.99798113,0.0005986118,0.00043802228,0.00044183483,0.00026219743,0.00027818079],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0016123081,0.00037366507,0.0006266404,0.00063994154,0.0005541617,0.00043195562,0.00036291507,0.00044288894,0.0004802006],"category_scores_gemma":[0.002291746,0.00048572983,0.0003024114,0.0013403771,0.0005348335,0.0012963787,0.000102150865,0.0003892239,0.00092781655],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000030156165,0.00017121251,0.43174797,0.0001944509,0.00015007808,0.00008296751,0.0040971264,0.037988864,0.000009519945,0.26451036,0.14751728,0.113500014],"study_design_scores_gemma":[0.00022500815,0.00006982966,0.46150136,0.0001711173,0.00002752664,0.000016812866,0.00030735086,0.038955186,0.00008077927,0.03556734,0.46269196,0.0003857296],"about_ca_topic_score_codex":0.045314554,"about_ca_topic_score_gemma":0.038704,"teacher_disagreement_score":0.31517467,"about_ca_system_score_codex":0.0007753194,"about_ca_system_score_gemma":0.00021391863,"threshold_uncertainty_score":0.9998501},"labels":[],"label_agreement":null},{"id":"W4388990549","doi":"10.1016/j.econmod.2023.106600","title":"Discrepancy and cross-regional bias in sovereign credit ratings: Analyzing the role of public debt","year":2023,"lang":"en","type":"article","venue":"Economic Modelling","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":12,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université de Moncton","funders":"","keywords":"Disadvantage; Sovereignty; Credit rating; Sovereign credit; Economics; Debt; Latin Americans; Development economics; Credit risk; Political science; Financial system; Macroeconomics; Actuarial science; Credit default swap","score_opus":0.09341778440231725,"score_gpt":0.2613612402974202,"score_spread":0.16794345589510296,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4388990549","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9814498,0.0023313586,0.008954557,0.00033295606,0.00017250048,0.00013956732,0.00009197599,0.000030500276,0.0064968076],"genre_scores_gemma":[0.99807745,0.0009343416,0.0004680426,0.000008042395,0.00022289285,0.000024749526,0.000029347306,0.000020969674,0.00021415904],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99855584,0.000014536234,0.0007486126,0.00035845034,0.0000249496,0.00029758917],"domain_scores_gemma":[0.99912727,0.00019292189,0.00034615467,0.00026171192,0.00001648211,0.00005544681],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010011503,0.0001276765,0.00032100859,0.00033290053,0.00017834174,0.00012441985,0.00019756262,0.00008290264,0.00008666259],"category_scores_gemma":[0.00007053873,0.00013049804,0.00010668312,0.00025069475,0.00011556884,0.00035626144,0.00008063648,0.00013523159,0.00009778123],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000044417106,0.00000960145,0.35189337,0.0000054108573,0.000013583612,3.149054e-7,0.00048401504,0.10034843,0.0000029192456,0.54569066,0.000039401013,0.0015078876],"study_design_scores_gemma":[0.00020591347,0.00000878026,0.05800911,0.000010985254,0.000002133062,9.647695e-7,0.000166102,0.67757404,0.000012082946,0.2597193,0.004168535,0.000122057034],"about_ca_topic_score_codex":0.00080270466,"about_ca_topic_score_gemma":0.00018954586,"teacher_disagreement_score":0.57722557,"about_ca_system_score_codex":0.00007847212,"about_ca_system_score_gemma":0.000046360277,"threshold_uncertainty_score":0.5321556},"labels":[],"label_agreement":null},{"id":"W4389204756","doi":"10.54254/2754-1169/48/20230456","title":"China's Bond Market: The Current Situation, Problems, and Countermeasures","year":2023,"lang":"en","type":"article","venue":"Advances in Economics Management and Political Sciences","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Queen's University","funders":"","keywords":"Bond market; Bond; China; Bond market index; Financial market; Market depth; Business; Volatility (finance); Credit rating; Finance; Financial system; Economics; Stock market; Political science","score_opus":0.024178135703874955,"score_gpt":0.2599252108460691,"score_spread":0.23574707514219417,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4389204756","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7362565,0.016396467,0.00076203217,0.008619247,0.0010167625,0.00060989073,0.00009282337,0.000055568922,0.2361907],"genre_scores_gemma":[0.9748286,0.024457159,0.00011550057,0.00005852748,0.000082920444,0.000039549122,0.0000043513382,0.0000049308833,0.00040845602],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9989723,0.000008342199,0.00031776272,0.00032545064,0.000030299092,0.00034585377],"domain_scores_gemma":[0.9996633,0.000074751115,0.00008766298,0.000110062014,0.0000055095543,0.000058738933],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007853694,0.00009547534,0.00015049339,0.00018410098,0.0002827631,0.00014884293,0.0001685753,0.000020662514,0.000016441527],"category_scores_gemma":[0.00004236949,0.0000815584,0.000023623512,0.00026227138,0.00046887243,0.00043428532,0.00011603857,0.000071021816,0.00002575038],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000017604141,0.000009664727,0.11083055,0.000019217665,0.0000027729075,2.664958e-7,0.00011076941,0.00017506549,2.1060925e-8,0.8508849,0.00018456214,0.037780426],"study_design_scores_gemma":[0.000086278786,0.0000123311565,0.45394343,0.000008811544,0.0000016797652,3.8594752e-7,0.00007369025,0.0053851763,2.0295974e-7,0.3847299,0.15568651,0.00007162437],"about_ca_topic_score_codex":0.00006322393,"about_ca_topic_score_gemma":0.00022265024,"teacher_disagreement_score":0.46615502,"about_ca_system_score_codex":0.000033783446,"about_ca_system_score_gemma":0.000006918272,"threshold_uncertainty_score":0.3325855},"labels":[],"label_agreement":null},{"id":"W4389435412","doi":"10.3390/jrfm16120507","title":"ECB Monetary Policy and the Term Structure of Bank Default Risk","year":2023,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Monetary policy; Monetary economics; Economics; Credit risk; Default; Quantitative easing; Financial system; Actuarial science; Finance; Central bank","score_opus":0.007682749557021237,"score_gpt":0.20463467804922553,"score_spread":0.19695192849220428,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4389435412","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9897055,0.0040332065,0.0041815527,0.00034979623,0.00042824674,0.00019359187,0.00032023224,0.0000090515405,0.00077882764],"genre_scores_gemma":[0.96738005,0.03144852,0.0004910683,0.000026707883,0.00048425063,0.0000022103322,0.0000040122486,0.00001137141,0.00015178406],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9988119,0.000028686962,0.00071664475,0.00016611902,0.00008058687,0.00019605],"domain_scores_gemma":[0.99869525,0.00012912543,0.00088147464,0.00018740077,0.000043704647,0.00006304006],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006980292,0.0001325176,0.00044648963,0.0005157144,0.00022120649,0.000043060438,0.00017486421,0.000078749275,0.00001355377],"category_scores_gemma":[0.00038222232,0.00010240509,0.00014980929,0.0005308576,0.00018779635,0.00013149218,0.00012336606,0.00023402095,0.0000067778506],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00028746488,0.000043444645,0.31290847,0.000059197308,0.00009923989,0.000020778689,0.0022012554,0.0007279931,0.0000050044664,0.41448674,0.0019390008,0.26722142],"study_design_scores_gemma":[0.0014142423,0.000060547314,0.821958,0.000021048361,0.00005542328,0.000006837568,0.00010590684,0.00038223685,0.0000044889775,0.13862118,0.037274446,0.00009565423],"about_ca_topic_score_codex":0.0004529179,"about_ca_topic_score_gemma":0.00008069704,"teacher_disagreement_score":0.5090495,"about_ca_system_score_codex":0.000026594455,"about_ca_system_score_gemma":0.000019979194,"threshold_uncertainty_score":0.41759583},"labels":[],"label_agreement":null},{"id":"W4389484077","doi":"10.1111/1911-3846.12921","title":"Information content of credit rating affirmations","year":2023,"lang":"en","type":"article","venue":"Contemporary Accounting Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Credit rating; Bond credit rating; Economics; Equity (law); Debt; Event study; Financial economics; Information asymmetry; Business; Actuarial science; Finance; Credit risk; Credit reference","score_opus":0.20381146031186306,"score_gpt":0.32757215143603297,"score_spread":0.1237606911241699,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4389484077","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9105339,0.00060950103,0.0018455321,0.0022275045,0.0005579318,0.0005146734,0.0003109866,0.00015560017,0.0832444],"genre_scores_gemma":[0.99837315,0.00006526244,0.00013334797,0.000014775091,0.00021042858,0.000056148165,0.00022909019,0.000013477277,0.0009043232],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99835706,0.000031876618,0.0009271433,0.00016037333,0.00018148763,0.00034207175],"domain_scores_gemma":[0.9985031,0.00032518845,0.00037435465,0.00032791172,0.00041099204,0.000058475314],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0034625097,0.00009364875,0.00026840245,0.0010942649,0.00040960766,0.000146906,0.0002930205,0.00009785297,0.000104515384],"category_scores_gemma":[0.0023527148,0.00010958536,0.00009445395,0.001724159,0.00014017739,0.0015334492,0.00016471988,0.0002707956,0.0014833604],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000032916436,0.000060405288,0.38755158,0.00015359708,0.000036242265,0.0000021863345,0.0037125181,0.00020749314,0.0004640645,0.52861977,0.07485941,0.004299826],"study_design_scores_gemma":[0.000772759,0.00007937529,0.71917206,0.00010690929,0.000001514066,0.0000014756268,0.0033915257,0.012882881,0.00027275816,0.02172455,0.24134052,0.0002537075],"about_ca_topic_score_codex":0.0005034686,"about_ca_topic_score_gemma":0.000008167946,"teacher_disagreement_score":0.50689524,"about_ca_system_score_codex":0.00005825438,"about_ca_system_score_gemma":0.000121883684,"threshold_uncertainty_score":0.9992941},"labels":[],"label_agreement":null},{"id":"W4389665188","doi":"10.2139/ssrn.4630308","title":"An Analysis of the IASB Due-process Procedure: The Case of IFRS6","year":2023,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université du Québec à Trois-Rivières; Université du Québec","funders":"","keywords":"Process (computing); Business; Process management; Computer science; Programming language","score_opus":0.013732859217904703,"score_gpt":0.25120379947208576,"score_spread":0.23747094025418106,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4389665188","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.99618924,0.0013584512,0.0011460446,0.00065215636,0.00015404733,0.000094322466,0.00006358817,0.0000103458115,0.00033179985],"genre_scores_gemma":[0.9985624,0.0009797085,0.0000052430805,0.000010439271,0.000114507195,0.0000057862158,0.00000518323,0.00001190287,0.00030483963],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99857444,0.000023304508,0.0005283497,0.00015643355,0.00005541454,0.0006620578],"domain_scores_gemma":[0.9989404,0.00004922768,0.0005632519,0.0003316308,0.00008143891,0.000034049473],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016485766,0.00008926606,0.0002989642,0.0003437254,0.00028305533,0.000024737641,0.0004053577,0.000059773734,0.00003460129],"category_scores_gemma":[0.00016699459,0.00006126843,0.00028725233,0.0023801788,0.0000924463,0.00012496323,0.000026576572,0.0005111227,0.000009297552],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000017359927,0.00007826974,0.13371469,0.00001024632,0.0005660928,0.00000655118,0.0014503049,0.008668341,0.00002621265,0.8513122,0.0000736033,0.004076086],"study_design_scores_gemma":[0.00034406196,0.00015429399,0.47766942,0.000008910004,0.0003114126,0.00034537064,0.0051095732,0.029825302,0.000083972904,0.48535904,0.00061656185,0.00017209978],"about_ca_topic_score_codex":0.00038813942,"about_ca_topic_score_gemma":0.004925912,"teacher_disagreement_score":0.3659532,"about_ca_system_score_codex":0.00013769018,"about_ca_system_score_gemma":0.000427994,"threshold_uncertainty_score":0.27487746},"labels":[],"label_agreement":null},{"id":"W4389949060","doi":"10.1287/mnsc.2023.4974","title":"How Large are Predefault Costs of Financial Distress? Estimates from a Dynamic Model","year":2023,"lang":"en","type":"article","venue":"Management Science","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Total (Canada); University of Waterloo; University of Toronto","funders":"","keywords":"Financial distress; Economics; Distress; Econometrics; Business; Actuarial science; Financial system","score_opus":0.020286565616318707,"score_gpt":0.2370931429693806,"score_spread":0.2168065773530619,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4389949060","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8880233,0.00020146176,0.10272335,0.0007590205,0.00044537368,0.00030181636,0.0023363626,0.0001059245,0.005103396],"genre_scores_gemma":[0.9960577,0.00013551563,0.0018749475,0.000015493551,0.000022851904,0.000034793906,0.00006358713,0.0000096492395,0.0017854631],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99877906,0.0000023230973,0.00027417045,0.00046505782,0.00011840759,0.0003609844],"domain_scores_gemma":[0.9992479,0.000023912784,0.00024884247,0.0003900621,0.000030101557,0.00005918008],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00035130515,0.00011232284,0.00022208154,0.00036452984,0.00025277745,0.00013457553,0.00048525684,0.000039011025,0.000016900041],"category_scores_gemma":[0.00020212868,0.00012781237,0.00006658632,0.0012192965,0.00020066767,0.0003579751,0.00029579425,0.000056007557,0.00010997029],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000012449012,0.00014390639,0.18713254,0.00005195139,0.000015268564,0.000012650204,0.00037844002,0.013219431,0.000100764286,0.78795457,0.0025550632,0.008423004],"study_design_scores_gemma":[0.00017414913,0.000007967635,0.51204765,0.000023745675,0.00000420269,5.2048236e-8,0.00007824476,0.44793415,0.00001926761,0.03819476,0.001410734,0.000105067214],"about_ca_topic_score_codex":0.00006078202,"about_ca_topic_score_gemma":0.00015559161,"teacher_disagreement_score":0.7497598,"about_ca_system_score_codex":0.00010787368,"about_ca_system_score_gemma":0.000014628788,"threshold_uncertainty_score":0.5212037},"labels":[],"label_agreement":null},{"id":"W4390021942","doi":"10.7202/1092731ar","title":"LA STRUCTURE PAR TERMEDES TAUX DE DÉFAUT ET RATINGS","year":2004,"lang":"fr","type":"article","venue":"Assurances et gestion des risques","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Humanities; Political science; Philosophy","score_opus":0.024832803854700727,"score_gpt":0.26561453775181193,"score_spread":0.24078173389711122,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4390021942","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9156496,0.018392833,0.022895237,0.024052983,0.0013603442,0.00026073257,0.0009569103,0.00013025693,0.016301103],"genre_scores_gemma":[0.9717298,0.012207631,0.013260922,0.00021914704,0.00041005906,0.00003236202,0.000092511866,0.00004812161,0.0019994178],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99805605,0.00015763787,0.00068500027,0.00050685706,0.000086603366,0.00050785294],"domain_scores_gemma":[0.9987075,0.00031359785,0.00044839087,0.0003007912,0.00009928373,0.00013047193],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0009139375,0.00031866928,0.0004939471,0.00021341504,0.0003530109,0.00036647523,0.0002395723,0.0004923689,0.00022820004],"category_scores_gemma":[0.0007967061,0.00039113138,0.00019539165,0.00039513598,0.00060053275,0.001013198,0.000049855487,0.0005492732,0.000102689286],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00004001912,0.00022890788,0.21146458,0.00022092846,0.00010814516,0.000029528377,0.007342933,0.09548146,0.00021238739,0.5513786,0.005159438,0.12833306],"study_design_scores_gemma":[0.00052837096,0.000106404535,0.6725337,0.0003459497,0.000026064394,0.00004824908,0.00012706623,0.0016956255,0.0005175826,0.21130852,0.11237835,0.0003841311],"about_ca_topic_score_codex":0.0022215382,"about_ca_topic_score_gemma":0.0030988175,"teacher_disagreement_score":0.46106908,"about_ca_system_score_codex":0.0003928534,"about_ca_system_score_gemma":0.00017769913,"threshold_uncertainty_score":0.9998541},"labels":[],"label_agreement":null},{"id":"W4390029604","doi":"10.7202/1092675ar","title":"An overview of the market for credit risk transfer","year":2005,"lang":"en","type":"article","venue":"Assurances et gestion des risques","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Business; Credit risk; Actuarial science","score_opus":0.07705221033558918,"score_gpt":0.29553541486434814,"score_spread":0.21848320452875897,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4390029604","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.90301937,0.014412039,0.053345066,0.004672304,0.00076655165,0.0007350282,0.0022905222,0.000096196825,0.020662926],"genre_scores_gemma":[0.9899583,0.005895522,0.00326974,0.000038485487,0.0002485444,0.000056571702,0.000014707384,0.000016235117,0.000501887],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99907845,0.000047537487,0.00044463735,0.00022394469,0.000045475586,0.00015997427],"domain_scores_gemma":[0.9992738,0.00016155407,0.00016641687,0.0002869528,0.00007204574,0.00003926344],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007023711,0.00011124501,0.00025160628,0.0000745906,0.00017351711,0.00003807466,0.00020855175,0.000093748815,0.00017596084],"category_scores_gemma":[0.00022545877,0.0000970986,0.0001805068,0.00019547589,0.00012501588,0.0004393714,0.000009502887,0.00009841095,0.000012458276],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00013405332,0.0003755654,0.32571936,0.00015659937,0.00009536533,1.9013555e-7,0.001676372,0.02092449,0.000089571986,0.42085826,0.018264772,0.21170542],"study_design_scores_gemma":[0.00030601287,0.00007593909,0.7788182,0.00003912087,0.000017136643,8.3952494e-7,0.000022122538,0.016328719,0.00040288694,0.029553242,0.17430331,0.00013245014],"about_ca_topic_score_codex":0.00024966028,"about_ca_topic_score_gemma":0.00086724205,"teacher_disagreement_score":0.45309886,"about_ca_system_score_codex":0.00004321773,"about_ca_system_score_gemma":0.000018236935,"threshold_uncertainty_score":0.3959566},"labels":[],"label_agreement":null},{"id":"W4390446819","doi":"10.58830/ozgur.pub395.c1726","title":"Relationship Between CDS and Economic Growth","year":2023,"lang":"en","type":"book-chapter","venue":"Özgür Yayınları eBooks","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Economics; Gross domestic product; Granger causality; Credit default swap; Panel data; Causality (physics); Real gross domestic product; Monetary economics; Liberalization; Panel analysis; International economics; Econometrics; Macroeconomics; Credit risk; Finance","score_opus":0.08553419512735111,"score_gpt":0.2321100887665287,"score_spread":0.14657589363917758,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4390446819","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.005029224,0.00091369095,0.0003532131,0.00030877924,0.0012144075,0.0004240557,0.0018901044,0.00022482377,0.9896417],"genre_scores_gemma":[0.2750397,0.00014291354,0.0001597579,0.000023182041,0.0015396973,0.000031296087,0.00023625018,0.00017637972,0.7226508],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99775845,0.0000070919045,0.0010142869,0.0007916052,0.00005843631,0.00037014383],"domain_scores_gemma":[0.9982836,0.00034015978,0.0006115014,0.00054778013,0.00003145292,0.00018548069],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0004353392,0.00043026844,0.0008408005,0.0006510221,0.00030795395,0.00013199126,0.0002696112,0.0007173029,0.00018607163],"category_scores_gemma":[0.00010859437,0.0005667446,0.00028321167,0.00002772164,0.00021142024,0.00010889702,0.00017717185,0.0005575031,0.0047444757],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000003811595,0.0000018721139,0.10433644,0.000036659996,0.000047934285,0.0000050730455,0.00010403369,0.0000014861416,6.544465e-8,0.89144206,0.003097288,0.0009232985],"study_design_scores_gemma":[0.00021605533,0.000032252832,0.20010751,0.00003475315,0.00003653774,0.0000027473525,0.0000032559026,0.0000206347,9.64008e-7,0.5445619,0.25454652,0.00043682492],"about_ca_topic_score_codex":0.0001990015,"about_ca_topic_score_gemma":0.0001748939,"teacher_disagreement_score":0.3468801,"about_ca_system_score_codex":0.00020139173,"about_ca_system_score_gemma":0.00007776153,"threshold_uncertainty_score":0.9996784},"labels":[],"label_agreement":null},{"id":"W4390543782","doi":"10.1002/rfe.1192","title":"Credit rating agencies during credit crunch","year":2024,"lang":"en","type":"article","venue":"Review of Financial Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Calgary","funders":"","keywords":"Credit crunch; Credit rating; Credit enhancement; Bond credit rating; Credit reference; Credit cycle; Credit history; Crunch; Economics; Financial system; Business; Credit valuation adjustment; Monetary economics; Credit risk; Business cycle; Actuarial science; Macroeconomics","score_opus":0.025905080917020123,"score_gpt":0.24002237958930658,"score_spread":0.21411729867228646,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4390543782","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.48178002,0.463405,0.0020701473,0.0012588436,0.0047442466,0.00078710984,0.0010514264,0.00018067329,0.044722512],"genre_scores_gemma":[0.61757594,0.37396628,0.0022255117,0.0002471497,0.0033544006,0.00013109925,0.000114216964,0.00010651731,0.0022788646],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9973977,0.000013024784,0.0016002607,0.0005599877,0.00004415053,0.00038488067],"domain_scores_gemma":[0.9987775,0.000095424104,0.0004878031,0.00047553302,0.00006260252,0.000101153324],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.00080282334,0.0002651995,0.00092153193,0.00027599445,0.00016966347,0.00008809697,0.00033565646,0.0001567472,0.0005560911],"category_scores_gemma":[0.00071969646,0.00031638402,0.00047846203,0.00044543826,0.00010896743,0.00047285535,0.000109000386,0.00024631096,0.0005701478],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000010615725,0.000049130977,0.003560333,0.009188413,0.00005336035,0.0000146651255,0.00035113379,0.00011389146,0.00004926586,0.9519722,0.012066429,0.022570599],"study_design_scores_gemma":[0.00028942755,0.00008173864,0.049773123,0.005064134,0.000047634257,0.000029224546,0.000022445014,0.0021767598,0.0002748337,0.019627588,0.92193186,0.00068124774],"about_ca_topic_score_codex":0.000075342854,"about_ca_topic_score_gemma":0.000030100351,"teacher_disagreement_score":0.93234456,"about_ca_system_score_codex":0.00028276,"about_ca_system_score_gemma":0.00026960293,"threshold_uncertainty_score":0.99992883},"labels":[],"label_agreement":null},{"id":"W4391133607","doi":"10.1016/j.insmatheco.2024.01.005","title":"Efficient algorithms for calculating risk measures and risk contributions in copula credit risk models","year":2024,"lang":"en","type":"article","venue":"Insurance Mathematics and Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"","keywords":"Copula (linguistics); Credit risk; Computer science; Risk model; Model risk; Econometrics; Actuarial science; Risk management; Algorithm; Risk analysis (engineering); Mathematics; Economics; Business; Finance","score_opus":0.03356122632718074,"score_gpt":0.24650742465393125,"score_spread":0.2129461983267505,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4391133607","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.81707335,0.0069154063,0.16805814,0.00007413879,0.0004071899,0.00046489862,0.0065512722,0.00004318882,0.0004124269],"genre_scores_gemma":[0.9741568,0.012538387,0.012879817,0.0000046695486,0.00020240703,0.00011395898,0.000024322277,0.000040314168,0.000039319286],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.998199,0.000013458776,0.00090994296,0.00050202274,0.000029135954,0.0003464526],"domain_scores_gemma":[0.99873924,0.00044868918,0.00041390615,0.0002490299,0.000045043078,0.00010409208],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0013390642,0.00022553142,0.0005544711,0.00024660234,0.00035573408,0.00024930906,0.00010312234,0.0001632583,0.0000050842496],"category_scores_gemma":[0.0004756382,0.00025002763,0.00013391275,0.0001594654,0.00011003736,0.00015580888,0.000055104036,0.0002650396,0.000014734775],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000022995817,0.00015216359,0.12984,0.00018487271,0.00016018593,0.0000023022405,0.0038496896,0.19876775,0.0000024655205,0.62774134,0.00009891969,0.03917733],"study_design_scores_gemma":[0.00049326464,0.000027153024,0.032156575,0.000052716237,0.000026193826,0.0000045612583,0.00010341358,0.7308681,0.0000040930036,0.23354174,0.002497196,0.00022497716],"about_ca_topic_score_codex":0.00074598746,"about_ca_topic_score_gemma":0.00035629477,"teacher_disagreement_score":0.5321004,"about_ca_system_score_codex":0.00012691667,"about_ca_system_score_gemma":0.000031991713,"threshold_uncertainty_score":0.9999952},"labels":[],"label_agreement":null},{"id":"W4391387993","doi":"10.5539/ijef.v16n3p42","title":"Optimal Capital Account Openness in China","year":2024,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Openness to experience; China; Capital (architecture); Economics; Monetary economics; Political science; History; Psychology; Ancient history; Law","score_opus":0.014152916037019918,"score_gpt":0.23167589045394837,"score_spread":0.21752297441692844,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4391387993","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.98600584,0.0069258003,0.0006980799,0.0017924911,0.0026970974,0.000050734438,0.00013364876,0.0000037322648,0.0016925788],"genre_scores_gemma":[0.98567986,0.012665816,0.00082377874,0.000024307796,0.0005246685,0.0000034731336,0.0000051424336,0.000013775383,0.00025917418],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99892455,0.0000033734864,0.0007146745,0.00019821533,0.000024210007,0.00013494802],"domain_scores_gemma":[0.99954545,0.000034794128,0.00026525272,0.00008012545,0.000044058546,0.00003030912],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00039362672,0.00010318186,0.00026347153,0.00039315363,0.000027862607,0.00022267389,0.00027850343,0.000065606626,0.000058346308],"category_scores_gemma":[0.000041913627,0.00011479803,0.00010642852,0.00008701605,0.000051724262,0.0006568586,0.00006060405,0.00018370336,0.000033645392],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000042183787,0.00005685783,0.009054364,0.000006226629,0.000055620818,0.00008188208,0.00080479425,0.025546871,0.000004277866,0.9510761,0.00032203502,0.012948823],"study_design_scores_gemma":[0.0010502096,0.00012441812,0.3596755,0.00015201262,0.000006853522,0.00024955,0.00010562933,0.110016756,0.00003720237,0.11392775,0.41428286,0.00037126098],"about_ca_topic_score_codex":0.00014403037,"about_ca_topic_score_gemma":0.0000793138,"teacher_disagreement_score":0.8371483,"about_ca_system_score_codex":0.00014521679,"about_ca_system_score_gemma":0.000060290437,"threshold_uncertainty_score":0.4681328},"labels":[],"label_agreement":null},{"id":"W4391984858","doi":"10.3390/jrfm17020085","title":"Interaction between Sovereign Quanto Credit Default Swap Spreads and Currency Options","year":2024,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Credit risk; Credit default swap; Currency; Credit valuation adjustment; Monetary economics; Credit default swap index; Volatility (finance); Economics; Foreign exchange risk; Business; iTraxx; Financial economics; Actuarial science","score_opus":0.024017164178499206,"score_gpt":0.2544574512679971,"score_spread":0.23044028708949793,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4391984858","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7507274,0.02818164,0.20842372,0.00039168695,0.00348319,0.0002754028,0.0003564274,0.000041983065,0.008118515],"genre_scores_gemma":[0.97943306,0.017692778,0.0014498566,0.000009782873,0.001137224,0.0000061831265,0.0000080929585,0.000015370597,0.00024765238],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9987438,0.000015162444,0.00072937104,0.00024828492,0.000073090705,0.00019029011],"domain_scores_gemma":[0.99930066,0.00009202838,0.00033545474,0.00012465313,0.000043561846,0.000103625236],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00058120926,0.00015103363,0.00035124377,0.00054133876,0.00018616325,0.00019001396,0.00010810871,0.0000911218,0.00004593347],"category_scores_gemma":[0.00011650137,0.0001531033,0.00014098229,0.00029032247,0.000059727863,0.0004972323,0.00007687726,0.0003152373,0.00004233115],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000030527834,0.000055215347,0.05842383,0.000075071075,0.000054542656,0.000030774936,0.000650391,0.00006179065,0.0000013975668,0.6178382,0.0029400773,0.31983817],"study_design_scores_gemma":[0.00037437974,0.00015535363,0.5073678,0.00014126128,0.000095750285,0.000018568973,0.00017505689,0.0005613739,0.0000026249184,0.1366713,0.35425103,0.00018550748],"about_ca_topic_score_codex":0.00011546064,"about_ca_topic_score_gemma":0.000025301222,"teacher_disagreement_score":0.4811669,"about_ca_system_score_codex":0.00007299022,"about_ca_system_score_gemma":0.000019985666,"threshold_uncertainty_score":0.6243372},"labels":[],"label_agreement":null},{"id":"W4392142393","doi":"10.1016/j.jbankfin.2024.107122","title":"The myth of tightening credit rating standards in the market for corporate debt","year":2024,"lang":"en","type":"article","venue":"Journal of Banking & Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Ontario Tech University","funders":"University of New Hampshire","keywords":"Credit rating; Explanatory power; Economics; Volatility (finance); Proxy (statistics); Debt; Conservatism; Econometrics; Capitalization; Bond credit rating; Systematic risk; Financial economics; Credit risk; Monetary economics; Business; Accounting; Actuarial science; Finance; Statistics; Credit reference","score_opus":0.031471077011352884,"score_gpt":0.25731990569979796,"score_spread":0.22584882868844508,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4392142393","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7499745,0.0685567,0.15340094,0.009281231,0.0052790125,0.00065528485,0.0005350218,0.000021542564,0.0122958],"genre_scores_gemma":[0.9950535,0.0016452352,0.0023654487,0.000042152842,0.00055265374,0.000011790218,0.0000014825523,0.000016506394,0.0003111872],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99851596,0.000024888712,0.0009883151,0.00013914715,0.00012039842,0.00021126792],"domain_scores_gemma":[0.99794513,0.00065420265,0.0010590905,0.00017387979,0.00015293993,0.000014763126],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004199927,0.00010245834,0.0003114359,0.0001713727,0.00021904525,0.00015588662,0.00033458605,0.000058205464,0.00001693193],"category_scores_gemma":[0.00057136355,0.00007054234,0.00019668805,0.00043729768,0.000080059675,0.00024026645,0.000022532531,0.000275785,0.0000016518837],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00020213817,0.000053829328,0.011811614,0.000120885205,0.00006527993,0.000041394534,0.0030372585,0.0015274876,0.000068645386,0.8707067,0.048638694,0.06372612],"study_design_scores_gemma":[0.0004938726,0.00022416048,0.061643384,0.00048782723,0.000017454364,0.000044370678,0.00018014766,0.017183049,0.000088958324,0.20205598,0.7174233,0.00015748311],"about_ca_topic_score_codex":0.000014686623,"about_ca_topic_score_gemma":0.000023211604,"teacher_disagreement_score":0.6687846,"about_ca_system_score_codex":0.00010349344,"about_ca_system_score_gemma":0.00016698276,"threshold_uncertainty_score":0.28766328},"labels":[],"label_agreement":null},{"id":"W4392308339","doi":"10.2139/ssrn.4742750","title":"The Role of CDS Spreads in Explaining Bond Recovery Rates","year":2024,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Bond; Monetary economics; Business; Financial system; Economics; Finance","score_opus":0.011451422676471566,"score_gpt":0.22880444801982847,"score_spread":0.2173530253433569,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4392308339","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7643148,0.21217285,0.0011302235,0.0008191007,0.0019626427,0.00023785597,0.00010919075,0.000021461972,0.019231899],"genre_scores_gemma":[0.9535571,0.04437101,0.000067091576,0.000004065922,0.00054835086,0.000023187682,0.000012763895,0.00003846506,0.0013779964],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99727863,0.00002270315,0.0010272373,0.00033378397,0.000066017754,0.0012716299],"domain_scores_gemma":[0.998803,0.00013393843,0.0006574765,0.00032212186,0.00004052673,0.0000429191],"candidate_categories":["research_integrity"],"consensus_categories":[],"category_scores_codex":[0.0029401167,0.00021097997,0.00048128996,0.0004128157,0.00016519289,0.0001719498,0.00045416897,0.0002486513,0.000018443183],"category_scores_gemma":[0.00020919734,0.00019390049,0.00032152233,0.00026362514,0.000066507535,0.00008645205,0.00029290892,0.0036290055,0.000061880535],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00003535597,0.000028599703,0.019882098,0.000015102519,0.00012942657,0.000001900684,0.00035871478,0.00067391834,0.000009559694,0.9474239,0.00012509423,0.03131638],"study_design_scores_gemma":[0.00015594691,0.000079457226,0.0070007555,0.00009549309,0.000013961878,0.000024277477,0.00079178216,0.0010573401,0.0000435891,0.97661823,0.01392742,0.0001917255],"about_ca_topic_score_codex":0.0005440769,"about_ca_topic_score_gemma":0.0028336796,"teacher_disagreement_score":0.18924229,"about_ca_system_score_codex":0.0009780764,"about_ca_system_score_gemma":0.0013610249,"threshold_uncertainty_score":0.9986697},"labels":[],"label_agreement":null},{"id":"W4392372430","doi":"10.1111/jfir.12392","title":"How does the JOBS act affect the rule 144A market?","year":2024,"lang":"en","type":"article","venue":"The Journal of Financial Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Ontario Tech University","funders":"Social Sciences and Humanities Research Council of Canada","keywords":"Affect (linguistics); Business; Psychology; Communication","score_opus":0.07118199380705154,"score_gpt":0.3234729397310281,"score_spread":0.25229094592397655,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4392372430","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.81349987,0.028472116,0.0017190811,0.13475317,0.0035611717,0.0006536542,0.00012482257,0.000025657357,0.017190466],"genre_scores_gemma":[0.98137814,0.0037092662,0.000030538886,0.000060595597,0.0026218034,0.000014608837,7.7653027e-7,0.000026678901,0.012157615],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99816734,0.0002534077,0.00053082535,0.0001836456,0.00034006478,0.0005247502],"domain_scores_gemma":[0.9966774,0.0022571753,0.00023763755,0.0005267384,0.00021840767,0.00008263046],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.011686451,0.00014856074,0.0003033938,0.00031949836,0.0009959074,0.0006563714,0.0012288488,0.00011181278,0.00022542862],"category_scores_gemma":[0.0032333147,0.000063665546,0.0003125844,0.0010889475,0.0005061301,0.0003454085,0.00018986633,0.0014669413,0.00016602727],"study_design_candidate":"not_applicable","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00044786686,0.000127448,0.01188458,0.00008878632,0.0001560358,0.00008677075,0.006316371,0.00007526878,0.000238058,0.45503318,0.37967837,0.14586727],"study_design_scores_gemma":[0.00013961639,0.00013328243,0.2997426,0.0000568524,0.0000137018915,0.00004414575,0.00017009767,0.00049144495,0.000094761235,0.053926498,0.64509636,0.00009063094],"about_ca_topic_score_codex":0.00018455312,"about_ca_topic_score_gemma":0.0001773975,"teacher_disagreement_score":0.4011067,"about_ca_system_score_codex":0.0001635501,"about_ca_system_score_gemma":0.00034047675,"threshold_uncertainty_score":0.7659815},"labels":[],"label_agreement":null},{"id":"W4392566154","doi":"10.1137/1.9781611977820.ch3","title":"Chapter 3: A Probability Model for Sequences of Coin Tosses","year":2024,"lang":"en","type":"book-chapter","venue":"Society for Industrial and Applied Mathematics eBooks","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Simon Fraser University","funders":"","keywords":"Computer science","score_opus":0.1511868438830449,"score_gpt":0.24899709584843557,"score_spread":0.09781025196539067,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4392566154","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0056103794,0.002211513,0.085264,0.0003662054,0.00077001017,0.008133984,0.016009254,0.00015998007,0.8814747],"genre_scores_gemma":[0.07620846,0.00039455167,0.14475028,0.00007029199,0.00245247,0.0019013012,0.00036505685,0.00039199792,0.7734656],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9983751,3.0487342e-7,0.00090430054,0.00044976186,0.00005783109,0.00021269689],"domain_scores_gemma":[0.9988961,0.00015931684,0.00057935924,0.0002454027,0.00005779647,0.00006200812],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.00045318107,0.00030101885,0.0008121901,0.000058334183,0.00014317916,0.000056767498,0.0001417086,0.00063476135,0.000014415745],"category_scores_gemma":[0.000028371254,0.00030247448,0.0007005533,0.000013711346,0.0002883174,0.000024950305,0.00007255865,0.00023100726,0.0000051111433],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000019473775,0.000018123217,7.7769795e-7,0.00067155354,0.00012958919,3.7500538e-8,0.0011399216,0.000042468037,0.000028955303,0.99490416,0.00090636197,0.0021385637],"study_design_scores_gemma":[0.0005020976,0.00006317456,1.6469605e-7,0.0001222554,0.00011808754,6.2084257e-7,0.00006382005,0.008987134,0.00011540893,0.9379981,0.051732555,0.00029658616],"about_ca_topic_score_codex":0.0000050161634,"about_ca_topic_score_gemma":0.000008787107,"teacher_disagreement_score":0.10800908,"about_ca_system_score_codex":0.00005245982,"about_ca_system_score_gemma":0.00007674172,"threshold_uncertainty_score":0.9999427},"labels":[],"label_agreement":null},{"id":"W4392578020","doi":"10.2139/ssrn.4726513","title":"The Role of CDS Spreads in Explaining Bond Recovery Rates","year":2024,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"Natural Sciences and Engineering Research Council of Canada; HEC Montréal; Belgian Federal Science Policy Office; Fonds De La Recherche Scientifique - FNRS","keywords":"Bond; Economics; Monetary economics; Business; Financial system; Econometrics; Financial economics; Finance","score_opus":0.008718489914780709,"score_gpt":0.2191347502559837,"score_spread":0.21041626034120298,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4392578020","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8387498,0.1415595,0.0032143123,0.00066517387,0.0007272744,0.00009159265,0.000020315092,0.000017227376,0.014954782],"genre_scores_gemma":[0.98026335,0.018368278,0.000037757232,0.0000035306691,0.0002487291,0.0000058830356,0.0000023245266,0.0000152560715,0.00105491],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9984985,0.000010877425,0.0004888262,0.00014460873,0.000036197973,0.0008209685],"domain_scores_gemma":[0.99956393,0.00013116049,0.00014313456,0.00011962852,0.000016164442,0.000025993691],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018021123,0.00008303841,0.00017736295,0.00021451304,0.0001409951,0.00009932186,0.00017166755,0.000059162354,0.000020339296],"category_scores_gemma":[0.00011721444,0.00007209387,0.000121318226,0.00031492973,0.000038845126,0.00021335648,0.000022155931,0.0007639603,0.00004708308],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000015881384,0.000012580722,0.026143806,0.000002356141,0.00003469013,0.0000011480018,0.00022076463,0.00008208208,0.000032839653,0.9233606,0.000078213525,0.050015055],"study_design_scores_gemma":[0.00013570917,0.00009989508,0.0141007705,0.000027071059,0.000004054963,0.000034436067,0.00086797465,0.001430787,0.00009214183,0.9292991,0.05381493,0.00009312416],"about_ca_topic_score_codex":0.00017054894,"about_ca_topic_score_gemma":0.001170141,"teacher_disagreement_score":0.14151351,"about_ca_system_score_codex":0.00038433415,"about_ca_system_score_gemma":0.0004275017,"threshold_uncertainty_score":0.331907},"labels":[],"label_agreement":null},{"id":"W4392761177","doi":"10.3390/jrfm17030117","title":"Analysis of Long-Term Bond Yields Using Deviations from Covered Interest Rate Parity","year":2024,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Term (time); Bond; Parity (physics); Economics; Physics; Particle physics; Finance; Astronomy","score_opus":0.03550933861524466,"score_gpt":0.2541955404345637,"score_spread":0.21868620181931905,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4392761177","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.76307184,0.004710822,0.23076762,0.000047152713,0.0006237958,0.000074311545,0.000439178,0.0000059902372,0.00025932438],"genre_scores_gemma":[0.9937418,0.0049356734,0.0009906397,0.000012621391,0.00023077072,0.0000017358374,0.000020099169,0.000010081271,0.000056558554],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99864775,0.00001753963,0.0009188944,0.00021353761,0.0000556552,0.00014661394],"domain_scores_gemma":[0.99901474,0.0000923968,0.00059794117,0.00017160297,0.000057940917,0.000065361135],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005666999,0.00012627759,0.0005391511,0.00090822624,0.00010667048,0.00010753827,0.00013955578,0.0000876923,0.00007903403],"category_scores_gemma":[0.00012484685,0.00013026544,0.00032285316,0.00087178865,0.00005592629,0.00025543064,0.00007587753,0.00019515208,0.0000070905753],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000595466,0.00013798455,0.79838055,0.000058844176,0.00090263167,0.000073465184,0.00076354406,0.0010933701,0.000015020908,0.1413674,0.0003535205,0.056794114],"study_design_scores_gemma":[0.00027810485,0.000048139987,0.97417545,0.00009079662,0.00086450746,0.0000015542556,0.000038767612,0.0038466505,0.000012413478,0.0141231865,0.006388435,0.00013199527],"about_ca_topic_score_codex":0.00031923744,"about_ca_topic_score_gemma":0.00041918064,"teacher_disagreement_score":0.23067,"about_ca_system_score_codex":0.00007699289,"about_ca_system_score_gemma":0.000027926666,"threshold_uncertainty_score":0.531207},"labels":[],"label_agreement":null},{"id":"W4392916835","doi":"10.3390/risks12030055","title":"Capital Structure Models and Contingent Convertible Securities","year":2024,"lang":"en","type":"article","venue":"Risks","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Wilfrid Laurier University","funders":"Natural Sciences and Engineering Research Council of Canada; Wilfrid Laurier University","keywords":"Convertible; Convertible bond; Convertible arbitrage; Business; Financial system; Monetary economics; Financial economics; Economics; Finance; Capital asset pricing model; Bond; Engineering; Structural engineering","score_opus":0.05531117096701912,"score_gpt":0.2508579413275857,"score_spread":0.19554677036056659,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4392916835","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.94144815,0.045413706,0.0041222787,0.00024702778,0.0007182769,0.00010454894,0.00057191256,0.000073629046,0.007300452],"genre_scores_gemma":[0.9974015,0.0012034308,0.00018038093,0.000018005692,0.00021767832,0.0000067025603,0.000019586463,0.000015373813,0.00093735784],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993662,0.0000028599322,0.00021995162,0.00023466656,0.000021881724,0.00015441903],"domain_scores_gemma":[0.9997632,0.000025008596,0.000039112972,0.000112141985,0.000012285838,0.00004823156],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.000079653815,0.00008959419,0.00016774973,0.00011104204,0.00008452258,0.00013962918,0.000054507178,0.00007798368,0.0002184608],"category_scores_gemma":[0.000015838677,0.000097319986,0.000050576033,0.00009322103,0.00005579905,0.00022002083,0.000032352367,0.00011180183,0.00006789507],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000027415895,0.00000674167,0.0102856895,0.00003997476,0.000023155068,0.000004788149,0.0019288176,0.00015518913,0.000015946665,0.9814586,0.0013207457,0.0047576088],"study_design_scores_gemma":[0.00028211906,0.00004522389,0.11561967,0.00004631438,0.000014288355,0.000013966936,0.00023212373,0.08910354,0.000083884144,0.6631036,0.1311198,0.00033548378],"about_ca_topic_score_codex":0.00047899704,"about_ca_topic_score_gemma":0.000081235885,"teacher_disagreement_score":0.31835502,"about_ca_system_score_codex":0.000027509008,"about_ca_system_score_gemma":0.0000139158055,"threshold_uncertainty_score":0.39685938},"labels":[],"label_agreement":null},{"id":"W4393127466","doi":"10.1093/ser/mwae015","title":"The adverse consequences of quantitative easing (QE): international capital flows and corporate debt growth in China","year":2024,"lang":"en","type":"article","venue":"Socio-Economic Review","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Western University","funders":"","keywords":"Quantitative easing; China; Monetary economics; Debt; Economics; Corporate debt; Business; Financial system; Monetary policy; Macroeconomics; Central bank; Political science","score_opus":0.03902911364180028,"score_gpt":0.2741667001008421,"score_spread":0.23513758645904181,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4393127466","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.72897804,0.2595861,0.00025910372,0.004366443,0.00119754,0.00035590626,0.00026861846,0.000017745211,0.004970501],"genre_scores_gemma":[0.81790423,0.18155865,0.0002499798,0.00002522635,0.00006285962,0.000026940168,0.000016822356,0.000010776557,0.00014451465],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9988151,0.00002600385,0.00072796363,0.00026723166,0.00002263788,0.00014107025],"domain_scores_gemma":[0.999253,0.00021033024,0.00036565197,0.000118613956,0.000019074883,0.000033339253],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008263397,0.00011569832,0.0003695033,0.00010279977,0.000093644165,0.00005449373,0.00016584799,0.000048784288,0.00010527291],"category_scores_gemma":[0.0002144311,0.00010322437,0.00013093853,0.00011073183,0.00027440535,0.00026728114,0.000042961114,0.00012412865,0.0001460247],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000051866696,0.000008688623,0.04623265,0.0002360393,0.000048610385,0.0000033185909,0.0006800098,0.000027671176,0.000004359755,0.94762605,0.0003262825,0.004801109],"study_design_scores_gemma":[0.00053891377,0.00008808545,0.2178625,0.0022617597,0.000044596927,0.000020123882,0.00089119637,0.009219245,0.000014643169,0.7109206,0.0575969,0.0005414493],"about_ca_topic_score_codex":0.00049094233,"about_ca_topic_score_gemma":0.00014955625,"teacher_disagreement_score":0.2367055,"about_ca_system_score_codex":0.00015292194,"about_ca_system_score_gemma":0.00008918345,"threshold_uncertainty_score":0.42093676},"labels":[],"label_agreement":null},{"id":"W4393363396","doi":"10.1111/jofi.13336","title":"The Term Structure of Covered Interest Rate Parity Violations","year":2024,"lang":"en","type":"article","venue":"The Journal of Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":16,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University","funders":"","keywords":"Term (time); Parity (physics); Physics; Astronomy; Particle physics","score_opus":0.028381218485434404,"score_gpt":0.24308534718837055,"score_spread":0.21470412870293615,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4393363396","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9794028,0.011992125,0.0048233895,0.0015087653,0.0012694851,0.00008418375,0.00021731577,0.0000056524136,0.0006962994],"genre_scores_gemma":[0.99608546,0.0030277069,0.00009426907,0.000012711419,0.00025383456,6.412226e-7,0.0000015736867,0.000008889561,0.00051490567],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99910235,0.000025418962,0.0006362381,0.00007671542,0.000034662044,0.00012460444],"domain_scores_gemma":[0.9989156,0.00025079664,0.0005135704,0.0002306581,0.000069186965,0.000020172687],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006520118,0.00007972954,0.00020829843,0.00007690625,0.00018786294,0.000062400686,0.00033272605,0.000048754348,0.000036380854],"category_scores_gemma":[0.00020905863,0.000049782364,0.00012652829,0.00026865132,0.0001315131,0.00018168955,0.000035273868,0.00027718305,0.000017140599],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00008868479,0.00003891704,0.017156437,0.00003499967,0.000101324076,0.000005673104,0.0011895883,0.0011450099,0.001390472,0.9594476,0.007016542,0.012384733],"study_design_scores_gemma":[0.00020593032,0.00009208499,0.6979732,0.00011273982,0.000023512734,0.000034397133,0.000039333023,0.0019419232,0.0005273592,0.16212036,0.13682689,0.00010227538],"about_ca_topic_score_codex":0.000028818013,"about_ca_topic_score_gemma":0.00009484874,"teacher_disagreement_score":0.7973273,"about_ca_system_score_codex":0.000043047352,"about_ca_system_score_gemma":0.00005867031,"threshold_uncertainty_score":0.20300658},"labels":[],"label_agreement":null},{"id":"W4393624871","doi":"10.2139/ssrn.4779867","title":"Book Value Risk Management of Banks: Limited Hedging, Htm Accounting, and Rising Interest Rates","year":2024,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Kellogg's (Canada)","funders":"","keywords":"Interest rate risk; Accounting; Business; Interest rate; Risk management; Value (mathematics); Fair value; Economics; Actuarial science; Finance; Mathematics; Statistics","score_opus":0.013088931759114486,"score_gpt":0.23347938388622722,"score_spread":0.22039045212711272,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4393624871","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6710935,0.29020607,0.033296753,0.00050548546,0.0006549153,0.00015148854,0.00003469404,0.000045016226,0.0040120557],"genre_scores_gemma":[0.9083331,0.08910545,0.00022888556,0.000020941685,0.00024812354,0.00000363962,0.000004418664,0.000026510987,0.0020288848],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9983237,0.00001513262,0.000539988,0.00026105493,0.000043063123,0.0008170904],"domain_scores_gemma":[0.99944085,0.00004618346,0.00029504072,0.00014522427,0.000026381751,0.000046301808],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012846008,0.00013936158,0.00024864395,0.0003463616,0.00018638196,0.00018001659,0.00015632682,0.000068995265,0.00007224356],"category_scores_gemma":[0.000042991705,0.00014679314,0.00012695849,0.00027079246,0.000058639904,0.00034088563,0.000060898637,0.00082061905,0.00004865649],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000013247088,0.000030358151,0.025496846,0.000045935256,0.00026870612,0.0000052529217,0.00020819053,0.000072673836,0.000006276391,0.93401605,0.00088511367,0.03895138],"study_design_scores_gemma":[0.0006171128,0.00020787482,0.07169561,0.00030415744,0.000104213344,0.00011400447,0.0005498208,0.008645444,0.000046354664,0.7136521,0.20370264,0.00036070132],"about_ca_topic_score_codex":0.000112124166,"about_ca_topic_score_gemma":0.00008688696,"teacher_disagreement_score":0.23723963,"about_ca_system_score_codex":0.0003227586,"about_ca_system_score_gemma":0.00011898566,"threshold_uncertainty_score":0.59860504},"labels":[],"label_agreement":null},{"id":"W4393869246","doi":"10.2139/ssrn.4781916","title":"Book Value Risk Management of Banks: Limited Hedging, HTM Accounting, and Rising Interest Rates","year":2024,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":14,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Kellogg's (Canada)","funders":"","keywords":"Accounting; Interest rate risk; Management accounting; Business; Value (mathematics); Economics; Interest rate; Risk management; Actuarial science; Finance; Statistics; Mathematics","score_opus":0.013088931759114486,"score_gpt":0.23347938388622722,"score_spread":0.22039045212711272,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4393869246","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6710935,0.29020607,0.033296753,0.00050548546,0.0006549153,0.00015148854,0.00003469404,0.000045016226,0.0040120557],"genre_scores_gemma":[0.9083331,0.08910545,0.00022888556,0.000020941685,0.00024812354,0.00000363962,0.000004418664,0.000026510987,0.0020288848],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9983237,0.00001513262,0.000539988,0.00026105493,0.000043063123,0.0008170904],"domain_scores_gemma":[0.99944085,0.00004618346,0.00029504072,0.00014522427,0.000026381751,0.000046301808],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012846008,0.00013936158,0.00024864395,0.0003463616,0.00018638196,0.00018001659,0.00015632682,0.000068995265,0.00007224356],"category_scores_gemma":[0.000042991705,0.00014679314,0.00012695849,0.00027079246,0.000058639904,0.00034088563,0.000060898637,0.00082061905,0.00004865649],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000013247088,0.000030358151,0.025496846,0.000045935256,0.00026870612,0.0000052529217,0.00020819053,0.000072673836,0.000006276391,0.93401605,0.00088511367,0.03895138],"study_design_scores_gemma":[0.0006171128,0.00020787482,0.07169561,0.00030415744,0.000104213344,0.00011400447,0.0005498208,0.008645444,0.000046354664,0.7136521,0.20370264,0.00036070132],"about_ca_topic_score_codex":0.000112124166,"about_ca_topic_score_gemma":0.00008688696,"teacher_disagreement_score":0.23723963,"about_ca_system_score_codex":0.0003227586,"about_ca_system_score_gemma":0.00011898566,"threshold_uncertainty_score":0.59860504},"labels":[],"label_agreement":null},{"id":"W4396514979","doi":"10.3390/jrfm17050185","title":"Amortizing Loans under Arbitrary Discount Functions","year":2024,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Amortizing loan; Mathematics; Economics; Computer science; Business; Loan; Finance; Non-performing loan; Non-conforming loan","score_opus":0.013299242533301132,"score_gpt":0.20892460620762446,"score_spread":0.19562536367432332,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4396514979","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.42816347,0.023621112,0.53137386,0.0006749607,0.0036994908,0.00018264729,0.00018343357,0.00004108717,0.012059943],"genre_scores_gemma":[0.9893997,0.0074722874,0.0012635243,0.000047500987,0.00081303227,0.0000059954855,0.000004473893,0.000019046143,0.00097445265],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9987966,0.000009182362,0.00069454394,0.00022186161,0.00007265239,0.00020515596],"domain_scores_gemma":[0.99943846,0.0000471637,0.00026022902,0.00014046328,0.000029021574,0.00008464769],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00050781283,0.00013689179,0.00029752764,0.00049873476,0.00019635372,0.00016589319,0.000113131355,0.00006829872,0.00007152857],"category_scores_gemma":[0.000045729583,0.00013234829,0.00020108548,0.000383675,0.00006433999,0.00036808368,0.000055872028,0.0002944811,0.00008588169],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000030146397,0.00007966475,0.020325616,0.0000529769,0.000062925945,0.00009495932,0.00052930764,0.0003049851,0.0000022145011,0.86329603,0.0050241267,0.110197015],"study_design_scores_gemma":[0.00026545054,0.000076328135,0.3791025,0.000081560676,0.00006301521,0.000023886148,0.00021611601,0.00037899375,0.0000016470428,0.11909948,0.50053394,0.0001570776],"about_ca_topic_score_codex":0.00005988695,"about_ca_topic_score_gemma":0.000038103255,"teacher_disagreement_score":0.7441966,"about_ca_system_score_codex":0.0000824118,"about_ca_system_score_gemma":0.000028900513,"threshold_uncertainty_score":0.5397006},"labels":[],"label_agreement":null},{"id":"W4396783562","doi":"10.2139/ssrn.4822379","title":"Pricing Corporate Bonds with Credit Risk Primitives","year":2024,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Corporate bond; Bond; Business; Credit risk; Credit spread (options); Financial economics; Financial system; Actuarial science; Economics; Finance","score_opus":0.016186418617861124,"score_gpt":0.20608727188015594,"score_spread":0.1899008532622948,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4396783562","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7549744,0.025966655,0.20371544,0.00065215,0.0007200777,0.00015986594,0.00006469446,0.000115409566,0.013631306],"genre_scores_gemma":[0.98055345,0.014652959,0.00030937078,0.0000100193565,0.0008710391,0.0000075861612,0.000008402452,0.000039900475,0.0035472533],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9979606,0.0000148112995,0.00041161073,0.00030297443,0.00006313518,0.0012468381],"domain_scores_gemma":[0.9993066,0.00006267858,0.0003657031,0.0001563348,0.000031488576,0.000077175144],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013063177,0.00015922158,0.0002482511,0.00030982058,0.00029601483,0.0002142556,0.00016482391,0.000077233766,0.00006902247],"category_scores_gemma":[0.00008945442,0.00014492909,0.00010631313,0.00045449456,0.00006712505,0.00038077007,0.000021468564,0.0014312458,0.00021656613],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00002397272,0.000026499045,0.036466483,0.000006862572,0.0001394781,0.000011635498,0.0002606672,0.0001792058,0.0000073053607,0.9432176,0.00021101434,0.019449292],"study_design_scores_gemma":[0.0003982631,0.0004850253,0.05380689,0.000048007703,0.0000373229,0.00030890634,0.00034920184,0.0027446179,0.00001621273,0.8694606,0.07203128,0.00031367026],"about_ca_topic_score_codex":0.00010294691,"about_ca_topic_score_gemma":0.000321977,"teacher_disagreement_score":0.22557907,"about_ca_system_score_codex":0.0006221645,"about_ca_system_score_gemma":0.0007724042,"threshold_uncertainty_score":0.62181306},"labels":[],"label_agreement":null},{"id":"W4396812012","doi":"10.1016/j.jempfin.2024.101500","title":"Global and local information efficiency: An examination of samuelson's dictum","year":2024,"lang":"en","type":"article","venue":"Journal of Empirical Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":false,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"","funders":"Capital University of Economics and Business; National Natural Science Foundation of China; Alzheimer's Foundation of America; Canadian Intensive Care Foundation; University of Iowa; Fudan University; DePaul University","keywords":"Inefficiency; Bond; Sovereignty; Economics; Bond market; Sovereign credit; Stock (firearms); Information transmission; Financial economics; Monetary economics; Credit risk; Finance; Credit default swap; Microeconomics; Computer science; Political science","score_opus":0.027799741340913082,"score_gpt":0.2816204684421396,"score_spread":0.25382072710122655,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4396812012","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.81316805,0.0032062538,0.18078299,0.00043640897,0.0005202684,0.000053198582,0.000081963626,0.000009341947,0.0017415306],"genre_scores_gemma":[0.99836594,0.00049685827,0.0009294098,0.000026851758,0.0001360762,0.0000011815946,0.0000045830648,0.000004576532,0.00003453277],"study_design_codex":"design_other","study_design_gemma":"observational","domain_scores_codex":[0.9989076,0.000012843752,0.00075825455,0.000112896705,0.000081320264,0.00012708467],"domain_scores_gemma":[0.9993147,0.000055149372,0.00037070474,0.000102406826,0.00009959026,0.000057424837],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005193436,0.00008709214,0.00026895484,0.00020512978,0.000048610054,0.000063690124,0.00011987913,0.000092853144,0.000014366315],"category_scores_gemma":[0.00018227924,0.000083810926,0.000087194436,0.00048380866,0.00011164368,0.0010474358,0.000024635752,0.0001220242,0.0000151758295],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000051772295,0.00017209166,0.076351434,0.00010454679,0.000026308284,0.000014452858,0.0018172059,0.0025363867,0.0000067234237,0.44986266,0.002117684,0.46693873],"study_design_scores_gemma":[0.00024027305,0.00035277574,0.8616748,0.00006177677,0.000008726918,0.0000392515,0.00005458262,0.033346325,0.00001620828,0.018846542,0.08525453,0.00010424325],"about_ca_topic_score_codex":0.000016716578,"about_ca_topic_score_gemma":0.000005030647,"teacher_disagreement_score":0.7853233,"about_ca_system_score_codex":0.000102465514,"about_ca_system_score_gemma":0.000068018526,"threshold_uncertainty_score":0.34177104},"labels":[],"label_agreement":null},{"id":"W4399806059","doi":"10.32920/26064085.v1","title":"Automatic Continuities of Law-Invariant Risk Measures","year":2024,"lang":"en","type":"preprint","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Toronto Metropolitan University","funders":"","keywords":"Invariant (physics); Law; Mathematics; Political science; Mathematical physics","score_opus":0.03939814340228215,"score_gpt":0.23338299481312272,"score_spread":0.19398485141084057,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4399806059","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.4951134,0.0200571,0.0127438605,0.0006223292,0.004575011,0.0007863125,0.0051161195,0.0004061889,0.46057966],"genre_scores_gemma":[0.9930471,0.0009469,0.0020912322,0.000014691287,0.00030766014,0.000057921752,0.000042240525,0.000041427098,0.0034508104],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99808115,0.000017511858,0.0011208653,0.000488646,0.00006531337,0.00022651743],"domain_scores_gemma":[0.99851716,0.00008804719,0.00065442454,0.0006157809,0.0000649391,0.000059650894],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.00067423243,0.00024969905,0.00084061554,0.0003132068,0.000072179035,0.00013036639,0.0003042938,0.0003284482,0.0006317452],"category_scores_gemma":[0.00020619696,0.00026338064,0.00039791627,0.00012114199,0.0001555275,0.000046924575,0.00051455374,0.000514675,0.0005047363],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000026529754,0.000039301685,0.0038377482,0.00021996841,0.00014334248,0.0000023849843,0.0009462422,0.00022081858,0.0000018123161,0.9880624,0.0024633645,0.0040599857],"study_design_scores_gemma":[0.00015197834,0.00002657115,0.027810017,0.00015479009,0.000062947,0.0000014052536,0.000060770868,0.017958516,0.00007360058,0.9174999,0.03585161,0.00034788443],"about_ca_topic_score_codex":0.00741846,"about_ca_topic_score_gemma":0.0010158594,"teacher_disagreement_score":0.49793372,"about_ca_system_score_codex":0.00008371934,"about_ca_system_score_gemma":0.00008281368,"threshold_uncertainty_score":0.9999818},"labels":[],"label_agreement":null},{"id":"W4399806168","doi":"10.32920/26064085","title":"Automatic Continuities of Law-Invariant Risk Measures","year":2024,"lang":"en","type":"preprint","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Toronto Metropolitan University","funders":"","keywords":"Invariant (physics); Political science; Law; Mathematics; Mathematical physics","score_opus":0.03939814340228215,"score_gpt":0.23338299481312272,"score_spread":0.19398485141084057,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4399806168","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.4951134,0.0200571,0.0127438605,0.0006223292,0.004575011,0.0007863125,0.0051161195,0.0004061889,0.46057966],"genre_scores_gemma":[0.9930471,0.0009469,0.0020912322,0.000014691287,0.00030766014,0.000057921752,0.000042240525,0.000041427098,0.0034508104],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99808115,0.000017511858,0.0011208653,0.000488646,0.00006531337,0.00022651743],"domain_scores_gemma":[0.99851716,0.00008804719,0.00065442454,0.0006157809,0.0000649391,0.000059650894],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.00067423243,0.00024969905,0.00084061554,0.0003132068,0.000072179035,0.00013036639,0.0003042938,0.0003284482,0.0006317452],"category_scores_gemma":[0.00020619696,0.00026338064,0.00039791627,0.00012114199,0.0001555275,0.000046924575,0.00051455374,0.000514675,0.0005047363],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000026529754,0.000039301685,0.0038377482,0.00021996841,0.00014334248,0.0000023849843,0.0009462422,0.00022081858,0.0000018123161,0.9880624,0.0024633645,0.0040599857],"study_design_scores_gemma":[0.00015197834,0.00002657115,0.027810017,0.00015479009,0.000062947,0.0000014052536,0.000060770868,0.017958516,0.00007360058,0.9174999,0.03585161,0.00034788443],"about_ca_topic_score_codex":0.00741846,"about_ca_topic_score_gemma":0.0010158594,"teacher_disagreement_score":0.49793372,"about_ca_system_score_codex":0.00008371934,"about_ca_system_score_gemma":0.00008281368,"threshold_uncertainty_score":0.9999818},"labels":[],"label_agreement":null},{"id":"W4400063884","doi":"10.2139/ssrn.4870527","title":"Political Sentiment and Credit Ratings","year":2024,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Memorial University of Newfoundland","funders":"","keywords":"Politics; Sentiment analysis; Credit rating; Political science; Psychology; Business; Financial system; Natural language processing; Computer science; Law","score_opus":0.010890877382430095,"score_gpt":0.22618935049738112,"score_spread":0.21529847311495104,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4400063884","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.72039247,0.08276181,0.13841969,0.013360008,0.0024255177,0.00023256165,0.00005641817,0.00014225979,0.042209256],"genre_scores_gemma":[0.9942472,0.001658378,0.00012898189,0.00002963133,0.0009058501,0.0000036985648,0.000003720978,0.000016965347,0.003005599],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9982332,0.0000065568997,0.00031766735,0.00019940996,0.000037798418,0.0012053855],"domain_scores_gemma":[0.9997198,0.00003228146,0.00005643727,0.00008092358,0.0000149213965,0.000095648174],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00077700237,0.00009242552,0.00015462216,0.00016205848,0.00015599513,0.00017941337,0.00007832827,0.00005911716,0.00008196254],"category_scores_gemma":[0.000055609624,0.00009569587,0.00008614241,0.000134106,0.000046444875,0.0001842244,0.000026284655,0.0007265606,0.00016423567],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000028507836,0.000012956287,0.0041841357,0.0000047185654,0.000040109222,0.0000034712668,0.000080552694,0.000002731162,0.000007902479,0.9896564,0.00022720973,0.0057769893],"study_design_scores_gemma":[0.00015809723,0.00009010743,0.0071693207,0.000011686945,0.000009449221,0.00025045808,0.00018470925,0.0028430494,0.0000071350855,0.9372405,0.051913645,0.000121862126],"about_ca_topic_score_codex":0.000054357213,"about_ca_topic_score_gemma":0.000056957357,"teacher_disagreement_score":0.2738547,"about_ca_system_score_codex":0.00045648718,"about_ca_system_score_gemma":0.00025014926,"threshold_uncertainty_score":0.39023644},"labels":[],"label_agreement":null},{"id":"W4400075306","doi":"10.2139/ssrn.4873150","title":"The Risk and Risk-free Rate of T-bills","year":2024,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Concordia University","funders":"","keywords":"Bond; Gateway (web page); Business; Computer science; Finance; World Wide Web","score_opus":0.009413884351930234,"score_gpt":0.20892346627444447,"score_spread":0.19950958192251422,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4400075306","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8026171,0.18383776,0.006864768,0.001131218,0.0018827094,0.00025900375,0.0007339883,0.000025747884,0.0026477156],"genre_scores_gemma":[0.66261744,0.33479908,0.00007110748,0.0000027956728,0.0005499842,0.000010464002,0.0000050589956,0.00003235509,0.0019117089],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99750173,0.000062800624,0.0008739586,0.0003747384,0.000051639847,0.0011351573],"domain_scores_gemma":[0.9977716,0.00020162592,0.0013080956,0.00058686826,0.00006417091,0.0000676324],"candidate_categories":["research_integrity"],"consensus_categories":[],"category_scores_codex":[0.005004714,0.00023007671,0.00047009246,0.000232534,0.00043243155,0.00020422194,0.00057680043,0.00023470532,0.000014989376],"category_scores_gemma":[0.0007884274,0.00018716164,0.0003319901,0.00017264903,0.0001553724,0.00005317908,0.0005966034,0.00483583,0.000052747473],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000026415782,0.000020101435,0.03622877,0.000020832345,0.000418633,0.0000010000462,0.00021361385,0.00027421347,8.5955276e-7,0.9343481,0.00068600086,0.027761472],"study_design_scores_gemma":[0.00026595706,0.000082501814,0.03568739,0.000034399185,0.00008935843,0.000022411687,0.00014268805,0.0009544098,0.0000039965753,0.9418566,0.020673268,0.00018702225],"about_ca_topic_score_codex":0.0013525018,"about_ca_topic_score_gemma":0.0032926714,"teacher_disagreement_score":0.15096134,"about_ca_system_score_codex":0.0004391453,"about_ca_system_score_gemma":0.0008442068,"threshold_uncertainty_score":0.99746007},"labels":[],"label_agreement":null},{"id":"W4400363104","doi":"10.3390/jrfm17070283","title":"Sovereign Credit Risk in Saudi Arabia, Morocco and Egypt","year":2024,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Sovereign credit; Credit default swap; Credit risk; Default; Credit rating; Term (time); Order (exchange); Probability of default; Markov chain; Economics; Financial economics; Business; Actuarial science; Econometrics; Finance; Statistics; Mathematics","score_opus":0.011520822840899659,"score_gpt":0.2083808117007139,"score_spread":0.19685998885981423,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4400363104","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.91999245,0.03448713,0.035194077,0.00022606058,0.0015614134,0.00022599888,0.00020555123,0.000020176443,0.008087129],"genre_scores_gemma":[0.9504316,0.04728562,0.0013458001,0.000020937705,0.0005770674,0.0000062344166,0.0000021453257,0.000017175185,0.0003134406],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99855876,0.000019166851,0.0008091886,0.00029079147,0.000077829834,0.00024425547],"domain_scores_gemma":[0.9992685,0.00008684317,0.00037965647,0.00014259497,0.000027683782,0.0000947274],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009708447,0.00016491035,0.00042765963,0.00067405734,0.00013036812,0.00014617934,0.00012451981,0.00010274625,0.000041633368],"category_scores_gemma":[0.00018360642,0.00016833658,0.00012860942,0.0003975841,0.000073831725,0.00033402708,0.00008815985,0.00039167877,0.000028111526],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00006974678,0.00007989119,0.19940768,0.00008121982,0.00003806371,0.0001577803,0.0008749367,0.00019838949,8.2214774e-7,0.4684298,0.0026994827,0.32796216],"study_design_scores_gemma":[0.000554076,0.00009863918,0.63267034,0.000094868104,0.000036285033,0.000014817673,0.00009289499,0.00075342465,0.0000013876281,0.16734079,0.19818786,0.00015463695],"about_ca_topic_score_codex":0.00022419254,"about_ca_topic_score_gemma":0.00010192282,"teacher_disagreement_score":0.43326265,"about_ca_system_score_codex":0.00008804459,"about_ca_system_score_gemma":0.00002383728,"threshold_uncertainty_score":0.6864567},"labels":[],"label_agreement":null},{"id":"W4400416663","doi":"10.3390/jrfm17070286","title":"Financial Distress Premium or Discount? Some New Evidence","year":2024,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Recession; Economics; Financial distress; Risk premium; Distress; Portfolio; Actuarial science; Econometrics; Financial economics; Psychology; Financial system; Clinical psychology","score_opus":0.02499245397996806,"score_gpt":0.24355641852300836,"score_spread":0.2185639645430403,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4400416663","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.56857735,0.123510756,0.2908197,0.0024514047,0.010785689,0.0007628239,0.0005995225,0.00010329717,0.0023894461],"genre_scores_gemma":[0.9500448,0.04142328,0.001965402,0.00006508552,0.0030086164,0.000010013353,0.000004725728,0.000030869738,0.0034471836],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9981594,0.00001623959,0.0009958387,0.0003676959,0.00013629266,0.00032454127],"domain_scores_gemma":[0.99899447,0.0001347566,0.00044666717,0.0002345953,0.000042629286,0.00014688922],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00071727246,0.00022681967,0.0005029409,0.00046262116,0.00019571006,0.0002764793,0.00029473542,0.00012053737,0.00010584533],"category_scores_gemma":[0.0005489699,0.00019572114,0.0002241243,0.00048690825,0.00008705109,0.00095750095,0.00013092849,0.00036328638,0.000076692864],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00024654073,0.00008536562,0.011922212,0.0001612668,0.000037019647,0.00025132505,0.000866996,0.00010415992,0.0000025049062,0.62527806,0.023945494,0.33709905],"study_design_scores_gemma":[0.0005348009,0.0002427523,0.2767651,0.0005600715,0.000088393805,0.00003017332,0.000053563694,0.00022847392,0.0000069910757,0.13733788,0.5838481,0.00030370266],"about_ca_topic_score_codex":0.00015472165,"about_ca_topic_score_gemma":0.00008872829,"teacher_disagreement_score":0.5599026,"about_ca_system_score_codex":0.00012399355,"about_ca_system_score_gemma":0.00012379012,"threshold_uncertainty_score":0.7981276},"labels":[],"label_agreement":null},{"id":"W4400729735","doi":"10.2139/ssrn.4893462","title":"Debt Covenant Violations and Risk Shifting Behavior","year":2024,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McMaster University","funders":"","keywords":"Covenant; Debt; Business; Monetary economics; Actuarial science; Financial system; Economics; Political science; Law; Finance","score_opus":0.011277252549319846,"score_gpt":0.22326913637818785,"score_spread":0.211991883828868,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4400729735","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.91394883,0.03527247,0.047950625,0.00037409583,0.00054726715,0.00010552912,0.000069884285,0.00004782982,0.001683437],"genre_scores_gemma":[0.97692734,0.021460561,0.00017667978,0.000005220001,0.00041628585,0.000010843216,0.000006035734,0.000022757386,0.0009742616],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9984533,0.000011476972,0.00038714622,0.00022051197,0.00003432868,0.0008932342],"domain_scores_gemma":[0.99961805,0.000052904383,0.00013868137,0.000104681414,0.00001892286,0.00006674365],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011084087,0.00010519812,0.00016736194,0.00022439542,0.00037308753,0.00019136193,0.00009339792,0.00007188503,0.00006151271],"category_scores_gemma":[0.000100974205,0.000107206186,0.00010494035,0.00022898243,0.000036220143,0.00026206582,0.00002473708,0.0010225337,0.00012280936],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000026454177,0.000017573877,0.17213333,0.0000025699187,0.000042525415,0.0000029780795,0.00018580996,0.000017699655,0.000007711857,0.79247504,0.00004283063,0.035069313],"study_design_scores_gemma":[0.00022004145,0.00009811144,0.23864649,0.000021665492,0.000049200742,0.00021083826,0.00022119413,0.0032949354,0.0000042320853,0.7287541,0.028277544,0.00020161412],"about_ca_topic_score_codex":0.00024499657,"about_ca_topic_score_gemma":0.0006921412,"teacher_disagreement_score":0.06651317,"about_ca_system_score_codex":0.0003641768,"about_ca_system_score_gemma":0.00030188734,"threshold_uncertainty_score":0.44424576},"labels":[],"label_agreement":null},{"id":"W4401542218","doi":"10.1287/mnsc.2023.01075","title":"A Theory of Credit Rating Criteria","year":2024,"lang":"en","type":"article","venue":"Management Science","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"University of Waterloo","funders":"","keywords":"Credit rating; Consistency (knowledge bases); Issuer; Actuarial science; Probability of default; Economics; Econometrics; Structured finance; Computer science; Finance; Credit risk; Financial crisis; Artificial intelligence","score_opus":0.03343012626565268,"score_gpt":0.26103631204383254,"score_spread":0.22760618577817987,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4401542218","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.27259013,0.002212462,0.18877608,0.0005988171,0.0029547785,0.00029935144,0.000062828985,0.0001239324,0.53238165],"genre_scores_gemma":[0.9944499,0.00005148712,0.002322978,0.000015164577,0.00008624638,0.000010839149,0.0000014230327,0.000005440679,0.0030565343],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992329,0.000003346582,0.00026135615,0.00028184013,0.00005683888,0.00016375026],"domain_scores_gemma":[0.9996625,0.000026077787,0.000058122125,0.00021094817,0.000012940008,0.000029387547],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012143921,0.00005493256,0.000102690115,0.00036247665,0.000117404146,0.00012960407,0.00026106564,0.000014388936,0.00030500625],"category_scores_gemma":[0.000068724396,0.00005847351,0.000043840388,0.0008578689,0.0002176907,0.00031264566,0.00011734628,0.000037850452,0.00019614896],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000013030815,0.000010725693,0.0017140005,0.00003749906,0.000005088489,0.000002897243,0.00027149665,0.000025529707,0.000083465864,0.98502946,0.00090366846,0.01191488],"study_design_scores_gemma":[0.00013707469,0.00004591069,0.25747693,0.00009289303,0.000010252037,0.0000015958029,0.00031852303,0.024747442,0.00029548205,0.570714,0.14593196,0.00022793617],"about_ca_topic_score_codex":0.000013007805,"about_ca_topic_score_gemma":0.0000011812733,"teacher_disagreement_score":0.72185975,"about_ca_system_score_codex":0.000038374896,"about_ca_system_score_gemma":0.000010961781,"threshold_uncertainty_score":0.33396047},"labels":[],"label_agreement":null},{"id":"W4401800953","doi":"10.1016/j.ejor.2024.08.019","title":"Evaluation of counterparty credit risk under netting agreements","year":2024,"lang":"en","type":"article","venue":"European Journal of Operational Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"Natural Sciences and Engineering Research Council of Canada; Fonds de Recherche du Québec-Société et Culture","keywords":"Netting; Credit risk; Business; Credit valuation adjustment; Risk management; Counterparty; Actuarial science; Risk analysis (engineering); Computer science; Finance; Credit reference","score_opus":0.22361206701232308,"score_gpt":0.3885214138056383,"score_spread":0.16490934679331523,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4401800953","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.92012644,0.007861257,0.01782958,0.0010536863,0.0010856515,0.00019626542,0.00016243568,0.0000070476217,0.051677663],"genre_scores_gemma":[0.9974856,0.00033277972,0.0006144499,0.000008356408,0.000947597,0.0000020191928,0.000011439701,0.000018402965,0.0005793595],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9976749,0.00044990945,0.0008637263,0.00016899355,0.00067005923,0.00017243112],"domain_scores_gemma":[0.99798995,0.00021447579,0.000246188,0.00013769713,0.0013402967,0.00007137771],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.02517965,0.00007106099,0.0001665709,0.0005107599,0.00018220574,0.0001847349,0.00022653717,0.000022783363,0.0010119602],"category_scores_gemma":[0.0017477018,0.0000680361,0.000108632696,0.00039664976,0.00009094162,0.00039366074,0.00005558138,0.00039506916,0.00035176115],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00015838051,0.00052019325,0.058399122,0.00009703735,0.00083255704,0.00009825787,0.004497975,0.08067102,0.0015314707,0.6261561,0.09241517,0.13462274],"study_design_scores_gemma":[0.001273908,0.00055174844,0.6900307,0.00027056722,0.000058690806,0.000037208185,0.00035568915,0.1299441,0.00017460411,0.038503006,0.13858612,0.00021365394],"about_ca_topic_score_codex":0.00002673536,"about_ca_topic_score_gemma":0.0000068643308,"teacher_disagreement_score":0.63163155,"about_ca_system_score_codex":0.00020756916,"about_ca_system_score_gemma":0.00032709268,"threshold_uncertainty_score":0.99990124},"labels":[],"label_agreement":null},{"id":"W4402035581","doi":"10.1016/j.jfineco.2024.103932","title":"The risk and return of equity and credit index options","year":2024,"lang":"en","type":"article","venue":"Journal of Financial Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University","funders":"Institut Canadien des Dérivés","keywords":"Equity (law); Index (typography); Economics; Credit risk; Financial economics; Actuarial science; Econometrics; Capital asset pricing model; Sample (material); Variance (accounting); Business; Accounting; Computer science","score_opus":0.021382364833509346,"score_gpt":0.24142971198008212,"score_spread":0.22004734714657276,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4402035581","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9649302,0.024678182,0.0052454215,0.0010643873,0.0016927784,0.00009261062,0.00021153061,0.0000071224936,0.0020778086],"genre_scores_gemma":[0.9689627,0.029734768,0.0004505357,0.000015031567,0.0006917069,0.0000021605624,0.000001117625,0.000013198732,0.0001287744],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9987174,0.000011174525,0.0009183396,0.00015826849,0.000028385142,0.00016639289],"domain_scores_gemma":[0.99882287,0.00022390232,0.0006652058,0.0001472623,0.000056959307,0.000083781284],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012507807,0.00010788635,0.0003556705,0.0002021925,0.00021159457,0.00016950903,0.00017322466,0.00011713282,0.000014305572],"category_scores_gemma":[0.00046147304,0.000095755444,0.00014684007,0.00013317761,0.00021180093,0.0003298497,0.00013690273,0.00030664512,0.000005477438],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000053093303,0.000025315185,0.070219964,0.00003031984,0.000047541547,0.0000039030165,0.0004344438,0.00023595236,0.00000570172,0.82699436,0.001143633,0.1008058],"study_design_scores_gemma":[0.0002815181,0.00012857765,0.49051684,0.000029996227,0.000023255257,0.00004284918,0.000045494002,0.008514152,0.000010689921,0.29961938,0.20066772,0.000119536904],"about_ca_topic_score_codex":0.000075774595,"about_ca_topic_score_gemma":0.00020767939,"teacher_disagreement_score":0.527375,"about_ca_system_score_codex":0.000074426796,"about_ca_system_score_gemma":0.00012632996,"threshold_uncertainty_score":0.3904794},"labels":[],"label_agreement":null},{"id":"W4403260240","doi":"10.1016/j.jfds.2024.100139","title":"What drives liquidity in the Chinese credit bond markets?","year":2024,"lang":"en","type":"article","venue":"The Journal of Finance and Data Science","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":14,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"","funders":"Hong Kong Baptist University; National University of Singapore; Tianjin University; Canadian Intensive Care Foundation; Capital University of Economics and Business; Central University of Finance and Economics; University of International Business and Economics; New York University; Volkswagen Foundation; Alexander von Humboldt-Stiftung","keywords":"Market liquidity; Bond; Bond market; Financial system; Business; Credit enhancement; Monetary economics; Credit risk; Economics; Finance; Credit reference","score_opus":0.03817398250286516,"score_gpt":0.29598633277787534,"score_spread":0.25781235027501015,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4403260240","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9590513,0.03184435,0.000927353,0.0056309793,0.001464241,0.0000783869,0.00011451025,0.0000037758227,0.0008850712],"genre_scores_gemma":[0.96793556,0.03132601,0.00022022516,0.00007621933,0.00034926503,0.0000010198463,0.0000021756418,0.0000038898897,0.00008562468],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9990437,0.000017791439,0.00042395561,0.00021139237,0.00011271089,0.00019042155],"domain_scores_gemma":[0.9989213,0.00025980052,0.00020036072,0.00055622903,0.000032251875,0.00003010527],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0054940665,0.00008436225,0.00017534215,0.00019664357,0.00024989664,0.0004777783,0.0014300677,0.00002828909,0.000015612486],"category_scores_gemma":[0.0004102814,0.00004754316,0.000033503147,0.0010281301,0.00051883276,0.0039028667,0.00022422001,0.00025179386,0.000017244087],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00030845182,0.00038474222,0.10869324,0.00013755892,0.000048954287,0.00021474005,0.03207537,0.0005207581,0.00055382936,0.5892611,0.07737449,0.19042675],"study_design_scores_gemma":[0.00013388919,0.00006958267,0.8413864,0.00011084072,0.0000066526713,0.00013298503,0.00049968157,0.007008996,0.000010755784,0.03082996,0.11970749,0.00010277772],"about_ca_topic_score_codex":0.000037926715,"about_ca_topic_score_gemma":0.000051140378,"teacher_disagreement_score":0.73269314,"about_ca_system_score_codex":0.000024727557,"about_ca_system_score_gemma":0.00010677649,"threshold_uncertainty_score":0.4607227},"labels":[],"label_agreement":null},{"id":"W4403470102","doi":"10.1101/2024.10.15.618415","title":"Individual Differences in Policy Precision: Links to Suicidal Ideation and Network Dynamics","year":2024,"lang":"en","type":"preprint","venue":"bioRxiv (Cold Spring Harbor Laboratory)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Kootenay Association for Science & Technology","funders":"","keywords":"Default mode network; Mode (computer interface); Computer science; Econometrics; Economics; Psychology; Human–computer interaction; Functional connectivity","score_opus":0.022510477025268424,"score_gpt":0.2275082145664069,"score_spread":0.20499773754113848,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4403470102","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9859891,0.0045109293,0.004193921,0.0013747511,0.0017179735,0.0006547048,0.0013477852,0.00013283156,0.00007800758],"genre_scores_gemma":[0.99535114,0.0004885171,0.0023267143,0.0000772322,0.0014997269,0.00015996,0.000002117093,0.00007329117,0.000021303167],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99751115,0.000027462205,0.00087065174,0.0009888667,0.00010781573,0.00049403985],"domain_scores_gemma":[0.99870765,0.00008698129,0.00031605014,0.0005970873,0.000081644124,0.00021060598],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.00077176595,0.00038642215,0.000709623,0.0009300097,0.00012572302,0.0004485594,0.00038564243,0.00081976684,0.00002020289],"category_scores_gemma":[0.00038657707,0.00047264926,0.0001054159,0.0011231942,0.00007081578,0.000106717445,0.00085621304,0.0010310841,0.00012088667],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000021017455,0.00007315396,0.6669821,0.00017246751,0.00007965737,0.000016038204,0.00008634941,0.0011222315,0.00007642954,0.33082724,0.00043670714,0.00010662556],"study_design_scores_gemma":[0.00017673113,0.000042383883,0.9868535,0.00023222799,0.000019224248,1.0534403e-8,0.0000021201042,0.0071147326,0.00003409065,0.003157049,0.0018542351,0.0005136875],"about_ca_topic_score_codex":0.0007818607,"about_ca_topic_score_gemma":0.00027672914,"teacher_disagreement_score":0.3276702,"about_ca_system_score_codex":0.00043347327,"about_ca_system_score_gemma":0.00027024213,"threshold_uncertainty_score":0.99977255},"labels":[],"label_agreement":null},{"id":"W4403718339","doi":"10.2139/ssrn.4958749","title":"CHILE","year":2024,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Alberta","funders":"","keywords":"Political science","score_opus":0.016015528096692693,"score_gpt":0.22510353251621334,"score_spread":0.20908800441952066,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4403718339","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.52067775,0.29667634,0.03761893,0.007784021,0.014315517,0.0006385649,0.0006998096,0.00029562903,0.12129342],"genre_scores_gemma":[0.9640474,0.019724764,0.00012488954,0.000020953847,0.0026565993,0.000019966059,0.00003969391,0.00006795673,0.013297821],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9969752,0.000010873414,0.0007194448,0.00046616627,0.000059857004,0.001768499],"domain_scores_gemma":[0.99908787,0.000016906466,0.00041547697,0.0003567416,0.000036840618,0.0000861527],"candidate_categories":["metaepi_narrow","research_integrity","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0014604196,0.0002538955,0.00046532703,0.0004262395,0.00017781218,0.00024783093,0.00043901216,0.0003226155,0.00017770924],"category_scores_gemma":[0.00007893372,0.00028403537,0.00045002688,0.00018958142,0.000044263037,0.00006380377,0.00039329514,0.006006419,0.0016837402],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000052611094,0.000030292718,0.001964435,0.00001986374,0.00016448817,0.0000039879583,0.00013622105,0.00019124619,8.0331426e-7,0.9887589,0.0014769506,0.0072475253],"study_design_scores_gemma":[0.00013480295,0.000049586713,0.0031740835,0.000042337757,0.000023091017,0.000091188725,0.00007127685,0.0005155079,0.0000015411881,0.9333858,0.06222801,0.0002827652],"about_ca_topic_score_codex":0.000230856,"about_ca_topic_score_gemma":0.0004838162,"teacher_disagreement_score":0.44336957,"about_ca_system_score_codex":0.001426377,"about_ca_system_score_gemma":0.0015708875,"threshold_uncertainty_score":0.9999612},"labels":[],"label_agreement":null},{"id":"W4404325693","doi":"10.1080/00036846.2024.2425860","title":"Identifying policy determinants of bank default risk during the COVID-19 pandemic: empirical evidence from the U.S. and Canada","year":2024,"lang":"en","type":"article","venue":"Applied Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Coronavirus disease 2019 (COVID-19); Pandemic; Economics; 2019-20 coronavirus outbreak; Severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2); Empirical evidence; Default risk; Financial economics; Actuarial science; Financial system; Econometrics; Monetary economics; Credit risk; Medicine; Virology; Internal medicine","score_opus":0.09444267166645934,"score_gpt":0.2995448860427854,"score_spread":0.20510221437632606,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4404325693","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9922853,0.003933384,0.0008045803,0.0012646685,0.0003511448,0.0002287945,0.0008070092,0.000026096868,0.00029903834],"genre_scores_gemma":[0.99400985,0.0050819446,0.000097474745,0.0002525483,0.00039980272,0.000037185677,0.000007809951,0.000023501752,0.00008987812],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9986244,0.000014695238,0.00064543076,0.00042747622,0.00003135078,0.00025666275],"domain_scores_gemma":[0.9981406,0.0010194877,0.00029445984,0.0004273936,0.000009027491,0.00010906052],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005493861,0.00015791683,0.00031544076,0.0000824427,0.00038321348,0.00015478776,0.00035385176,0.00009312457,0.000046548696],"category_scores_gemma":[0.00037641585,0.00012815029,0.00008084511,0.0001664854,0.00016455256,0.00014199252,0.0001714572,0.00023220594,0.00002970531],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000015985423,0.0000049378505,0.9772398,0.000034336812,0.00004140706,0.0000014559388,0.0013673063,0.00085221685,0.00000965159,0.016305394,0.000760716,0.003366775],"study_design_scores_gemma":[0.0001914838,0.0000057135603,0.9211424,0.000019539724,0.000022077056,0.000011551825,0.00024631937,0.003519525,0.000038988754,0.034654316,0.03995016,0.00019792211],"about_ca_topic_score_codex":0.59738785,"about_ca_topic_score_gemma":0.63863385,"teacher_disagreement_score":0.05609741,"about_ca_system_score_codex":0.00045301256,"about_ca_system_score_gemma":0.00045899363,"threshold_uncertainty_score":0.5225817},"labels":[],"label_agreement":null},{"id":"W4404637297","doi":"10.1177/00222437241303738","title":"The Golden Halo of Defaults in Simple Choices","year":2024,"lang":"en","type":"article","venue":"Journal of Marketing Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"","funders":"Anderson School of Management, University of California, Los Angeles; University of Toronto","keywords":"Simple (philosophy); Halo; Default; Econometrics; Mathematics; Computer science; Economics; Physics; Philosophy; Epistemology","score_opus":0.07949307830345953,"score_gpt":0.3557239647978961,"score_spread":0.27623088649443656,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4404637297","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9696273,0.014891407,0.00008248955,0.0014913001,0.00034318463,0.00008150979,0.000016208902,0.0000035956973,0.0134630045],"genre_scores_gemma":[0.99556583,0.0028424293,0.00007870278,0.0000016046794,0.00031980104,0.0000025926774,5.546718e-7,0.000010105235,0.0011784033],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99859285,0.00013731672,0.000733405,0.000112607915,0.0001471576,0.00027668293],"domain_scores_gemma":[0.99609315,0.0033772124,0.00020026269,0.00013978878,0.00014607835,0.000043504955],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.021309063,0.00005004454,0.00019038569,0.00051346194,0.00011879627,0.00013352539,0.0003121287,0.00005325432,0.00007198722],"category_scores_gemma":[0.005926383,0.00003913365,0.00010733007,0.0006692252,0.00009995743,0.00015129083,0.00007113256,0.00050615316,0.000026744889],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00056660874,0.00012731247,0.73959816,0.0002443236,0.00009178606,0.00007327304,0.0012116057,0.00029148345,0.00013978833,0.10709448,0.029537264,0.12102389],"study_design_scores_gemma":[0.00016572104,0.000059139555,0.64978796,0.00014804021,0.0000014134916,0.000008473819,0.00022010697,0.0020634597,0.000020013262,0.024587242,0.32289216,0.00004627922],"about_ca_topic_score_codex":0.00020324932,"about_ca_topic_score_gemma":0.00020890075,"teacher_disagreement_score":0.2933549,"about_ca_system_score_codex":0.00011141271,"about_ca_system_score_gemma":0.00010914352,"threshold_uncertainty_score":0.73853385},"labels":[],"label_agreement":null},{"id":"W4405073209","doi":"10.2139/ssrn.5037810","title":"Understanding the Excess Bond Premium","year":2024,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto; Royal Bank of Canada","funders":"","keywords":"Bond; Economics; Business; Finance","score_opus":0.06799986162331596,"score_gpt":0.25030647256511346,"score_spread":0.1823066109417975,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4405073209","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.14012186,0.19773139,0.5052626,0.0188968,0.016005805,0.0010833136,0.00044236053,0.00023708094,0.12021877],"genre_scores_gemma":[0.9796917,0.0125936065,0.000041965603,0.000021993252,0.00202674,0.00002189697,0.000016750766,0.000061753635,0.0055236085],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9969615,0.000019104773,0.00074178644,0.0004588478,0.0000930169,0.001725752],"domain_scores_gemma":[0.99886274,0.00006131279,0.0005393211,0.00043240076,0.00003309344,0.00007111078],"candidate_categories":["research_integrity"],"consensus_categories":[],"category_scores_codex":[0.002558804,0.0002762301,0.0004239245,0.0003196037,0.0004441132,0.0004891708,0.00065580755,0.00030070054,0.000064318454],"category_scores_gemma":[0.0000932996,0.00023747618,0.00041164603,0.00026067407,0.00009722355,0.00008951303,0.00045327618,0.0061721154,0.00027202707],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000008301988,0.000018201079,0.0020425485,0.000024510377,0.0001949818,0.0000029693892,0.0004070328,0.0004690526,7.733053e-7,0.99421763,0.001804356,0.0008096587],"study_design_scores_gemma":[0.00014451017,0.0000393334,0.0014349456,0.0000625179,0.000042273183,0.000086873086,0.0007579596,0.0010969277,0.0000013766355,0.98281807,0.01324268,0.0002725268],"about_ca_topic_score_codex":0.00015456826,"about_ca_topic_score_gemma":0.0008442751,"teacher_disagreement_score":0.8395698,"about_ca_system_score_codex":0.0034708292,"about_ca_system_score_gemma":0.0015139026,"threshold_uncertainty_score":0.9961207},"labels":[],"label_agreement":null},{"id":"W4405301127","doi":"10.48550/arxiv.2412.08052","title":"CANDOR: Counterfactual ANnotated DOubly Robust Off-Policy Evaluation","year":2024,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"","funders":"National Human Genome Research Institute; National Institutes of Health; U.S. National Library of Medicine; Canadian Institute for Advanced Research","keywords":"Counterfactual thinking; Computer science; Political science; Economics; Psychology; Social psychology","score_opus":0.14436344238359816,"score_gpt":0.21090827695687822,"score_spread":0.06654483457328006,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4405301127","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.95424557,0.0016454711,0.008719292,0.00044590543,0.0019400821,0.00065030577,0.0011847812,0.00018169326,0.03098688],"genre_scores_gemma":[0.9915695,0.0005794864,0.0000386714,0.000025477611,0.00052496,0.0000057922384,0.00032971613,0.00004765488,0.0068787476],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9979619,0.000033502976,0.00049260084,0.001084203,0.000052952222,0.0003748561],"domain_scores_gemma":[0.99849695,0.000049119742,0.0004135169,0.00070690736,0.00019279796,0.00014068905],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0005657409,0.0003395624,0.0005177163,0.000859187,0.00016970662,0.00016681342,0.0004549685,0.00043293505,0.0005300414],"category_scores_gemma":[0.00015110063,0.000458014,0.0002924948,0.0008299165,0.00012901715,0.00017090038,0.0005799059,0.0006459165,0.0013677728],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000056555094,0.00007527991,0.006612123,0.00007185596,0.00016133826,0.000038506558,0.00045327126,0.48071435,0.0000021560863,0.50618833,0.0045164274,0.0011098261],"study_design_scores_gemma":[0.0009931088,0.000049425853,0.02155099,0.00007954025,0.00015455927,0.0000032304563,0.000083146384,0.6521722,0.000009703423,0.28602147,0.038176898,0.00070569536],"about_ca_topic_score_codex":0.0022202695,"about_ca_topic_score_gemma":0.0005862705,"teacher_disagreement_score":0.22016685,"about_ca_system_score_codex":0.001127,"about_ca_system_score_gemma":0.0005285065,"threshold_uncertainty_score":0.99978715},"labels":[],"label_agreement":null},{"id":"W4405591770","doi":"10.1007/978-3-658-45406-7_18","title":"ESG und Kapitalkosten im M&amp;A-Prozess","year":2024,"lang":"de","type":"book-chapter","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Alpha Technologies (Canada)","funders":"","keywords":"Philosophy; Political science","score_opus":0.051881239479827146,"score_gpt":0.2526544824440726,"score_spread":0.20077324296424548,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4405591770","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0016334879,0.071319014,0.0034120313,0.0015942362,0.00918241,0.00074695185,0.0022864726,0.00021006251,0.90961534],"genre_scores_gemma":[0.05871388,0.011381305,0.0005737815,0.00008978437,0.0032224243,0.000045158024,0.00071425113,0.0002879724,0.92497146],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9955092,0.0000056113354,0.0019097654,0.001679621,0.00013414919,0.0007616395],"domain_scores_gemma":[0.99740344,0.00014124876,0.00066195073,0.0013414343,0.00012993503,0.00032198709],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.00039018865,0.000905404,0.0014502248,0.0010231823,0.0003817723,0.00054799236,0.0006340139,0.0011765062,0.009952055],"category_scores_gemma":[0.00008488614,0.0010639816,0.0010252374,0.00023753711,0.00038573702,0.00026748303,0.00043403555,0.0009887482,0.105619796],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000018050803,0.000051115785,0.0014922967,0.00015433699,0.00055538426,0.000058027854,0.00024900198,0.000026957252,7.0133643e-7,0.98026264,0.009293991,0.007837481],"study_design_scores_gemma":[0.0002248575,0.00006934105,0.0019020678,0.00014607515,0.00016157478,0.000010740407,0.000018451683,0.00029417535,0.0000016275868,0.29869846,0.697571,0.0009016807],"about_ca_topic_score_codex":0.00044263716,"about_ca_topic_score_gemma":0.00056143425,"teacher_disagreement_score":0.68827695,"about_ca_system_score_codex":0.0003635963,"about_ca_system_score_gemma":0.000111607704,"threshold_uncertainty_score":0.99918103},"labels":[],"label_agreement":null},{"id":"W4405835161","doi":"10.1016/j.bir.2024.12.011","title":"US Treasury market default risk and global interbank liquidity risk","year":2024,"lang":"en","type":"article","venue":"Borsa Istanbul Review","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"NSAF Joint Fund; Natural Science Foundation of Hunan Province; National Natural Science Foundation of China","keywords":"Treasury; Market liquidity; Liquidity risk; Interbank lending market; Business; Financial system; Credit risk; Market risk; Monetary economics; Economics; Actuarial science; Finance","score_opus":0.01704248713873112,"score_gpt":0.247059856963333,"score_spread":0.23001736982460186,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4405835161","genre_codex":"review","genre_gemma":"review","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"review","genre_consensus":"review","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08820844,0.85856676,0.006030308,0.0007387148,0.00086773344,0.00049016887,0.003987956,0.00015377083,0.040956125],"genre_scores_gemma":[0.38582966,0.61186266,0.000429137,0.000111335336,0.00025639293,0.000043724238,0.00003746246,0.00002858938,0.0014010324],"study_design_codex":"design_other","study_design_gemma":"not_applicable","domain_scores_codex":[0.99829376,0.00006729419,0.00074665324,0.00054967287,0.000058303467,0.0002843249],"domain_scores_gemma":[0.9989616,0.00012720564,0.00027128577,0.00045550082,0.000037609643,0.00014677117],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012515313,0.00023363509,0.00059356855,0.000083140265,0.00016574372,0.00014285129,0.00018587994,0.00011218858,0.00076942536],"category_scores_gemma":[0.0008536047,0.00023597635,0.00026089072,0.00053847086,0.000100577214,0.00020597695,0.00008845463,0.0002595147,0.0004292845],"study_design_candidate":"not_applicable","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000046672154,0.0001177949,0.22911233,0.0029688706,0.00018901614,0.000051728093,0.00021932476,0.000005943999,4.6457424e-7,0.1941276,0.26452404,0.30863622],"study_design_scores_gemma":[0.00010613083,0.000039805767,0.1799506,0.0007957818,0.00008030323,0.000014074568,0.0000055908163,0.0008419226,3.2732757e-7,0.013988727,0.8039538,0.00022291456],"about_ca_topic_score_codex":0.0011578115,"about_ca_topic_score_gemma":0.00032411996,"teacher_disagreement_score":0.5394298,"about_ca_system_score_codex":0.00021266533,"about_ca_system_score_gemma":0.000058137535,"threshold_uncertainty_score":0.9622836},"labels":[],"label_agreement":null},{"id":"W4406250944","doi":"10.1016/j.econmod.2024.106985","title":"Forecasting China bond default with severe class-imbalanced data: A simple learning model with causal inference","year":2025,"lang":"en","type":"article","venue":"Economic Modelling","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Herzberg Institute of Astrophysics","funders":"","keywords":"Economics; Inference; Econometrics; Simple (philosophy); Class (philosophy); Causal inference; Bond; Artificial intelligence; Computer science","score_opus":0.057585599230018804,"score_gpt":0.24894512216409972,"score_spread":0.19135952293408093,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4406250944","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.37617904,0.00018431255,0.6040317,0.00012179894,0.00008718494,0.0001844734,0.00018860374,0.000060624145,0.018962262],"genre_scores_gemma":[0.98111266,0.00009679722,0.016561268,0.000027429685,0.00012964262,0.000034650762,0.00024417785,0.00004452634,0.0017488587],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99798024,0.000008196255,0.0006424344,0.00085380144,0.000037108985,0.00047824733],"domain_scores_gemma":[0.99868345,0.000099139,0.00040494392,0.0006914578,0.000031756583,0.000089232206],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.00037772724,0.00028146547,0.0005437424,0.00024072919,0.0004137162,0.00018813727,0.00042912562,0.0001287108,0.000036973222],"category_scores_gemma":[0.000045939534,0.00029664574,0.00005526052,0.00020218785,0.00007653751,0.00072972063,0.00017592289,0.00039736534,0.000046682184],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00005968139,0.0000185506,0.043547492,0.000022016735,0.00004879548,0.0000021902836,0.0002501134,0.87442815,7.8069957e-7,0.08056274,0.00023447137,0.0008250105],"study_design_scores_gemma":[0.00077371503,0.00005275202,0.0014348698,0.00006302768,0.00001958521,0.0000064772416,0.00006236774,0.9723792,0.000004740214,0.019286294,0.0055361195,0.00038081867],"about_ca_topic_score_codex":0.0009026652,"about_ca_topic_score_gemma":0.0008632305,"teacher_disagreement_score":0.6049336,"about_ca_system_score_codex":0.0002267974,"about_ca_system_score_gemma":0.00023487338,"threshold_uncertainty_score":0.99994856},"labels":[],"label_agreement":null},{"id":"W4406578904","doi":"10.1016/s1544-8800(05)70437-1","title":"10.1016/s1544-8800(05)70437-1","year":2000,"lang":"en","type":"article","venue":"Time to knit","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Event (particle physics); Medicine; Physics","score_opus":0.011328823993013692,"score_gpt":0.16270060319924207,"score_spread":0.15137177920622838,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4406578904","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0031880455,0.00026792218,0.000026664084,0.00048617538,0.000009503688,0.00017082356,0.00018360016,0.000088069406,0.9955792],"genre_scores_gemma":[0.0026094469,0.0000028290062,0.00021549196,0.000019760859,0.00033261572,0.000026180534,0.000034946665,0.000028595146,0.99673015],"study_design_codex":"design_other","study_design_gemma":"not_applicable","domain_scores_codex":[0.9989363,0.000006056024,0.00038908116,0.000326564,0.00003801756,0.00030399067],"domain_scores_gemma":[0.99937063,0.00002931865,0.00007603919,0.0003621545,0.00002240189,0.000139465],"candidate_categories":["insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.00017222036,0.0001399604,0.00027558923,0.0001648526,0.00013375051,0.00006244335,0.00021645852,0.000092979244,0.9949731],"category_scores_gemma":[0.000058645637,0.00017256486,0.00011143928,0.00033189426,0.000035522025,0.00014405866,0.000032630753,0.00009948016,0.99624753],"study_design_candidate":"not_applicable","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000037268215,0.00008001924,0.000016258018,0.0000038642993,0.000016018073,0.0000033596,0.000046821115,0.00026737657,0.0000017614642,0.0014236933,0.47695413,0.5211494],"study_design_scores_gemma":[0.0002087779,0.00007639977,0.0050250706,0.0000055563182,0.0000040260343,0.000003097529,6.1881906e-7,0.0005283613,0.0000054764337,0.00088396174,0.9930341,0.00022453397],"about_ca_topic_score_codex":0.000138165,"about_ca_topic_score_gemma":0.0000015970204,"teacher_disagreement_score":0.52092487,"about_ca_system_score_codex":0.00006263304,"about_ca_system_score_gemma":0.000016698015,"threshold_uncertainty_score":0.70369905},"labels":[],"label_agreement":null},{"id":"W4407252820","doi":"10.3390/jrfm18020091","title":"Determinants of Stochastic Distance-to-Default","year":2025,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Bankruptcy; Debt; Equity (law); Geometric Brownian motion; Econometrics; Stock (firearms); Economics; Debt-to-equity ratio; Business; Actuarial science; Financial economics; Finance; Economy","score_opus":0.009553872190760386,"score_gpt":0.22853380524867048,"score_spread":0.21897993305791008,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4407252820","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.53267586,0.001983182,0.46223876,0.00007275135,0.00083668786,0.00016972842,0.00008336505,0.0000046500836,0.0019350272],"genre_scores_gemma":[0.99665993,0.0007650228,0.0019538954,0.000030334055,0.00011169607,0.0000055115074,6.5197156e-7,0.000007397621,0.00046555768],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99869287,0.000008747017,0.0008931619,0.00016999128,0.000059997175,0.00017522831],"domain_scores_gemma":[0.99903166,0.000050567538,0.0006014464,0.00017282799,0.00007472954,0.00006875044],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00046805956,0.00011630352,0.0004751499,0.00056248636,0.0001063723,0.00002587852,0.00018687542,0.000059253358,0.000012371987],"category_scores_gemma":[0.0002789085,0.0001197139,0.00013177619,0.00045337365,0.000057212314,0.00010590699,0.000087455715,0.00012437179,0.000010288333],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00022277153,0.000183489,0.24533537,0.00009334032,0.000033413267,0.000019597182,0.00065313303,0.0008436939,0.0000030086294,0.43003756,0.0018791696,0.32069546],"study_design_scores_gemma":[0.0007208647,0.00012530906,0.8561809,0.0001503499,0.00004273514,0.0000022417448,0.000089226996,0.00026908057,0.000010900059,0.05924336,0.083037585,0.00012742123],"about_ca_topic_score_codex":0.00005655554,"about_ca_topic_score_gemma":0.00006515542,"teacher_disagreement_score":0.61084557,"about_ca_system_score_codex":0.00004824966,"about_ca_system_score_gemma":0.000023776773,"threshold_uncertainty_score":0.48817912},"labels":[],"label_agreement":null},{"id":"W4407264183","doi":"10.1016/j.jcorpfin.2025.102747","title":"How does the structure of an interest expense cap change the tax benefits of debt?","year":2025,"lang":"en","type":"article","venue":"Journal of Corporate Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Debt; Capital structure; Economics; Monetary economics; Business; Financial system; Finance","score_opus":0.0638940214962496,"score_gpt":0.23431849577004546,"score_spread":0.17042447427379587,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4407264183","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9886463,0.0058392943,0.0006373584,0.0032714107,0.001009468,0.00016333484,0.00031127606,0.0000024598376,0.00011907777],"genre_scores_gemma":[0.99760056,0.0012353522,0.0003095379,0.000050791354,0.0002749723,0.000002941986,0.000003201179,0.000009670421,0.00051297614],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99891585,0.000025785992,0.00072057435,0.000134206,0.000059488564,0.00014406473],"domain_scores_gemma":[0.99662054,0.000084364736,0.0026449352,0.00038621743,0.00023862123,0.000025316],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0003456149,0.00012670686,0.0004368033,0.0001763162,0.00010750934,0.000050081722,0.00051588146,0.00008775722,0.000015908445],"category_scores_gemma":[0.00017080664,0.000073408184,0.0001514049,0.00043078422,0.00018484639,0.00035137834,0.000054266602,0.00023022736,0.0000010090457],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0002115349,0.00015449477,0.07317143,0.000074457916,0.00009395933,0.0000072330927,0.0019589209,0.0008462774,0.0010057712,0.88495463,0.0018964171,0.03562485],"study_design_scores_gemma":[0.0005512495,0.00023422469,0.841574,0.00018622105,0.000027159062,0.000017361255,0.0003224301,0.00045431306,0.007794534,0.12094704,0.027742233,0.00014924187],"about_ca_topic_score_codex":0.00009385392,"about_ca_topic_score_gemma":0.0005848864,"teacher_disagreement_score":0.7684026,"about_ca_system_score_codex":0.00002933606,"about_ca_system_score_gemma":0.00006278323,"threshold_uncertainty_score":0.29934987},"labels":[],"label_agreement":null},{"id":"W4407526755","doi":"10.3390/jrfm18020096","title":"Firm Policies and Uncertainty About Risk","year":2025,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"Institute for Humane Studies, George Mason University","keywords":"Business; Economics","score_opus":0.00846858825062193,"score_gpt":0.21606377812147343,"score_spread":0.2075951898708515,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4407526755","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.92342234,0.01666189,0.049936578,0.00037341562,0.0009088378,0.00017912319,0.00014889822,0.000012220858,0.008356694],"genre_scores_gemma":[0.95739794,0.040441256,0.001163981,0.000069982874,0.00022617081,0.000004663607,0.000001539697,0.0000074683844,0.00068700925],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9988711,0.000016399748,0.0006710452,0.0001920785,0.000048785307,0.00020061541],"domain_scores_gemma":[0.99907416,0.000070953494,0.00058077986,0.00015176312,0.00005183741,0.000070525864],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00064621266,0.00013658931,0.00039474425,0.0004936851,0.0002910403,0.00008622087,0.00013207908,0.000081478494,0.000014903187],"category_scores_gemma":[0.00026399447,0.0001352043,0.0001161414,0.00032380281,0.000106201514,0.00014858518,0.0001061782,0.00022896125,0.000007059853],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000058012738,0.000054344782,0.3353212,0.000029523442,0.000037949754,0.000007898516,0.00051697035,0.00017932635,3.6713118e-7,0.42942542,0.0027722667,0.23159674],"study_design_scores_gemma":[0.00052126683,0.000049098428,0.6071625,0.000036129008,0.000038272145,0.0000021607402,0.00009916973,0.00015163822,9.999462e-7,0.07621935,0.31563348,0.000085930886],"about_ca_topic_score_codex":0.0004268758,"about_ca_topic_score_gemma":0.000112764545,"teacher_disagreement_score":0.35320607,"about_ca_system_score_codex":0.00005237894,"about_ca_system_score_gemma":0.000020162353,"threshold_uncertainty_score":0.55134714},"labels":[],"label_agreement":null},{"id":"W4408095791","doi":"10.1007/s11147-025-09210-x","title":"VIX maturity interpolation","year":2025,"lang":"en","type":"article","venue":"Review of Derivatives Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"WSP (Canada)","funders":"","keywords":"Maturity (psychological); Interpolation (computer graphics); Econometrics; Economics; Mathematics; Computer science; Psychology; Artificial intelligence","score_opus":0.09713837241347481,"score_gpt":0.39927221639870164,"score_spread":0.3021338439852268,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4408095791","genre_codex":"review","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.06657123,0.49898922,0.017678378,0.008672477,0.00042575874,0.0013835959,0.00016513537,0.00004127077,0.40607294],"genre_scores_gemma":[0.86182976,0.13339312,0.0016782082,0.00008780732,0.000052791405,0.000065120345,0.000028956802,0.000010293285,0.0028539302],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9989496,0.00005951107,0.0005390233,0.00020851505,0.000066733155,0.0001766397],"domain_scores_gemma":[0.9991679,0.00017699083,0.00014127053,0.00030561755,0.00017933662,0.000028879651],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013957644,0.00006602838,0.00033660053,0.00035135195,0.000100098616,0.000018467708,0.00022245555,0.00004914078,0.00035618446],"category_scores_gemma":[0.0015217148,0.00006890772,0.000098739125,0.0011088961,0.00014912765,0.00012550571,0.00011400432,0.00019667562,0.000119010016],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000058022065,0.000052096686,0.01838698,0.0022619567,0.000018153622,2.4983532e-7,0.000097794065,2.9256202e-7,0.0000698134,0.96014214,0.0073923776,0.011572369],"study_design_scores_gemma":[0.00017645679,0.000046415535,0.34926423,0.004584437,0.0000034365987,4.0960833e-7,0.000049563336,0.00040589581,0.0002520584,0.18573457,0.45936817,0.000114356386],"about_ca_topic_score_codex":0.000056719437,"about_ca_topic_score_gemma":0.0000048736642,"teacher_disagreement_score":0.7952585,"about_ca_system_score_codex":0.0000567213,"about_ca_system_score_gemma":0.000053259388,"threshold_uncertainty_score":0.389997},"labels":[],"label_agreement":null},{"id":"W4408101951","doi":"10.1016/j.jbankfin.2025.107414","title":"The role of CDS spreads in explaining bond recovery rates","year":2025,"lang":"en","type":"article","venue":"Journal of Banking & Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Group for Research in Decision Analysis; HEC Montréal","funders":"Natural Sciences and Engineering Research Council of Canada; Belgian Federal Science Policy Office; Institut Canadien des Dérivés; Higher Education Commission, Pakistan; HEC Montréal; Fonds De La Recherche Scientifique - FNRS","keywords":"Bond; Monetary economics; Economics; Business; Financial system; Finance","score_opus":0.011047369030728497,"score_gpt":0.2302672908470702,"score_spread":0.2192199218163417,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4408101951","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9558204,0.021488337,0.0020415683,0.00046304095,0.0008740246,0.00007224974,0.000014678859,0.000003638155,0.019222096],"genre_scores_gemma":[0.9957538,0.0027816964,0.0009064796,0.000017752183,0.0001149103,0.0000037720934,6.8855377e-7,0.000007995223,0.00041290704],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99858433,0.000012605313,0.0010314292,0.00012735793,0.00004868168,0.0001955676],"domain_scores_gemma":[0.99849355,0.0002807905,0.00094172126,0.00019542842,0.00007384704,0.000014633321],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010489307,0.000093715345,0.00038135066,0.00031162854,0.00012984066,0.000047530895,0.00028407757,0.000074966774,0.000012641339],"category_scores_gemma":[0.00038460168,0.00008620475,0.00015463351,0.0005040508,0.00006580191,0.00024412783,0.000042868465,0.00024252081,0.00000518213],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0001052222,0.000066508335,0.3941283,0.00001360651,0.000031038093,0.0000061659493,0.00053394283,0.001568138,0.000133432,0.542361,0.00097619416,0.06007642],"study_design_scores_gemma":[0.00045761533,0.00008948604,0.60007125,0.00027808608,0.000006491451,0.0000061552582,0.00015444157,0.00088663475,0.0010569374,0.23732428,0.15955606,0.000112579604],"about_ca_topic_score_codex":0.000069107446,"about_ca_topic_score_gemma":0.00006584456,"teacher_disagreement_score":0.30503675,"about_ca_system_score_codex":0.0000928867,"about_ca_system_score_gemma":0.00009216467,"threshold_uncertainty_score":0.3515328},"labels":[],"label_agreement":null},{"id":"W4408153216","doi":"10.2139/ssrn.5164215","title":"Accounting for Data Assets","year":2025,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Accounting; Business","score_opus":0.052229230116682915,"score_gpt":0.2901076827275342,"score_spread":0.23787845261085128,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4408153216","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.036790438,0.044237543,0.8931625,0.0035077361,0.0061706305,0.0009244208,0.0039977706,0.0000900209,0.011118937],"genre_scores_gemma":[0.93217677,0.03343179,0.005952749,0.00010071605,0.005857854,0.00010853044,0.0019638094,0.00010458208,0.020303179],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99666774,0.000011592393,0.00086799037,0.00064293476,0.000054284876,0.0017554495],"domain_scores_gemma":[0.99796194,0.00009429433,0.00087599247,0.0009189268,0.00009656854,0.000052281386],"candidate_categories":["metaepi_narrow","research_integrity"],"consensus_categories":[],"category_scores_codex":[0.0034408867,0.00024333266,0.00054884184,0.00037710773,0.0003488747,0.00025583617,0.0014246323,0.00033671586,0.000028562406],"category_scores_gemma":[0.00060224667,0.0002949153,0.00026153275,0.00016028833,0.000030195331,0.00025440755,0.0007638912,0.0026577145,0.000039718103],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000017138882,0.00004551655,0.014949433,0.000043999604,0.00022956537,4.3299752e-7,0.00004109462,0.00020021331,5.30905e-7,0.9576675,0.0033110606,0.023493461],"study_design_scores_gemma":[0.00034992423,0.00003016118,0.0041569723,0.000049525042,0.0000377959,0.000012617436,0.00004717939,0.006582869,8.622663e-7,0.8287922,0.15966983,0.00027007825],"about_ca_topic_score_codex":0.0002874838,"about_ca_topic_score_gemma":0.0010468123,"teacher_disagreement_score":0.89538634,"about_ca_system_score_codex":0.0009905178,"about_ca_system_score_gemma":0.0027056509,"threshold_uncertainty_score":0.9999503},"labels":[],"label_agreement":null},{"id":"W4408324355","doi":"10.21307/connections-2016-058","title":"The South Carolina Network Exchange Datasets","year":2016,"lang":"en","type":"article","venue":"Connections","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"South carolina; Computer science; Data science; Political science; Public administration","score_opus":0.03224530369641598,"score_gpt":0.21924959515485043,"score_spread":0.18700429145843445,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4408324355","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.34732237,0.031188024,0.35620916,0.051690947,0.02654763,0.0020422782,0.018454744,0.00092319713,0.16562165],"genre_scores_gemma":[0.9936126,0.00054130633,0.00009149965,0.0000426043,0.0011206528,0.000065834305,0.00003414814,0.000015030496,0.0044763144],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.999222,0.000009629788,0.00026339878,0.00021752395,0.000020478083,0.00026701385],"domain_scores_gemma":[0.9991803,0.00018441025,0.00012768191,0.0004254421,0.000021190403,0.000060934246],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.00027774702,0.000081112616,0.00012534254,0.00005129367,0.0007727013,0.000044544784,0.00016394508,0.000055875786,0.0002791972],"category_scores_gemma":[0.00026287523,0.000056873174,0.000078058445,0.00022855788,0.00009353117,0.00011165426,0.000054008604,0.000060680944,0.0011220457],"study_design_candidate":"not_applicable","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000006381076,0.000015541696,0.05073934,0.00000184696,0.00002250039,8.5842476e-7,0.00016166663,0.000032060994,0.0000034318575,0.8418494,0.097157665,0.010009317],"study_design_scores_gemma":[0.00017971317,0.000015786174,0.12241369,0.0000051758,0.0000037559487,0.0000022195072,0.000019423687,0.000087270106,0.0000033402503,0.039239794,0.83793545,0.00009436703],"about_ca_topic_score_codex":0.00007583041,"about_ca_topic_score_gemma":0.0004239596,"teacher_disagreement_score":0.8026096,"about_ca_system_score_codex":0.00004888796,"about_ca_system_score_gemma":0.000015590505,"threshold_uncertainty_score":0.9996557},"labels":[],"label_agreement":null},{"id":"W4408576703","doi":"10.58837/chula.the.2009.717","title":"Liquidity and default risks in corporate bonds","year":2009,"lang":"en","type":"dissertation","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Market liquidity; Business; Financial system; Bond; Monetary economics; Finance; Economics","score_opus":0.08269805456810893,"score_gpt":0.2747442602833493,"score_spread":0.1920462057152404,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4408576703","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8840812,0.002776582,0.00015437441,0.00009766076,0.00043272245,0.00020616727,0.00012019356,0.00003421962,0.112096906],"genre_scores_gemma":[0.9812952,0.0015803059,0.00027190507,0.000020320836,0.00015087232,0.00002268744,0.0007309625,0.000024805935,0.015902897],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9986669,0.000006299248,0.00063656707,0.00043629395,0.00003063268,0.00022333516],"domain_scores_gemma":[0.99911165,0.000024646131,0.0005417913,0.00022186032,0.000032196633,0.00006784485],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0002547223,0.00020676634,0.0004951959,0.00041166606,0.00007626635,0.000066175315,0.00011109571,0.0003980349,0.00015448952],"category_scores_gemma":[0.00009653811,0.00025156257,0.00006807416,0.00027328407,0.000023734794,0.00013069139,0.000012523999,0.0002753706,0.00015271753],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00013914687,0.00023470362,0.20296425,0.00010117497,0.000031415188,0.000022725977,0.0007770268,0.00020516277,0.00002173761,0.75312144,0.0060236794,0.036357563],"study_design_scores_gemma":[0.0002592206,0.000055824476,0.8935183,0.000024769814,0.0000049889522,9.080826e-7,0.000067984656,0.00074177864,0.00001878956,0.09228706,0.012737517,0.00028281234],"about_ca_topic_score_codex":0.0027053335,"about_ca_topic_score_gemma":0.008243748,"teacher_disagreement_score":0.6905541,"about_ca_system_score_codex":0.00006764174,"about_ca_system_score_gemma":0.000040609197,"threshold_uncertainty_score":0.9999937},"labels":[],"label_agreement":null},{"id":"W4409094436","doi":"10.1111/fire.12400","title":"Issue Information","year":2025,"lang":"en","type":"paratext","venue":"Financial Review","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"","funders":"Universität Zürich; Università Bocconi; Shanghai Jiao Tong University; University of Texas at Arlington; Queen's University; University of Central Florida; University of Technology Sydney; Yale University; University of New South Wales; University of Sussex; Newcastle University; Lehigh University; Bentley University; Hebrew University of Jerusalem; Louisiana State University; University of Massachusetts Boston; University of Reading; University of Nebraska-Lincoln; University of Notre Dame; Washington State University; University of Cincinnati; Drexel University; University of Warwick; Florida International University; Dartmouth College; University of Miami; Villanova University","keywords":"Computer science","score_opus":0.01972567489618288,"score_gpt":0.2569746757651436,"score_spread":0.23724900086896072,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4409094436","genre_codex":"other","genre_gemma":"review","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.000003791483,0.3910768,0.004260028,0.0013943579,0.009233067,0.0008046368,0.0027912618,0.000031301093,0.59040475],"genre_scores_gemma":[0.000046144578,0.5243871,0.0002767588,0.0023597297,0.0014627678,0.00026828956,0.0026935309,0.000024360992,0.46848127],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.9974657,0.000017903916,0.0016435795,0.0004112966,0.00007520634,0.00038628772],"domain_scores_gemma":[0.99803054,0.000044324654,0.0010230193,0.0006845319,0.00013214444,0.00008541735],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.0004665066,0.00038495002,0.0014113595,0.00040031123,0.00018481891,0.00008738298,0.00048005415,0.0005057723,0.017128251],"category_scores_gemma":[0.0012335822,0.00045384894,0.00046727573,0.00083956646,0.00005025453,0.00042514797,0.00013046946,0.00048744073,0.25295144],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000024689605,0.00001706649,0.000021505473,0.0034274824,0.000010945609,4.791486e-7,0.000026375212,0.000003017359,1.4659622e-8,0.06562867,0.8850767,0.04578527],"study_design_scores_gemma":[0.00014383333,0.000024614581,0.0010370353,0.0041799406,0.000029449679,0.000001081361,9.472835e-7,0.0000091823385,7.8057695e-7,0.0019846226,0.9921647,0.00042384144],"about_ca_topic_score_codex":0.00016902735,"about_ca_topic_score_gemma":0.000010261778,"teacher_disagreement_score":0.23582318,"about_ca_system_score_codex":0.00019488759,"about_ca_system_score_gemma":0.0003856106,"threshold_uncertainty_score":0.9997913},"labels":[],"label_agreement":null},{"id":"W4410232359","doi":"10.3138/cpp.2024-041","title":"Tilting the Playing Field Away from the Discharge of Debts: The Case of Consumer Proposals in Canada","year":2025,"lang":"en","type":"article","venue":"Canadian Public Policy","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":true,"ca_institutions":"York University; Carleton University","funders":"","keywords":"Field (mathematics); Debt; Art; Advertising; Business; Finance; Mathematics","score_opus":0.020275606496064382,"score_gpt":0.22686531344946467,"score_spread":0.2065897069534003,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4410232359","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9296138,0.001774971,0.00006529668,0.054704998,0.00027143245,0.0002900245,0.0013648114,0.0000028119248,0.011911823],"genre_scores_gemma":[0.9985794,0.000052366984,0.000011611261,0.0010504955,0.00008932557,0.000023033019,0.00001013314,0.0000063317802,0.00017731814],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9990711,0.000026889827,0.0004465009,0.00013787678,0.00002386435,0.00029376423],"domain_scores_gemma":[0.9987732,0.00052249915,0.00017873896,0.0004124284,0.000035374534,0.00007773389],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0003548234,0.00008123419,0.00019368416,0.00019330604,0.00027522104,0.000041954558,0.00038168568,0.00004993047,0.000095763855],"category_scores_gemma":[0.0013835247,0.000053449676,0.00005090612,0.0006798551,0.00009901993,0.00007144109,0.000045227334,0.0001657249,0.0000029502949],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000013043214,0.000004439716,0.3824266,0.000005491971,0.000025149746,0.000006595185,0.00048231366,0.000008144729,0.0000014755899,0.59852624,0.009027365,0.00948488],"study_design_scores_gemma":[0.00034390055,0.000007976157,0.7629333,0.00004426681,0.0000109074745,0.000011637994,0.0018551586,0.0028157104,0.00004316516,0.02368839,0.20807241,0.00017317766],"about_ca_topic_score_codex":0.9995599,"about_ca_topic_score_gemma":0.99979454,"teacher_disagreement_score":0.57483786,"about_ca_system_score_codex":0.00039190796,"about_ca_system_score_gemma":0.0054831402,"threshold_uncertainty_score":0.9726856},"labels":[],"label_agreement":null},{"id":"W4410306871","doi":"10.1007/978-3-031-85459-0_5","title":"Debt Overhang","year":2025,"lang":"en","type":"book-chapter","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Debt overhang; Economics; Debt; External debt; Finance","score_opus":0.026549626610090738,"score_gpt":0.20559606783294898,"score_spread":0.17904644122285823,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4410306871","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.000012733234,0.003060195,0.004611866,0.0003156732,0.00087631017,0.0001506164,0.0003914336,0.00006658724,0.9905146],"genre_scores_gemma":[0.0016845231,0.00086914847,0.0005098987,0.000101726204,0.00036362943,0.000007641306,0.000090453446,0.000028814131,0.99634415],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9989298,6.598668e-7,0.00049516256,0.00037980932,0.000025779746,0.00016877531],"domain_scores_gemma":[0.9992746,0.000036024252,0.00022174926,0.0003910379,0.000026788652,0.000049803686],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.000094728726,0.00020134839,0.0004427693,0.00032509776,0.000085472144,0.00004280821,0.0001710101,0.00034048734,0.00589416],"category_scores_gemma":[0.000037256996,0.00024632819,0.0002409996,0.000038604005,0.00004145616,0.00006102769,0.000075120166,0.00019238134,0.0026302992],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000001786735,0.0000051712686,0.00034811796,0.000010828025,0.000027096572,0.000002018186,0.000011528233,0.0000016652276,7.761353e-8,0.929002,0.06566062,0.0049290885],"study_design_scores_gemma":[0.00006444134,0.0000069542402,0.0012275341,0.00002106906,0.000005603098,4.3778834e-7,6.5455725e-7,0.000060052727,7.372012e-7,0.3720073,0.62643796,0.00016726273],"about_ca_topic_score_codex":0.00009569308,"about_ca_topic_score_gemma":0.000093257244,"teacher_disagreement_score":0.5607773,"about_ca_system_score_codex":0.000101319085,"about_ca_system_score_gemma":0.000040650557,"threshold_uncertainty_score":0.99999887},"labels":[],"label_agreement":null},{"id":"W4410336222","doi":"10.1139/cjes-2025-0011","title":"The enigmatic Tintina-Rocky Mountain Trench fault: A hidden solution to the BajaBC controversy?","year":2025,"lang":"en","type":"article","venue":"Canadian Journal of Earth Sciences","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Geology; Trench; Seismology; Fault (geology); Paleoseismology; Thrust fault; Paleontology; Geomorphology","score_opus":0.019346666380833856,"score_gpt":0.22803024601028357,"score_spread":0.20868357962944972,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4410336222","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8622928,0.008711348,0.010731052,0.0723389,0.003782151,0.000412915,0.000095529256,0.000007658308,0.04162761],"genre_scores_gemma":[0.9963932,0.00005806399,0.00029852803,0.0002602297,0.00018515486,0.0000036182478,4.0219035e-7,0.0000024671454,0.0027983533],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9990335,0.00002112094,0.00044675244,0.00012391801,0.00006236807,0.0003123469],"domain_scores_gemma":[0.999167,0.00017624474,0.0002581638,0.00014581291,0.000081536986,0.00017119179],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014584915,0.000071491544,0.00016411884,0.00032500149,0.0012476615,0.00034144914,0.00052389695,0.00003468829,0.00006566682],"category_scores_gemma":[0.0009073657,0.00004782422,0.00009315558,0.0007334451,0.00024502043,0.00017911103,0.00001620102,0.00012856968,0.00006233877],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000010180422,0.000010194209,0.18481831,0.0000049115715,0.000034340825,0.0000065995737,0.0016547438,0.0012234262,0.00001059697,0.7658109,0.023632722,0.022783035],"study_design_scores_gemma":[0.0001651964,0.000086512446,0.3430087,0.000030694933,0.0000069476187,0.000009640923,0.00053155515,0.0031445154,0.000009370347,0.027057102,0.625867,0.00008274608],"about_ca_topic_score_codex":0.0066199354,"about_ca_topic_score_gemma":0.17297097,"teacher_disagreement_score":0.73875386,"about_ca_system_score_codex":0.000033970664,"about_ca_system_score_gemma":0.00071714824,"threshold_uncertainty_score":0.99999505},"labels":[],"label_agreement":null},{"id":"W4410959326","doi":"10.3390/jrfm18060300","title":"Forecasting Sovereign Credit Risk Amidst a Political Crisis: A Machine Learning and Deep Learning Approach","year":2025,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Credit risk; Politics; Artificial intelligence; Financial crisis; Sovereignty; Business; Financial system; Political science; Machine learning; Economics; Computer science; Actuarial science; Keynesian economics; Law","score_opus":0.013893722588111697,"score_gpt":0.2134474795322018,"score_spread":0.1995537569440901,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4410959326","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.43952173,0.022295201,0.5018775,0.00023147868,0.00079792476,0.00038581237,0.00007980176,0.00005147751,0.034759086],"genre_scores_gemma":[0.9832341,0.009742132,0.0062397057,0.000026142929,0.00036826706,0.000008920239,0.000005419677,0.000018022012,0.0003572572],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9982382,0.00005514429,0.00088133756,0.00033256036,0.000090081965,0.0004026747],"domain_scores_gemma":[0.99881244,0.000107706626,0.0007558452,0.000113874055,0.00007042895,0.00013971991],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011578668,0.00021102298,0.00056023634,0.00061957096,0.0005869241,0.0001498392,0.00014098712,0.0001268979,0.000015344809],"category_scores_gemma":[0.00068679935,0.00021854696,0.00016785583,0.00039166847,0.00009138579,0.00021629341,0.00018177544,0.0007659384,0.000003880278],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000121851685,0.000107453816,0.3012179,0.00008379778,0.00007617915,0.000022305,0.00062067155,0.00082299276,3.2410225e-7,0.5556379,0.00020331047,0.14108531],"study_design_scores_gemma":[0.0033322384,0.00048542986,0.48493472,0.000169437,0.0003462806,0.00006994053,0.003024133,0.06158316,0.0000034364468,0.21845424,0.22701332,0.0005836602],"about_ca_topic_score_codex":0.00025586312,"about_ca_topic_score_gemma":0.000020889865,"teacher_disagreement_score":0.5437124,"about_ca_system_score_codex":0.000102541664,"about_ca_system_score_gemma":0.000019615136,"threshold_uncertainty_score":0.89120865},"labels":[],"label_agreement":null},{"id":"W4411036629","doi":"10.3390/jrfm18060303","title":"Examining the Research Taxonomy of Credit Default Swaps Literature Through Bibliographic Network Mapping","year":2025,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Taxonomy (biology); Business; Computer science; Information retrieval; Biology; Ecology","score_opus":0.0663998633430569,"score_gpt":0.26650377440967055,"score_spread":0.20010391106661363,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4411036629","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5673293,0.0913246,0.30056548,0.00095553685,0.003383824,0.0009740252,0.00012549793,0.000019694251,0.03532207],"genre_scores_gemma":[0.9582143,0.03527603,0.0052283346,0.00005118973,0.00083001365,0.000027219352,0.0000030475555,0.0000108932,0.00035900527],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99822956,0.000067792294,0.0009961958,0.00023994873,0.00013090562,0.00033560494],"domain_scores_gemma":[0.99842846,0.0002829924,0.0007232281,0.00029896645,0.00022162772,0.000044707333],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0029905562,0.00014530135,0.00045223467,0.0019653714,0.00049082236,0.00014689955,0.00037628552,0.00012573779,0.000012676257],"category_scores_gemma":[0.00032398108,0.00012129974,0.00018715349,0.005316479,0.00019765829,0.00028097717,0.00020322476,0.00059435534,0.0000038227745],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00009798277,0.000094059935,0.2761506,0.00010390944,0.000108144486,0.00002274057,0.0013835581,0.0006484257,0.0000016286461,0.60548556,0.032702785,0.083200596],"study_design_scores_gemma":[0.00036489355,0.00006656531,0.46612468,0.00025158667,0.000021417816,0.0000024755689,0.00037261684,0.000062836094,0.0000015312512,0.09413509,0.43852183,0.00007446973],"about_ca_topic_score_codex":0.00011315097,"about_ca_topic_score_gemma":0.000029579063,"teacher_disagreement_score":0.51135045,"about_ca_system_score_codex":0.0000377599,"about_ca_system_score_gemma":0.00003544927,"threshold_uncertainty_score":0.49464595},"labels":[],"label_agreement":null},{"id":"W4411147763","doi":"10.1093/restud/rdaf009","title":"A Theory of Cash Flow-Based Financing with Distress Resolution","year":2025,"lang":"en","type":"article","venue":"The Review of Economic Studies","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Kellogg's (Canada)","funders":"","keywords":"Cash flow; Economics; Financial distress; Resolution (logic); Distress; Cash flow forecasting; Finance; Monetary economics; Financial system; Computer science; Psychology","score_opus":0.03893470546626798,"score_gpt":0.276852631163637,"score_spread":0.23791792569736903,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4411147763","genre_codex":"review","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"review","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08313433,0.8884699,0.0068913596,0.002521506,0.0005052915,0.0007072279,0.0003903822,0.000019222609,0.01736083],"genre_scores_gemma":[0.8789158,0.11958196,0.0006252183,0.00011732135,0.000060495506,0.000082478604,0.000011516186,0.000011416119,0.000593797],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9989445,0.000027093545,0.0007047337,0.00018276655,0.000016649728,0.00012424718],"domain_scores_gemma":[0.9987035,0.00031039122,0.00053554244,0.00039117268,0.000048289974,0.000011122848],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00092349655,0.000112252725,0.0006733339,0.00008911257,0.00010537319,0.00000456029,0.000182386,0.000026246362,0.00003333628],"category_scores_gemma":[0.00029220912,0.00008303371,0.00014425704,0.00016540314,0.00025757507,0.000049533304,0.00005733933,0.000058591875,0.000016580785],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000055542358,0.000044708606,0.010604822,0.004075009,0.0002695248,3.8991476e-7,0.0002845807,0.0016080112,0.0000013973403,0.963773,0.0037197466,0.0155632775],"study_design_scores_gemma":[0.0035125762,0.00051802484,0.38575587,0.047458574,0.0008296418,0.0000059442223,0.0014715912,0.010302508,0.00054889487,0.3064398,0.24190407,0.0012525432],"about_ca_topic_score_codex":0.00006419703,"about_ca_topic_score_gemma":0.000081203805,"teacher_disagreement_score":0.7957815,"about_ca_system_score_codex":0.00010038768,"about_ca_system_score_gemma":0.00005707313,"threshold_uncertainty_score":0.33860162},"labels":[],"label_agreement":null},{"id":"W4411457404","doi":"10.3390/jrfm18060335","title":"Forecasting Systemic Risk in the European Banking Industry: A Machine Learning Approach","year":2025,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Systemic risk; Expected shortfall; Autoregressive conditional heteroskedasticity; Artificial neural network; Computer science; Support vector machine; Value at risk; Artificial intelligence; Machine learning; Econometrics; Business; Risk management; Economics; Financial crisis; Finance","score_opus":0.02050008994779203,"score_gpt":0.2048085175315083,"score_spread":0.18430842758371627,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4411457404","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8259851,0.007158431,0.116054215,0.000090149435,0.00048103245,0.00028694794,0.0000311737,0.0000109824905,0.049901973],"genre_scores_gemma":[0.99533004,0.0030993104,0.0011159844,0.000025137891,0.0002459799,0.000005797893,0.0000026508826,0.000010621979,0.00016449354],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99855906,0.00014651172,0.0008184739,0.00019607077,0.00006723409,0.00021263037],"domain_scores_gemma":[0.9988829,0.00009356959,0.0008156771,0.0001475519,0.000029558478,0.000030745756],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0036946977,0.00013462052,0.00033886402,0.00055451697,0.0003202434,0.000108477,0.00026698713,0.00008776422,0.000004465827],"category_scores_gemma":[0.0004225163,0.00011405293,0.00011502969,0.0006250266,0.000040263705,0.00013454667,0.00010301517,0.0009542655,0.0000033990182],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000034057874,0.00008410787,0.6570247,0.000054888806,0.000025179263,0.00004377234,0.0017248903,0.0045951176,2.0120187e-7,0.09545834,0.00020414243,0.24075061],"study_design_scores_gemma":[0.0011999378,0.00007095377,0.885608,0.00021340279,0.000063674735,0.00003574494,0.0009234003,0.009368356,2.9266735e-7,0.023177383,0.07916548,0.00017337759],"about_ca_topic_score_codex":0.00018533407,"about_ca_topic_score_gemma":0.000036480822,"teacher_disagreement_score":0.24057724,"about_ca_system_score_codex":0.000065831955,"about_ca_system_score_gemma":0.000013985844,"threshold_uncertainty_score":0.46509436},"labels":[],"label_agreement":null},{"id":"W4411504393","doi":"10.1016/j.jinteco.2025.104118","title":"Sovereign Debt Disclosure","year":2025,"lang":"en","type":"article","venue":"Journal of International Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Bank of Canada","funders":"Universiteit Gent; Fonds Wetenschappelijk Onderzoek","keywords":"Sovereign debt; Economics; Sovereignty; Debt; Financial system; Monetary economics; Financial economics; Macroeconomics; Political science; Law","score_opus":0.01341797900617481,"score_gpt":0.2281991003132472,"score_spread":0.2147811213070724,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4411504393","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6028116,0.0022247212,0.018512124,0.006238887,0.007446632,0.000087894725,0.00017881504,0.000011619571,0.36248776],"genre_scores_gemma":[0.9923695,0.0015471448,0.0019957328,0.00018265632,0.00064073387,0.000001960127,0.0000074335335,0.000009557988,0.0032452946],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9988806,0.0000043686287,0.000862322,0.00012297691,0.00002283304,0.00010686427],"domain_scores_gemma":[0.99899954,0.000061810846,0.00066422665,0.00012374154,0.00010695192,0.00004374291],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00036380152,0.00008577653,0.00026572088,0.00039369042,0.000051008963,0.0000805248,0.00034456668,0.00007085692,0.0003898411],"category_scores_gemma":[0.0002111297,0.000095245035,0.00021715258,0.000089705,0.000039039387,0.00034027666,0.000045827,0.00014745399,0.00006651726],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000026412794,0.000048737988,0.09668523,0.0000025078618,0.00010312845,0.0000017880251,0.000037132457,0.0010012481,0.0000042227216,0.89646983,0.0038998846,0.0017198662],"study_design_scores_gemma":[0.0006679626,0.000032785945,0.17868009,0.000023621526,0.0000082552715,0.000016771,0.000053298096,0.002584727,0.000049410053,0.51364684,0.30412272,0.00011351539],"about_ca_topic_score_codex":0.000019550285,"about_ca_topic_score_gemma":0.000019187835,"teacher_disagreement_score":0.38955793,"about_ca_system_score_codex":0.00021569671,"about_ca_system_score_gemma":0.00007433832,"threshold_uncertainty_score":0.42684865},"labels":[],"label_agreement":null},{"id":"W4412586016","doi":"10.5772/intechopen.1011529","title":"Innovative Approaches to Counterparty Credit Risk Management: Machine Learning Solutions for Robust Backtesting","year":2025,"lang":"en","type":"book-chapter","venue":"Business, management and economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"York University","funders":"","keywords":"Credit risk; Counterparty; Credit valuation adjustment; Computer science; Business; Risk analysis (engineering); Actuarial science; Credit reference","score_opus":0.1083704960324038,"score_gpt":0.19808607716508403,"score_spread":0.08971558113268023,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4412586016","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00035916356,0.0025289024,0.13706283,0.00094452803,0.0012171919,0.0021239934,0.0021698363,0.00013489641,0.85345864],"genre_scores_gemma":[0.0058316877,0.016877476,0.043604627,0.00022446479,0.0011664795,0.00057880994,0.002544098,0.00022548897,0.92894685],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99739975,0.0000046123687,0.0010112316,0.001015164,0.00003637505,0.00053285033],"domain_scores_gemma":[0.99843925,0.000086233376,0.00084225065,0.00045015512,0.000101416204,0.00008070319],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0006497352,0.0005130614,0.00079206255,0.0009888858,0.0007830195,0.00031043237,0.0003216306,0.00024600417,0.000111370064],"category_scores_gemma":[0.00007192353,0.00067619456,0.00015378467,0.0002836748,0.000104180195,0.00029910388,0.00065761415,0.00028814093,0.00015072923],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000042728814,0.000030721447,0.0024710316,0.0003932078,0.00038354867,0.0000020965763,0.000057948648,0.010578833,5.5284386e-9,0.9434116,0.010110806,0.03251746],"study_design_scores_gemma":[0.00066758733,0.000026026712,0.009901358,0.0001611553,0.00014950415,9.4847906e-7,0.000042539323,0.035586447,4.7338922e-8,0.09394482,0.85886204,0.0006575406],"about_ca_topic_score_codex":0.00009098314,"about_ca_topic_score_gemma":0.00016436633,"teacher_disagreement_score":0.8494668,"about_ca_system_score_codex":0.0002457164,"about_ca_system_score_gemma":0.000025253377,"threshold_uncertainty_score":0.99956894},"labels":[],"label_agreement":null},{"id":"W4412595375","doi":"10.1017/s1049023x25101271","title":"How the Understated Role of Rehabilitation Within Emergency Responses Can Be Addressed: A Call to Action from the IFRC Technical Working Group – CORRIGENDUM","year":2025,"lang":"en","type":"erratum","venue":"Prehospital and Disaster Medicine","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Canadian Red Cross Society","funders":"","keywords":"Rehabilitation; Action (physics); Call to action; Group (periodic table); Psychology; Emergency response; Medicine; Applied psychology; Medical emergency; Physical therapy; Business; Chemistry; Advertising","score_opus":0.05141344423080377,"score_gpt":0.2557011494954083,"score_spread":0.20428770526460452,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4412595375","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.58299744,0.070098996,0.008937017,0.21526635,0.084826455,0.0054307724,0.005742958,0.00023311414,0.026466887],"genre_scores_gemma":[0.96044934,0.0012802768,0.00013791004,0.00019793928,0.0014832132,0.0001600874,0.00067651644,0.000034769364,0.035579976],"study_design_codex":"not_applicable","study_design_gemma":"observational","domain_scores_codex":[0.9982753,0.0000619914,0.00077299314,0.0005173725,0.0001407527,0.00023158584],"domain_scores_gemma":[0.9983715,0.00038839772,0.000553434,0.00052666094,0.00007018671,0.000089852874],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00048973784,0.00027376783,0.0005571112,0.00018828818,0.00023825165,0.000051738956,0.00032898615,0.00027020887,0.0000603025],"category_scores_gemma":[0.0014068506,0.0001819937,0.00011934136,0.00048105483,0.00031078042,0.000095785996,0.00015616496,0.0005022009,0.0000021629455],"study_design_candidate":"not_applicable","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00047039764,0.0001702983,0.07192985,0.00017440195,0.00018869338,0.000002063472,0.040590417,0.000009995643,0.00016109459,0.046323158,0.83204365,0.007935952],"study_design_scores_gemma":[0.00057483424,0.00072832906,0.5224245,0.0007259639,0.00013286357,0.0000013960243,0.016109852,0.0002890529,0.0000036296533,0.04264446,0.41598853,0.00037659542],"about_ca_topic_score_codex":0.0036744988,"about_ca_topic_score_gemma":0.008430471,"teacher_disagreement_score":0.45049465,"about_ca_system_score_codex":0.00009708339,"about_ca_system_score_gemma":0.000058410034,"threshold_uncertainty_score":0.74214876},"labels":[],"label_agreement":null},{"id":"W4412779934","doi":"10.1080/00207160.2025.2540547","title":"Efficient calibration of the shifted square-root diffusion model to credit default swap spreads using asymptotic approximations","year":2025,"lang":"en","type":"article","venue":"International Journal of Computer Mathematics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Western University","funders":"","keywords":"Mathematics; Square root; Calibration; Swap (finance); Applied mathematics; Credit default swap; Diffusion; Mathematical analysis; Econometrics; Statistics; Credit risk; Economics; Geometry; Actuarial science; Physics; Finance","score_opus":0.02883492706162135,"score_gpt":0.26491991857197095,"score_spread":0.2360849915103496,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4412779934","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.44027752,0.00003307654,0.5577611,0.00057449273,0.00092260644,0.00010666237,0.00003335865,0.0000045553256,0.0002866509],"genre_scores_gemma":[0.92135817,0.0000031328946,0.078243665,0.000051963518,0.00022483319,0.0000026008722,0.0000031682398,0.000010169215,0.0001022746],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99847806,0.0000131407505,0.001092163,0.00011861087,0.00018978758,0.00010821427],"domain_scores_gemma":[0.9984486,0.000109459674,0.000823394,0.00021101606,0.00036361426,0.00004390157],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00032810858,0.000109987064,0.00028949,0.0004359082,0.00008121291,0.000079134006,0.0005174132,0.00006558234,0.000014761708],"category_scores_gemma":[0.000186087,0.00009449146,0.00020474085,0.00031548445,0.00004013147,0.0000998264,0.0001631442,0.00012382658,0.000003736935],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000012941785,0.00030541615,0.0038825665,0.00002940025,0.00007078902,7.940596e-7,0.0012249552,0.68193066,0.00014745921,0.3115424,0.00038072807,0.00047191384],"study_design_scores_gemma":[0.00032267155,0.000023550476,0.014696095,0.00023325798,0.000018623483,0.000009525559,0.000026338586,0.9212244,0.0001388553,0.063081324,0.00014957528,0.000075767704],"about_ca_topic_score_codex":0.000016920661,"about_ca_topic_score_gemma":0.0000073645547,"teacher_disagreement_score":0.48108068,"about_ca_system_score_codex":0.0001594728,"about_ca_system_score_gemma":0.000095846604,"threshold_uncertainty_score":0.38532498},"labels":[],"label_agreement":null},{"id":"W4413041840","doi":"10.2139/ssrn.5382753","title":"The Valuation of Corporate Securities with Finite Maturity Debt","year":2025,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Quest University Canada","funders":"","keywords":"Valuation (finance); Business; Corporate debt; Maturity (psychological); Debt; Accounting; Financial system; Financial economics; Economics; Finance; Political science","score_opus":0.03123186084455117,"score_gpt":0.22737465561534767,"score_spread":0.1961427947707965,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4413041840","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5976243,0.13626757,0.23717788,0.0035560466,0.0033026817,0.0011272341,0.0009839676,0.0000716822,0.019888606],"genre_scores_gemma":[0.9564515,0.038771354,0.00018956784,0.000010529344,0.00030491484,0.000025984253,0.000042988548,0.000017292174,0.0041859043],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.997956,0.000040792947,0.0007525983,0.00025757108,0.000091999806,0.0009010471],"domain_scores_gemma":[0.99762183,0.00014008943,0.001652652,0.00035892578,0.0001912527,0.000035233465],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023626725,0.00019678939,0.00041678126,0.00022566835,0.0003788949,0.00012764346,0.00042025576,0.00020017312,0.0000125543975],"category_scores_gemma":[0.0001825025,0.00016268477,0.00019609058,0.00021736827,0.00013485255,0.00009526109,0.00012378505,0.0022016596,0.00001058479],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000616587,0.000029326191,0.0101649985,0.000028009175,0.00017181707,4.347353e-7,0.00021809422,0.0019294037,3.0713136e-7,0.9831685,0.00009143518,0.004136038],"study_design_scores_gemma":[0.0003026093,0.00010120493,0.018452471,0.000088204695,0.00003492439,0.000011823424,0.0002265972,0.002084015,0.000008223205,0.9729763,0.0055416087,0.0001719657],"about_ca_topic_score_codex":0.00026735215,"about_ca_topic_score_gemma":0.002395267,"teacher_disagreement_score":0.35882714,"about_ca_system_score_codex":0.00062074076,"about_ca_system_score_gemma":0.0024875577,"threshold_uncertainty_score":0.95652384},"labels":[],"label_agreement":null},{"id":"W4413477243","doi":"10.1007/978-3-031-84869-8_29","title":"Credit Risk Modelling with Occupation Times Under Nonlinear Local Volatility Models","year":2025,"lang":"en","type":"book-chapter","venue":"Springer proceedings in mathematics & statistics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Wilfrid Laurier University","funders":"","keywords":"Volatility (finance); Nonlinear system; Econometrics; Economics; Financial economics; Physics","score_opus":0.02975547290103579,"score_gpt":0.225653057898539,"score_spread":0.19589758499750323,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4413477243","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0005595569,0.00042845856,0.81599027,0.000026129219,0.00018543267,0.00055778417,0.002675235,0.00007212814,0.179505],"genre_scores_gemma":[0.020444408,0.0017281637,0.8760066,0.000018132538,0.00035657466,0.000074424745,0.00028388322,0.00022904416,0.10085874],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99705505,0.0000025510474,0.001511864,0.00078803994,0.00021341674,0.00042904518],"domain_scores_gemma":[0.99766016,0.00019684926,0.0013065097,0.00037945306,0.0003510702,0.00010597917],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0006414012,0.00056469755,0.0010383241,0.0005941682,0.0001905698,0.00016351156,0.0003378641,0.00050636573,0.00014677309],"category_scores_gemma":[0.00011041243,0.0006319574,0.0001252492,0.00014736765,0.00022235648,0.00027873146,0.00014044096,0.0008554418,0.000073443545],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000028739581,0.0000886291,0.0008146368,0.0005890638,0.00007884156,0.0000037292896,0.000593261,0.018963723,7.235556e-8,0.97699493,0.00079460995,0.0010497412],"study_design_scores_gemma":[0.00020338774,0.00003230472,0.00013216524,0.00029004732,0.000054321856,0.0000010476942,0.00003847287,0.48008084,0.0000011357508,0.5127199,0.0061021554,0.0003441983],"about_ca_topic_score_codex":0.00014156441,"about_ca_topic_score_gemma":0.00008302585,"teacher_disagreement_score":0.46427503,"about_ca_system_score_codex":0.00041327527,"about_ca_system_score_gemma":0.00014780051,"threshold_uncertainty_score":0.99961317},"labels":[],"label_agreement":null},{"id":"W4413799411","doi":"10.1111/corg.70000","title":"Does Regulator as a Minority Shareholder Affect Bond Yield Spreads? A Quasi‐Natural Experiment","year":2025,"lang":"en","type":"article","venue":"Corporate Governance An International Review","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Ottawa","funders":"National Natural Science Foundation of China; University of Ottawa","keywords":"Expropriation; Shareholder; Business; Corporate governance; Bond; Reputation; Creditor; Emerging markets; Accounting; Insider; Financial system; Monetary economics; Finance; Economics; Market economy; Debt; Law; Political science","score_opus":0.04858326569748672,"score_gpt":0.29026978127488,"score_spread":0.2416865155773933,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4413799411","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.60345346,0.27662173,0.002769443,0.013413193,0.016555553,0.0023874808,0.0018186924,0.00024218051,0.08273829],"genre_scores_gemma":[0.9285649,0.04886845,0.00043664157,0.0012802724,0.0005511585,0.0002195512,0.00016313123,0.000023469465,0.019892393],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99812865,0.0000169983,0.00079562346,0.00065409124,0.00014445448,0.00026016074],"domain_scores_gemma":[0.9980948,0.000060744624,0.00096156204,0.0006001473,0.00019692806,0.000085820146],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00037174305,0.00026276222,0.00055766135,0.00009749954,0.00012284404,0.00009974208,0.0006006201,0.00009568013,0.000865377],"category_scores_gemma":[0.00087802944,0.000223103,0.00025857857,0.00036009707,0.00008018096,0.00068997,0.00012556749,0.00020304383,0.0004470629],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000044337416,0.0002691743,0.05514143,0.00032643825,0.000090609705,0.000015960532,0.00005813964,0.0000032829978,0.00007543877,0.86430824,0.06629606,0.013370887],"study_design_scores_gemma":[0.00042494628,0.00007830061,0.39824796,0.0020334814,0.000027143062,0.000005772308,0.00001327385,0.00036444288,0.000508435,0.033798546,0.5640532,0.00044452935],"about_ca_topic_score_codex":0.00059797254,"about_ca_topic_score_gemma":0.00020148439,"teacher_disagreement_score":0.83050966,"about_ca_system_score_codex":0.00029991986,"about_ca_system_score_gemma":0.00010294734,"threshold_uncertainty_score":0.94752717},"labels":[],"label_agreement":null},{"id":"W4413853908","doi":"10.5539/ijsp.v14n3p1","title":"Bayesian Shrinkage in High-Dimensional VAR Models: A Comparative Study","year":2025,"lang":"en","type":"article","venue":"International Journal of Statistics and Probability","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Shrinkage; Bayesian probability; Mathematics; Original research; Econometrics; Shrinkage estimator; Statistics; Applied mathematics; Computer science; Mean squared error","score_opus":0.03521048621982637,"score_gpt":0.28441372433379575,"score_spread":0.24920323811396938,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4413853908","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.79644465,0.00032205033,0.2001528,0.00046478113,0.0006697727,0.0001878541,0.00045111048,0.0000031821712,0.0013038147],"genre_scores_gemma":[0.98793846,0.000043003438,0.011851853,0.000023891971,0.000056549878,0.0000053503277,0.000008841837,0.0000032002356,0.000068859124],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9988222,0.000027858212,0.000799693,0.00017020396,0.000086943146,0.00009310115],"domain_scores_gemma":[0.999141,0.00015685959,0.0003144247,0.00008874368,0.00025755077,0.000041442225],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006624983,0.00008719653,0.00031019544,0.0002775275,0.000043708074,0.000055795073,0.00016580419,0.00003766788,0.000054075506],"category_scores_gemma":[0.00015898574,0.000089435045,0.00003812278,0.00012719854,0.000068237496,0.00016894125,0.000060431044,0.00016858065,0.0000025577315],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000115819086,0.0005661199,0.25226974,0.000007674292,0.00008466405,0.000020007392,0.0008308371,0.0053378143,0.0000013455061,0.73797756,0.00033915555,0.002449271],"study_design_scores_gemma":[0.000706817,0.00008000932,0.41402504,0.000017076356,0.0000048059314,0.000002841126,0.000059293412,0.01922925,0.0000013076611,0.56546015,0.0003600147,0.000053408206],"about_ca_topic_score_codex":0.00034491558,"about_ca_topic_score_gemma":0.00036697698,"teacher_disagreement_score":0.19149382,"about_ca_system_score_codex":0.00012551113,"about_ca_system_score_gemma":0.00007022934,"threshold_uncertainty_score":0.36470553},"labels":[],"label_agreement":null},{"id":"W4413957998","doi":"10.3390/jrfm18090490","title":"Expected Credit Spreads and Market Choice: Evidence from Japanese Bond Issuers","year":2025,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"","keywords":"Issuer; Bond market; Bond; Business; Financial system; Monetary economics; Economics; Financial economics; Finance","score_opus":0.013019591500082592,"score_gpt":0.2319262539507304,"score_spread":0.21890666245064783,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4413957998","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.95219517,0.0267036,0.013439494,0.00049244077,0.0012172741,0.00023425094,0.00012004489,0.000015932796,0.005581777],"genre_scores_gemma":[0.97222185,0.023182835,0.0024379983,0.000058122787,0.00053337443,0.000009279802,0.0000031396899,0.00001208927,0.0015413335],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9985866,0.000020327356,0.0007835712,0.00030770828,0.000081038765,0.00022076123],"domain_scores_gemma":[0.9988206,0.00023714839,0.0005543668,0.00022690935,0.000066796194,0.000094172174],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00055868906,0.00017926586,0.00048795904,0.0004724347,0.00020677726,0.00011809046,0.00020212863,0.00011368246,0.00007621399],"category_scores_gemma":[0.00066163886,0.00018642307,0.00011664282,0.0003872267,0.00010262911,0.00035788649,0.00014130936,0.00023915815,0.000008862009],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0003870814,0.00016987474,0.74551684,0.000096180804,0.00013350391,0.00006674997,0.0025169798,0.000030241132,0.000015125651,0.042688657,0.047113292,0.16126549],"study_design_scores_gemma":[0.0007400033,0.000068692294,0.80615526,0.00020918061,0.00006319169,0.0000023514776,0.00025825898,0.0001390281,0.0000069076996,0.015267601,0.17693664,0.00015287766],"about_ca_topic_score_codex":0.00075653585,"about_ca_topic_score_gemma":0.0001350889,"teacher_disagreement_score":0.16111262,"about_ca_system_score_codex":0.00007551289,"about_ca_system_score_gemma":0.00002362252,"threshold_uncertainty_score":0.7602112},"labels":[],"label_agreement":null},{"id":"W4414103899","doi":"10.1111/1911-3846.13069","title":"Following the blind? Database coding policies and the case of <scp>IFRS</scp> noncompliance","year":2025,"lang":"en","type":"article","venue":"Contemporary Accounting Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"","funders":"Deutsche Forschungsgemeinschaft; Deutscher Akademischer Austauschdienst","keywords":"Coding (social sciences); Consolidation (business); Encoder; Audit; Replicate","score_opus":0.11557672387045992,"score_gpt":0.3536117392400896,"score_spread":0.23803501536962968,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4414103899","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9273721,0.016567348,0.0012149928,0.0040098494,0.0003692945,0.0006326197,0.00014203592,0.000023772616,0.049668018],"genre_scores_gemma":[0.9972819,0.00032143004,0.0000882389,0.0000770022,0.00016859303,0.00005469807,0.000012224491,0.000014312034,0.0019816135],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99847645,0.00009821549,0.0006209587,0.0003446817,0.00009656807,0.00036314546],"domain_scores_gemma":[0.99589354,0.0030522188,0.00024135578,0.0006283923,0.00014488192,0.000039639493],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006265761,0.00012680342,0.000380807,0.00039433045,0.001197773,0.00028329671,0.00049661874,0.00007653963,0.0000054588645],"category_scores_gemma":[0.0039717206,0.000094697265,0.00013383466,0.0011437929,0.0006895735,0.00040944494,0.0004780078,0.00047919928,0.000020200752],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000038160826,0.00003899799,0.15233344,0.000095615316,0.00007669811,0.00004546634,0.0018477248,0.000010803756,0.00006943184,0.8293684,0.014883925,0.0011913081],"study_design_scores_gemma":[0.0114915725,0.00011045124,0.2609598,0.0010904102,0.000049988572,0.00012118458,0.023660133,0.034248218,0.0007804785,0.16060273,0.50644,0.0004450309],"about_ca_topic_score_codex":0.0049087694,"about_ca_topic_score_gemma":0.00020623527,"teacher_disagreement_score":0.6687657,"about_ca_system_score_codex":0.000039793926,"about_ca_system_score_gemma":0.00014900872,"threshold_uncertainty_score":0.9212423},"labels":[],"label_agreement":null},{"id":"W4414299366","doi":"10.1016/j.frl.2025.108471","title":"The value of accessing the stock lending market: Stock lending income bond and asset prices","year":2025,"lang":"en","type":"article","venue":"Finance research letters","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Manitoba","funders":"","keywords":"Bond; Stock (firearms); Equity (law); Growth stock; Stock market; Bond market; Restricted stock; Bond market index","score_opus":0.05617136340997714,"score_gpt":0.3365384378388126,"score_spread":0.28036707442883546,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4414299366","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9610106,0.007986748,0.004667343,0.016633334,0.00047481176,0.0005451154,0.00009030738,0.000019537398,0.008572221],"genre_scores_gemma":[0.9957913,0.0020097438,0.00047560548,0.00007511742,0.00014715067,0.000087559594,0.0000037813545,0.000018703418,0.0013909936],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9981305,0.00008197857,0.0005852235,0.00041491358,0.000169842,0.0006175674],"domain_scores_gemma":[0.9977373,0.0013170077,0.00029566023,0.0005443212,0.000066520086,0.000039218812],"candidate_categories":["sts"],"consensus_categories":[],"category_scores_codex":[0.003516709,0.00015240868,0.00031055888,0.00042730613,0.0015325579,0.00034372954,0.0006862404,0.00008509169,0.000015957501],"category_scores_gemma":[0.00082798593,0.00011890165,0.00009691517,0.001128562,0.0005742718,0.0003763415,0.0003815441,0.00055086217,0.000009987451],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00007277113,0.000041301777,0.37523887,0.0001313454,0.00007134645,0.0000051190505,0.0006149601,0.00019752834,0.00040153935,0.5486449,0.03267758,0.04190277],"study_design_scores_gemma":[0.00024155519,0.000025333362,0.8182171,0.000140104,0.0000042963507,0.0000014052985,0.00010542927,0.003968993,0.00012072729,0.009980083,0.16706608,0.00012890565],"about_ca_topic_score_codex":0.0003519485,"about_ca_topic_score_gemma":0.00005873402,"teacher_disagreement_score":0.53866476,"about_ca_system_score_codex":0.00018159037,"about_ca_system_score_gemma":0.00008365158,"threshold_uncertainty_score":0.9997673},"labels":[],"label_agreement":null},{"id":"W4414929389","doi":"10.1016/j.jaccpubpol.2025.107369","title":"Expected loss recognition and banks’ management forecasts","year":2025,"lang":"en","type":"article","venue":"Journal of Accounting and Public Policy","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Simon Fraser University","funders":"General Research Fund of Shanghai Normal University; Lingnan University; Research Grants Council, University Grants Committee; University Grants Committee","keywords":"Allowance (engineering); Provisioning; Relation (database); Implementation","score_opus":0.031604729925331296,"score_gpt":0.2455261003721492,"score_spread":0.21392137044681792,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4414929389","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9730835,0.001713322,0.0019947058,0.0035803327,0.00026967374,0.000058880178,0.000026366024,0.000009810399,0.01926342],"genre_scores_gemma":[0.9970654,0.0013234484,0.0006238714,0.0001326251,0.00041137182,0.0000024529343,0.0000041225744,0.000005972111,0.00043070043],"study_design_codex":"design_other","study_design_gemma":"observational","domain_scores_codex":[0.99922556,0.000006448375,0.00045374382,0.00011435417,0.000031690994,0.00016817843],"domain_scores_gemma":[0.99938196,0.000037500962,0.000367783,0.000076232616,0.00008177923,0.000054714972],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00041868337,0.00007568456,0.00020386452,0.0008549201,0.00013085904,0.0001973674,0.00007744082,0.00005870258,0.000021940392],"category_scores_gemma":[0.00025599403,0.00007908924,0.000051562347,0.00041661257,0.000045635185,0.00039789354,0.00004838162,0.00010997222,0.000006763486],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00002381288,0.00007364465,0.26512948,0.00007224562,0.00011188705,0.000006921318,0.00037372464,0.0000024399517,0.000004717668,0.32177708,0.003509121,0.40891492],"study_design_scores_gemma":[0.00079289114,0.000034291967,0.7440754,0.00006783061,0.000014134104,0.0000410459,0.00014356934,0.00021203094,0.0000051952,0.15404904,0.100444324,0.00012025143],"about_ca_topic_score_codex":0.00017436981,"about_ca_topic_score_gemma":0.00001521287,"teacher_disagreement_score":0.4789459,"about_ca_system_score_codex":0.00005063074,"about_ca_system_score_gemma":0.000039064842,"threshold_uncertainty_score":0.32251656},"labels":[],"label_agreement":null},{"id":"W4415520700","doi":"10.1016/j.ememar.2025.101396","title":"Institutional ownership and bond pricing: Evidence from China","year":2025,"lang":"en","type":"article","venue":"Emerging Markets Review","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Concordia University","funders":"Humanities and Social Science Fund of Ministry of Education of China; Concordia University; Ministry of Education of the People's Republic of China","keywords":"Institutional investor; Corporate governance; Bond; Yield (engineering); Shareholder; China; Emerging markets; Government bond","score_opus":0.03479593752372528,"score_gpt":0.2671030206220363,"score_spread":0.232307083098311,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4415520700","genre_codex":"review","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"review","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.080123365,0.8537228,0.008828796,0.009418846,0.0007552468,0.00039064325,0.00005903615,0.00005214013,0.046649102],"genre_scores_gemma":[0.59877956,0.39462605,0.0018780117,0.0004670216,0.00019511596,0.000053073076,0.000035458568,0.000013971151,0.003951756],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9988816,0.00001926596,0.00051089434,0.00035998455,0.000039226594,0.00018907254],"domain_scores_gemma":[0.9993541,0.00011826123,0.00017773164,0.00027441478,0.000022996024,0.000052482465],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007771304,0.00012968281,0.00038160622,0.00017268155,0.00021766296,0.000047701476,0.00015597967,0.00005121623,0.00036763298],"category_scores_gemma":[0.0011762591,0.00013309675,0.000092755654,0.0005405113,0.000066906185,0.00025027493,0.0000961699,0.00013040568,0.00007594086],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000022658187,0.00006114829,0.31642467,0.0020030958,0.00008739889,0.0000075095736,0.0003042853,0.000014082826,0.000008601568,0.42946604,0.04646991,0.2051306],"study_design_scores_gemma":[0.000088929526,0.0000039430665,0.5278875,0.0029181927,0.00001737103,0.0000010452711,0.0000028651816,0.0002691487,0.0000020310824,0.008126589,0.4605684,0.00011393841],"about_ca_topic_score_codex":0.00016224333,"about_ca_topic_score_gemma":0.0000146791235,"teacher_disagreement_score":0.5186562,"about_ca_system_score_codex":0.00006415468,"about_ca_system_score_gemma":0.00004820873,"threshold_uncertainty_score":0.5427528},"labels":[],"label_agreement":null},{"id":"W4415847696","doi":"10.1108/jeas-02-2024-0049","title":"Sovereign bond yield connectedness among major economies during turmoil","year":2025,"lang":"en","type":"article","venue":"Journal of economic and administrative sciences.","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Social connectedness; Bond; Sovereignty; Vector autoregression; Yield (engineering); China; Bond market; Financial market","score_opus":0.044102990431474406,"score_gpt":0.27430350700275336,"score_spread":0.23020051657127893,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4415847696","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.92472935,0.0012922933,0.00036704462,0.00071882457,0.00080124487,0.00008869447,0.00006425641,0.000006547537,0.07193173],"genre_scores_gemma":[0.99739766,0.00025032446,0.00033095316,0.0000395989,0.0001980136,0.0000036528895,8.660468e-7,0.0000056025856,0.0017733268],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9985434,0.000008486292,0.000897742,0.00029408783,0.000025609887,0.00023069787],"domain_scores_gemma":[0.99876773,0.00016181903,0.0008077876,0.00011849826,0.000036083435,0.00010810569],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00059915363,0.00015038303,0.00047504812,0.0003629797,0.00035711317,0.00021191487,0.00026605758,0.00008734829,0.00025445528],"category_scores_gemma":[0.00017417992,0.00015180414,0.00013684352,0.00015468255,0.0006015136,0.0006962278,0.000054813565,0.00017211075,0.000022314463],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00003190726,0.00003356632,0.25325894,0.00001608327,0.000053675314,0.000006107243,0.00025984712,0.00011251503,0.00003195004,0.7449536,0.0009626347,0.00027921188],"study_design_scores_gemma":[0.00096622837,0.00022998861,0.8352909,0.000093441886,0.00001935292,0.00003889658,0.0014489158,0.0005310064,0.0010632018,0.15612794,0.0038900496,0.00030008733],"about_ca_topic_score_codex":0.00006924866,"about_ca_topic_score_gemma":0.00014848536,"teacher_disagreement_score":0.58882564,"about_ca_system_score_codex":0.00012709899,"about_ca_system_score_gemma":0.0002800739,"threshold_uncertainty_score":0.6190393},"labels":[],"label_agreement":null},{"id":"W4416166989","doi":"10.1016/j.insmatheco.2025.103173","title":"The last passage time before ruin: Theory and applications in liquidation risk management","year":2025,"lang":"en","type":"article","venue":"Insurance Mathematics and Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Western University; York University","funders":"Basic and Applied Basic Research Foundation of Guangdong Province; Natural Sciences and Engineering Research Council of Canada; National Natural Science Foundation of China","keywords":"Risk management; Risk assessment; Audit risk","score_opus":0.005978338769786175,"score_gpt":0.19726187519839464,"score_spread":0.19128353642860846,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4416166989","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.96197236,0.0016128856,0.010420816,0.00024978718,0.0000995568,0.0005136253,0.00019537826,0.000020679297,0.02491494],"genre_scores_gemma":[0.9896498,0.007172756,0.001547814,0.000026864976,0.000049099235,0.00018215137,0.000019433563,0.000015800142,0.0013363203],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.999099,0.000008852088,0.0004899089,0.00023109162,0.000011525085,0.0001596018],"domain_scores_gemma":[0.9992504,0.00020836189,0.0002264812,0.00027437243,0.000011450713,0.000028949851],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00078502257,0.00011407297,0.0002235694,0.00013162474,0.00030722734,0.00012775355,0.00012740365,0.00006402168,0.000006357372],"category_scores_gemma":[0.00005178144,0.00010713695,0.000037642803,0.00014119715,0.00010518665,0.000109504996,0.00008001547,0.00009232395,0.00003133132],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000055699484,0.000033266962,0.065756835,0.000034514596,0.000022655173,1.15951494e-7,0.0003102406,0.00008455581,2.3132702e-7,0.911372,0.000028976641,0.022351027],"study_design_scores_gemma":[0.00023016201,0.0000095179885,0.276985,0.000019970175,0.0000063957355,5.414689e-7,0.00020131952,0.0045337495,0.000002667083,0.6907182,0.02719983,0.00009266836],"about_ca_topic_score_codex":0.000020482064,"about_ca_topic_score_gemma":0.00020920148,"teacher_disagreement_score":0.22065382,"about_ca_system_score_codex":0.000048074766,"about_ca_system_score_gemma":0.000007258373,"threshold_uncertainty_score":0.4368918},"labels":[],"label_agreement":null},{"id":"W4416368998","doi":"10.2139/ssrn.5635952","title":"&lt;p&gt;Asset Pricing with Liquidity Risk&lt;/p&gt;","year":2025,"lang":"","type":"preprint","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University","funders":"","keywords":"Market liquidity; Capital asset pricing model; Liquidity risk; BETA (programming language); Liquidity crisis; Consumption-based capital asset pricing model; Funding liquidity; Accounting liquidity","score_opus":0.011788097383509843,"score_gpt":0.2197655152524431,"score_spread":0.20797741786893326,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4416368998","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6077279,0.05977172,0.3054432,0.0018914483,0.0053231707,0.0014434687,0.0015870606,0.00013212702,0.01667991],"genre_scores_gemma":[0.7776798,0.20350419,0.00086436654,0.00003473169,0.002688197,0.00007502566,0.00014154847,0.00013000853,0.014882153],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9869658,0.00024378042,0.0034172393,0.002124587,0.00042592268,0.006822699],"domain_scores_gemma":[0.99176764,0.00035288604,0.0050990772,0.0017090287,0.0005686618,0.0005027054],"candidate_categories":["metaepi_narrow","sts","research_integrity"],"consensus_categories":["metaepi_narrow","research_integrity"],"category_scores_codex":[0.008103082,0.0014293711,0.0025479144,0.0017835976,0.0023240356,0.00079997355,0.001957588,0.001366495,0.0003340968],"category_scores_gemma":[0.0008372369,0.0015905632,0.0013305014,0.001552339,0.00036535782,0.0006883021,0.00081090804,0.012422651,0.0003250901],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":true,"about_ca_system_consensus":true,"study_design_scores_codex":[0.0006972725,0.00070879806,0.056171067,0.00017375615,0.0023357712,0.000025973119,0.0009931165,0.01752348,0.000026718819,0.8819341,0.0013566563,0.038053308],"study_design_scores_gemma":[0.0036922395,0.0018719323,0.089211926,0.0008145237,0.00079936057,0.00047229385,0.0003655074,0.012956154,0.000043138218,0.5911706,0.29570138,0.00290094],"about_ca_topic_score_codex":0.0005327974,"about_ca_topic_score_gemma":0.0097851325,"teacher_disagreement_score":0.3045788,"about_ca_system_score_codex":0.007707217,"about_ca_system_score_gemma":0.0124583,"threshold_uncertainty_score":0.99992996},"labels":[],"label_agreement":null},{"id":"W4416535388","doi":"10.2139/ssrn.5767067","title":"The Value of Accessing the Stock Lending Market: Stock Lending Income Bond and Asset Prices","year":2025,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Manitoba","funders":"","keywords":"Bond; Stock (firearms); Equity (law); Growth stock; Restricted stock; Stock market; Bond market; Bond valuation; Bond market index","score_opus":0.019873363695948013,"score_gpt":0.26572898783427634,"score_spread":0.24585562413832834,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4416535388","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7911945,0.13530512,0.048627738,0.0037910482,0.0030845965,0.00090555847,0.00031982677,0.000043334818,0.016728243],"genre_scores_gemma":[0.9621968,0.034417924,0.0002294533,0.00001263901,0.0005589636,0.00002581494,0.000007947168,0.00003022193,0.0025202078],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99690866,0.00006657952,0.0010938388,0.0004269968,0.00012880373,0.0013751228],"domain_scores_gemma":[0.99725115,0.0004776351,0.0016571818,0.00048284724,0.00007228888,0.00005891283],"candidate_categories":["sts","research_integrity"],"consensus_categories":[],"category_scores_codex":[0.0049955538,0.0003040151,0.000585483,0.00038562657,0.0013359882,0.0005098155,0.00093907735,0.0002525259,0.00001732235],"category_scores_gemma":[0.00035864074,0.00023226463,0.0002850429,0.0003286061,0.00016882512,0.0002570872,0.0006379656,0.0032557754,0.0000024432034],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000042669937,0.000028041322,0.088246636,0.00006412768,0.00036366892,7.5648006e-7,0.00035934453,0.0004151477,0.0000035947749,0.8733539,0.00031191015,0.03681021],"study_design_scores_gemma":[0.00039991713,0.000072818206,0.23869833,0.00025161606,0.000082105755,0.00004949414,0.00058416906,0.0058505717,0.000009568187,0.7332149,0.020429144,0.00035735854],"about_ca_topic_score_codex":0.00031797838,"about_ca_topic_score_gemma":0.0005864924,"teacher_disagreement_score":0.1710023,"about_ca_system_score_codex":0.0009478697,"about_ca_system_score_gemma":0.0012946386,"threshold_uncertainty_score":0.9999641},"labels":[],"label_agreement":null},{"id":"W4416579365","doi":"10.1016/j.ribaf.2025.103228","title":"Sovereign credit ratings, fiscal burden and corporate investment policies: An international evidence","year":2025,"lang":"en","type":"article","venue":"Research in International Business and Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Royal Bank of Canada","funders":"","keywords":"Downgrade; Sovereign credit; Credit rating; Endogeneity; Corporate governance; Debt; Investment (military); Cost of capital; Credit risk","score_opus":0.1440041185963189,"score_gpt":0.3576814570522675,"score_spread":0.2136773384559486,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4416579365","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.95146155,0.0025730776,0.0014129089,0.014861266,0.0010342208,0.00031132536,0.0001901049,0.000020192196,0.028135335],"genre_scores_gemma":[0.98771393,0.008809693,0.0007095255,0.00012458672,0.00049775635,0.00008976964,0.000040278206,0.000010878846,0.0020035568],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99849147,0.000029722403,0.0005015123,0.00052358996,0.00016159756,0.00029213724],"domain_scores_gemma":[0.999044,0.00020267606,0.00018853026,0.00022947547,0.0002832751,0.000052038005],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010161091,0.00013635842,0.00023755632,0.00072448596,0.00018640741,0.00029907108,0.00041309674,0.000104222665,0.00005661418],"category_scores_gemma":[0.0008455624,0.00015390522,0.000026872069,0.00070113724,0.00031199335,0.0008782544,0.00029435506,0.00026186302,0.000019347844],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000060099483,0.000051545052,0.16738853,0.000021613962,0.000013683263,0.0000093762355,0.00024817974,0.00029566218,0.000033221964,0.82549125,0.0005969671,0.0057898657],"study_design_scores_gemma":[0.0004286576,0.00003158732,0.7325159,0.00024291202,0.0000010759195,0.000004556877,0.00008946679,0.014831507,0.000012995445,0.20000727,0.051702112,0.00013197071],"about_ca_topic_score_codex":0.002555794,"about_ca_topic_score_gemma":0.00015417511,"teacher_disagreement_score":0.625484,"about_ca_system_score_codex":0.00019360954,"about_ca_system_score_gemma":0.00009481292,"threshold_uncertainty_score":0.6276073},"labels":[],"label_agreement":null},{"id":"W4416975723","doi":"10.23865/magma.v28.1519","title":"Utfordringer i hvordan likviditet analyseres – og et forslag til løsning","year":2025,"lang":"sv","type":"article","venue":"Magma","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Nortel (Canada)","funders":"","keywords":"Market liquidity; Stylized fact; Database transaction; Cash; Capital (architecture); Working capital","score_opus":0.02430867546086554,"score_gpt":0.26861805378225573,"score_spread":0.24430937832139019,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4416975723","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.77459806,0.018105058,0.017734805,0.0062694787,0.004368429,0.00047637802,0.00047931867,0.00012562174,0.17784286],"genre_scores_gemma":[0.9429363,0.0017033141,0.0009891224,0.00036389937,0.00049272145,0.000038072296,0.00008820913,0.000048317852,0.053340066],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99740213,0.000032998123,0.001067535,0.0007685763,0.00008009272,0.0006486614],"domain_scores_gemma":[0.9984151,0.00017380723,0.00042020305,0.00077713194,0.00008290783,0.00013084535],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0006737372,0.00036909396,0.0007570362,0.00087120215,0.0004209508,0.0003753954,0.00044652945,0.00030683746,0.00067385094],"category_scores_gemma":[0.00039208808,0.00047121357,0.0004234227,0.0011744989,0.00012706863,0.00039440405,0.00024661334,0.00041760903,0.00052543817],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000040805673,0.00019003161,0.3583136,0.00011707345,0.00016921535,0.000013582469,0.00084917486,0.0008050666,0.000023042116,0.56697726,0.047103018,0.025398122],"study_design_scores_gemma":[0.0004967137,0.000050615083,0.3994289,0.00010433624,0.00004991552,0.0000013409683,0.00013958031,0.004945726,0.00004855857,0.019021127,0.5753513,0.00036187054],"about_ca_topic_score_codex":0.0007524781,"about_ca_topic_score_gemma":0.0007208845,"teacher_disagreement_score":0.54795617,"about_ca_system_score_codex":0.00020550302,"about_ca_system_score_gemma":0.00013116392,"threshold_uncertainty_score":0.999774},"labels":[],"label_agreement":null},{"id":"W4417074655","doi":"10.1111/1911-3838.70006","title":"<scp>Financial Reporting &amp; Assurance Standards (FRAS)</scp> Canada Corner","year":2025,"lang":"en","type":"article","venue":"Accounting Perspectives","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":true,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Quality assurance; Generally Accepted Auditing Standards","score_opus":0.016036813527823934,"score_gpt":0.25007256324901245,"score_spread":0.2340357497211885,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4417074655","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8314585,0.005142295,0.009443069,0.0007154769,0.0016840941,0.00022038612,0.00028131905,0.00010464701,0.15095021],"genre_scores_gemma":[0.9898201,0.0001505448,0.00072953315,0.00011981199,0.0005024641,0.00003035036,0.000016871607,0.000026462272,0.008603858],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99750096,0.000012389774,0.0011828878,0.0006627706,0.00014423318,0.0004967561],"domain_scores_gemma":[0.99756336,0.0002650801,0.0012905214,0.00044769127,0.00037367648,0.000059681908],"candidate_categories":["metaresearch","metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0011629247,0.00023115786,0.0005364543,0.00025538143,0.00054206495,0.00017593222,0.00026640535,0.00013488757,0.00006918709],"category_scores_gemma":[0.01761066,0.00028160712,0.00015337049,0.00076676667,0.00011003046,0.00031132108,0.00009419462,0.00030895308,0.000030412886],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000053838735,0.00004901412,0.6450987,0.00002923546,0.00004744393,0.000008552544,0.0014226127,0.00018691797,0.000028465303,0.2591165,0.093051285,0.00095589744],"study_design_scores_gemma":[0.00019150732,0.000005774421,0.5773459,0.00003713098,0.0000071606523,0.0000022669847,0.000694915,0.00009920054,0.000027152557,0.010380788,0.4111083,0.00009988486],"about_ca_topic_score_codex":0.15996684,"about_ca_topic_score_gemma":0.36107332,"teacher_disagreement_score":0.318057,"about_ca_system_score_codex":0.00086279854,"about_ca_system_score_gemma":0.0012805017,"threshold_uncertainty_score":0.9999636},"labels":[],"label_agreement":null},{"id":"W4417273562","doi":"10.2139/ssrn.5908009","title":"Revisiting the determinants of sovereign ratings and spreads in developing and emerging economies","year":2025,"lang":"","type":"preprint","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université Laval","funders":"","keywords":"Credit rating; Emerging markets; Sovereign credit; Bond; Credit risk; Debt; Inflation (cosmology); Unemployment","score_opus":0.016179449086503712,"score_gpt":0.24924288858986177,"score_spread":0.23306343950335806,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4417273562","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.94120103,0.050079715,0.0048672277,0.0014179901,0.00047728032,0.00038009064,0.000056405042,0.000005717774,0.0015145442],"genre_scores_gemma":[0.8181453,0.18048786,0.00042956747,0.000021265385,0.00039316565,0.0000141455075,0.0000032253884,0.000021656195,0.0004838334],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99519163,0.00008171186,0.002238716,0.0006579151,0.000065504886,0.0017645239],"domain_scores_gemma":[0.9970294,0.0003637897,0.0021265699,0.00032550647,0.000089766865,0.000064956104],"candidate_categories":["metaepi_narrow","research_integrity"],"consensus_categories":[],"category_scores_codex":[0.0052875387,0.00042060122,0.0011868842,0.0006665385,0.0006342507,0.00024980638,0.0004430464,0.00031564996,0.00001526433],"category_scores_gemma":[0.0005420648,0.00043778683,0.00020186725,0.00033427626,0.00022879928,0.00033081596,0.0005853978,0.0027252883,0.000002058775],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00002566238,0.000008077925,0.39808607,0.00015398746,0.00008273911,0.0000011357075,0.00095699384,0.00020853922,0.0000011984398,0.49296594,0.000001568537,0.10750811],"study_design_scores_gemma":[0.0008718124,0.00007208719,0.30835915,0.0013205183,0.000060857496,0.0001371402,0.0030589763,0.010900253,0.000027325412,0.6731407,0.0014930026,0.0005581573],"about_ca_topic_score_codex":0.00059095834,"about_ca_topic_score_gemma":0.0019282466,"teacher_disagreement_score":0.18017478,"about_ca_system_score_codex":0.0010291968,"about_ca_system_score_gemma":0.0022359146,"threshold_uncertainty_score":0.9998074},"labels":[],"label_agreement":null},{"id":"W4417359951","doi":"10.1108/ijmf-05-2024-0293","title":"The information advantage of forthcoming patents on debt financing","year":2025,"lang":"en","type":"article","venue":"International Journal of Managerial Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"","funders":"Social Sciences and Humanities Research Council of Canada","keywords":"Credit rating; Debt; Ex-ante; Notice; Bond; Allowance (engineering); Private information retrieval; Information asymmetry","score_opus":0.009517078541717329,"score_gpt":0.2351558904391938,"score_spread":0.22563881189747648,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4417359951","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.90855443,0.0010266223,0.051333096,0.0027515034,0.010742309,0.0001969003,0.00011579942,0.000010040783,0.025269283],"genre_scores_gemma":[0.9977587,0.00089852756,0.00051558943,0.00007299788,0.00022467824,0.000003951332,0.000005056751,0.0000047242843,0.0005158097],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9986604,0.000009179693,0.0010123437,0.000083444,0.000110460984,0.00012420563],"domain_scores_gemma":[0.9983375,0.0001320655,0.0011414964,0.00014896473,0.00022496466,0.0000150237975],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005309854,0.00008747972,0.00022308656,0.00032632874,0.000111921654,0.000078187906,0.0004973038,0.00004987045,0.000010766076],"category_scores_gemma":[0.00055359205,0.00007764465,0.00015808904,0.00018378718,0.000052469128,0.0005064992,0.00006401737,0.00013288578,0.000020905634],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00032307356,0.00004565354,0.0120593095,0.000010442502,0.00007427207,0.0000063509015,0.00014814515,0.0022917844,0.00002235515,0.9004897,0.0018640774,0.08266484],"study_design_scores_gemma":[0.0016079269,0.00013812639,0.29954115,0.00029059558,0.000011535683,0.000008088445,0.00012464594,0.0018962126,0.0006495766,0.095735244,0.59983283,0.00016406392],"about_ca_topic_score_codex":0.000036767993,"about_ca_topic_score_gemma":0.0000121898165,"teacher_disagreement_score":0.80475444,"about_ca_system_score_codex":0.00010300912,"about_ca_system_score_gemma":0.000045596084,"threshold_uncertainty_score":0.31662568},"labels":[],"label_agreement":null},{"id":"W631554258","doi":"","title":"Proceedings of the IASTED International Conference on Financial Engineering and Applications, June 2-3, 2003, Banff, Canada","year":2003,"lang":"en","type":"book","venue":"ACTA Press eBooks","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Regional science; Library science; Business; Geography; Political science; Computer science","score_opus":0.020797350927311626,"score_gpt":0.18430069200937804,"score_spread":0.1635033410820664,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W631554258","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0011545043,0.0004998292,0.00010288993,0.0001476674,0.0012805221,0.0007613798,0.0011683877,0.00001931309,0.9948655],"genre_scores_gemma":[0.042980365,0.0003034435,0.00015255317,0.000069985625,0.00051954045,0.0002066978,0.00006235065,0.00005499859,0.9556501],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99895865,0.0000016921148,0.00046392047,0.00032477462,0.00008762035,0.00016332792],"domain_scores_gemma":[0.99908036,0.000022734837,0.00048034015,0.00020285796,0.00016198587,0.00005172202],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.000091535236,0.00020228719,0.00032969128,0.00009362775,0.00008023777,0.00004669805,0.00034742465,0.00019338173,0.000026409565],"category_scores_gemma":[0.000105989595,0.00020817752,0.000052767107,0.000036960548,0.00006587201,0.00004399389,0.0000859714,0.00028650105,0.0000017197367],"study_design_candidate":"not_applicable","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000062747167,0.000010270854,0.00011163502,0.000050068422,0.0000278374,2.6566352e-7,0.00006091208,0.000008470972,0.000014517422,0.92698336,0.07201672,0.00070967706],"study_design_scores_gemma":[0.00019476206,0.000009901738,0.002066453,0.00007798384,0.000012119335,0.0000022579916,0.0000034694242,0.00030709343,0.00009050904,0.0045227916,0.9925047,0.00020794879],"about_ca_topic_score_codex":0.0054548616,"about_ca_topic_score_gemma":0.0046367007,"teacher_disagreement_score":0.92246056,"about_ca_system_score_codex":0.00017297297,"about_ca_system_score_gemma":0.00043334276,"threshold_uncertainty_score":0.84892327},"labels":[],"label_agreement":null},{"id":"W6887916148","doi":"10.17632/dk39nzc2zy.1","title":"Code and Online Appendix for \"Sovereign Risk and Intangible Investment\"","year":2024,"lang":"en","type":"dataset","venue":"Data Archiving and Networked Services (DANS)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Simon Fraser University","funders":"","keywords":"Sovereignty; Asset (computer security); Debt; Total factor productivity; Credit risk; Balance sheet","score_opus":0.03213273585423118,"score_gpt":0.25483687029515567,"score_spread":0.2227041344409245,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W6887916148","genre_codex":"dataset","genre_gemma":"dataset","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"dataset","genre_consensus":"dataset","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0153187,0.013904282,0.0006937079,0.000077195924,0.00047314764,0.00042579375,0.9688611,0.000042147967,0.00020391913],"genre_scores_gemma":[0.0012238292,0.030858515,0.0015352978,0.000128729,0.0008551851,0.000035795958,0.9651813,0.000049451635,0.00013192768],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.9977641,0.0000284549,0.00061775255,0.0011267631,0.000053278396,0.00040965516],"domain_scores_gemma":[0.99812144,0.00030490966,0.0003888847,0.0009871434,0.000011741741,0.00018588938],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0005798652,0.00039417957,0.0006644768,0.00028510112,0.0003834131,0.00034826383,0.0006445457,0.00021572474,0.000026792939],"category_scores_gemma":[0.000041796266,0.00040577818,0.000058917973,0.00019352081,0.00015507327,0.00027776635,0.0011703756,0.0004301027,0.00008547961],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000064334934,0.0000786319,0.008855067,0.0014210903,0.00022676932,0.000008336443,0.0004899329,0.00008219557,6.67384e-7,0.007028615,0.9766337,0.0051106154],"study_design_scores_gemma":[0.00037769714,0.000075080985,0.009796398,0.00030917398,0.00016302872,0.000013051031,0.00012239428,0.05857318,1.4184894e-7,0.025431763,0.9047192,0.00041891576],"about_ca_topic_score_codex":0.0022423516,"about_ca_topic_score_gemma":0.011431692,"teacher_disagreement_score":0.07191457,"about_ca_system_score_codex":0.00002568605,"about_ca_system_score_gemma":0.000025972797,"threshold_uncertainty_score":0.9998394},"labels":[],"label_agreement":null},{"id":"W6890325228","doi":"10.34989/tr-122","title":"Forecasting Banks’ Corporate Loan Losses Under Stress: A New Corporate Default Model","year":2022,"lang":"en","type":"article","venue":"Bank of Canada Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"Bank of Canada","funders":"","keywords":"Non-performing loan; Default; Loan; Loss given default; Default risk; Corporate debt","score_opus":0.25536040629181833,"score_gpt":0.2862268712463419,"score_spread":0.030866464954523554,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W6890325228","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9639117,0.0021631154,0.0068355654,0.0023630578,0.00043111303,0.0005020974,0.0023643584,0.000024049259,0.021404905],"genre_scores_gemma":[0.9870297,0.000042903976,0.00053844816,0.00003520313,0.000117388496,0.00004419634,0.000077154014,0.00003430174,0.012080736],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99793506,0.000046238933,0.0006190501,0.00040905547,0.0003768819,0.00061372767],"domain_scores_gemma":[0.99840426,0.0001699485,0.0005811267,0.00042307773,0.00020211385,0.00021949706],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010950882,0.00013908272,0.00035172404,0.00039481817,0.0006272449,0.000058737845,0.00046952735,0.000055192097,0.0006762921],"category_scores_gemma":[0.00030569325,0.00017632132,0.00007493481,0.0010367816,0.00012391999,0.00013544639,0.0002861112,0.00046057085,0.000008008537],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000112634385,0.0001134767,0.040393714,0.0000574238,0.00005303535,0.000050155028,0.00028369736,0.38118994,0.00005499504,0.45644802,0.11818834,0.0030545495],"study_design_scores_gemma":[0.0010281065,0.00021339252,0.03954385,0.000031362135,0.00000741618,0.0000124731205,0.00062311516,0.5692491,0.00024773926,0.34376436,0.044783328,0.0004957541],"about_ca_topic_score_codex":0.3975459,"about_ca_topic_score_gemma":0.44721434,"teacher_disagreement_score":0.18805914,"about_ca_system_score_codex":0.0006428619,"about_ca_system_score_gemma":0.0033923972,"threshold_uncertainty_score":0.74049246},"labels":[],"label_agreement":null},{"id":"W6906564371","doi":"10.17632/nmm34njjtz.3","title":"The Risk and Return of Equity and Credit Index Options","year":2024,"lang":"en","type":"dataset","venue":"Data Archiving and Networked Services (DANS)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University","funders":"","keywords":"Equity (law); Index (typography); Credit risk; Return on equity; Risk–return spectrum; Credit crunch","score_opus":0.026726996718370442,"score_gpt":0.25893632392765115,"score_spread":0.2322093272092807,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W6906564371","genre_codex":"dataset","genre_gemma":"dataset","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"dataset","genre_consensus":"dataset","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.012944996,0.024951259,0.00038706395,0.00014770807,0.0006315016,0.00019601402,0.9604237,0.000022238564,0.00029552885],"genre_scores_gemma":[0.032388464,0.1386226,0.00019406024,0.000027827573,0.0010454706,0.000022830678,0.8275583,0.000036795223,0.00010365935],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.99816525,0.000047773803,0.00065203296,0.0007282208,0.00007878276,0.00032796199],"domain_scores_gemma":[0.99766505,0.0004795649,0.00050085643,0.0012123742,0.000017059183,0.00012506939],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011879044,0.0002818417,0.0005058399,0.000170592,0.00061404315,0.00037965595,0.0009512626,0.00019067274,0.000011071932],"category_scores_gemma":[0.00006865166,0.00023753999,0.000053827815,0.00023163277,0.0003445696,0.00021904732,0.0031695783,0.00058401655,0.000021492246],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00008002723,0.000062140054,0.05492042,0.001266393,0.00034401205,0.00000881754,0.0010945079,0.000117772855,0.0000010120253,0.006112322,0.90612376,0.029868824],"study_design_scores_gemma":[0.00014028276,0.000033932374,0.115250245,0.00019841685,0.000102367936,0.000009017729,0.00012733381,0.052193254,5.89641e-8,0.01937772,0.8123306,0.0002367675],"about_ca_topic_score_codex":0.0036680866,"about_ca_topic_score_gemma":0.0153463585,"teacher_disagreement_score":0.1328654,"about_ca_system_score_codex":0.000015743042,"about_ca_system_score_gemma":0.00002509236,"threshold_uncertainty_score":0.96865994},"labels":[],"label_agreement":null},{"id":"W6908927128","doi":"10.34989/san-2022-16","title":"Considerations for the allocation of non-default losses by financial market infrastructures","year":2022,"lang":"en","type":"article","venue":"Bank of Canada Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Bank of Canada","funders":"","keywords":"Incentive; Key (lock); Financial market; Production (economics)","score_opus":0.03820085574868804,"score_gpt":0.27670143807191616,"score_spread":0.23850058232322813,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W6908927128","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.88003135,0.008340985,0.018284088,0.02352509,0.002133477,0.003715786,0.024114575,0.0000194527,0.039835226],"genre_scores_gemma":[0.99792963,0.000045644552,0.00029490583,0.000034288387,0.00007234298,0.00018995914,0.00003667641,0.000009611212,0.0013869319],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.99897903,0.000029273488,0.00041367364,0.00016435239,0.0001860702,0.00022757042],"domain_scores_gemma":[0.9983605,0.00094990054,0.0001754929,0.00025681482,0.00022022934,0.000037061214],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0010473907,0.000060849587,0.00018258575,0.00013916887,0.0006579064,0.000017927734,0.00022242514,0.00003251141,0.0010303031],"category_scores_gemma":[0.0016308521,0.000062228006,0.00005403115,0.00034075876,0.00013876936,0.000047324877,0.000079785816,0.00017051413,4.263761e-7],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000043676406,0.000031101525,0.0036738152,0.000025225107,0.000018288149,4.2892628e-7,0.00017085025,0.0017301735,0.00021021209,0.15524627,0.83780503,0.0010449128],"study_design_scores_gemma":[0.00058340357,0.00016548201,0.36306497,0.0000058517394,0.0000062175445,0.0000022680522,0.00035509435,0.0089580575,0.0010488755,0.09119069,0.5344686,0.00015050512],"about_ca_topic_score_codex":0.23160739,"about_ca_topic_score_gemma":0.19984804,"teacher_disagreement_score":0.35939115,"about_ca_system_score_codex":0.00017113463,"about_ca_system_score_gemma":0.001356732,"threshold_uncertainty_score":0.9998829},"labels":[],"label_agreement":null},{"id":"W6920823850","doi":"10.6084/m9.figshare.1381903","title":"A New Linear Estimator for Gaussian Dynamic Term Structure Models","year":2015,"lang":"en","type":"article","venue":"Figshare","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Estimator; Context (archaeology); Term (time); Gaussian; Minimax estimator; Gaussian process; Variety (cybernetics); Consistent estimator","score_opus":0.09195131332698779,"score_gpt":0.27309124704171867,"score_spread":0.18113993371473086,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W6920823850","genre_codex":"dataset","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"dataset","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00422462,0.0021920179,0.027269201,0.00062700995,0.0005751538,0.00086879893,0.9557045,0.00016686288,0.008371799],"genre_scores_gemma":[0.86114913,0.000005869707,0.026553204,0.00007288729,0.0009525359,0.00017547276,0.10609797,0.00008819163,0.0049047526],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.9991999,0.0000019079298,0.000273998,0.00027084714,0.000030962146,0.00022234325],"domain_scores_gemma":[0.9993278,0.00002399991,0.00015511956,0.00025503142,0.000049770762,0.00018828224],"candidate_categories":["insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.000032184642,0.00012688669,0.00022470893,0.000100873156,0.000080295955,0.00005819957,0.00018859158,0.00013070002,0.0101391515],"category_scores_gemma":[0.0003956542,0.00014241798,0.00009571287,0.00013637706,0.000003991627,0.00023624982,0.000043649852,0.00008483072,0.00083631434],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000052684074,0.00004991391,0.0012687548,0.00014515652,0.000046148794,0.0000060507487,0.00094268005,0.01040086,0.0000060368284,0.08990907,0.8769095,0.020263126],"study_design_scores_gemma":[0.0011287504,0.00008501637,0.013710481,0.00015389643,0.000006433061,0.0000065506265,0.000021922004,0.32845023,0.000015103061,0.13606584,0.51991653,0.00043924854],"about_ca_topic_score_codex":0.000027959266,"about_ca_topic_score_gemma":0.00005786033,"teacher_disagreement_score":0.8569245,"about_ca_system_score_codex":0.000082723825,"about_ca_system_score_gemma":0.000109509034,"threshold_uncertainty_score":0.99994165},"labels":[],"label_agreement":null},{"id":"W6920869644","doi":"10.6084/m9.figshare.1381903.v1","title":"A New Linear Estimator for Gaussian Dynamic Term Structure Models","year":2015,"lang":"en","type":"article","venue":"Figshare","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Estimator; Context (archaeology); Term (time); Gaussian; Minimax estimator; Gaussian process; Variety (cybernetics); Consistent estimator","score_opus":0.09195131332698779,"score_gpt":0.27309124704171867,"score_spread":0.18113993371473086,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W6920869644","genre_codex":"dataset","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"dataset","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00422462,0.0021920179,0.027269201,0.00062700995,0.0005751538,0.00086879893,0.9557045,0.00016686288,0.008371799],"genre_scores_gemma":[0.86114913,0.000005869707,0.026553204,0.00007288729,0.0009525359,0.00017547276,0.10609797,0.00008819163,0.0049047526],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.9991999,0.0000019079298,0.000273998,0.00027084714,0.000030962146,0.00022234325],"domain_scores_gemma":[0.9993278,0.00002399991,0.00015511956,0.00025503142,0.000049770762,0.00018828224],"candidate_categories":["insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.000032184642,0.00012688669,0.00022470893,0.000100873156,0.000080295955,0.00005819957,0.00018859158,0.00013070002,0.0101391515],"category_scores_gemma":[0.0003956542,0.00014241798,0.00009571287,0.00013637706,0.000003991627,0.00023624982,0.000043649852,0.00008483072,0.00083631434],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000052684074,0.00004991391,0.0012687548,0.00014515652,0.000046148794,0.0000060507487,0.00094268005,0.01040086,0.0000060368284,0.08990907,0.8769095,0.020263126],"study_design_scores_gemma":[0.0011287504,0.00008501637,0.013710481,0.00015389643,0.000006433061,0.0000065506265,0.000021922004,0.32845023,0.000015103061,0.13606584,0.51991653,0.00043924854],"about_ca_topic_score_codex":0.000027959266,"about_ca_topic_score_gemma":0.00005786033,"teacher_disagreement_score":0.8569245,"about_ca_system_score_codex":0.000082723825,"about_ca_system_score_gemma":0.000109509034,"threshold_uncertainty_score":0.99994165},"labels":[],"label_agreement":null},{"id":"W6931404245","doi":"10.5683/sp3/uv1fdl","title":"Recensement de l'agriculture, 2011 [Canada]: Données sur les exploitations et les exploitants agricoles [B2020]","year":2013,"lang":"fr","type":"dataset","venue":"Borealis","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Rural development; Agriculture; Devolution (biology); Unemployment","score_opus":0.054786234203739584,"score_gpt":0.22355335043693406,"score_spread":0.16876711623319446,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W6931404245","genre_codex":"dataset","genre_gemma":"dataset","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"dataset","genre_consensus":"dataset","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0075968695,0.017156234,0.00084190496,0.008172619,0.0013398837,0.0008294008,0.96252674,0.00005683311,0.0014795363],"genre_scores_gemma":[0.0021596805,0.058015916,0.0016497506,0.0002784241,0.0011214113,0.0006429284,0.9312788,0.00009063499,0.004762408],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.99599457,0.00013833682,0.0016175883,0.0010179894,0.00024628502,0.0009852515],"domain_scores_gemma":[0.9965601,0.00046204252,0.0012428944,0.00096882705,0.00039181628,0.00037433117],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0005757546,0.00076871633,0.0011163006,0.0003781764,0.0007996718,0.00035737597,0.000837586,0.00083838747,0.0014189641],"category_scores_gemma":[0.0007758538,0.0008457035,0.00036212095,0.00040313273,0.00020711833,0.00051619863,0.00022319224,0.00075109536,0.0003775599],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000012578062,0.00034004878,0.008368034,0.00015968256,0.00018311992,0.000021717124,0.00031764797,0.00028319994,0.0000057104075,0.056353338,0.928969,0.00498587],"study_design_scores_gemma":[0.00034930513,0.000073684,0.23083122,0.00019843888,0.00008630781,0.00000916081,0.0007182339,0.00009141423,0.000017319784,0.0014706759,0.76536494,0.0007892892],"about_ca_topic_score_codex":0.9577683,"about_ca_topic_score_gemma":0.9808842,"teacher_disagreement_score":0.22246319,"about_ca_system_score_codex":0.00086326164,"about_ca_system_score_gemma":0.00057640165,"threshold_uncertainty_score":0.9994939},"labels":[],"label_agreement":null},{"id":"W6944056072","doi":"10.17632/vnk92w3bpd.2","title":"Asset Life, Leverage, and Debt Maturity Matching","year":2024,"lang":"en","type":"dataset","venue":"Data Archiving and Networked Services (DANS)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Replication (statistics); Maturity (psychological); Debt; Asset (computer security); Matching (statistics)","score_opus":0.02605446715619903,"score_gpt":0.24215878107355335,"score_spread":0.21610431391735432,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W6944056072","genre_codex":"dataset","genre_gemma":"dataset","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"dataset","genre_consensus":"dataset","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.019562693,0.0116644325,0.00039948052,0.0002201656,0.001149361,0.00022721612,0.96610904,0.000076835066,0.0005907867],"genre_scores_gemma":[0.009137937,0.021151127,0.0004908913,0.00016253679,0.0013904232,0.000020022384,0.9674157,0.000059766233,0.00017158869],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.9972545,0.000047342673,0.00078791555,0.0012934263,0.000091481066,0.00052534736],"domain_scores_gemma":[0.99756277,0.00025347323,0.00039311958,0.0015147674,0.000012823773,0.0002630622],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.00080080464,0.00049067964,0.000808941,0.0003174357,0.000460802,0.00069100095,0.0012151592,0.00031116026,0.000051810686],"category_scores_gemma":[0.000037228558,0.0005193718,0.000084401785,0.00028674153,0.00011573493,0.00046525197,0.0018716732,0.000847676,0.00037702845],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000026328173,0.00004799146,0.0030294876,0.00113704,0.000163121,0.000031954718,0.00059527025,0.00011088225,5.9456113e-7,0.0022516644,0.9906841,0.0019215747],"study_design_scores_gemma":[0.00018081472,0.00002316531,0.039797027,0.00042186462,0.00009306377,0.000023590192,0.00008878697,0.017260972,7.26536e-8,0.013357662,0.92819685,0.00055615854],"about_ca_topic_score_codex":0.0047696815,"about_ca_topic_score_gemma":0.0075580897,"teacher_disagreement_score":0.06248727,"about_ca_system_score_codex":0.000030796673,"about_ca_system_score_gemma":0.000045387857,"threshold_uncertainty_score":0.99972576},"labels":[],"label_agreement":null},{"id":"W6955717817","doi":"10.58079/nrv5","title":"Membres Dîwân lauréats des bourses d'IFI 2022","year":2022,"lang":"fr","type":"article","venue":"Industrias Culturais (Universidade de Coimbra)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Work (physics); Position (finance); Mode (computer interface); Production (economics)","score_opus":0.042455453222135175,"score_gpt":0.23629310722996283,"score_spread":0.19383765400782765,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W6955717817","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.74481016,0.042333506,0.001252718,0.07108431,0.009136972,0.0010190636,0.010168174,0.00026864492,0.11992645],"genre_scores_gemma":[0.5570546,0.0016116769,0.00060186005,0.00023645045,0.0011856463,0.00006625775,0.00048511906,0.00009016688,0.43866822],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.9968388,0.00019303508,0.0007014854,0.0008878163,0.000222803,0.001156036],"domain_scores_gemma":[0.997996,0.00020659574,0.0006992521,0.00060209166,0.00012743767,0.0003686526],"candidate_categories":["metaepi_narrow","sts","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.00079086574,0.00045391876,0.00072710565,0.00069740746,0.0023809574,0.00029333006,0.00093020755,0.0005447456,0.014961369],"category_scores_gemma":[0.00042358678,0.0006808737,0.0004978153,0.0022354736,0.0006205555,0.00096371607,0.0005867957,0.001460638,0.00034986716],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00012128976,0.0005448943,0.022459876,0.000053441112,0.00031624926,0.00029970772,0.0053223292,0.007851844,0.00018105304,0.35487026,0.575917,0.032062028],"study_design_scores_gemma":[0.0013257236,0.00023212167,0.20127079,0.000048531983,0.000085694,0.000094105446,0.0074289367,0.0014678243,0.000083353836,0.004405481,0.78286874,0.0006886722],"about_ca_topic_score_codex":0.005323992,"about_ca_topic_score_gemma":0.00089270994,"teacher_disagreement_score":0.3504648,"about_ca_system_score_codex":0.0018881314,"about_ca_system_score_gemma":0.0003580505,"threshold_uncertainty_score":0.99956423},"labels":[],"label_agreement":null},{"id":"W6965177645","doi":"10.34989/tr-127","title":"The Dynamic Canadian Debt Strategy Model","year":2025,"lang":"en","type":"article","venue":"Bank of Canada Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"Bank of Canada","funders":"","keywords":"Debt; Debt levels and flows; Internal debt; Portfolio; External debt; Recourse debt","score_opus":0.045001079902051544,"score_gpt":0.29480580672737783,"score_spread":0.24980472682532628,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W6965177645","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3057759,0.007474149,0.0016622712,0.017054966,0.000554195,0.0005061868,0.0007357352,0.000010762271,0.6662258],"genre_scores_gemma":[0.9764032,0.00020399147,0.00003974771,0.000020633886,0.000016345137,0.000020242256,0.000007040181,0.00000681362,0.023282014],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99893457,0.000015194943,0.00030585824,0.00017352236,0.00009803921,0.0004728169],"domain_scores_gemma":[0.9991974,0.0001455863,0.00004559435,0.0003419816,0.00014682108,0.0001225897],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008423464,0.000059567294,0.00013960827,0.00027602803,0.0005680001,0.00005089486,0.00037050946,0.000057315363,0.000049846745],"category_scores_gemma":[0.00030284916,0.000057931607,0.00003576455,0.0005472545,0.00012234437,0.00004221985,0.000038269485,0.00020719603,0.0000075518406],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":true,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000006141335,0.0000055610194,0.0025854951,0.000007758818,0.000012606991,0.000001963192,0.000022505505,0.00323065,0.000004478436,0.9439759,0.04446011,0.0056868293],"study_design_scores_gemma":[0.0002084133,0.000021386142,0.1541688,0.000014902269,0.0000017849607,4.4860508e-7,0.00018758059,0.2359912,0.000028904638,0.2626715,0.34657374,0.00013134228],"about_ca_topic_score_codex":0.98102516,"about_ca_topic_score_gemma":0.99935764,"teacher_disagreement_score":0.6813044,"about_ca_system_score_codex":0.0007131438,"about_ca_system_score_gemma":0.0056852773,"threshold_uncertainty_score":0.99995154},"labels":[],"label_agreement":null},{"id":"W6967024201","doi":"10.5061/dryad.tht76hdxq","title":"Phosphorus deficiencies invoke optimal allocation of exoenzymes by ectomycorrhizas","year":2021,"lang":"en","type":"dataset","venue":"Zenodo (CERN European Organization for Nuclear Research)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Natural Resources Canada; University of British Columbia","funders":"","keywords":"Nucleofection; Liquation; Articular cartilage damage; TSG101; Fusible alloy; Gestational period","score_opus":0.03292546666116715,"score_gpt":0.21944220046739593,"score_spread":0.1865167338062288,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W6967024201","genre_codex":"dataset","genre_gemma":"dataset","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"dataset","genre_consensus":"dataset","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0023208424,0.0040775025,0.0021650007,0.0001564417,0.00030518323,0.0003056319,0.983425,0.00012894945,0.0071154395],"genre_scores_gemma":[0.008218876,0.0032291752,0.00016525543,0.00002772857,0.00014816709,1.6381401e-7,0.9870321,0.00054860645,0.0006298932],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.99811167,0.0000695447,0.0007020038,0.000603829,0.00015928934,0.00035368899],"domain_scores_gemma":[0.9981542,0.00003603039,0.0005473131,0.0007391953,0.00040272032,0.00012048968],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.0005835816,0.00022581466,0.00044174225,0.0003944122,0.0009843671,0.00046036736,0.0010316371,0.00021648385,0.008281343],"category_scores_gemma":[0.0011325503,0.00029014566,0.0001338814,0.00076891173,0.00018853653,0.00020570277,0.0007955007,0.00033737492,0.004032238],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000016309252,0.00017958455,0.000009465782,0.000078510464,0.000036957063,0.000003431385,0.00015464844,0.00007863127,0.00004792899,0.0060405354,0.990844,0.0025099695],"study_design_scores_gemma":[0.00023374023,0.00012513022,0.00046468072,0.000038148555,0.00001711451,0.000018819623,0.0001282289,0.00014163055,0.00014633151,0.00017162437,0.998241,0.00027355246],"about_ca_topic_score_codex":0.0003079738,"about_ca_topic_score_gemma":0.0000017752863,"teacher_disagreement_score":0.0073969704,"about_ca_system_score_codex":0.00019969021,"about_ca_system_score_gemma":0.0000124704975,"threshold_uncertainty_score":0.99995506},"labels":[],"label_agreement":null},{"id":"W6969284797","doi":"10.5683/sp3/izkcjw","title":"UNI-CEN Standardized Census Data Table - Province/Territory (PR) - 1966 - Wide Format (DBF) (Version 2023-03)","year":2022,"lang":"en","type":"dataset","venue":"Borealis","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Western University","funders":"","keywords":"Table (database); Census; Documentation; Data file; Column (typography); File format; Data dictionary","score_opus":0.03729587753077232,"score_gpt":0.24441094896984475,"score_spread":0.20711507143907243,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W6969284797","genre_codex":"dataset","genre_gemma":"dataset","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"dataset","genre_consensus":"dataset","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.000041575287,0.002545942,0.00011762934,0.000358251,0.0018337254,0.0006973892,0.989211,0.000077400604,0.0051170615],"genre_scores_gemma":[0.000017985618,0.0043504094,0.00018978563,0.000101017096,0.00072513573,0.00007792712,0.9927414,0.0000638902,0.001732469],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.99673116,0.00004736375,0.0011738578,0.0011047911,0.00025640606,0.00068639015],"domain_scores_gemma":[0.99555546,0.00013231084,0.0010099051,0.0030215778,0.00006532902,0.00021542121],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0009599308,0.00049320783,0.001027587,0.00052045716,0.0007045412,0.00023175153,0.0019432971,0.00043775284,0.0061303885],"category_scores_gemma":[0.00043808355,0.0005905276,0.00021204626,0.0004093847,0.00013524266,0.000700442,0.0014037841,0.00070882135,0.00016449211],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000097200966,0.00012470235,0.0003359861,0.00010899791,0.000080296675,0.000041993,0.000023599834,0.000038013346,1.7413485e-7,0.00131291,0.9974003,0.00043585207],"study_design_scores_gemma":[0.0010261732,0.00009161853,0.0014682747,0.000039161267,0.00007284821,0.000007239433,0.00005481331,0.00023043025,0.0000010492234,0.0007137452,0.9956245,0.0006701561],"about_ca_topic_score_codex":0.11615286,"about_ca_topic_score_gemma":0.02339236,"teacher_disagreement_score":0.092760496,"about_ca_system_score_codex":0.0007397433,"about_ca_system_score_gemma":0.00045010156,"threshold_uncertainty_score":0.9996546},"labels":[],"label_agreement":null},{"id":"W6980855755","doi":"","title":"The cutaneous microbiota of healthy horses in one barn in Ontario and evaluation of the effect of individual, skin site &amp; season on bacterial composition and diversity","year":2021,"lang":"en","type":"dissertation","venue":"The Atrium (University of Guelph)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Barn; Winter season; Seasonal breeder; Alpha diversity; Beta diversity; Skin lesion; Gut flora; Diversity (politics)","score_opus":0.025891695339653607,"score_gpt":0.22216343622306003,"score_spread":0.19627174088340643,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W6980855755","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9977757,0.0008012174,0.0000027480507,0.00014873665,0.00020262782,0.0005033118,0.00033092668,0.0000014728586,0.00023326259],"genre_scores_gemma":[0.998843,0.0006800765,0.000020408736,0.000001549785,0.000013530257,4.249802e-7,0.0003245825,0.000005395884,0.000111029774],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99910307,0.00017200306,0.00029227044,0.00019768579,0.00013134263,0.00010361075],"domain_scores_gemma":[0.99863523,0.00024749388,0.0007494931,0.00025051046,0.000098517885,0.000018750532],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.000930847,0.000113513495,0.00044001642,0.00018793899,0.0002195927,0.0000105209,0.00023389033,0.00015844205,0.000038641658],"category_scores_gemma":[0.00006950557,0.00010427851,0.000099374454,0.00027252935,0.00016051413,0.00006458713,0.0001604809,0.00021331044,8.1071767e-7],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0072496138,0.0005103407,0.8880865,0.00081601064,0.00038496318,0.0000029243276,0.060121033,0.0016615844,0.025872834,0.0035107003,0.00024794636,0.011535574],"study_design_scores_gemma":[0.0010739787,0.00018235334,0.9968868,0.0001375661,0.00013044642,0.0000010773591,0.0006692489,0.00009539694,0.00030630748,0.0002614931,0.00017365048,0.00008170983],"about_ca_topic_score_codex":0.052275065,"about_ca_topic_score_gemma":0.33996406,"teacher_disagreement_score":0.287689,"about_ca_system_score_codex":0.00017081924,"about_ca_system_score_gemma":0.00009594148,"threshold_uncertainty_score":0.95403594},"labels":[],"label_agreement":null},{"id":"W6986885247","doi":"","title":"Radio Nacional de Brasilia 6.180 MHz 20 Apr 2014 0305 UTC","year":2014,"lang":"en","type":"other","venue":"Bulletin of Miscellaneous Information (Royal Gardens Kew)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Broadcasting (networking); Context (archaeology); Radio broadcasting; Period (music)","score_opus":0.007425595031646064,"score_gpt":0.17507239290508114,"score_spread":0.1676467978734351,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W6986885247","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00015658356,0.0012963789,0.000080858335,0.00029556127,0.0007361806,0.00033120695,0.0010161233,0.0001387703,0.9959483],"genre_scores_gemma":[0.0026891178,0.00061440974,0.0015139827,0.00014976313,0.00082084734,0.000024051427,0.00045441822,0.00014987709,0.99358356],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.998057,0.00002820559,0.0010454031,0.00031586018,0.00013703668,0.00041648283],"domain_scores_gemma":[0.998093,0.00009512898,0.0010848851,0.0004890429,0.00007199958,0.00016594898],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.00043602593,0.00036385746,0.00069746684,0.00021320269,0.000105143365,0.000068912814,0.0004022904,0.0006003515,0.31468767],"category_scores_gemma":[0.00020366942,0.00043752958,0.000297365,0.000014653385,0.00015262628,5.28476e-7,0.00007229735,0.0003076897,0.051281422],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00002879656,0.00004266462,0.0002905851,0.00017776326,0.00005353421,0.0000030693284,0.00007654801,0.00043728418,1.0320728e-7,0.006744084,0.99139804,0.00074751314],"study_design_scores_gemma":[0.0005238635,0.000075981996,0.0010228534,0.00008726829,0.000022181559,0.000031916858,0.000011407889,0.00016103183,0.0000010734121,0.00044065728,0.99717396,0.0004478273],"about_ca_topic_score_codex":0.0034459708,"about_ca_topic_score_gemma":0.001105418,"teacher_disagreement_score":0.26340625,"about_ca_system_score_codex":0.00011567922,"about_ca_system_score_gemma":0.000045324854,"threshold_uncertainty_score":0.99980766},"labels":[],"label_agreement":null},{"id":"W6987141949","doi":"","title":"Select Bancorp Reports Fourth Quarter and Year-End 2016 Earnings","year":2017,"lang":"en","type":"other","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Earnings; Quarter (Canadian coin); Payment","score_opus":0.013725141009302434,"score_gpt":0.20831851445647634,"score_spread":0.1945933734471739,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W6987141949","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0005039057,0.0022905206,0.0024322656,0.0001592242,0.0009530862,0.00020503887,0.00011941706,0.00010357905,0.99323297],"genre_scores_gemma":[0.016685503,0.0011395126,0.0010352733,0.000016413198,0.0008469885,0.000017196071,0.000048425325,0.00019082053,0.98001987],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.9988367,0.0000046546916,0.0003433689,0.0005300826,0.000036076563,0.00024914034],"domain_scores_gemma":[0.9984653,0.000016403481,0.0008176892,0.00059678854,0.000015089161,0.00008870506],"candidate_categories":["insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.00021542083,0.00021756928,0.00049492344,0.0002898235,0.00012667879,0.00012070675,0.00012225081,0.0003221982,0.0056754374],"category_scores_gemma":[0.000096795244,0.0002299735,0.000106364154,0.00005530624,0.00009203687,0.00008790542,0.000051233008,0.00018155357,0.0008308161],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000020341388,0.000012756031,0.049212284,0.000016239535,0.000033972483,0.000015110439,0.000034844994,2.676925e-7,4.5797577e-7,0.0135463355,0.935243,0.0018826915],"study_design_scores_gemma":[0.00015150847,0.000030058229,0.057054393,0.000054508233,0.000007867168,0.0000140106595,0.0000033353108,0.000026441901,8.426822e-7,0.0028600467,0.9395069,0.00029008221],"about_ca_topic_score_codex":0.0019346405,"about_ca_topic_score_gemma":0.0008487583,"teacher_disagreement_score":0.016181597,"about_ca_system_score_codex":0.000025120327,"about_ca_system_score_gemma":0.000041452684,"threshold_uncertainty_score":0.99994713},"labels":[],"label_agreement":null},{"id":"W6999377025","doi":"","title":"ContourGlobal plc (GLO.L) (LON:GLO) Stock Rating Lowered by Royal Bank of Canada","year":2020,"lang":"en","type":"other","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Stock (firearms); Stock exchange; Payment; Stock market","score_opus":0.012033297600734731,"score_gpt":0.18460634692217187,"score_spread":0.17257304932143713,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W6999377025","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00046914435,0.0040630186,0.0028917342,0.00044528747,0.0012198185,0.00036375687,0.0050742887,0.00007494402,0.985398],"genre_scores_gemma":[0.05830928,0.00012258824,0.00089406443,0.0001516905,0.0008245995,0.000023033863,0.00035369955,0.00026805015,0.939053],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.99821705,0.000009447485,0.00079449423,0.0005148043,0.00009632226,0.00036787073],"domain_scores_gemma":[0.9986249,0.000042639476,0.00077098195,0.000362778,0.000027302593,0.0001713825],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.00011088999,0.00031297072,0.0008943002,0.00010947944,0.00007379746,0.000036850877,0.00032119098,0.00030533475,0.012101815],"category_scores_gemma":[0.00015830963,0.00036910898,0.00016537649,0.0002137533,0.000060037295,0.00003308511,0.00007595591,0.00020168556,0.00010040073],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000008291361,0.000026317386,0.004778873,0.00003446618,0.0000735474,0.0000050653975,0.00002596079,0.000020994841,0.0000016826607,0.033209585,0.9611486,0.00066660444],"study_design_scores_gemma":[0.00045654358,0.000040564795,0.0033721433,0.00003577415,0.00001155853,6.7153746e-7,0.00002588374,0.0009357941,0.000009558515,0.0003862401,0.99432826,0.00039700148],"about_ca_topic_score_codex":0.6543284,"about_ca_topic_score_gemma":0.6297828,"teacher_disagreement_score":0.057840135,"about_ca_system_score_codex":0.00021645776,"about_ca_system_score_gemma":0.0003725047,"threshold_uncertainty_score":0.9998761},"labels":[],"label_agreement":null},{"id":"W7000145824","doi":"","title":"Endurance International Group Reports 2017 Fourth Quarter and Full Year Results","year":2018,"lang":"en","type":"other","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Quarter (Canadian coin); Group (periodic table); Ethnic group; Work (physics)","score_opus":0.019340041821523053,"score_gpt":0.22146265968479123,"score_spread":0.20212261786326818,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7000145824","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00049602735,0.0005370449,0.0032992612,0.00040711794,0.002901758,0.0001749765,0.0005563601,0.00008679481,0.9915407],"genre_scores_gemma":[0.01631326,0.00093763764,0.00396228,0.000030618172,0.0025243675,0.000019510511,0.0002676218,0.00014582748,0.9757989],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.9986762,0.0000040010677,0.0005414184,0.00055274577,0.00004726649,0.00017837061],"domain_scores_gemma":[0.99883527,0.000015287102,0.00061859656,0.0004435353,0.000021660195,0.00006565209],"candidate_categories":["insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.00022003756,0.00017980266,0.00031831296,0.00030016992,0.00005069666,0.000077707795,0.00014108118,0.00025365088,0.0037411007],"category_scores_gemma":[0.00009223563,0.0001965382,0.000082536484,0.000070977294,0.00009417266,0.00008528921,0.000057315214,0.000097395954,0.0014253873],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000016143495,0.000022778124,0.00539347,0.0000069744547,0.00003590519,0.0000129818445,0.000046614612,2.1244996e-7,7.2866624e-7,0.04443657,0.9495411,0.0004865352],"study_design_scores_gemma":[0.00031273815,0.00003367757,0.039032057,0.000032924734,0.000003882344,0.000019035275,0.000009928864,0.00007212046,2.974103e-7,0.004428821,0.95582265,0.00023188982],"about_ca_topic_score_codex":0.00046517744,"about_ca_topic_score_gemma":0.0009690605,"teacher_disagreement_score":0.040007748,"about_ca_system_score_codex":0.000032905402,"about_ca_system_score_gemma":0.0000112474145,"threshold_uncertainty_score":0.9993521},"labels":[],"label_agreement":null},{"id":"W7006438270","doi":"","title":"Türkiye’de Maden Firmalarına Finansal&#13;\\nDestek Sağlamak Amacıyla Borsaya&#13;\\nKatılım Sürecine İlişkin Öneriler","year":2019,"lang":"en","type":"dissertation","venue":"Hacettepe University Institutional Repository (hacettepe.edu.tr)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Stock exchange; Stock (firearms); Order (exchange); Asset (computer security); Joint-stock company; Listing (finance); Initial public offering","score_opus":0.012639824406278206,"score_gpt":0.19795258518184664,"score_spread":0.18531276077556844,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7006438270","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7979353,0.002625566,0.0020174047,0.0013184822,0.007671194,0.0013743248,0.0015392319,0.000366024,0.18515246],"genre_scores_gemma":[0.7755011,0.0010777491,0.0007092012,0.00032794624,0.0020613554,0.00004197454,0.004378983,0.00019275077,0.21570897],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9939052,0.00016454555,0.001681941,0.0021732629,0.0006320712,0.001442999],"domain_scores_gemma":[0.9952084,0.0002434689,0.0018244957,0.001587255,0.00056381605,0.0005725854],"candidate_categories":["metaepi_narrow","sts","research_integrity","insufficient_payload"],"consensus_categories":["metaepi_narrow"],"category_scores_codex":[0.0007259324,0.0012941224,0.0018189162,0.0017220415,0.0022245804,0.00038520558,0.0015702519,0.0018859023,0.0008642615],"category_scores_gemma":[0.000351539,0.001751165,0.0011203905,0.0013477075,0.0005661099,0.0012533688,0.00028149865,0.0019762553,0.0016785015],"study_design_candidate":"not_applicable","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0038277875,0.003481985,0.2741775,0.0022642945,0.0033738872,0.004522924,0.010175637,0.031508777,0.0035832496,0.3567244,0.29964522,0.0067143356],"study_design_scores_gemma":[0.002610553,0.00021035763,0.35469824,0.00050709443,0.0002666927,0.00018482734,0.0009342751,0.0019219207,0.0004497699,0.00085336174,0.6353234,0.0020395056],"about_ca_topic_score_codex":0.0046527153,"about_ca_topic_score_gemma":0.0018332738,"teacher_disagreement_score":0.35587105,"about_ca_system_score_codex":0.0027025796,"about_ca_system_score_gemma":0.001796011,"threshold_uncertainty_score":0.99998105},"labels":[],"label_agreement":null},{"id":"W7009349510","doi":"","title":"Essays on Collateral and Central Counterparties","year":2014,"lang":"en","type":"dissertation","venue":"Summit (Simon Fraser University)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Collateral; Clearing; Portfolio; Margin (machine learning); Derivatives market; Financial market; Probability of default; Credit risk; Stability (learning theory); Financial stability; Market clearing","score_opus":0.012232941552523795,"score_gpt":0.19110325855400184,"score_spread":0.17887031700147804,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7009349510","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8422362,0.00032526714,0.00011354728,0.00008042857,0.0012739872,0.00018615504,0.00045483033,0.000051860516,0.15527771],"genre_scores_gemma":[0.959868,0.00047121212,0.000025510222,0.000026874048,0.00020224365,0.0000020815646,0.00061200897,0.000031481897,0.03876056],"study_design_codex":"observational","study_design_gemma":"not_applicable","domain_scores_codex":[0.99888575,0.000013858498,0.00027208307,0.00046416582,0.000053034335,0.00031110333],"domain_scores_gemma":[0.99926805,0.00003853601,0.00028180145,0.00025086716,0.00003969927,0.00012101772],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.00006644327,0.0002465894,0.0004335077,0.00051775586,0.00025025322,0.000082986124,0.00020268024,0.00031831287,0.000248289],"category_scores_gemma":[0.000024165745,0.00032889665,0.00012976439,0.0002569148,0.00006101959,0.00016947235,0.000025782887,0.00023311755,0.00019095304],"study_design_candidate":"not_applicable","study_design_consensus":null,"about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00027712254,0.0000765892,0.64266694,0.000086831555,0.000079921105,0.000028146427,0.0001434201,0.00009979443,3.8330086e-7,0.3267635,0.028299069,0.0014782768],"study_design_scores_gemma":[0.0007454715,0.000115555864,0.11214477,0.00007795211,0.000035718265,3.5017482e-9,0.0020729208,0.00037825812,0.000034193094,0.00490624,0.8790088,0.0004800914],"about_ca_topic_score_codex":0.00041215302,"about_ca_topic_score_gemma":0.037799627,"teacher_disagreement_score":0.85070974,"about_ca_system_score_codex":0.00015663584,"about_ca_system_score_gemma":0.00003881103,"threshold_uncertainty_score":0.9999163},"labels":[],"label_agreement":null},{"id":"W7009548468","doi":"","title":"Emplois verts et politiques d’insertion\\n des jeunes au Canada : source d’espoir ou d’inégalités sociales ?","year":2024,"lang":"fr","type":"article","venue":"Érudit (Université de Montréal)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"Institut National de la Recherche Scientifique","funders":"","keywords":"Context (archaeology); Promotion (chess); Identity (music); Lien","score_opus":0.02169851145451385,"score_gpt":0.20032561437616583,"score_spread":0.178627102921652,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7009548468","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.68000245,0.2378004,0.0026078068,0.06562318,0.0025736762,0.00020701539,0.0013138369,0.0001551556,0.009716485],"genre_scores_gemma":[0.8314545,0.026815565,0.00032217443,0.00022144374,0.000858555,0.000009840382,0.00010088736,0.0000800675,0.14013693],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99778426,0.000075429605,0.00050106295,0.0006404814,0.00012976829,0.0008689853],"domain_scores_gemma":[0.9987448,0.000255109,0.00021170023,0.0003828583,0.0001094718,0.0002960996],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0003990585,0.00036960805,0.00052391534,0.0003726306,0.0011210861,0.00012923397,0.00032209908,0.0003535937,0.0002942307],"category_scores_gemma":[0.00014988457,0.0005359365,0.00034478997,0.00065190735,0.00034693588,0.0005502503,0.00021239657,0.00035200347,0.00016337745],"study_design_candidate":"not_applicable","study_design_consensus":null,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":true,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00003999675,0.000081563354,0.105866425,0.00021833653,0.00023743579,0.00045370802,0.0039058179,0.00087486574,0.000006768079,0.73156637,0.11405695,0.04269176],"study_design_scores_gemma":[0.00024681326,0.00004998757,0.17707306,0.00017244845,0.00007652062,0.00008302282,0.0011941479,0.002145184,0.000015795962,0.02402022,0.7944711,0.00045174718],"about_ca_topic_score_codex":0.9549639,"about_ca_topic_score_gemma":0.994021,"teacher_disagreement_score":0.7075462,"about_ca_system_score_codex":0.025177427,"about_ca_system_score_gemma":0.0012659243,"threshold_uncertainty_score":0.9997092},"labels":[],"label_agreement":null},{"id":"W7011597666","doi":"","title":"Moody's downgrades Ferroglobe's corporate family rating to B3; ratings placed on review for downgrade","year":2019,"lang":"en","type":"other","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Downgrade; Government (linguistics); Affect (linguistics); Point (geometry); Quarter (Canadian coin)","score_opus":0.07447139405362824,"score_gpt":0.26340980605518255,"score_spread":0.1889384120015543,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7011597666","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00046039623,0.017925087,0.009264273,0.0022823322,0.0019811138,0.0052963845,0.002458972,0.00034645337,0.95998496],"genre_scores_gemma":[0.0017823651,0.0059187026,0.008390092,0.0021282232,0.0010876594,0.00069546315,0.0005261609,0.0006490045,0.97882235],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.9973694,0.000016747596,0.0010320287,0.0009715379,0.00009312075,0.0005171501],"domain_scores_gemma":[0.9974551,0.000105675535,0.00142305,0.00079454767,0.000052823034,0.00016880815],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0004737948,0.0005345696,0.0013624565,0.00051771145,0.00013381909,0.00011748161,0.0004174293,0.0003905131,0.00089829287],"category_scores_gemma":[0.00042309365,0.00055044075,0.00038614735,0.00046611737,0.000040306382,0.00007680425,0.00007686528,0.00024901432,0.0035797362],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000017325134,0.000049110466,0.00044614426,0.0005770862,0.000048923914,9.025706e-7,0.00003188934,0.000027937684,0.000010772779,0.13509247,0.8606123,0.0030851457],"study_design_scores_gemma":[0.0006113727,0.00024495076,0.0014061341,0.0016035759,0.00002881617,0.0000010130984,0.000018180235,0.00026457242,0.000009348638,0.0019835061,0.99308157,0.00074697955],"about_ca_topic_score_codex":0.00064052874,"about_ca_topic_score_gemma":0.00017991543,"teacher_disagreement_score":0.13310896,"about_ca_system_score_codex":0.00013480663,"about_ca_system_score_gemma":0.00007457933,"threshold_uncertainty_score":0.9996947},"labels":[],"label_agreement":null},{"id":"W7014584866","doi":"","title":"Power Co. of Canada (POW) Given “Outperform” Rating at BMO Capital Markets","year":2017,"lang":"en","type":"other","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Power (physics); Capital (architecture); Capital market; Market power; Productivity","score_opus":0.011499039282792016,"score_gpt":0.20106024489702914,"score_spread":0.18956120561423712,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7014584866","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.008808498,0.0018250612,0.000114207425,0.00010494344,0.0011268018,0.00023219161,0.0017261968,0.000027550108,0.9860346],"genre_scores_gemma":[0.1652799,0.00018101605,0.0001600024,0.0000127630365,0.00023867722,0.0000104136425,0.00008577596,0.00014533655,0.83388615],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.99878275,0.0000053505914,0.00046734145,0.00036462682,0.00006924012,0.00031066683],"domain_scores_gemma":[0.9982945,0.000034773715,0.0009312053,0.0006187895,0.00002494981,0.00009581437],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.00019267004,0.00023866705,0.0006283333,0.00019680418,0.00017833982,0.000030482364,0.0003255434,0.00025836087,0.030489745],"category_scores_gemma":[0.0001430973,0.00026398237,0.00013944502,0.000049324288,0.00008615353,0.000057209956,0.000094816634,0.00013425069,0.0001907301],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000007065705,0.000015220854,0.02801278,0.000035106972,0.000056524164,0.0000046558052,0.000073988434,0.0000017894354,0.0000012380817,0.011849284,0.95975727,0.00018506782],"study_design_scores_gemma":[0.00025621048,0.00001811683,0.060521428,0.00005112607,0.0000028879192,0.0000019283668,0.000019229923,0.00005356465,0.000013885043,0.0002616699,0.93850136,0.0002985972],"about_ca_topic_score_codex":0.22202739,"about_ca_topic_score_gemma":0.43347988,"teacher_disagreement_score":0.21145247,"about_ca_system_score_codex":0.00025076262,"about_ca_system_score_gemma":0.00023977146,"threshold_uncertainty_score":0.9999812},"labels":[],"label_agreement":null},{"id":"W7015492068","doi":"","title":"1st Source Corporation Reports Record Second Quarter Results, Increased Cash Dividend Declared","year":2024,"lang":"en","type":"other","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Quarter (Canadian coin); Corporation; Cash; Dividend","score_opus":0.024854627118460742,"score_gpt":0.2156004386031912,"score_spread":0.19074581148473047,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7015492068","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0011067743,0.003373304,0.005459189,0.0003299403,0.003364204,0.0005531394,0.0020164675,0.0004478607,0.98334914],"genre_scores_gemma":[0.029115653,0.00019622174,0.0010718442,0.00006292475,0.0015682403,0.000060752358,0.0011166706,0.00050033414,0.96630734],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.9970723,0.000018703213,0.0014064412,0.0010773573,0.00008204072,0.00034319275],"domain_scores_gemma":[0.99755883,0.000048323895,0.0012647115,0.0009413821,0.000036475354,0.00015024826],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.00055873237,0.0003986932,0.0007384649,0.0007916151,0.000084210595,0.00028307267,0.0001740542,0.0006284298,0.009918575],"category_scores_gemma":[0.0002163646,0.00045103327,0.00027271628,0.000385371,0.00007352508,0.00015010944,0.00007951526,0.00033642433,0.004690104],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000015214209,0.000039238235,0.0031199849,0.000072449824,0.00008147013,0.00007055917,0.00012034206,0.000001949598,0.0000019045942,0.012610219,0.9827436,0.0011230431],"study_design_scores_gemma":[0.0002979884,0.000048306938,0.0040062647,0.000108854154,0.000029334487,0.000028469985,0.000031254924,0.0001740452,0.000004223915,0.014506083,0.9802233,0.00054189516],"about_ca_topic_score_codex":0.007863054,"about_ca_topic_score_gemma":0.017159317,"teacher_disagreement_score":0.028008878,"about_ca_system_score_codex":0.00014711596,"about_ca_system_score_gemma":0.00007293899,"threshold_uncertainty_score":0.9997941},"labels":[],"label_agreement":null},{"id":"W7017278145","doi":"","title":"Adaptation des taux et des puissances de transmission pour&#13;\\nles schémas IncrementaI Redundancy HARQ tronqués.","year":2013,"lang":"fr","type":"dissertation","venue":"EspaceINRS (National Institute for Scientific Research (Canada))","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Redundancy (engineering); Domain (mathematical analysis); Social impact","score_opus":0.0995344051587401,"score_gpt":0.332528745531676,"score_spread":0.2329943403729359,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7017278145","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.83841366,0.017654339,0.08006311,0.02774743,0.00955693,0.004105027,0.007434326,0.00007707188,0.014948118],"genre_scores_gemma":[0.881778,0.0021519184,0.021623554,0.000055416356,0.0007586497,0.0010766797,0.011273624,0.00011737173,0.08116478],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99364626,0.00022415788,0.0014993243,0.0015450151,0.0014905921,0.0015946213],"domain_scores_gemma":[0.9938114,0.00067067443,0.00079550286,0.0004899493,0.0036482643,0.0005841902],"candidate_categories":["metaepi_narrow","sts","scholarly_communication"],"consensus_categories":[],"category_scores_codex":[0.005317586,0.00059005845,0.0007398561,0.0013989729,0.005461526,0.0016148408,0.0010494572,0.00045108722,0.0007905402],"category_scores_gemma":[0.003567565,0.000722474,0.000317049,0.001966608,0.0018712316,0.002149089,0.00007924532,0.0008882156,0.00007865318],"study_design_candidate":"not_applicable","study_design_consensus":null,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":true,"about_ca_system_consensus":true,"study_design_scores_codex":[0.00029820955,0.0005264485,0.010289561,0.0011362928,0.00024138184,0.000014227037,0.0057014283,0.06483465,0.0017271949,0.76949704,0.101824656,0.043908942],"study_design_scores_gemma":[0.0010141657,0.00013422444,0.08886937,0.0006979336,0.000031941774,0.000005415708,0.0032135337,0.061549637,0.0021990766,0.049984623,0.79151934,0.0007807154],"about_ca_topic_score_codex":0.78822255,"about_ca_topic_score_gemma":0.9963671,"teacher_disagreement_score":0.7195124,"about_ca_system_score_codex":0.0057879635,"about_ca_system_score_gemma":0.020698521,"threshold_uncertainty_score":0.9995226},"labels":[],"label_agreement":null},{"id":"W7018713399","doi":"","title":"Dream Reports 2014 Second Quarter Results and Closing of Significant Transaction and Increase in Credit Facility - Earnings News (EARNINGS) News","year":2014,"lang":"en","type":"other","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Closing (real estate); Earnings; Quarter (Canadian coin); Database transaction; Dream","score_opus":0.01246354378379127,"score_gpt":0.2061259997916732,"score_spread":0.19366245600788193,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7018713399","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5954289,0.001851913,0.011786881,0.0003648845,0.0008597395,0.0011125657,0.0015985304,0.00014200609,0.3868546],"genre_scores_gemma":[0.86965126,0.001213544,0.0008264848,0.000026522148,0.000381086,0.000030335697,0.00031713033,0.00014664774,0.12740697],"study_design_codex":"observational","study_design_gemma":"not_applicable","domain_scores_codex":[0.9974313,0.00004509658,0.0013206995,0.00085663085,0.00006633078,0.00027999],"domain_scores_gemma":[0.9979489,0.00010160876,0.0013291833,0.00045215726,0.000026924665,0.00014122324],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0008207245,0.00031421805,0.0009080131,0.0006448634,0.000067115354,0.000064510234,0.000077817334,0.00048446356,0.0014521034],"category_scores_gemma":[0.0002532594,0.0003507981,0.00010970201,0.00016897937,0.00016162531,0.00014732125,0.000027227205,0.00034914256,0.00003974325],"study_design_candidate":"not_applicable","study_design_consensus":null,"about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00033712442,0.00026938636,0.5637955,0.00060729746,0.00012444814,0.000034846027,0.002359665,0.00008809563,0.00012804268,0.001942316,0.40802917,0.022284122],"study_design_scores_gemma":[0.0009593393,0.00013879138,0.2827651,0.000100620695,0.000019950548,0.000013066396,0.00011472583,0.00043392184,0.00001698436,0.00067779893,0.7143045,0.00045521438],"about_ca_topic_score_codex":0.029626943,"about_ca_topic_score_gemma":0.008415401,"teacher_disagreement_score":0.30627534,"about_ca_system_score_codex":0.000049694183,"about_ca_system_score_gemma":0.00003964464,"threshold_uncertainty_score":0.9998944},"labels":[],"label_agreement":null},{"id":"W7018971172","doi":"","title":"Exploring Dynamic Default Dependence","year":2009,"lang":"en","type":"preprint","venue":"Open Repository and Bibliography (University of Luxembourg)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McGill University; University of Toronto","funders":"","keywords":"Noise (video); Measure (data warehouse); Set (abstract data type); Default risk; Default","score_opus":0.09047222927616537,"score_gpt":0.232818697468217,"score_spread":0.14234646819205166,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7018971172","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.93891764,0.0062621906,0.008703518,0.00020688174,0.0007423323,0.000715748,0.00026956064,0.00006141915,0.04412071],"genre_scores_gemma":[0.9774731,0.017993875,0.0038742395,0.000007887068,0.000070340284,0.00000481765,0.000036460653,0.000015346395,0.0005239596],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9985101,0.000032555294,0.00039313687,0.0007258821,0.00008275401,0.00025557328],"domain_scores_gemma":[0.9984554,0.00003931929,0.0007080199,0.00055498356,0.00009070065,0.00015158727],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.00042105684,0.00024444997,0.00067562464,0.0065345345,0.00051305897,0.00028108852,0.0009607346,0.00026918674,0.000043954686],"category_scores_gemma":[0.000002286983,0.00034883723,0.0003647519,0.0034567001,0.00020637787,0.00091749075,0.0009752737,0.0004033838,0.00001123188],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00028363746,0.0005494145,0.9199036,0.00053595356,0.0005829595,0.00024131165,0.001635767,0.0005846545,0.00017299101,0.059160776,0.0034064925,0.012942448],"study_design_scores_gemma":[0.00046070764,0.00009708311,0.9626304,0.0002025184,0.000063564745,0.000015000892,0.00044349462,0.00049779296,0.000024243593,0.026655192,0.008405875,0.0005041374],"about_ca_topic_score_codex":0.005097902,"about_ca_topic_score_gemma":0.00012760561,"teacher_disagreement_score":0.043596752,"about_ca_system_score_codex":0.000028321398,"about_ca_system_score_gemma":0.000046096782,"threshold_uncertainty_score":0.99989635},"labels":[],"label_agreement":null},{"id":"W7023892274","doi":"","title":"Power Co. of Canada (POW) Stock Rating Lowered by TD Securities","year":2017,"lang":"en","type":"other","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Stock (firearms); Power (physics); Stock market; Term (time)","score_opus":0.0127742801141156,"score_gpt":0.20862328999310797,"score_spread":0.19584900987899237,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7023892274","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00056581694,0.006461046,0.0005933478,0.000091604634,0.0009491079,0.00020722335,0.004324757,0.000033265747,0.98677385],"genre_scores_gemma":[0.05021698,0.0003477963,0.0001387174,0.000022253387,0.0002005902,0.000013657345,0.0001288975,0.0001598082,0.9487713],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.9989085,0.0000045253755,0.00044785766,0.00031387733,0.00006019796,0.0002650384],"domain_scores_gemma":[0.99846405,0.000028673363,0.00087326235,0.0005366216,0.000025102028,0.00007229892],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.000121173296,0.00021629636,0.000617535,0.00015651017,0.00012382456,0.000043578853,0.00030973536,0.00024136282,0.0147343],"category_scores_gemma":[0.000114961986,0.0002528698,0.00010668489,0.00004969435,0.00008997512,0.000052786436,0.000042195355,0.00013894413,0.000044436405],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000002143251,0.000016656037,0.002765031,0.000030390558,0.00003955853,0.0000014163037,0.00004756245,9.116919e-7,0.0000011792229,0.029835347,0.9671435,0.00011631479],"study_design_scores_gemma":[0.00021366485,0.000019848423,0.0022683507,0.00006550969,0.0000020490406,5.4530943e-7,0.000028560871,0.000036282396,0.000017187089,0.0005821958,0.9964809,0.00028492065],"about_ca_topic_score_codex":0.34417665,"about_ca_topic_score_gemma":0.30707204,"teacher_disagreement_score":0.049651165,"about_ca_system_score_codex":0.000100030295,"about_ca_system_score_gemma":0.00023723957,"threshold_uncertainty_score":0.9999924},"labels":[],"label_agreement":null},{"id":"W7025538275","doi":"","title":"Yield Curve Modelling: A Comparison of Principal Components Analysis and the Discrete-Time Vasicek Model.","year":2019,"lang":"en","type":"dissertation","venue":"Spectrum Research Repository (Concordia University)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Vasicek model; Yield curve; Affine term structure model; Term (time); Principal component analysis; Curvature; Kalman filter; Affine transformation; Interest rate","score_opus":0.0629014746832935,"score_gpt":0.27932551771674585,"score_spread":0.21642404303345236,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7025538275","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.90920794,0.00074505224,0.009532757,0.00011542167,0.00029501822,0.0006572185,0.00019096628,0.000024556413,0.07923105],"genre_scores_gemma":[0.96668065,0.00033745915,0.00008241768,9.1759813e-7,0.00009065054,0.0000049664127,0.00026880726,0.000031886935,0.032502238],"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99765956,0.000116271105,0.00072259444,0.00074691547,0.00027310548,0.0004815303],"domain_scores_gemma":[0.9975815,0.00056019,0.0007623327,0.000756057,0.00018508166,0.00015483324],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.000980652,0.0002763509,0.0012344464,0.00182974,0.0006495167,0.00012298871,0.0006989568,0.0003529762,0.000039133818],"category_scores_gemma":[0.00010649645,0.00028426453,0.000543737,0.0015922609,0.00043595812,0.0002259178,0.00018062419,0.0010254298,0.000042048556],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0026002175,0.0003356682,0.46672058,0.00027946028,0.0026854936,0.000027960188,0.0060666436,0.069040164,0.00020592299,0.45162594,0.00026735172,0.0001445807],"study_design_scores_gemma":[0.001195889,0.00014869047,0.15420441,0.00007347464,0.00045187256,9.300349e-7,0.001126521,0.8337458,0.0003611662,0.0060987906,0.002136281,0.00045620085],"about_ca_topic_score_codex":0.024558438,"about_ca_topic_score_gemma":0.005301791,"teacher_disagreement_score":0.7647056,"about_ca_system_score_codex":0.0002638404,"about_ca_system_score_gemma":0.00022669038,"threshold_uncertainty_score":0.99996096},"labels":[],"label_agreement":null},{"id":"W7027323658","doi":"","title":"Close Brothers Group (LON:CBG) Stock Rating Upgraded by Royal Bank of Canada","year":2024,"lang":"en","type":"other","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Stock (firearms); Group (periodic table); Stock exchange; Bond credit rating","score_opus":0.011221853696176017,"score_gpt":0.19408780437878453,"score_spread":0.18286595068260852,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7027323658","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00066329184,0.011171756,0.0014088007,0.00024807677,0.0015075298,0.00037794313,0.002388279,0.000093766736,0.98214054],"genre_scores_gemma":[0.018584592,0.00012979697,0.0005767246,0.000044731376,0.0004733291,0.000033491855,0.00012826288,0.00038464475,0.9796444],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.99843335,0.000008050979,0.00065845466,0.00050672406,0.00007396915,0.00031945403],"domain_scores_gemma":[0.99903715,0.000030636562,0.00043932852,0.0003853323,0.000012819855,0.00009474523],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.00015584087,0.00028001558,0.0006351252,0.00025098785,0.000045950146,0.00004232992,0.00023577579,0.00028249488,0.00665199],"category_scores_gemma":[0.0000536265,0.0003126352,0.00016225861,0.00023701362,0.000058111644,0.00002735522,0.000051946572,0.0002268839,0.00019385568],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000027511005,0.00002274989,0.0011307104,0.00007888704,0.00007603171,0.0000027075066,0.00004867641,0.000005452531,0.0000023537052,0.09280072,0.9051529,0.0006760696],"study_design_scores_gemma":[0.00021643731,0.000029528912,0.0007667852,0.000073282186,0.000013870159,6.233719e-7,0.000031044336,0.0004160969,0.000008626152,0.0028941662,0.99519324,0.00035627445],"about_ca_topic_score_codex":0.63066775,"about_ca_topic_score_gemma":0.6050009,"teacher_disagreement_score":0.09004037,"about_ca_system_score_codex":0.00017368882,"about_ca_system_score_gemma":0.00014646862,"threshold_uncertainty_score":0.9999326},"labels":[],"label_agreement":null},{"id":"W7027461808","doi":"","title":"ContourGlobal plc (GLO.L) (LON:GLO) Downgraded by Royal Bank of Canada","year":2020,"lang":"en","type":"other","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Government (linguistics); Work (physics); Legislation","score_opus":0.010258242592517392,"score_gpt":0.17390648670438147,"score_spread":0.16364824411186407,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7027461808","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00019684796,0.0045686876,0.00096338656,0.00080104975,0.001138338,0.00028277613,0.0065770587,0.000072779956,0.98539907],"genre_scores_gemma":[0.035943862,0.00026547123,0.00041992622,0.0001772193,0.0006823879,0.000019241848,0.00039195066,0.00022153524,0.9618784],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.99837387,0.000007621626,0.00068893674,0.00049174804,0.00008916577,0.00034865472],"domain_scores_gemma":[0.9987911,0.000029767158,0.0006029345,0.00037285138,0.000020215622,0.00018311512],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.00008008147,0.00029948828,0.0008725029,0.000119346805,0.00005165148,0.000028030185,0.00033916056,0.00032420424,0.016217036],"category_scores_gemma":[0.00008969069,0.00034229824,0.00017328,0.00022226288,0.00007283453,0.00002587999,0.00006484672,0.0001807408,0.00018468992],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000006712454,0.000027245806,0.0040077283,0.000027838736,0.00007224919,0.0000040084365,0.000016393753,0.000005591414,7.897476e-7,0.08457822,0.9108442,0.00040902654],"study_design_scores_gemma":[0.00041711598,0.000032153155,0.0052728034,0.00002105398,0.000012211603,5.824528e-7,0.000013964346,0.00017578571,0.000010408417,0.0008937731,0.99278325,0.00036688428],"about_ca_topic_score_codex":0.7580255,"about_ca_topic_score_gemma":0.6591343,"teacher_disagreement_score":0.0988912,"about_ca_system_score_codex":0.0001861807,"about_ca_system_score_gemma":0.00030550486,"threshold_uncertainty_score":0.9999029},"labels":[],"label_agreement":null},{"id":"W7028080294","doi":"","title":"EDP Renovaveis’ (EDRVF) Outperform Rating Reiterated at Royal Bank of Canada","year":2020,"lang":"en","type":"other","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Matching (statistics); Government (linguistics)","score_opus":0.01678493363658224,"score_gpt":0.177910575762747,"score_spread":0.16112564212616476,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7028080294","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0011294367,0.0014241266,0.0004934503,0.00031139146,0.0009895104,0.00023178957,0.0012367159,0.00006604335,0.99411756],"genre_scores_gemma":[0.04614557,0.00010634338,0.00087777164,0.00007847313,0.00065786805,0.000012227726,0.00030154988,0.00023383914,0.95158637],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.99843985,0.0000055643427,0.0007605273,0.00043884607,0.00006743043,0.0002878108],"domain_scores_gemma":[0.9987916,0.00002806633,0.0006816166,0.0003587221,0.000027855245,0.00011219301],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0001124306,0.00025458704,0.00070776936,0.0001889898,0.000092319715,0.000024607334,0.00022009452,0.00024882078,0.016348124],"category_scores_gemma":[0.00012642016,0.0002855895,0.00011671062,0.00027325348,0.00004025596,0.00002688579,0.00010161974,0.00018343523,0.00017546915],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000008508639,0.000013723273,0.0081277955,0.0000586098,0.000058101494,0.0000055358796,0.0000757776,0.000041762625,0.0000027248545,0.03705834,0.95403105,0.0005180695],"study_design_scores_gemma":[0.00026585162,0.000030494291,0.005580603,0.000045647503,0.000007642756,9.11986e-7,0.00001425958,0.0019681542,0.000035238485,0.00022460472,0.99149823,0.00032834875],"about_ca_topic_score_codex":0.41298914,"about_ca_topic_score_gemma":0.61021143,"teacher_disagreement_score":0.19722232,"about_ca_system_score_codex":0.00022362774,"about_ca_system_score_gemma":0.0002405443,"threshold_uncertainty_score":0.99995965},"labels":[],"label_agreement":null},{"id":"W7029427462","doi":"","title":"Keeping Up with the Joneses: A Model Systemic Risk\\nReporting Regime for the Canadian Hedge Fund Industry","year":2015,"lang":"en","type":"article","venue":"eYLS (Yale Law School)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Hedge fund; Systemic risk; Alternative beta; Hedge; Hedge accounting; Fund administration","score_opus":0.07799080151851168,"score_gpt":0.25887346154287394,"score_spread":0.18088266002436226,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7029427462","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9140944,0.006162189,0.036869463,0.004745048,0.00148296,0.0018619382,0.00059676316,0.00011030939,0.03407692],"genre_scores_gemma":[0.9943691,0.00002927327,0.00038782653,0.00028750955,0.0006055256,0.00022619881,0.000015438427,0.00004211561,0.004037043],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9984391,0.000021283464,0.0005695513,0.00038589007,0.00008410419,0.00050011557],"domain_scores_gemma":[0.99805856,0.00014946102,0.0006352686,0.0006888255,0.00014371262,0.00032418064],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015770694,0.00018778203,0.0003304288,0.000098626566,0.0011842465,0.0003039795,0.00040683273,0.00025056064,0.0000187777],"category_scores_gemma":[0.0005626129,0.00013642252,0.0001174513,0.00032015273,0.00014360591,0.00027669244,0.0000503493,0.0005979827,0.00010647359],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000056736066,0.000024912197,0.17611116,0.000037643502,0.00014144662,0.000008369297,0.0027637393,0.048708506,0.000002421755,0.75603825,0.015142893,0.00096394634],"study_design_scores_gemma":[0.0027630602,0.00019111205,0.046473432,0.00023009806,0.00016763787,0.00013977173,0.0057179923,0.27982342,0.000021312142,0.048832566,0.6143227,0.0013168643],"about_ca_topic_score_codex":0.19109386,"about_ca_topic_score_gemma":0.40308994,"teacher_disagreement_score":0.70720565,"about_ca_system_score_codex":0.00040041888,"about_ca_system_score_gemma":0.0005314603,"threshold_uncertainty_score":0.91083866},"labels":[],"label_agreement":null},{"id":"W7040979042","doi":"","title":"Versailles, Ohio","year":2009,"lang":"en","type":"other","venue":"OhioLink ETD Center (Ohio Library and Information Network)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Middle East; Quarter (Canadian coin); George (robot)","score_opus":0.010254759555902436,"score_gpt":0.1821787611144092,"score_spread":0.17192400155850676,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7040979042","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.000013504381,0.004793421,0.0014639953,0.00059536134,0.0013037532,0.00036843907,0.00090976374,0.00031605735,0.9902357],"genre_scores_gemma":[0.015738664,0.06554551,0.004930552,0.0055163475,0.009520998,0.00008912198,0.0122083705,0.00061493344,0.8858355],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9982867,0.000016569442,0.00086365035,0.00031240005,0.000061047715,0.00045962638],"domain_scores_gemma":[0.9986408,0.000024076786,0.000741098,0.00041065575,0.000008046379,0.00017533336],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.00011347337,0.0003685169,0.0005684683,0.00047180013,0.00016002466,0.00027063733,0.00027773474,0.0005209878,0.004375902],"category_scores_gemma":[0.000011578855,0.00041451945,0.00016966552,0.00035430514,0.000071773014,0.0033928645,0.00012038478,0.0003421922,0.0010018043],"study_design_candidate":"not_applicable","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000011381285,0.000015448855,0.00043712772,0.00002797545,0.000022934526,7.4364607e-7,0.000041808595,0.00003149881,6.7292345e-9,0.5445222,0.44939065,0.0054982062],"study_design_scores_gemma":[0.00062930904,0.000046154128,0.007580034,0.00016477861,0.000008705608,0.000005035177,0.0000020246173,0.00060346414,3.3762478e-7,0.0055502686,0.98497,0.000439892],"about_ca_topic_score_codex":7.128642e-7,"about_ca_topic_score_gemma":0.0000035893595,"teacher_disagreement_score":0.53897196,"about_ca_system_score_codex":0.000018804929,"about_ca_system_score_gemma":0.000032035518,"threshold_uncertainty_score":0.99983066},"labels":[],"label_agreement":null},{"id":"W7045507388","doi":"","title":"Applications of hidden Markov models in financial modelling","year":2008,"lang":"en","type":"other","venue":"OpenGrey (Institut de l'Information Scientifique et Technique)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Hidden Markov model; Markov chain; Variable-order Markov model; Hidden semi-Markov model; Markov model; Markov renewal process; Markov process; Forward algorithm; Markov property; Financial market","score_opus":0.028571606629184367,"score_gpt":0.24390673065077234,"score_spread":0.21533512402158797,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7045507388","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.000053880252,0.0002627276,0.5666127,0.00005827143,0.00017612372,0.0031095156,0.0006524122,0.00010068931,0.42897367],"genre_scores_gemma":[0.075182855,0.0133024845,0.51786065,0.00044233666,0.0007145301,0.015435867,0.0032551768,0.0006869127,0.37311918],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99778825,0.000024900575,0.0012791802,0.00040138388,0.00014790341,0.00035837453],"domain_scores_gemma":[0.9980166,0.000027513357,0.0010550984,0.0006876021,0.00011541474,0.00009776448],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0013000942,0.00029002552,0.00061131833,0.0019767054,0.00013434683,0.000112180984,0.00061059854,0.0005754249,0.00032935684],"category_scores_gemma":[0.00011087102,0.00036692887,0.00017693153,0.0010748958,0.0001926023,0.0012406177,0.00013287363,0.00040266485,0.00022218787],"study_design_candidate":"not_applicable","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000017961078,0.00015179157,0.0005596559,0.00045397985,0.00001763569,0.0000038664925,0.0014413041,0.009304753,0.0000073919123,0.7654811,0.18223888,0.040321674],"study_design_scores_gemma":[0.00030833535,0.000009591164,0.00022459531,0.00035239026,0.0000049195437,0.000005567342,0.000013597303,0.022095218,0.00009283029,0.02248332,0.95399034,0.0004193084],"about_ca_topic_score_codex":0.0017843093,"about_ca_topic_score_gemma":0.00059240323,"teacher_disagreement_score":0.77175146,"about_ca_system_score_codex":0.00025647285,"about_ca_system_score_gemma":0.00043965192,"threshold_uncertainty_score":0.9998783},"labels":[],"label_agreement":null},{"id":"W7066681904","doi":"","title":"Issuing a Convertible Bond with&#13;\\nCall-Spread Overlay: Incorporating&#13;\\nthe Effects of Convertible Arbitrage","year":2015,"lang":"en","type":"dissertation","venue":"Spectrum Research Repository (Concordia University)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"","funders":"Concordia University","keywords":"Convertible arbitrage; Convertible bond; Convertible; Issuer; Bond; Arbitrage; Stock price; Stock (firearms)","score_opus":0.02342519731293841,"score_gpt":0.25054019440049624,"score_spread":0.22711499708755783,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7066681904","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8080966,0.0014142384,0.00017744226,0.00014489976,0.001315151,0.0009864551,0.0001070432,0.00009591082,0.18766226],"genre_scores_gemma":[0.9506728,0.00026156133,0.000063329746,0.0000051497354,0.00038092656,0.000017168732,0.00024902716,0.000110490386,0.048239514],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99633634,0.00016931129,0.00088082644,0.0011747353,0.0005018589,0.0009369093],"domain_scores_gemma":[0.99635804,0.00044229903,0.0011343237,0.0010357328,0.0005545945,0.0004749999],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0009143786,0.0005352721,0.0012806609,0.0021157423,0.00063921494,0.00019114272,0.00092613633,0.0006715335,0.000074166535],"category_scores_gemma":[0.00037071313,0.0006355522,0.0003496011,0.0020695368,0.000532629,0.000626818,0.00018299435,0.0015230398,0.00014576541],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0038009707,0.0011132782,0.7684598,0.0031784193,0.0013660825,0.0024963287,0.004830157,0.00016297157,0.0065377383,0.19041541,0.016742306,0.00089653867],"study_design_scores_gemma":[0.007616302,0.0038122972,0.77496684,0.0019573455,0.00036224164,0.00006013958,0.0045412183,0.0019702434,0.063806586,0.038706582,0.09918427,0.0030159552],"about_ca_topic_score_codex":0.058305,"about_ca_topic_score_gemma":0.03840778,"teacher_disagreement_score":0.15170883,"about_ca_system_score_codex":0.0009586286,"about_ca_system_score_gemma":0.0015158645,"threshold_uncertainty_score":0.9996096},"labels":[],"label_agreement":null},{"id":"W7067075053","doi":"","title":"Mad Dog Nutrition Program Consult: Effects on Dietary Self-Efficacy, Behaviors and Health Outcomes","year":2023,"lang":"en","type":"other","venue":"Brock University Digital Repository (Brock University)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Brock University","funders":"","keywords":"Disease; MEDLINE; Population; Public health; Obesity","score_opus":0.017882052040841187,"score_gpt":0.21868721595848767,"score_spread":0.20080516391764647,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7067075053","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.14039345,0.002683417,0.0004678324,0.00020922802,0.0052548293,0.00829333,0.0059625753,0.010853566,0.8258818],"genre_scores_gemma":[0.010902903,0.0012152182,0.00017473145,0.000019044282,0.00019702878,0.0000022037425,0.00019188623,0.00029056682,0.9870064],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.99818325,0.000030739917,0.00031904262,0.00089152576,0.0001098244,0.00046562726],"domain_scores_gemma":[0.99846345,0.00012759605,0.0005811881,0.00044770335,0.00004503696,0.00033502944],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0000056033027,0.00046318147,0.0007844015,0.0013507485,0.00043565026,0.0001399389,0.00037838548,0.00047192568,0.0000071487307],"category_scores_gemma":[0.00003202553,0.00063728716,0.0003335213,0.00066024583,0.00012772546,0.00043456716,0.00025641735,0.00034359738,0.00020413272],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00008469387,0.0020515502,0.25209898,0.00042855775,0.00042514678,0.00031096005,0.00005114555,0.000008051282,0.00000722573,0.0026689118,0.7332305,0.008634332],"study_design_scores_gemma":[0.0015362689,0.00044582874,0.21793103,0.00024718826,0.00006872037,0.000009279143,0.0003493956,0.0000025646727,0.0000024235194,0.00006392647,0.77878153,0.0005618404],"about_ca_topic_score_codex":0.00074623566,"about_ca_topic_score_gemma":0.00103444,"teacher_disagreement_score":0.16112465,"about_ca_system_score_codex":0.00070043316,"about_ca_system_score_gemma":0.000094323594,"threshold_uncertainty_score":0.99960786},"labels":[],"label_agreement":null},{"id":"W7068940762","doi":"","title":"Production Photo","year":2021,"lang":"en","type":"article","venue":"DigitalCommons-Cedarville (Cedarville University)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Brother; Sister; Nova scotia; Production (economics); Yield (engineering)","score_opus":0.025380688325565896,"score_gpt":0.1815903061558587,"score_spread":0.1562096178302928,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7068940762","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.079690896,0.00046185532,0.00223164,0.0010336762,0.00092825555,0.0002012603,0.00032083914,0.00020028728,0.9149313],"genre_scores_gemma":[0.99761444,0.00033775353,0.00064579555,0.0000744399,0.00023283722,0.0000033731174,0.00020426893,0.000048913666,0.0008381933],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9981323,0.000026153002,0.00046803828,0.0008013792,0.00009425809,0.00047787675],"domain_scores_gemma":[0.9985281,0.00005318613,0.00026168313,0.00077120145,0.00018626418,0.0001995338],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.00015754612,0.0002765517,0.0004869382,0.0005415756,0.0002545678,0.0001212303,0.0003373999,0.00018287983,0.000779961],"category_scores_gemma":[0.0002696311,0.00038215183,0.00031906614,0.0014932118,0.00014396493,0.0007907663,0.0002614309,0.00023459288,0.00080849696],"study_design_candidate":"not_applicable","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000025447242,0.00020532911,0.011694178,0.000014892529,0.000056407025,0.00009121469,0.000008340978,0.000102659425,0.00009752021,0.98162395,0.0037717014,0.002308387],"study_design_scores_gemma":[0.0006451485,0.000041293722,0.011074756,0.00002045132,0.000015143712,0.000034318353,0.0004574444,0.00012563207,0.00079504325,0.0011469807,0.9851547,0.00048909103],"about_ca_topic_score_codex":0.00013006387,"about_ca_topic_score_gemma":0.00010467675,"teacher_disagreement_score":0.98138297,"about_ca_system_score_codex":0.00027840686,"about_ca_system_score_gemma":0.000107792315,"threshold_uncertainty_score":0.9999695},"labels":[],"label_agreement":null},{"id":"W7077905675","doi":"10.48448/geb8-4d78","title":"FaithBench: A Diverse Hallucination Benchmark for Summarization by Modern LLMs","year":2025,"lang":"en","type":"other","venue":"Underline Science Inc.","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"","keywords":"Automatic summarization; Benchmark (surveying); Ground truth; Grammaticality; Diversity (politics); Meaning (existential)","score_opus":0.022449454417429623,"score_gpt":0.25144375608267217,"score_spread":0.22899430166524254,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7077905675","genre_codex":"methods","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00007916587,0.0012668442,0.5952122,0.00036748179,0.0013474177,0.0007074601,0.0027776181,0.00011183341,0.39812994],"genre_scores_gemma":[0.058411114,0.0008767445,0.025264751,0.00016511946,0.00078701205,0.00016026832,0.0027893374,0.00022116606,0.9113245],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9983025,0.0000053914137,0.00046119982,0.00075168995,0.00011685985,0.00036232994],"domain_scores_gemma":[0.99887437,0.000046823006,0.00047780108,0.00039552996,0.000120845594,0.0000846238],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.00048006975,0.00022790144,0.00036194595,0.0010006885,0.00033325705,0.00015763976,0.00047973226,0.00026610374,0.0005714274],"category_scores_gemma":[0.0003475824,0.00026997627,0.000087316665,0.00078844454,0.00028798293,0.00026113642,0.00010843806,0.00012440841,0.000091013906],"study_design_candidate":"not_applicable","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000007081975,0.00014244825,0.0027368267,0.0000638509,0.000027739843,4.4970696e-7,0.00016304424,0.000283179,0.000038097365,0.5679645,0.38400778,0.04456502],"study_design_scores_gemma":[0.00050328416,0.000058491587,0.0013360871,0.00006178854,0.000020546466,3.0257374e-7,0.000032363634,0.12933815,0.000016906382,0.047703773,0.82049406,0.0004342226],"about_ca_topic_score_codex":0.00093962334,"about_ca_topic_score_gemma":0.00059438404,"teacher_disagreement_score":0.5699475,"about_ca_system_score_codex":0.00023616948,"about_ca_system_score_gemma":0.00026021517,"threshold_uncertainty_score":0.99997526},"labels":[],"label_agreement":null},{"id":"W7095210473","doi":"","title":"2003s-12 Disentangling Risk Aversion and Intertemporal Substitution Through a Reference Level","year":2011,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Notice; Public policy; Private sector; Substitution (logic)","score_opus":0.19903340506039327,"score_gpt":0.23812653368895573,"score_spread":0.03909312862856246,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7095210473","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7489118,0.00033626053,0.17895973,0.0000339419,0.00040910547,0.00012343739,0.00016812491,0.00004756746,0.071010076],"genre_scores_gemma":[0.9928727,0.00066816557,0.0050498196,0.000014994622,0.00005922064,0.0000056739937,0.000022769895,0.000008204916,0.0012984097],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9992423,0.000006415894,0.0003020091,0.0002683372,0.000022440136,0.00015847065],"domain_scores_gemma":[0.99958056,0.000014253954,0.0001655985,0.00016933879,0.00001977902,0.000050440292],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00014717961,0.00009956756,0.0001700799,0.00008100714,0.0001674211,0.000027287719,0.00008203426,0.000080167294,0.00039330297],"category_scores_gemma":[0.000060010672,0.00010349176,0.000044662873,0.00010639968,0.00007748824,0.000372137,0.00003837702,0.00010270806,0.0002151906],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000019824456,0.000037744092,0.43767464,0.000003187583,0.000007960856,0.0000016019138,0.0008877003,0.0000024650449,0.000003305726,0.55924845,0.00030936618,0.0018037619],"study_design_scores_gemma":[0.00054441474,0.00008922708,0.8923097,0.000016637734,0.000010980255,0.0000050005365,0.00023399413,0.0028300975,0.00016632846,0.08555221,0.017964523,0.00027684122],"about_ca_topic_score_codex":0.0018215053,"about_ca_topic_score_gemma":0.0003545915,"teacher_disagreement_score":0.47369623,"about_ca_system_score_codex":0.000043621887,"about_ca_system_score_gemma":0.0000103195625,"threshold_uncertainty_score":0.43063918},"labels":[],"label_agreement":null},{"id":"W7095595445","doi":"","title":"DYNAMIC PREDICTION OF LGD MODELING METHODOLOGY","year":2008,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Default; Loss given default; Basel II; Credit risk; Stock (firearms); Probability of default","score_opus":0.17249255184969123,"score_gpt":0.26731221233877217,"score_spread":0.09481966048908094,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7095595445","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.45880502,0.00030843128,0.5297534,0.00006816121,0.00021400128,0.00004479768,0.00005627712,0.000022845259,0.010727066],"genre_scores_gemma":[0.9712368,0.00034252217,0.027277716,0.0000075788435,0.000036968882,0.0000057720995,0.000015549384,0.00000793484,0.001069157],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.999294,0.000007636566,0.000407969,0.00016144938,0.000016972803,0.00011197375],"domain_scores_gemma":[0.99963945,0.00003590158,0.00011112583,0.00016044627,0.000026870895,0.000026178868],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00024618852,0.000056135672,0.00021663027,0.00015866877,0.000071036535,0.0000024090843,0.00006962897,0.000074877884,0.00017595642],"category_scores_gemma":[0.00010871156,0.000064598935,0.00007574224,0.00015054068,0.00004386867,0.00009267958,0.000019219795,0.000056105524,0.00006337544],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000018109613,0.000100299774,0.15326633,0.000013697174,0.000033533805,0.000001686157,0.000765948,0.02690667,0.00023993541,0.81613535,0.00060474675,0.0019136885],"study_design_scores_gemma":[0.0002508642,0.00004763921,0.17195097,0.0000027729554,0.0000033319209,0.00001055656,0.00003737675,0.77165306,0.00004576051,0.05293274,0.0029769982,0.0000879404],"about_ca_topic_score_codex":0.00030521868,"about_ca_topic_score_gemma":0.000032217333,"teacher_disagreement_score":0.7632026,"about_ca_system_score_codex":0.000028482822,"about_ca_system_score_gemma":0.000013659703,"threshold_uncertainty_score":0.2634268},"labels":[],"label_agreement":null},{"id":"W7095626856","doi":"","title":"The effect of economic news on bond market liquidity, Bank of Canada Working Paper","year":2004,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Bond; Bond market; Order (exchange); Open market operation","score_opus":0.010566463335922713,"score_gpt":0.19530809360857787,"score_spread":0.18474163027265517,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7095626856","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8278321,0.00048552462,0.00010756455,0.00085604587,0.00066900905,0.00017696194,0.00005339709,0.0000072143202,0.1698122],"genre_scores_gemma":[0.9982042,0.00017184169,0.000058478454,0.000026717058,0.00011648083,0.000009619862,0.0000030243177,0.000011586074,0.001398073],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9990863,0.000008582283,0.00050203444,0.00017646348,0.00003220885,0.00019436308],"domain_scores_gemma":[0.9991025,0.00025779734,0.0002748878,0.0003128167,0.000008533849,0.000043485445],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0003883728,0.00010515341,0.00030067543,0.00006159264,0.000115979536,0.000017258666,0.0001833107,0.000055248318,0.00024872582],"category_scores_gemma":[0.00009711652,0.00008579607,0.00010473458,0.000089117246,0.00005632912,0.00005488428,0.000037606296,0.000075755444,0.000017315104],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00020782459,0.000034704284,0.16697639,0.000026614027,0.00006997402,0.0000016982586,0.00008103636,0.006420969,0.000022886648,0.78000635,0.038353395,0.007798136],"study_design_scores_gemma":[0.0019333387,0.0006981504,0.52747303,0.000065723034,0.000016028098,0.0000022164543,0.000048915233,0.00062064396,0.0046596196,0.034849707,0.429209,0.0004236342],"about_ca_topic_score_codex":0.20342985,"about_ca_topic_score_gemma":0.47892424,"teacher_disagreement_score":0.74515665,"about_ca_system_score_codex":0.0002126784,"about_ca_system_score_gemma":0.00012899608,"threshold_uncertainty_score":0.8018746},"labels":[],"label_agreement":null},{"id":"W7095659166","doi":"","title":"On the Determinants of the Implied Default Barrier","year":2009,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Leverage (statistics); Probit model; Default; Volatility (finance); Equity (law); Barrier option; Leverage effect; Probit","score_opus":0.024642786285340317,"score_gpt":0.22372027659482985,"score_spread":0.19907749030948954,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7095659166","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.92352647,0.000068730464,0.00028723982,0.0013741315,0.0002153143,0.00013730812,0.00004172492,0.000009500699,0.07433955],"genre_scores_gemma":[0.9974617,0.000012836922,0.000040938336,0.00028979956,0.00004647201,0.0000042868974,5.1013416e-7,0.000004575511,0.002138901],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9994281,0.0000051565535,0.0002869896,0.00012553665,0.00002732468,0.00012692477],"domain_scores_gemma":[0.99937594,0.00006721517,0.00014509978,0.0003756653,0.000014387739,0.000021701611],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00017665714,0.00006627007,0.00013906287,0.00003956684,0.00013748201,0.000016157426,0.00022780031,0.000046173853,0.00032234963],"category_scores_gemma":[0.00017953286,0.000038723432,0.0001085193,0.00016182275,0.00004729192,0.000036617857,0.000021384136,0.0000698211,0.000121979705],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000050396598,0.000025734707,0.051240873,7.004652e-7,0.0000025253473,1.2769554e-7,0.000100933205,0.000025562746,0.000031426578,0.94222015,0.0024670041,0.00387994],"study_design_scores_gemma":[0.00010342282,0.000033215576,0.8077585,0.0000041109042,0.0000016476644,6.394802e-7,0.000016703058,0.00072746363,0.0006705448,0.18085544,0.00976705,0.00006124602],"about_ca_topic_score_codex":0.000049062615,"about_ca_topic_score_gemma":0.000052073818,"teacher_disagreement_score":0.7613647,"about_ca_system_score_codex":0.000017190192,"about_ca_system_score_gemma":0.000012179526,"threshold_uncertainty_score":0.35295025},"labels":[],"label_agreement":null},{"id":"W7095678027","doi":"","title":"and Credit Risks in the Financial Crisis","year":2010,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Acknowledgement; Financial crisis; Economic analysis; Credit crunch; Credit risk; Work (physics)","score_opus":0.0398967619795993,"score_gpt":0.24945213756861384,"score_spread":0.20955537558901455,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7095678027","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9594098,0.00031108843,0.002313276,0.0031669287,0.0006395628,0.00013565748,0.000029206114,0.000017337681,0.033977155],"genre_scores_gemma":[0.99853534,0.00010080281,0.00062371546,0.00017142696,0.00038810034,0.00002197115,0.00000468408,0.000006615782,0.0001473458],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9993103,0.000005189653,0.00027999748,0.0002081721,0.000024726276,0.00017157366],"domain_scores_gemma":[0.9995897,0.000057750207,0.000071658826,0.0002354776,0.0000117417985,0.000033686414],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00043082723,0.00007955899,0.00015372506,0.00012367906,0.00011462013,0.000065968015,0.00015859382,0.00010453092,0.0003562859],"category_scores_gemma":[0.00022394046,0.000067619345,0.000045280918,0.00021611973,0.00005711546,0.00012343397,0.000030997497,0.00024586378,0.0001304688],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000035691678,0.000038110225,0.24224445,0.0000020678276,0.0000014676206,0.000001986385,0.0005884265,0.000005172462,0.00000547442,0.7497325,0.003419722,0.0039570536],"study_design_scores_gemma":[0.00018193197,0.000015349866,0.8365847,5.9030873e-7,0.0000013277374,0.0000030940662,0.00010633554,0.0008387238,0.0000035455805,0.062300697,0.099874526,0.00008918231],"about_ca_topic_score_codex":0.0014555844,"about_ca_topic_score_gemma":0.003651054,"teacher_disagreement_score":0.6874318,"about_ca_system_score_codex":0.000007993322,"about_ca_system_score_gemma":0.000010258719,"threshold_uncertainty_score":0.39010805},"labels":[],"label_agreement":null},{"id":"W7095763088","doi":"","title":"A Comparative Study of Canadian and U.S. Price Discovery In the Ten-Year Government Bond Market","year":2010,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Price discovery; Government (linguistics); Bond; Government bond; Key (lock)","score_opus":0.021788802325025527,"score_gpt":0.21776328709394124,"score_spread":0.1959744847689157,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7095763088","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8552906,0.000037000456,0.000019294246,0.00032162011,0.00008483355,0.00026541398,0.000109167755,0.0000016389561,0.14387047],"genre_scores_gemma":[0.99885696,0.000024452596,0.00010266864,0.0000206155,0.00002933038,0.000018246352,0.0000015082128,0.0000033927888,0.00094279635],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9994442,0.000006819773,0.0002426379,0.00014783195,0.00003794412,0.000120601304],"domain_scores_gemma":[0.9996231,0.00006101332,0.000085895386,0.00018320396,0.000007782494,0.000038970233],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00033562505,0.000061756655,0.00017689027,0.00013748353,0.000058591704,0.000042905016,0.00011098263,0.000032467313,0.00010397506],"category_scores_gemma":[0.000040153853,0.000050213108,0.000019177802,0.0002937901,0.00004080281,0.00012450841,0.000022549473,0.0001139805,0.0000072199377],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000008375276,0.00015279648,0.83079726,0.0000018830864,0.000007653663,0.0000010761714,0.0032357937,0.000002706603,0.0000041166704,0.16275588,0.0029693237,0.00006312975],"study_design_scores_gemma":[0.0003127308,0.00006461985,0.9715622,0.0000012513294,0.0000019186816,6.5242807e-7,0.0038977198,0.00016301863,0.000003681983,0.001438462,0.022489661,0.0000640838],"about_ca_topic_score_codex":0.09749056,"about_ca_topic_score_gemma":0.6521836,"teacher_disagreement_score":0.55469304,"about_ca_system_score_codex":0.00003157491,"about_ca_system_score_gemma":0.000022390655,"threshold_uncertainty_score":0.9085193},"labels":[],"label_agreement":null},{"id":"W7096498457","doi":"","title":"provided that full credit, including © notice, is given to the source. Inference for VARs Identified with Sign Restrictions","year":2011,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Replicate; Sign (mathematics); Inference; Foundation (evidence); Software; Empirical research","score_opus":0.11553200445147319,"score_gpt":0.26093608530156487,"score_spread":0.14540408085009168,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7096498457","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.15494634,0.00008999971,0.8194413,0.0023655302,0.0006475079,0.0012277924,0.00021356696,0.000101038466,0.020966921],"genre_scores_gemma":[0.9866507,0.000028673188,0.0066171396,0.00017644948,0.0002475163,0.00022495714,0.000011884753,0.000028095792,0.0060145683],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9988011,0.000008664038,0.00039935354,0.0004097007,0.000058789316,0.00032238194],"domain_scores_gemma":[0.99893254,0.00017694499,0.00024113935,0.0004528542,0.00009274034,0.00010380871],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0003415122,0.00015985232,0.00024979896,0.00024626087,0.000518887,0.00012734746,0.00034289283,0.00008988772,0.00029632042],"category_scores_gemma":[0.0002549813,0.00012914326,0.00010199953,0.00048553865,0.0000506704,0.00029945734,0.00009873122,0.00012207682,0.00028312454],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00039189233,0.00032875605,0.2333564,0.00004971963,0.00019817273,0.000002929528,0.018097574,0.0010072322,0.00006281507,0.6478359,0.090619355,0.00804925],"study_design_scores_gemma":[0.0009289971,0.0005276895,0.5256647,0.00003570513,0.00005572707,0.0000044946287,0.0010634476,0.0059688757,0.00045520838,0.03844957,0.42622158,0.000624033],"about_ca_topic_score_codex":0.0014308041,"about_ca_topic_score_gemma":0.0011419068,"teacher_disagreement_score":0.8317044,"about_ca_system_score_codex":0.00006537683,"about_ca_system_score_gemma":0.000050538412,"threshold_uncertainty_score":0.5266309},"labels":[],"label_agreement":null},{"id":"W7096543945","doi":"","title":"Estimating Merton’s Model by Maximum Likelihood with Survivorship Consideration, University of Toronto working paper","year":2003,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Maximum likelihood; Estimator; Quasi-maximum likelihood; Volatility (finance); Portfolio; Asset (computer security); Maximum likelihood sequence estimation; Estimation","score_opus":0.020381347474144492,"score_gpt":0.1870277998294092,"score_spread":0.1666464523552647,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7096543945","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.15656985,0.001143216,0.6864212,0.00021314393,0.00015282296,0.00016614757,0.000050172468,0.000044989898,0.15523842],"genre_scores_gemma":[0.94922507,0.000054744236,0.049581155,0.000025882946,0.000017309298,0.0000011127664,0.000011968429,0.000012561073,0.0010701788],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99926955,0.0000109868715,0.00026611582,0.0002351814,0.000035342844,0.00018281348],"domain_scores_gemma":[0.9994618,0.000045431567,0.00018749372,0.00019738782,0.000048227976,0.00005962204],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00025303548,0.00010145866,0.00022907877,0.000027461792,0.0001683472,0.000025773967,0.000077021774,0.00007159353,0.00069920457],"category_scores_gemma":[0.00006226252,0.000115526156,0.000047733265,0.00008347225,0.000048553466,0.00029105734,0.000013886734,0.000056068893,0.000018342742],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000022203978,0.000110686924,0.15399113,0.0000140845705,0.000043818083,0.0000014096794,0.0013093217,0.007587717,0.00006371779,0.831379,0.0032356908,0.0022411933],"study_design_scores_gemma":[0.0033999102,0.00024578173,0.059718072,0.00010303989,0.00006492304,0.000011469557,0.0021282225,0.48298463,0.00044741394,0.37017336,0.07911145,0.0016117374],"about_ca_topic_score_codex":0.0067388243,"about_ca_topic_score_gemma":0.016569437,"teacher_disagreement_score":0.7926552,"about_ca_system_score_codex":0.00008677192,"about_ca_system_score_gemma":0.00004925584,"threshold_uncertainty_score":0.99987537},"labels":[],"label_agreement":null},{"id":"W7096628569","doi":"","title":"HEC Montreal","year":2008,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Explanatory power; Credit cycle; Sample (material); Business cycle; Credit risk; Markov chain; Credit valuation adjustment; Credit crunch","score_opus":0.04147197234198336,"score_gpt":0.19108594771757545,"score_spread":0.1496139753755921,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7096628569","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.49907875,0.0004544752,0.011373777,0.00033727507,0.0002531406,0.0000571742,0.00003100665,0.000061241175,0.48835316],"genre_scores_gemma":[0.9795554,0.00016444288,0.00075424084,0.000036292386,0.00015364318,0.000005857594,0.0000067037668,0.000006980493,0.019316413],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99951434,0.0000011624712,0.0002036265,0.00014327094,0.000012852343,0.00012474158],"domain_scores_gemma":[0.9997344,0.000010798433,0.000051404382,0.00015045189,0.000009733426,0.000043236214],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.00005077646,0.00005155171,0.00012471022,0.000072293726,0.00011377414,0.000008231932,0.00006813938,0.000039477058,0.0007701941],"category_scores_gemma":[0.000029513003,0.00005726297,0.000060033006,0.000116595475,0.000036402038,0.00008781005,0.00001540903,0.000039910967,0.0017714729],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000004067521,0.000050215043,0.2811839,0.0000011785623,0.000007062474,0.000007447346,0.0003571479,0.000038052563,0.0000023230657,0.69281673,0.02285733,0.0026745296],"study_design_scores_gemma":[0.00016496418,0.000013271936,0.8203413,4.8711587e-7,4.7427167e-7,0.000007746913,0.000008182547,0.0007729063,0.000009635242,0.016809849,0.16178608,0.000085134285],"about_ca_topic_score_codex":0.0011497908,"about_ca_topic_score_gemma":0.00014919176,"teacher_disagreement_score":0.6760069,"about_ca_system_score_codex":0.000020243295,"about_ca_system_score_gemma":0.000007920794,"threshold_uncertainty_score":0.99900573},"labels":[],"label_agreement":null},{"id":"W7096680493","doi":"","title":"caveat applies. Market Discipline of Canadian Banks ’ Letters of Credit Activities:","year":2001,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Leverage (statistics); Market discipline; Portfolio; Equity (law); Volatility (finance); Credit rating; Tobit model; Credit history; Interest rate","score_opus":0.019688715735380776,"score_gpt":0.19623248788833406,"score_spread":0.17654377215295328,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7096680493","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7342696,0.00019151568,0.0037137666,0.001075312,0.00031499544,0.00015024058,0.0005556136,0.000012937276,0.25971603],"genre_scores_gemma":[0.9936451,0.0002719556,0.00059254764,0.00003763211,0.0001536235,0.000011249587,0.000026230835,0.0000143358775,0.005247337],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9990407,0.0000035432286,0.00048114875,0.00019667717,0.00003576686,0.00024216418],"domain_scores_gemma":[0.9993417,0.000049133523,0.00020371322,0.0002798568,0.000019308,0.00010627382],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.00018314447,0.0001051723,0.00033807094,0.00072806614,0.00006497193,0.0000124801345,0.00015760417,0.00007543194,0.002321849],"category_scores_gemma":[0.000037254635,0.000118437834,0.00010526676,0.00054614164,0.00011199895,0.00012765697,0.000029673072,0.000070043796,0.00002564825],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000056975037,0.00013408107,0.5805144,0.00005539217,0.00008430568,0.0000068590434,0.0010225907,0.00042718556,0.00042435993,0.3357151,0.07556708,0.005991694],"study_design_scores_gemma":[0.00040602518,0.000040578238,0.69151086,0.000013803732,0.000008156319,0.0000028915072,0.00019945645,0.0011458549,0.00030935643,0.0033643933,0.30275333,0.00024531301],"about_ca_topic_score_codex":0.10601203,"about_ca_topic_score_gemma":0.106605664,"teacher_disagreement_score":0.33235067,"about_ca_system_score_codex":0.00007889811,"about_ca_system_score_gemma":0.000044944118,"threshold_uncertainty_score":0.9985902},"labels":[],"label_agreement":null},{"id":"W7097363783","doi":"","title":"HEC Montreal","year":2008,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Credit crunch; Variance (accounting); Relation (database); Credit risk; Key (lock); Credit default swap; Bond market","score_opus":0.04147197234198336,"score_gpt":0.19108594771757545,"score_spread":0.1496139753755921,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7097363783","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.49907875,0.0004544752,0.011373777,0.00033727507,0.0002531406,0.0000571742,0.00003100665,0.000061241175,0.48835316],"genre_scores_gemma":[0.9795554,0.00016444288,0.00075424084,0.000036292386,0.00015364318,0.000005857594,0.0000067037668,0.000006980493,0.019316413],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99951434,0.0000011624712,0.0002036265,0.00014327094,0.000012852343,0.00012474158],"domain_scores_gemma":[0.9997344,0.000010798433,0.000051404382,0.00015045189,0.000009733426,0.000043236214],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.00005077646,0.00005155171,0.00012471022,0.000072293726,0.00011377414,0.000008231932,0.00006813938,0.000039477058,0.0007701941],"category_scores_gemma":[0.000029513003,0.00005726297,0.000060033006,0.000116595475,0.000036402038,0.00008781005,0.00001540903,0.000039910967,0.0017714729],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000004067521,0.000050215043,0.2811839,0.0000011785623,0.000007062474,0.000007447346,0.0003571479,0.000038052563,0.0000023230657,0.69281673,0.02285733,0.0026745296],"study_design_scores_gemma":[0.00016496418,0.000013271936,0.8203413,4.8711587e-7,4.7427167e-7,0.000007746913,0.000008182547,0.0007729063,0.000009635242,0.016809849,0.16178608,0.000085134285],"about_ca_topic_score_codex":0.0011497908,"about_ca_topic_score_gemma":0.00014919176,"teacher_disagreement_score":0.6760069,"about_ca_system_score_codex":0.000020243295,"about_ca_system_score_gemma":0.000007920794,"threshold_uncertainty_score":0.99900573},"labels":[],"label_agreement":null},{"id":"W7097411886","doi":"","title":"WHAT ARE INFLATION INDEXED","year":2011,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Treasury; Issuer; Bond; Inflation (cosmology); Debt; Maturity (psychological); Real interest rate; Government debt; Value (mathematics)","score_opus":0.07638882594757897,"score_gpt":0.21152747656697504,"score_spread":0.13513865061939606,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7097411886","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8084651,0.00065643154,0.012584378,0.00028560788,0.0013750378,0.00014264551,0.000015593894,0.00008484687,0.17639035],"genre_scores_gemma":[0.9952776,0.00018218662,0.00078048755,0.00004633014,0.00010560898,0.000009897165,0.0000074460295,0.0000086045475,0.003581836],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99944574,0.0000021729159,0.0002605171,0.0001589766,0.000014854146,0.00011774336],"domain_scores_gemma":[0.9996093,0.000008410459,0.00014787566,0.00017507031,0.000020164933,0.00003919334],"candidate_categories":["insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.00011397166,0.00006104066,0.00012636709,0.00011967753,0.00006341736,0.000050408693,0.00007694282,0.00006760765,0.0014690957],"category_scores_gemma":[0.000038963037,0.00006904618,0.000050298822,0.00015304597,0.000023337017,0.000630643,0.00002106452,0.000050253566,0.0012133941],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000004076001,0.000026634883,0.42838997,0.0000017452528,0.000004825856,6.310103e-7,0.0006058849,0.0000042813754,0.0000020355776,0.5677107,0.00068930996,0.0025599017],"study_design_scores_gemma":[0.00012783402,0.000012225638,0.8848159,0.000004604552,0.0000010690464,4.873609e-7,0.00014969442,0.00031410652,0.000059189442,0.08180893,0.03260928,0.00009669987],"about_ca_topic_score_codex":0.00016525091,"about_ca_topic_score_gemma":0.0001315841,"teacher_disagreement_score":0.48590177,"about_ca_system_score_codex":0.000024330342,"about_ca_system_score_gemma":0.0000054676484,"threshold_uncertainty_score":0.9995643},"labels":[],"label_agreement":null},{"id":"W7097499772","doi":"","title":"Co-sponsors: Bank of America Bank of Montreal BZW Deutsche Morgan Grenfell KMV Corporation Swiss Bank Corporation Union Bank of Switzerland","year":2007,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Credit risk; Credit history; Credit reference; Corporation; Credit card interest; Standardization; CLARITY; Quality (philosophy); Debt","score_opus":0.024589263964522465,"score_gpt":0.2357538716076832,"score_spread":0.21116460764316075,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7097499772","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.81172,0.00046954965,0.16417605,0.00017734086,0.0004864731,0.0005360702,0.00053156493,0.000048882262,0.02185405],"genre_scores_gemma":[0.9940131,0.00033788505,0.0033770176,0.000019549216,0.00018108817,0.000009352047,0.00053446053,0.00004128844,0.0014862895],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9969484,0.000050597526,0.0019678334,0.00049352035,0.00017575586,0.00036384794],"domain_scores_gemma":[0.99648935,0.00023699019,0.0022195862,0.0005901244,0.00032935228,0.00013461188],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0012127528,0.0003022443,0.00089661486,0.00071552553,0.000116814255,0.00003060349,0.00026895304,0.0003003121,0.00049561943],"category_scores_gemma":[0.00023690928,0.00033328493,0.00023449866,0.0010238787,0.00027868288,0.00047219105,0.000041105308,0.00018550392,0.000064282656],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0006771075,0.0009994612,0.7030058,0.0001846871,0.00017434453,0.0000074374116,0.0015626386,0.0021773437,0.009582984,0.25041193,0.006530411,0.024685856],"study_design_scores_gemma":[0.0016231221,0.00061379635,0.9385933,0.00004858141,0.000055389683,0.0000054948778,0.00026372756,0.007336368,0.021755872,0.013126567,0.016074972,0.0005028008],"about_ca_topic_score_codex":0.0056055523,"about_ca_topic_score_gemma":0.0017672476,"teacher_disagreement_score":0.23728536,"about_ca_system_score_codex":0.000112575,"about_ca_system_score_gemma":0.00011581184,"threshold_uncertainty_score":0.9999119},"labels":[],"label_agreement":null},{"id":"W7097544186","doi":"","title":"Working Paper 8/2003Coherent Predictions of Low Count Time Series","year":2003,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Series (stratigraphy); Autoregressive model; Interval (graph theory); Count data; Point estimation; Integer (computer science); Sample (material); Time series","score_opus":0.016467498384972842,"score_gpt":0.1889499416783481,"score_spread":0.17248244329337525,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7097544186","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.16030364,0.0019724318,0.02915738,0.00049683044,0.0017237149,0.00041977537,0.00018036024,0.00012698105,0.8056189],"genre_scores_gemma":[0.97956955,0.00017487704,0.0015657477,0.00002155894,0.00008266479,0.000020807416,0.00001330022,0.000014901706,0.018536592],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9991803,0.0000061223404,0.00043162904,0.00018390313,0.00003133865,0.00016670818],"domain_scores_gemma":[0.9995219,0.00002408767,0.00015228851,0.00022375149,0.0000321092,0.000045842196],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.00017660296,0.000089696136,0.00022139982,0.00010175903,0.000099110985,0.000023629816,0.00007319203,0.0000697209,0.003826823],"category_scores_gemma":[0.00008179769,0.00009841867,0.00008588638,0.00024359736,0.000059194343,0.0001765628,0.000013790863,0.00006366345,0.0004240205],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000050976637,0.00008689795,0.09370576,0.0000066346843,0.000021152639,4.018538e-7,0.0001372106,0.00041291106,0.000048436308,0.9000698,0.0051893787,0.00031632642],"study_design_scores_gemma":[0.0003487019,0.00006529387,0.16313249,0.000023835724,0.0000072814523,0.0000042267975,0.00007116411,0.0006917058,0.00031606024,0.03475214,0.8003581,0.00022895694],"about_ca_topic_score_codex":0.000053751253,"about_ca_topic_score_gemma":0.000062803796,"teacher_disagreement_score":0.86531764,"about_ca_system_score_codex":0.000049052,"about_ca_system_score_gemma":0.000026320587,"threshold_uncertainty_score":0.99708384},"labels":[],"label_agreement":null},{"id":"W7099222646","doi":"","title":"HEC Montreal","year":2009,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Explanatory power; Sample (material); Credit cycle; Markov chain; Credit risk; Business cycle; Credit crunch; Relation (database); Economic model","score_opus":0.019580176731444937,"score_gpt":0.2019097842901608,"score_spread":0.18232960755871586,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7099222646","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.17333426,0.0005602439,0.018420096,0.0019926827,0.0002353217,0.00007722415,0.000027266751,0.000084060106,0.8052688],"genre_scores_gemma":[0.98994666,0.00004918103,0.0007748091,0.00012013705,0.00015389467,0.0000018498262,0.0000062504796,0.0000036067615,0.008943579],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9995246,0.000001000774,0.00019745925,0.00013971872,0.000011153129,0.00012606783],"domain_scores_gemma":[0.9997476,0.0000068701934,0.000049949842,0.00014635998,0.000008046619,0.000041196738],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.00006898676,0.000051259074,0.000117967764,0.000071154194,0.0000551975,0.000024271218,0.00006965816,0.000039337217,0.0005009925],"category_scores_gemma":[0.000025812362,0.000056415658,0.000055816057,0.00011420105,0.000011230289,0.00009010933,0.0000062198565,0.000038363854,0.0009663528],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000002731606,0.00003586177,0.01387964,3.5302403e-7,0.0000021505562,0.000001067648,0.00008537971,0.00002193593,0.0000034200448,0.9536097,0.0075995885,0.024758184],"study_design_scores_gemma":[0.00013946177,0.00003027672,0.7485657,6.846926e-7,6.139933e-7,9.4792847e-7,0.0000069543858,0.0008838253,0.000009387597,0.14860226,0.10168155,0.00007835145],"about_ca_topic_score_codex":0.00029911162,"about_ca_topic_score_gemma":0.0000771838,"teacher_disagreement_score":0.8166124,"about_ca_system_score_codex":0.000019732768,"about_ca_system_score_gemma":0.000004262561,"threshold_uncertainty_score":0.99981153},"labels":[],"label_agreement":null},{"id":"W7099419851","doi":"","title":"The rise and demise of the convertible arbitrage strategy, Working paper","year":2007,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Convertible bond; Convertible; Convertible arbitrage; Demise; Asset (computer security); Arbitrage; Debt; Bond","score_opus":0.024155326154114573,"score_gpt":0.21301064554365762,"score_spread":0.18885531938954303,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7099419851","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8522324,0.0057991194,0.0025187517,0.00071831286,0.0003168361,0.00016120044,0.000011255896,0.000014219607,0.13822792],"genre_scores_gemma":[0.9970164,0.00041743479,0.00008974142,0.000029741295,0.00006928748,0.000002431449,3.2554559e-7,0.000006646093,0.0023680108],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.999331,0.0000046964865,0.0003429503,0.00012615323,0.000025068472,0.00017012183],"domain_scores_gemma":[0.9994515,0.0001257708,0.00014525471,0.00022582384,0.000016478876,0.000035126122],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006013986,0.00006376378,0.00011732531,0.00003211638,0.0002313527,0.000040326475,0.00013824546,0.000054275653,0.000077897115],"category_scores_gemma":[0.00007603795,0.000041564843,0.00006108997,0.00017903438,0.00014608109,0.00007351976,0.000043179127,0.000111445304,0.000013525993],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000009047809,0.000014139555,0.27091107,0.0000029574394,0.000009213416,3.2515095e-7,0.00012271958,0.00001781854,0.000053868174,0.71844196,0.0004360403,0.009980832],"study_design_scores_gemma":[0.00017750835,0.000011265027,0.7906467,0.0000061323794,0.0000033479328,0.0000012338712,0.000118442615,0.00050892634,0.0002549968,0.038813155,0.16938466,0.00007365567],"about_ca_topic_score_codex":0.0002731282,"about_ca_topic_score_gemma":0.00063963106,"teacher_disagreement_score":0.67962885,"about_ca_system_score_codex":0.000015474607,"about_ca_system_score_gemma":0.000014883725,"threshold_uncertainty_score":0.17794013},"labels":[],"label_agreement":null},{"id":"W7100130678","doi":"","title":"Microstructure workshop jointly organized by the Central Banks of Canada and Norway for helpful comments.","year":2008,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Debt; Sovereignty; Sovereign debt; Default; Sovereign default","score_opus":0.01504750388237021,"score_gpt":0.1819236123667445,"score_spread":0.16687610848437429,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7100130678","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.98738605,0.0010701206,0.004544569,0.0032307103,0.00037363323,0.00030038273,0.0009704818,0.0000070171614,0.0021170194],"genre_scores_gemma":[0.99380344,0.00014023428,0.00044531893,0.00022900706,0.000067316345,0.000007449646,0.00003956403,0.000011930345,0.0052557364],"study_design_codex":"not_applicable","study_design_gemma":"observational","domain_scores_codex":[0.99927455,0.0000034816828,0.00031715716,0.00016014325,0.00002473573,0.00021990451],"domain_scores_gemma":[0.9995228,0.0000807582,0.0001428969,0.00016282713,0.000034085624,0.00005665362],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00007194805,0.000091190996,0.00022514678,0.000026770767,0.00022677534,0.00001471315,0.000112300644,0.000059306192,0.00025530913],"category_scores_gemma":[0.00008651305,0.00007611014,0.000044250508,0.00011850817,0.00007960357,0.00004732834,0.000028846964,0.000067572626,0.0000018515603],"study_design_candidate":"not_applicable","study_design_consensus":null,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00005718139,0.000054725537,0.31203353,0.000023290597,0.00006946223,0.0000011297593,0.0012073368,0.000028959268,0.00041548433,0.060946524,0.62319285,0.0019695447],"study_design_scores_gemma":[0.0010233887,0.000027621754,0.645928,0.0000041492976,0.000006384926,0.000009838694,0.00012508153,0.00033144167,0.0009971027,0.0029347455,0.34841922,0.00019302743],"about_ca_topic_score_codex":0.07952084,"about_ca_topic_score_gemma":0.14822504,"teacher_disagreement_score":0.3338945,"about_ca_system_score_codex":0.00005765567,"about_ca_system_score_gemma":0.00007673057,"threshold_uncertainty_score":0.92660874},"labels":[],"label_agreement":null},{"id":"W7100211311","doi":"","title":"Rating Methodology Moody&amp;apos;s RiskCalc ™ For Private Companies: Singapore Overview","year":2015,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Joins; Private sector; Key (lock); Work (physics); Comparability","score_opus":0.7036155006970779,"score_gpt":0.4246690252360574,"score_spread":0.2789464754610205,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7100211311","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"methods","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.24992165,0.0041891127,0.72187155,0.001379633,0.0012339537,0.00063132436,0.00025480488,0.00014303283,0.020374926],"genre_scores_gemma":[0.6087358,0.0003003037,0.38303483,0.00032707205,0.0008953087,0.00014294102,0.00020855633,0.000074037,0.006281191],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99844444,0.000033606422,0.00073055463,0.00039773702,0.00003925881,0.00035441614],"domain_scores_gemma":[0.99873245,0.00031769124,0.0003532814,0.0003607995,0.00009044424,0.00014536205],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014262352,0.00017201112,0.0005681382,0.00016063388,0.00017183836,0.000068080015,0.00021418581,0.00014440474,0.00019793793],"category_scores_gemma":[0.0011347733,0.00018508584,0.0001812801,0.00023201611,0.0000700849,0.00019229132,0.00007534893,0.00011818994,0.0003802905],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000025811816,0.00005904427,0.0148282,0.000030390453,0.000032491615,4.5637e-7,0.0009437673,0.00048807467,0.000020209658,0.9695969,0.009221037,0.0047535864],"study_design_scores_gemma":[0.00083999254,0.000091181646,0.012705696,0.000011004817,0.000012203541,0.000004537971,0.0001610751,0.0061668865,0.000047983875,0.25843996,0.7212248,0.00029471976],"about_ca_topic_score_codex":0.0003187808,"about_ca_topic_score_gemma":0.0002545267,"teacher_disagreement_score":0.7120037,"about_ca_system_score_codex":0.000092896924,"about_ca_system_score_gemma":0.000042418316,"threshold_uncertainty_score":0.7547582},"labels":[],"label_agreement":null},{"id":"W7100268870","doi":"","title":"Sectoral Default Rates under Stress: The Importance of Non-Linearities.” Bank of Canada Financial System Review","year":2007,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Default; Context (archaeology); Stress test; Recession; Aggregate (composite); Stress testing (software); Affect (linguistics); Stress (linguistics); Default risk","score_opus":0.020735489690973493,"score_gpt":0.2357054484636496,"score_spread":0.2149699587726761,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7100268870","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.885248,0.043782648,0.022944909,0.0010969592,0.0014310163,0.00086562976,0.0012228014,0.0000307739,0.043377284],"genre_scores_gemma":[0.9980821,0.00063084124,0.00023384945,0.00014013788,0.00015714111,0.000008546705,0.000020293617,0.000012155105,0.00071496074],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99846095,0.00000694407,0.0010152893,0.00019009224,0.00007569742,0.000251023],"domain_scores_gemma":[0.9988271,0.000115827606,0.0005473896,0.0003452273,0.00011364873,0.000050819235],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00068732986,0.00012273296,0.00048085517,0.000060407277,0.000093252704,0.000008333852,0.0002223455,0.000068951886,0.0001556601],"category_scores_gemma":[0.00016158236,0.00010341806,0.00011357574,0.0003607627,0.00007913942,0.00007061419,0.000035410547,0.000103132945,0.000004730516],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000019291692,0.00005344861,0.4392258,0.0012131016,0.00003613695,0.000004587009,0.000092387585,0.00036148832,0.000010887799,0.5390795,0.019374218,0.00052917755],"study_design_scores_gemma":[0.00032292516,0.000041165218,0.9767801,0.0005168911,0.000017860177,0.0000036854835,0.00030703566,0.0011880515,0.0005147935,0.0013783197,0.018689897,0.00023928226],"about_ca_topic_score_codex":0.16165355,"about_ca_topic_score_gemma":0.5163836,"teacher_disagreement_score":0.5377012,"about_ca_system_score_codex":0.00013675676,"about_ca_system_score_gemma":0.00031547438,"threshold_uncertainty_score":0.84392905},"labels":[],"label_agreement":null},{"id":"W7100274834","doi":"","title":"ARMAX Modeling of Term Structure Supply Effects: Theory and Some Evidence for Canada by","year":2015,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Term (time); Yield curve; Debt; Maturity (psychological); Interest rate; Government debt; Bond; Affine term structure model","score_opus":0.0343025707733927,"score_gpt":0.23965957613858554,"score_spread":0.20535700536519286,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7100274834","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.94910246,0.008887445,0.040282223,0.00025937034,0.0003338839,0.00026929958,0.0005583401,0.000009442246,0.00029755814],"genre_scores_gemma":[0.9986779,0.00011985547,0.00070126285,0.000053485222,0.000082127546,0.0000119535225,0.000017868992,0.000009475599,0.0003260595],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99939376,0.0000063928205,0.0002626706,0.00017557837,0.000027395965,0.00013418835],"domain_scores_gemma":[0.9994621,0.00019266031,0.00009844664,0.00013446785,0.00003693094,0.00007536555],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0002670948,0.000079143116,0.00021072448,0.0000467405,0.00004447508,0.000017111955,0.00008794797,0.000048899386,0.0000149801235],"category_scores_gemma":[0.00040646511,0.00007959007,0.000028399476,0.00005514849,0.00002706865,0.00018759328,0.00002432612,0.000043281445,7.4144776e-7],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000102748876,0.000019392606,0.0773357,0.0001267744,0.000032299475,6.046355e-7,0.00040165352,0.001995561,0.00019022965,0.90349674,0.012702556,0.0035957335],"study_design_scores_gemma":[0.0018056136,0.00021768961,0.038080208,0.0000914816,0.000030800795,0.0000035696348,0.00023732863,0.13390237,0.0012676555,0.81138384,0.012410799,0.0005686226],"about_ca_topic_score_codex":0.05915602,"about_ca_topic_score_gemma":0.025614074,"teacher_disagreement_score":0.1319068,"about_ca_system_score_codex":0.000066410874,"about_ca_system_score_gemma":0.00009756646,"threshold_uncertainty_score":0.9921659},"labels":[],"label_agreement":null},{"id":"W7100627969","doi":"","title":"of Montreal, Federal Reserve Bank of R...","year":2012,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Vertical integration; Outsourcing; Productivity; Investment (military); Supply chain; Downstream (manufacturing)","score_opus":0.04004068725356759,"score_gpt":0.23580175323778338,"score_spread":0.19576106598421578,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7100627969","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.81911415,0.0011409896,0.0021152874,0.00015298805,0.00021351146,0.000066212706,0.000084433654,0.000009222032,0.17710322],"genre_scores_gemma":[0.99651545,0.00006260426,0.0009000165,0.000005423388,0.000096145384,0.0000033373497,0.0000072894704,0.000006608199,0.0024031394],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99933535,0.0000034044458,0.0004063337,0.00008254551,0.00002119213,0.00015119056],"domain_scores_gemma":[0.99951327,0.000029834266,0.00019754401,0.00018808774,0.00002685438,0.000044416673],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00021470616,0.00005250609,0.00022526078,0.00010055885,0.000029023113,0.000004661544,0.00008329165,0.000052460626,0.00052312814],"category_scores_gemma":[0.000076462,0.00005556696,0.00008774631,0.00013807091,0.000040331422,0.0001556067,0.000028908225,0.000034925397,0.00004982952],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000005526032,0.00006910861,0.5231038,0.0000076035385,0.000007943501,3.9625732e-8,0.00016948071,0.000010207359,0.000023578546,0.4735787,0.0023337454,0.00069030654],"study_design_scores_gemma":[0.00019086688,0.000029754441,0.96571845,0.0000030233332,0.0000018728987,3.8051056e-7,0.000040122137,0.0002308152,0.00050504453,0.012086241,0.02112485,0.0000685528],"about_ca_topic_score_codex":0.0028319792,"about_ca_topic_score_gemma":0.00026236093,"teacher_disagreement_score":0.46149245,"about_ca_system_score_codex":0.000014117959,"about_ca_system_score_gemma":0.000007466733,"threshold_uncertainty_score":0.57278866},"labels":[],"label_agreement":null},{"id":"W7106116386","doi":"10.1016/j.ribaf.2025.103217","title":"Corrigendum to “Credit efficiency: Another early warning indicator for systemic risk” [Res. Int. Bus. Financ. 81 (2026) 103192]","year":2025,"lang":"en","type":"article","venue":"Research in International Business and Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Wilfrid Laurier University; University of Ottawa","funders":"","keywords":"Warning system; Early warning system; Early warning score; Warning signs","score_opus":0.05712885205045325,"score_gpt":0.3159473302633073,"score_spread":0.25881847821285403,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7106116386","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9077126,0.005747555,0.073260464,0.0043428475,0.0029798695,0.0011507339,0.00061416917,0.000038359827,0.0041534025],"genre_scores_gemma":[0.98781484,0.0036616444,0.0007159962,0.000058567002,0.00034501893,0.00048149316,0.00003435133,0.00002675867,0.0068613216],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9978171,0.000029100473,0.00070748915,0.0007169227,0.00017535585,0.00055403495],"domain_scores_gemma":[0.99875337,0.0002335798,0.00024422866,0.00033127095,0.00038476152,0.000052807445],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016091409,0.00018858498,0.00039901215,0.001419992,0.00035688086,0.00019261331,0.00056962547,0.00018108131,0.000052453088],"category_scores_gemma":[0.0011412122,0.00021293251,0.000075416516,0.0015785322,0.00016609424,0.00025584822,0.00020624688,0.00038222392,0.00010558545],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00035586796,0.00028298257,0.46215242,0.00015565321,0.00005246546,0.000021291955,0.0010790902,0.0014699908,0.000056635457,0.47775128,0.030740608,0.02588171],"study_design_scores_gemma":[0.00076071115,0.000065431544,0.6380034,0.00031285506,0.0000025727818,0.0000037184957,0.00004643369,0.00643801,0.000026822234,0.016482266,0.33763775,0.00022005031],"about_ca_topic_score_codex":0.001942563,"about_ca_topic_score_gemma":0.000097321936,"teacher_disagreement_score":0.46126902,"about_ca_system_score_codex":0.00031407704,"about_ca_system_score_gemma":0.00017535723,"threshold_uncertainty_score":0.8683136},"labels":[],"label_agreement":null},{"id":"W7106648405","doi":"10.2139/ssrn.5788202","title":"&lt;p&gt;Smooth Extrapolation of the Term Structure to Ultimate Rates&lt;/p&gt;","year":2025,"lang":"","type":"preprint","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université Laval; Concordia University; HEC Montréal","funders":"","keywords":"Extrapolation; Yield curve; Smoothness; Classification of discontinuities; Term (time); Forward rate; Spot contract; Interpolation (computer graphics); Differentiable function","score_opus":0.010587336841801116,"score_gpt":0.23576301438761807,"score_spread":0.22517567754581697,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7106648405","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.88987476,0.02387479,0.06389454,0.0028011636,0.0077752075,0.0018263737,0.002418048,0.000038390604,0.0074967043],"genre_scores_gemma":[0.9658098,0.023553543,0.00046342833,0.0000497985,0.0012363936,0.000028739229,0.000077344324,0.000074563904,0.008706343],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.992331,0.000135909,0.002869588,0.0011224902,0.00030573117,0.0032352407],"domain_scores_gemma":[0.9947191,0.00013518207,0.0031226405,0.0013700548,0.00041360335,0.00023942583],"candidate_categories":["metaepi_narrow","research_integrity"],"consensus_categories":[],"category_scores_codex":[0.0025309836,0.0008356546,0.0014950171,0.0010853776,0.0010423668,0.00033164374,0.0018917208,0.0009161366,0.0003560978],"category_scores_gemma":[0.00048775921,0.00081382657,0.0011538761,0.0013746641,0.00021149221,0.00034045088,0.0006481865,0.0047137416,0.00005083959],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00021746328,0.00019529069,0.037718836,0.00013498316,0.00065123494,0.0000013181053,0.001321193,0.0128299985,0.0014417187,0.8997673,0.00054490217,0.045175754],"study_design_scores_gemma":[0.0013531027,0.0002961654,0.3647115,0.00045064717,0.00022590591,0.00006716933,0.00011950573,0.004559536,0.00029282144,0.57017463,0.056734126,0.0010149117],"about_ca_topic_score_codex":0.00011849673,"about_ca_topic_score_gemma":0.0031900737,"teacher_disagreement_score":0.32959267,"about_ca_system_score_codex":0.0032391076,"about_ca_system_score_gemma":0.005212096,"threshold_uncertainty_score":0.99943125},"labels":[],"label_agreement":null},{"id":"W7110547865","doi":"","title":"Enflasyona endeksli tahvillerin ve gömülü deflasyon koruma opsiyonlarının fiyatlanması: Türk tahvil piyasasi üzerine analiz","year":2020,"lang":"","type":"dissertation","venue":"OpenMETU (Middle East Technical University)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Bond; Zero-coupon bond; Fixed income; Coupon; Deflation; Hedge; Inflation (cosmology); Purchasing power","score_opus":0.04484708170767764,"score_gpt":0.2040697462787706,"score_spread":0.15922266457109294,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7110547865","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1388083,0.008219572,0.040264256,0.002596364,0.0076233433,0.006724248,0.0072300644,0.0012696163,0.7872642],"genre_scores_gemma":[0.9012171,0.0059607998,0.0045004073,0.000115541385,0.0011497746,0.00005358986,0.0064938795,0.00041393255,0.08009498],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9909668,0.00020187754,0.0027586024,0.0035865605,0.00058015133,0.0019060042],"domain_scores_gemma":[0.9932649,0.0002882314,0.0026076613,0.002044509,0.0004165409,0.001378124],"candidate_categories":["metaepi_narrow","sts","research_integrity","insufficient_payload"],"consensus_categories":["metaepi_narrow","research_integrity","insufficient_payload"],"category_scores_codex":[0.0007664837,0.0018610663,0.0033668953,0.0024824124,0.0015200764,0.00055598567,0.0032547384,0.0024342341,0.0039442326],"category_scores_gemma":[0.0008366103,0.0026560705,0.0019195243,0.0055713695,0.0006512148,0.0013693487,0.001355752,0.0026660722,0.003015219],"study_design_candidate":"not_applicable","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0040464844,0.0032385818,0.024597604,0.001512681,0.00226622,0.0026516053,0.0033915257,0.0015430422,0.0012677725,0.90277785,0.00935929,0.04334735],"study_design_scores_gemma":[0.0032999024,0.00090662035,0.044668797,0.00060891453,0.00051463133,0.000049874263,0.002314782,0.0019236504,0.00018363951,0.0015654743,0.94081336,0.0031503271],"about_ca_topic_score_codex":0.0007242416,"about_ca_topic_score_gemma":0.0016641485,"teacher_disagreement_score":0.9314541,"about_ca_system_score_codex":0.0016159561,"about_ca_system_score_gemma":0.00079111964,"threshold_uncertainty_score":0.9997798},"labels":[],"label_agreement":null},{"id":"W7111536985","doi":"","title":"The Relationship between Different-term Interest Rate Spreadsand Economic activity: Evidence from the United States","year":2013,"lang":"en","type":"dissertation","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Treasury; Interest rate; Bond; Quarter (Canadian coin); Index (typography); Real gross domestic product; Money supply; Economic indicator","score_opus":0.11959270129779184,"score_gpt":0.2923484375645555,"score_spread":0.17275573626676363,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7111536985","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.99223816,0.0013751474,0.00059423706,0.0016439751,0.0015445694,0.00060378015,0.00081689714,0.00005560814,0.001127609],"genre_scores_gemma":[0.97647667,0.0021720037,0.000014946818,0.000021915048,0.00069301104,0.00013950428,0.0037118883,0.00005791967,0.016712127],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9980814,0.000088477915,0.0008567687,0.0005733853,0.00004510384,0.00035486],"domain_scores_gemma":[0.99120194,0.006898323,0.00093244284,0.0008221038,0.000051070318,0.00009411684],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0004642253,0.00038301965,0.00054112903,0.00020168169,0.0008198122,0.0007283396,0.0007280153,0.00033769273,0.0004613678],"category_scores_gemma":[0.0007965696,0.00026360698,0.00023499494,0.00019405544,0.000119991404,0.0003961606,0.00007879959,0.000618819,0.0013360347],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00004826423,0.000017024344,0.93635607,0.000015184162,0.000118805365,2.774967e-7,0.00088367687,0.00002657288,0.0000062338613,0.054857243,0.0056955703,0.0019750877],"study_design_scores_gemma":[0.00016796829,0.000026357073,0.94476396,0.000126158,0.000045415705,1.212454e-7,0.0002597496,0.00067446224,0.00005310569,0.04275217,0.01081095,0.00031956326],"about_ca_topic_score_codex":0.010709177,"about_ca_topic_score_gemma":0.015279768,"teacher_disagreement_score":0.015761493,"about_ca_system_score_codex":0.00022994883,"about_ca_system_score_gemma":0.000058356047,"threshold_uncertainty_score":0.99998164},"labels":[],"label_agreement":null},{"id":"W7113181132","doi":"","title":"Credit contagion channel and its consequences via the standard portfolio credit risk model","year":2014,"lang":"en","type":"article","venue":"Research Explorer (The University of Manchester)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Default; Portfolio; Credit default swap index; Asset (computer security); Quarter (Canadian coin); Credit risk; Investment (military); iTraxx; Channel (broadcasting)","score_opus":0.08358410480025885,"score_gpt":0.2571729059240187,"score_spread":0.17358880112375985,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7113181132","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.95940006,0.0008342163,0.032377798,0.005107691,0.00015895341,0.00041038566,0.00018303655,0.000026521899,0.001501321],"genre_scores_gemma":[0.9970182,0.0024275933,0.0001254586,0.000022825645,0.00016746465,0.000003305102,0.000008624372,0.000012404461,0.00021408807],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9987659,0.00010987186,0.00025108067,0.00033781712,0.00018586498,0.00034950286],"domain_scores_gemma":[0.9987312,0.00031924312,0.00023514921,0.00041254223,0.00019294281,0.00010895016],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021504173,0.0001232425,0.00029163077,0.00021022018,0.0008052297,0.00004910904,0.00051365345,0.000100071244,0.000081077844],"category_scores_gemma":[0.00029111723,0.000103760234,0.00010061278,0.0002658283,0.00084449345,0.00030363322,0.00024362978,0.00036750906,0.000097598975],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0012010788,0.0003117225,0.06414731,0.00023502824,0.00041039937,0.00003482552,0.11670572,0.007625768,0.0003566966,0.7467439,0.04840865,0.0138188815],"study_design_scores_gemma":[0.0023208815,0.0007006244,0.19162357,0.00010701922,0.00006322827,0.00001450043,0.010785854,0.315314,0.00038152366,0.25934786,0.21872751,0.00061342603],"about_ca_topic_score_codex":0.00010659076,"about_ca_topic_score_gemma":0.000029900131,"teacher_disagreement_score":0.48739606,"about_ca_system_score_codex":0.00008615733,"about_ca_system_score_gemma":0.000056850316,"threshold_uncertainty_score":0.61932576},"labels":[],"label_agreement":null},{"id":"W7115910708","doi":"10.2139/ssrn.5936314","title":"The Dynamics of Sovereign Debt Spreads: A Comparative Study of Core and Peripheral Euro Area Economies","year":2025,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Debt; Convergence (economics); Sovereign debt; Monetary policy; Core (optical fiber); Sovereignty; Financial integration; Quarter (Canadian coin)","score_opus":0.033005950926696614,"score_gpt":0.2601070310371658,"score_spread":0.2271010801104692,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7115910708","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97602123,0.010877855,0.004408904,0.00015426247,0.00045903097,0.0004668368,0.00034202982,0.000007766904,0.007262096],"genre_scores_gemma":[0.9878093,0.010539855,0.000047593316,0.000003108148,0.000096775955,0.000017982065,0.000017114753,0.000013110726,0.0014551517],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9978062,0.00003661381,0.001060754,0.00032452832,0.00005575347,0.00071616005],"domain_scores_gemma":[0.99795735,0.0001752818,0.0013399094,0.00036294796,0.00012233426,0.000042201515],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010414978,0.00024199481,0.0008219582,0.00020513558,0.0002752084,0.0000764206,0.00044911003,0.0001481332,0.000016330805],"category_scores_gemma":[0.000089266396,0.0002216917,0.00019763506,0.00012218922,0.00017866484,0.0000814309,0.00026407104,0.0015239032,0.0000012197313],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000097067976,0.00016868042,0.084520094,0.000020659616,0.00044927842,4.0707974e-7,0.0015824825,0.0023138418,3.480907e-7,0.90882003,0.000041994826,0.0019851343],"study_design_scores_gemma":[0.00084432634,0.0005269088,0.05451639,0.000051945073,0.00006371796,0.000014404041,0.009390356,0.016765729,0.0000020779626,0.9173293,0.00026607668,0.00022876424],"about_ca_topic_score_codex":0.0006107441,"about_ca_topic_score_gemma":0.011406533,"teacher_disagreement_score":0.030003704,"about_ca_system_score_codex":0.00072983105,"about_ca_system_score_gemma":0.00094251597,"threshold_uncertainty_score":0.9040325},"labels":[],"label_agreement":null},{"id":"W7117450284","doi":"10.1017/s0022109025102512","title":"Price Rigidities and Credit Risk","year":2025,"lang":"en","type":"article","venue":"Journal of Financial and Quantitative Analysis","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto; McGill University","funders":"","keywords":"Volatility (finance); Cash flow; Debt; Rollover (web design); Monetary policy; Capital structure; Capital (architecture)","score_opus":0.021119840449319922,"score_gpt":0.25860863349075847,"score_spread":0.23748879304143855,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7117450284","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.872813,0.014400083,0.108819164,0.00049035635,0.00027319344,0.000049076534,0.00011245666,0.0000048193647,0.0030378692],"genre_scores_gemma":[0.9904897,0.0055457074,0.003220225,0.000042892203,0.0001282853,0.0000020813193,0.000002968864,0.000004412243,0.00056372746],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99892,0.000024073988,0.00069262064,0.00017762264,0.000045893514,0.00013979395],"domain_scores_gemma":[0.99873286,0.000205141,0.00074326934,0.00009661803,0.00016034827,0.00006176459],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00065334333,0.00011298335,0.00060671155,0.00095517695,0.00022609497,0.00006854979,0.00008983557,0.00007692289,0.00004030256],"category_scores_gemma":[0.00092480535,0.00010798182,0.00023487864,0.0010660616,0.00014832268,0.00027261133,0.000035188048,0.00018178602,0.000005262272],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00005163561,0.000044617875,0.39472067,0.000014661484,0.0004367206,0.0000048761194,0.0007155898,0.000117247444,0.000006244859,0.59938705,0.0008596849,0.0036409888],"study_design_scores_gemma":[0.00032263258,0.00012762444,0.8773441,0.000016207683,0.00034416083,0.0000019093543,0.00020101249,0.0021151449,0.0000087961,0.08933345,0.030075148,0.00010982606],"about_ca_topic_score_codex":0.00021874532,"about_ca_topic_score_gemma":0.0001865961,"teacher_disagreement_score":0.5100536,"about_ca_system_score_codex":0.000029043587,"about_ca_system_score_gemma":0.000045925703,"threshold_uncertainty_score":0.44033706},"labels":[],"label_agreement":null},{"id":"W7117465592","doi":"10.5281/zenodo.18078205","title":"Obligation Closure Constraint (OCC): Formal Specification and Falsification Protocol","year":2025,"lang":"en","type":"preprint","venue":"Zenodo (CERN European Organization for Nuclear Research)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Protocol (science); Constraint (computer-aided design); Obligation; Leverage (statistics); Closure (psychology); Pairwise comparison; Formal specification; Adversarial system; Formalism (music)","score_opus":0.06699817363005534,"score_gpt":0.2632806043573117,"score_spread":0.19628243072725637,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7117465592","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.032668814,0.00048058952,0.21768762,0.0050407597,0.0010167112,0.07579866,0.010007928,0.0018840594,0.6554149],"genre_scores_gemma":[0.9776456,0.00041057062,0.0027027596,0.000082835824,0.0008844338,0.00013679241,0.013905338,0.0011282928,0.003103427],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9979975,0.00008587757,0.0007557538,0.0007309774,0.00011237493,0.00031751124],"domain_scores_gemma":[0.99822617,0.000023009738,0.00057807885,0.0006386227,0.0004162303,0.00011788317],"candidate_categories":["metaepi_narrow","sts","insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.0010465638,0.00022208724,0.00031099157,0.00052683015,0.0015548276,0.0009556385,0.00062333787,0.00027601814,0.001711808],"category_scores_gemma":[0.0005314473,0.00028570846,0.00009600712,0.00040545786,0.00021142964,0.0003262851,0.0011279815,0.0004968161,0.0012211238],"study_design_candidate":"not_applicable","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000076682954,0.00025306983,0.00020999342,0.00045182637,0.00006192181,0.0000014356494,0.0013304529,0.00020251564,0.00010597558,0.79642195,0.033625472,0.16725868],"study_design_scores_gemma":[0.00065915025,0.00009405498,0.025197929,0.000082586375,0.000011848279,0.000010990197,0.00011592314,0.0023090532,0.000072776114,0.022802189,0.94834906,0.00029446723],"about_ca_topic_score_codex":0.000039441846,"about_ca_topic_score_gemma":0.0000010139323,"teacher_disagreement_score":0.94497675,"about_ca_system_score_codex":0.00026395745,"about_ca_system_score_gemma":0.000012683805,"threshold_uncertainty_score":0.9999595},"labels":[],"label_agreement":null},{"id":"W7130256352","doi":"","title":"A New Linear Estimator for Gaussian Dynamic Term Structure Models","year":2015,"lang":"","type":"article","venue":"Open MIND","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Estimator; Context (archaeology); Term (time); Gaussian; Variety (cybernetics); Gaussian process; Estimation; Minimax estimator","score_opus":0.08926066754691742,"score_gpt":0.3130821759394315,"score_spread":0.22382150839251408,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7130256352","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3820163,0.004952399,0.5613565,0.0028809777,0.005008758,0.0043905177,0.011690435,0.000008054204,0.027696062],"genre_scores_gemma":[0.79580677,0.00008895378,0.18242994,0.00001674125,0.00069485593,0.00003310653,0.00034418632,0.00007705111,0.020508412],"study_design_codex":"design_other","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.997339,0.000011457157,0.0010481147,0.00092965073,0.00007475192,0.00059703336],"domain_scores_gemma":[0.99785745,0.000051215902,0.00062315515,0.00074829796,0.000106397834,0.0006134878],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.00040864898,0.00038260184,0.000831004,0.0002451198,0.00030436413,0.0006546738,0.0009584986,0.00040676282,0.0018273299],"category_scores_gemma":[0.00018921254,0.00046338714,0.00022016153,0.0003665031,0.00008003252,0.0010235436,0.00032252324,0.00024210045,0.0006458177],"study_design_candidate":"design_other","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0006524255,0.0003285075,0.007919697,0.00006475528,0.00026353946,0.000016679693,0.008095343,0.029590525,0.000028695646,0.062518395,0.008905956,0.88161546],"study_design_scores_gemma":[0.0036088475,0.00034136503,0.0060519483,0.00007639764,0.000076963865,0.000013120506,0.00026975077,0.6239929,0.000040393927,0.078144796,0.28653115,0.0008523546],"about_ca_topic_score_codex":0.0003359446,"about_ca_topic_score_gemma":0.0007048553,"teacher_disagreement_score":0.8807631,"about_ca_system_score_codex":0.0002944246,"about_ca_system_score_gemma":0.0008396177,"threshold_uncertainty_score":0.9997818},"labels":[],"label_agreement":null},{"id":"W7132104873","doi":"","title":"Relationship between Bulgarian Sovereign credit risk and accounting information","year":2019,"lang":"","type":"article","venue":"Bulgarian Portal for Open Science","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Credit default swap; Bulgarian; Accounting information system; Quarter (Canadian coin); Credit risk; Swap (finance); iTraxx; Sovereign credit","score_opus":0.03604670959604798,"score_gpt":0.26551886349838544,"score_spread":0.22947215390233747,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7132104873","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8795705,0.00042399848,0.020531818,0.00068960426,0.0035034625,0.003986021,0.0028916206,0.00004304019,0.08835998],"genre_scores_gemma":[0.9932084,0.00006229684,0.0036037778,0.000060129492,0.0005192795,0.00007522355,0.00022307727,0.000033714743,0.0022141214],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99575555,0.000020852414,0.001863378,0.0011381183,0.00027911848,0.0009429847],"domain_scores_gemma":[0.9956452,0.0005557522,0.0021213063,0.0009772885,0.0003078306,0.00039261495],"candidate_categories":["metaepi_narrow","sts","scholarly_communication","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0057424824,0.00039542888,0.00078530505,0.00082573283,0.002279082,0.0037033923,0.0020419806,0.0003507941,0.0004881314],"category_scores_gemma":[0.0034661174,0.0004926931,0.00018405658,0.0015574236,0.0006256879,0.009997129,0.0010624503,0.00046665047,0.0008906387],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000023032924,0.00001777563,0.60091895,0.000028801767,0.000010346469,2.912087e-7,0.0004913863,0.00006557195,7.6383316e-7,0.3932447,0.00039905185,0.0047993497],"study_design_scores_gemma":[0.0013050236,0.00018925028,0.8660681,0.00005040091,0.000047781134,0.000005919514,0.00041574307,0.0071347645,0.000009165804,0.070174314,0.05400505,0.00059447205],"about_ca_topic_score_codex":0.0014261255,"about_ca_topic_score_gemma":0.00012069476,"teacher_disagreement_score":0.32307038,"about_ca_system_score_codex":0.00020804233,"about_ca_system_score_gemma":0.00075041095,"threshold_uncertainty_score":0.9998873},"labels":[],"label_agreement":null},{"id":"W7132893370","doi":"","title":"Essays on search models of the capital market, and real investment options with financing constraints","year":2003,"lang":"","type":"dissertation","venue":"TSpace","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"","funders":"University of Toronto","keywords":"Loan; Interest rate; Collateral; Investment (military); Liability; Joint and several liability; Limited liability; Basis point; Information asymmetry; Fixed interest rate loan","score_opus":0.03028027089288798,"score_gpt":0.2625747420689981,"score_spread":0.23229447117611013,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7132893370","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.79728687,0.0013419645,0.0009496735,0.00021522235,0.00053792936,0.0008541626,0.00037809415,0.000010391595,0.1984257],"genre_scores_gemma":[0.96772224,0.0035705592,0.00082117115,0.000027311862,0.00007152341,0.00010340145,0.000091521426,0.00006417946,0.027528085],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9976282,0.00007247663,0.0008403085,0.00077418296,0.00018635143,0.00049845525],"domain_scores_gemma":[0.9979873,0.00015875488,0.00082655466,0.0006984094,0.00016906418,0.00015994319],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.00059225765,0.00046111204,0.00078611553,0.00036715603,0.000567942,0.000093374016,0.00027602233,0.00039559315,0.00034276553],"category_scores_gemma":[0.000096088836,0.00043171013,0.0002074823,0.00055421144,0.00063389196,0.0001746852,0.00005804088,0.0005534561,0.000015972662],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0001652371,0.00026110382,0.012545647,0.00020907528,0.00013143205,0.000004116034,0.013544277,0.0068339664,0.000020980886,0.9644347,0.0004970756,0.0013524055],"study_design_scores_gemma":[0.004165376,0.0013780957,0.8548468,0.0019618326,0.00032665892,0.000043463733,0.029395357,0.03300407,0.0008138239,0.069547676,0.002227973,0.0022888985],"about_ca_topic_score_codex":0.0016569244,"about_ca_topic_score_gemma":0.00087328674,"teacher_disagreement_score":0.89488703,"about_ca_system_score_codex":0.00024090495,"about_ca_system_score_gemma":0.0004670939,"threshold_uncertainty_score":0.9998135},"labels":[],"label_agreement":null},{"id":"W7132893544","doi":"","title":"Essays on structural credit risk modelling and financial econometrics","year":2006,"lang":"","type":"dissertation","venue":"TSpace","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Library and Archives Canada","funders":"","keywords":"Credit risk; Stock (firearms); Equity (law); Monte Carlo method; Credit rating; Capital asset pricing model; Smoothing; Econometric model","score_opus":0.031498920391367,"score_gpt":0.25940083945475534,"score_spread":0.22790191906338833,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7132893544","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.92941934,0.008927388,0.019547109,0.00013599242,0.005480036,0.0008143195,0.001913591,0.00007681038,0.03368542],"genre_scores_gemma":[0.9684356,0.0070173326,0.0016323584,0.000025336802,0.0025784278,0.000105845415,0.001629096,0.00017947807,0.01839651],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99496496,0.000047904527,0.0018824723,0.0018706393,0.00019543692,0.0010386164],"domain_scores_gemma":[0.9958098,0.00038731875,0.0024090828,0.00086924684,0.00018603342,0.00033854856],"candidate_categories":["metaepi_narrow","sts","research_integrity"],"consensus_categories":[],"category_scores_codex":[0.000689344,0.0010568445,0.0016948908,0.0020238517,0.0013274733,0.0005082478,0.00048766765,0.0013690701,0.00056355377],"category_scores_gemma":[0.0006348492,0.0014056452,0.00053421396,0.0013420938,0.00020416881,0.0004002198,0.00009783882,0.0014721719,0.00035540646],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0007090059,0.00039708294,0.12240546,0.00054816157,0.00023799964,0.000033762222,0.01119499,0.39358813,0.0000026605856,0.4271848,0.007625165,0.036072813],"study_design_scores_gemma":[0.0024080388,0.0006805467,0.40564054,0.00023274461,0.00026323966,0.0000080664795,0.0010426623,0.42958903,0.00005155917,0.08718274,0.069892466,0.0030083698],"about_ca_topic_score_codex":0.0049069296,"about_ca_topic_score_gemma":0.0007468905,"teacher_disagreement_score":0.34000206,"about_ca_system_score_codex":0.00044002204,"about_ca_system_score_gemma":0.00022305216,"threshold_uncertainty_score":0.99997264},"labels":[],"label_agreement":null},{"id":"W7135158595","doi":"","title":"De la crise de la dette au crash financier (et retour) : un modèle à cohérence stock-flux des bulles de prix d'actifs","year":2025,"lang":"en","type":"preprint","venue":"HAL (Le Centre pour la Communication Scientifique Directe)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McMaster University; Fields Institute for Research in Mathematical Sciences","funders":"","keywords":"Asset (computer security); Crash; Financial market; Jump; Interest rate; Financial fragility; Bond market; Economic bubble","score_opus":0.022368939766167124,"score_gpt":0.242869266872309,"score_spread":0.22050032710614187,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7135158595","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5016062,0.0026728236,0.39212126,0.0027464696,0.00018927932,0.00036102984,0.0005848255,0.00015612949,0.099561974],"genre_scores_gemma":[0.9062409,0.003437021,0.07098738,0.000108437445,0.000061697625,0.00019721549,0.00026813548,0.00005517654,0.018644044],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99564534,0.0020505725,0.0007532476,0.0008151754,0.00011461753,0.00062106637],"domain_scores_gemma":[0.9945647,0.0023995216,0.0006825513,0.0016067881,0.0005180548,0.00022837959],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.008713846,0.00037121694,0.0005467527,0.0003936686,0.0006474804,0.0006056754,0.0012061504,0.0006131717,0.00017518923],"category_scores_gemma":[0.0047752117,0.0004814304,0.0003105482,0.0005116583,0.0005901767,0.0001749435,0.0009509439,0.0009790749,0.000039394963],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00002640473,0.00078593794,0.23958418,0.00024863557,0.000118507916,0.000015654217,0.018063424,0.0022270666,0.0002868789,0.69715476,0.0064887186,0.03499986],"study_design_scores_gemma":[0.000706331,0.0000012383267,0.55286956,0.0011376151,0.00006046084,0.000022074551,0.00011848893,0.02821538,0.004852951,0.20710593,0.20415698,0.0007530159],"about_ca_topic_score_codex":0.0067009586,"about_ca_topic_score_gemma":0.0019084519,"teacher_disagreement_score":0.4900488,"about_ca_system_score_codex":0.0007496606,"about_ca_system_score_gemma":0.0016914043,"threshold_uncertainty_score":0.9999135},"labels":[],"label_agreement":null},{"id":"W73982427","doi":"10.2139/ssrn.396580","title":"Macroeconomics and Credit Risk: A Global Perspective","year":2003,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":51,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Trinity College","funders":"","keywords":"Perspective (graphical); Economics; Credit risk; Financial economics; Macroeconomics; Monetary economics; Actuarial science; Computer science","score_opus":0.00984597151808082,"score_gpt":0.22285883463634418,"score_spread":0.21301286311826337,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W73982427","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8533418,0.031596087,0.06309762,0.0007397147,0.0007833629,0.00016570959,0.00011790193,0.00003296063,0.0501248],"genre_scores_gemma":[0.9845099,0.014032433,0.00040830698,0.000019019084,0.00031036182,0.0000043889704,0.0000016733787,0.000016094238,0.0006978371],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9980437,0.000022580332,0.00038535567,0.00029008303,0.000029202922,0.0012290879],"domain_scores_gemma":[0.99933314,0.00002527962,0.0003347988,0.00015289184,0.000048269994,0.00010560466],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011755363,0.00014486516,0.00026105595,0.00010270482,0.0003430685,0.000109144385,0.0001303106,0.00009441908,0.000084517575],"category_scores_gemma":[0.00030442025,0.0001678449,0.0001225931,0.00017175941,0.00007852924,0.00024913077,0.000020975725,0.0007992159,0.00012232072],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000010625092,0.000025468904,0.12785438,7.5703156e-7,0.00006141037,9.156593e-7,0.00013194644,0.000035024073,3.1870994e-7,0.869639,0.00006884757,0.0021713658],"study_design_scores_gemma":[0.00058880704,0.0001141172,0.057521496,0.0000018439872,0.000012472813,0.0002494634,0.001430589,0.00022884153,0.000001329512,0.9149112,0.02476035,0.00017946867],"about_ca_topic_score_codex":0.00040770433,"about_ca_topic_score_gemma":0.0016491956,"teacher_disagreement_score":0.13116804,"about_ca_system_score_codex":0.001893866,"about_ca_system_score_gemma":0.00043717705,"threshold_uncertainty_score":0.68445164},"labels":[],"label_agreement":null},{"id":"W74892724","doi":"10.2139/ssrn.314386","title":"An Analysis of Private Loan Guarantee Portfolios","year":2002,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":13,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université Laval","funders":"","keywords":"Business; Loan; Actuarial science; Finance; Financial system","score_opus":0.015427902639990368,"score_gpt":0.22020811771377513,"score_spread":0.20478021507378477,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W74892724","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9634893,0.0049330657,0.02862485,0.00018172187,0.00013825211,0.00006288277,0.00004305224,0.000015778967,0.0025111123],"genre_scores_gemma":[0.9915986,0.007254146,0.000112550195,0.00001297604,0.00016722614,0.000002180466,0.000011133063,0.000015587537,0.0008255842],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99803185,0.000013333353,0.0006657661,0.00021629546,0.000060061957,0.001012716],"domain_scores_gemma":[0.9990762,0.000014206032,0.0005060015,0.00030130302,0.00004435133,0.00005793989],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00087024923,0.00011653801,0.00042592845,0.00077172305,0.00013783328,0.000037782527,0.00028136227,0.000078351506,0.0004784088],"category_scores_gemma":[0.000047405945,0.00012798667,0.0003083433,0.0009497886,0.000045876208,0.00026380032,0.000013579816,0.00052068906,0.00006997111],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000007939083,0.00012520661,0.15364952,0.0000011000614,0.0004535511,0.0000013852508,0.00018096145,0.001004588,0.000024842315,0.83829725,0.000035590914,0.0062180585],"study_design_scores_gemma":[0.0007253102,0.00043664995,0.41973406,0.000006120892,0.00030442988,0.0000508721,0.00030711302,0.047289044,0.000033305925,0.52006775,0.010666978,0.00037839383],"about_ca_topic_score_codex":0.00014047013,"about_ca_topic_score_gemma":0.0005571736,"teacher_disagreement_score":0.3182295,"about_ca_system_score_codex":0.00029069977,"about_ca_system_score_gemma":0.00007194159,"threshold_uncertainty_score":0.5238241},"labels":[],"label_agreement":null},{"id":"W769136630","doi":"10.1163/ej.9789004163300.i-1081.386","title":"The Joint Forum","year":2010,"lang":"en","type":"book-chapter","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":10,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Joint (building); Corporate governance; Accounting; Position (finance); Financial services; Political science; Business; Basel III; Management; Finance; Economics; Engineering","score_opus":0.03298495597286644,"score_gpt":0.1925809498564306,"score_spread":0.15959599388356416,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W769136630","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00002489073,0.0025118776,0.0018822026,0.0026483168,0.0017253897,0.00018479305,0.00016433747,0.00004413996,0.99081403],"genre_scores_gemma":[0.0037206593,0.0011552444,0.0003206902,0.00007156217,0.0005908547,0.000012460241,0.000029654271,0.000048018683,0.99405086],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99890965,6.9551237e-7,0.00054569566,0.00028712492,0.000031669642,0.00022517939],"domain_scores_gemma":[0.9989659,0.000046980505,0.00034018382,0.00055293535,0.000031794687,0.00006218121],"candidate_categories":["insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.00020718871,0.00018306891,0.00031269857,0.00010442893,0.00037453225,0.00009877114,0.0002256482,0.00037375648,0.0020926006],"category_scores_gemma":[0.000057631845,0.00015109223,0.00026079995,0.000018219824,0.00015050647,0.000049030394,0.00008453912,0.00045191392,0.0042265626],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000013514054,0.0000028750474,0.000113464295,0.0000016019609,0.000018392575,7.284223e-7,0.000011233353,3.1717028e-7,8.0431005e-7,0.9779408,0.016609348,0.0052991114],"study_design_scores_gemma":[0.000039199815,0.000008763768,0.0008675216,0.0000031195696,0.0000026684,0.000001126883,0.0000017146158,0.000018533994,0.0000027436959,0.43278334,0.5661525,0.0001187578],"about_ca_topic_score_codex":0.000063442094,"about_ca_topic_score_gemma":0.0006751221,"teacher_disagreement_score":0.54954314,"about_ca_system_score_codex":0.00004238109,"about_ca_system_score_gemma":0.000026659021,"threshold_uncertainty_score":0.99881965},"labels":[],"label_agreement":null},{"id":"W920910106","doi":"10.1017/cbo9781139017480.029","title":"End-of-term review problems","year":2012,"lang":"en","type":"other","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Lethbridge","funders":"","keywords":"Term (time); Content (measure theory); Computer science; Mathematics; Physics","score_opus":0.04378141763142567,"score_gpt":0.242534069158517,"score_spread":0.19875265152709132,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W920910106","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0000027183844,0.22643904,0.0013254359,0.00010365563,0.00049835886,0.000312621,0.00026876995,0.000047002475,0.7710024],"genre_scores_gemma":[0.00054763246,0.08563495,0.0009001557,0.00004135958,0.00049974286,0.000031514523,0.00010673592,0.00019947297,0.91203845],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.99905,0.0000035585556,0.00051518047,0.00021667092,0.00002577661,0.0001887963],"domain_scores_gemma":[0.998944,0.000010875613,0.0005832969,0.00039768562,0.000010414344,0.000053714604],"candidate_categories":["insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.00018093648,0.00015572592,0.0006106024,0.00020861001,0.000015861062,0.0000065151303,0.00016878029,0.00018484076,0.04219638],"category_scores_gemma":[0.000029526871,0.00016113762,0.00017129148,0.00015395533,0.000049305378,0.00003824937,0.000038829,0.00008883942,0.0021099036],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[2.341095e-7,0.00003794305,0.005512443,0.00097509666,0.000025420291,1.5959198e-7,0.000015615113,7.0181194e-8,1.9983895e-7,0.3607463,0.62581,0.00687651],"study_design_scores_gemma":[0.00007273619,0.000009627607,0.0041463305,0.00078497,0.000013963449,8.820409e-7,5.3076286e-7,0.0000017048936,8.570174e-7,0.0018306044,0.99295264,0.0001851231],"about_ca_topic_score_codex":0.00035192812,"about_ca_topic_score_gemma":0.000094841955,"teacher_disagreement_score":0.36714265,"about_ca_system_score_codex":0.000020990437,"about_ca_system_score_gemma":0.000016240505,"threshold_uncertainty_score":0.99866706},"labels":[],"label_agreement":null},{"id":"W971296417","doi":"10.1017/s0022109015000472","title":"Does Increased Competition Affect Credit Ratings? A Reexamination of the Effect of Fitch’s Market Share on Credit Ratings in the Corporate Bond Market","year":2015,"lang":"en","type":"article","venue":"Journal of Financial and Quantitative Analysis","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Wilfrid Laurier University; York University","funders":"","keywords":"Credit rating; Bond credit rating; Competition (biology); Unobservable; Affect (linguistics); Reputation; Business; Issuer; Market share; Endogeneity; Monetary economics; Economics; Actuarial science; Credit reference; Credit risk; Finance; Econometrics; Psychology","score_opus":0.03119513734303507,"score_gpt":0.25400516563536035,"score_spread":0.22281002829232527,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W971296417","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9959116,0.00038595882,0.000994005,0.00046717498,0.0002446476,0.00024366239,0.0003403726,0.00000230411,0.0014102738],"genre_scores_gemma":[0.9993192,0.00009160621,0.0002776192,0.000025659469,0.00015162415,0.000009831418,0.000017399767,0.000007832537,0.00009925002],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9980827,0.00030805246,0.0010506718,0.00019812286,0.00021290922,0.0001475667],"domain_scores_gemma":[0.99564874,0.0010167699,0.0027789057,0.0002038762,0.0002989691,0.000052715382],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004100923,0.00017170458,0.00082284206,0.00061519584,0.00011860297,0.000043853484,0.00024922876,0.000100284626,0.00006058966],"category_scores_gemma":[0.0042202296,0.00009576331,0.00037511025,0.0014988176,0.00017423515,0.00026690075,0.000037021942,0.00025231508,0.0000014254448],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0013262527,0.00021226048,0.9462453,0.000119089455,0.00026622956,0.000013196111,0.00269892,0.0005260519,0.00017096402,0.04015931,0.007124258,0.0011381806],"study_design_scores_gemma":[0.001133058,0.0013626186,0.984269,0.00015701141,0.00024032297,0.0000027990689,0.0003631186,0.0053592524,0.00027850192,0.006115825,0.00059441605,0.00012405205],"about_ca_topic_score_codex":0.0003662514,"about_ca_topic_score_gemma":0.00060198817,"teacher_disagreement_score":0.038023736,"about_ca_system_score_codex":0.00006429175,"about_ca_system_score_gemma":0.00007301511,"threshold_uncertainty_score":0.5052314},"labels":[],"label_agreement":null}]}